Request: RSI, SSD & SAR Strategies

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Request: RSI, SSD & SAR Strategies

Postby gonzteppenwolf » Tue Jan 30, 2018 2:45 pm

Hi,

First of all, I would like to make clear that I don't know the Lua language at all. I do most of my backtesting in Matlab. I was hoping for someone here to help me program a few strategies for the FXCM Trading Station. I'll leave the details below for each one of them.

1. RSI in 1h time frame, number of periods = the standard 14. Buy signal/order is triggered when the oversold threshold has been crossed (i.e., RSI<30); sell orderl triggers when the overbought threshold has been crossed (i.e., RSI>70). No new orders are added when the treshold is crossed more than once, they simply stay unchanged until, and only until, the opposite treshold is crossed. That way, closing an order means opening a new one in the other direction.

2. SAR in 8h time frame. Parameters for SAR should be: Step = 0,02 and Max = 0,2 (both standard). Buy order is triggered when first Down dot appears and Sell signal when first Up dot appears. Sell and Buy signals are "double", that is to say that every closed position in the market means opening a new one in the other direction.

3. Slow Stochastic Oscillator (SSD) in 8h time frame. Parameters should be (5,3,3) or %K periods = 5; %D slowing periods = 3 and %D periods = 3 (also the standard one in the T. Station). This one should pay no attention to overbought or oversold levels but exclusively to the crossing of K and D. Buy order is triggered when K>D and Sell order when K<D, despite where both indicators are located relative to the oversold and overbought levels! As with previous explained RSI and SAR, closing an order should imply opening a new one in the other direction, making the exposure to the market constant.

It is important to note that all three are Strategies and not Signals. I'd be really greatful to find someone to help me. Any information regarding tutorials on programming Strategies with Lua or sharing very well commented and documented coding will also be very appreciated.

Thank you and good luck to all in your endeavours.
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Re: Request: RSI, SSD & SAR Strategies

Postby Apprentice » Mon Feb 05, 2018 1:50 pm

3. Try this version.
viewtopic.php?f=31&t=61578
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Re: Request: RSI, SSD & SAR Strategies

Postby Apprentice » Mon Feb 05, 2018 1:54 pm

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Re: Request: RSI, SSD & SAR Strategies

Postby Apprentice » Mon Feb 05, 2018 1:57 pm

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Re: Request: RSI, SSD & SAR Strategies

Postby gonzteppenwolf » Tue Feb 06, 2018 8:44 pm

Thank you so much! I'll check them.
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Re: Request: RSI, SSD & SAR Strategies

Postby gonzteppenwolf » Wed Feb 21, 2018 4:42 pm

I was wondering if there is any Strategy that considers EMA and price crossing. I'm talking about the "Exponential Weighted Moving Average" that appears as "EMA" in the Trading Station. Thank you !
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Re: Request: RSI, SSD & SAR Strategies

Postby Apprentice » Tue Feb 27, 2018 2:35 pm

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