by Gilles » Fri Jul 26, 2019 11:03 am
Apprentice, you're absolutely right. However, I would like to use it to adapt my current strategy, which is based solely on price study, variation, deviations and other study and range detection. I would have liked to use the Window-Fibo-With-Scaling-Strategy.lua version as a support to adapt mine. My strategy uses no indicators, just 2 Time Frames and price study. To be more precise, I study the price over 100 periods. Among other things, I detect the highest price with mathex.max and the lowest with mathex.min. Then I set the typical price. To avoid signal noise, I use Source.open instead of Source.close in the formula. I also added many dynamic parameters (GrossPL, Quantity, number of positions, P/L by position type by questioning the tradetable and closed trades.
My first results are correct. As you know, we can always do better.
I think I can make progress with Window-Fibo-With-Scaling-Strategy.lua.
If it's possible for you.
Thank you apprentice for your support.
See you soon!