Migration TrailingStopStrategy into Highly Adaptable BB

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Migration TrailingStopStrategy into Highly Adaptable BB

Postby Captain » Sat Oct 28, 2017 2:23 pm

Dear Admin,

I would appreciate greatly if you could possibly migrate into the Highly adaptable Bollinger Band Strategy the TrailingStopStrategy.

Highly adaptable Bollinger Band Strategy:
http://fxcodebase.com/code/viewtopic.php?f=31&t=63644&hilit=highly+adaptable+Bollinger

TrailingStopStrategy:
http://fxcodebase.com/code/viewtopic.php?f=31&t=65091

Thank you in advance,
Captain
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Re: Migration TrailingStopStrategy into Highly Adaptable BB

Postby Apprentice » Sun Oct 29, 2017 6:55 am

Your request is added to the development list under Id Number 3931
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Re: Migration TrailingStopStrategy into Highly Adaptable BB

Postby Captain » Mon Oct 30, 2017 4:26 pm

Apprentice,

Thank you very much for your ultra fast development, greatly appreciated. This strategy with the recent trailing update is looking very promising..
Captain
 
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Re: Migration TrailingStopStrategy into Highly Adaptable BB

Postby Captain » Wed Nov 01, 2017 9:07 am

Apprentice,

I have been backtesting the strategy since strategy provided and I have found some cases the TrailingStopStrategy Add-on skips a Take Profit Level. Please find below the settings I am using for the examples I am presenting below:

Backtest Period:
From: 01/01/2017 To: 10/27/2017

Strategy Settings:
settings.png
Strategy Settings


Example 1:
example1.png
Example 1

In this example despite price extended below the Level5 @ 200 pips, Trade closed at Level3 @ 120 pips and ignored the Level4 @ 160 pips. Trade Date 06/02/17

Example 2:
example2.png
Example 2

In this example despite price extended below the Level5 @ 200 pips, Trade closed at Level3 @ 120 pips and ignored the Level4 @ 160 pips. Trade Date 08/30/2017

Example 3:
example3.png
Example 3

In this example I am not sure if Level4 should have been triggered because price just spiked at that level and did not produce a close at that level to mark it. Despite that, price made a close below Level3 @ 120 pips, yet the trade was closed at Level1 @ 40 pips and missed the Level2 @ 80 pips. Trade Date 03/30/2017

I would greatly appreciated your feedback,

Thank you in advance,
Captain
Captain
 
Posts: 23
Joined: Tue Oct 04, 2011 12:14 pm


Re: Migration TrailingStopStrategy into Highly Adaptable BB

Postby Captain » Mon Nov 06, 2017 6:04 am

Apprentice,

Thanks for the feedback, looking forward for the revision.

Best
Captain,
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Re: Migration TrailingStopStrategy into Highly Adaptable BB

Postby Apprentice » Mon Nov 06, 2017 8:20 am

In this case: 40-80-120-160-200 the real levels will be 40-120-240-400-600. You should change his settings to 40-40-40-40-40.
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Re: Migration TrailingStopStrategy into Highly Adaptable BB

Postby Captain » Wed Nov 08, 2017 5:23 am

Apprentice,

Thank you very much for the clarification, that means that the take profit levels are incremental, adding the pips of one level to the other to reach the next take profit level.

Thank you very much again, appreciated,

Best
Captain,
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Re: Migration TrailingStopStrategy into Highly Adaptable BB

Postby Captain » Thu Nov 16, 2017 12:52 pm

Apprentice,

I would appreciate your feedback on the following:

Pair USDJPY date from 10/19/207

With Maintenance type "Non-FIFO account with hedging" and default strategy settings I receive the following error
..lua.288: attempt to index global "trade' (a nil value)
Untitled1.png


With Maintenance type: "FIFO" at the m5 TF, same settings since 10/19/2017 the Trailing stop parameters seems not to be triggering.
Untitled2.png


Changing back to the first case with "Non-FIFO account with hedging" if play a bit with the Trailing stop parameters numbers the strategy goes through the backtest yet the trailing levels seem not to be triggering.
Untitled3.png


I would greatly appreciate your feedback,

Thank you in advance,
Captain
Captain
 
Posts: 23
Joined: Tue Oct 04, 2011 12:14 pm

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