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Fractal and ATR strategy

PostPosted: Mon Dec 26, 2011 6:10 am
by Alexander.Gettinger
This strategy is written on request viewtopic.php?f=27&t=8287&p=18405#p18405

BUY condition:
fractal high - fractal low < ATR*Mult and appearance of new lower fractal,

SELL condition:
fractal high- fractal low< ATR*Mult and appearance of new upper fractal.

Stop loss will be opposite fractal, take profit will be open price +/- ATR*[ATR mult].

Download:
Fractal_ATR_Strategy.lua
(13.9 KiB) Downloaded 1277 times


The Strategy was revised and updated on December 17, 2018.

Re: Fractal and ATR strategy

PostPosted: Fri Feb 03, 2012 9:19 pm
by Exolon
With EUR-USD over a 3 month period, I can't find any combination of parameters that produce any trades.
Also, could you explain how the limit and stop loss values are derived, since they're not directly set by the user?

Re: Fractal and ATR strategy

PostPosted: Fri Feb 03, 2012 9:20 pm
by Exolon
Oops, reading fail for me, the explanation was in your original post!

Re: Fractal and ATR strategy

PostPosted: Wed Jun 27, 2012 6:15 am
by cash4u
hi,

i have used this strategy by puting stop at 1 ATR limit at 2ATR . this strategy {when the opposite condition fulfills} closes open position before it reaches the limit level

can you add exit options 1. after reaching limit and stop level
2. as per strategy

thanking you

its cash4u

Re: Fractal and ATR strategy

PostPosted: Thu Jun 28, 2012 1:15 am
by Apprentice
Your request is added to the development list.

Re: Fractal and ATR strategy

PostPosted: Mon Sep 28, 2015 7:22 pm
by djbraski
Hello!

After about two or three trades this straregy inevitably get the following error, stopping the strategy.

Fractal_ATR_Strategy.lua:313 The value of the rate is incorrect. It must be a number > 120.108.

The 120.108 figure is the price. This error doesn't show up in backtesting or optimizing. Any advice here? It wouldn't be a huge deal except that the strategy is actively controlling when to close the trade, so when it stops it seems there's no stop/limit for the open trades. Thank you!

djbraski

Re: Fractal and ATR strategy

PostPosted: Mon Sep 28, 2015 7:27 pm
by djbraski
Hello!

After about two or three trades this straregy inevitably get the following error, stopping the strategy.

Fractal_ATR_Strategy.lua:313 The value of the rate is incorrect. It must be a number > 120.108.

The 120.108 figure is the price. This error doesn't show up in backtesting or optimizing. Any advice here? It wouldn't be a huge deal except that the strategy is actively controlling when to close the trade, so when it stops it seems there's no stop/limit for the open trades. Thank you!

djbraski

Re: Fractal and ATR strategy

PostPosted: Tue Dec 13, 2016 4:12 pm
by Apprentice
Strategy was revised and updated.

Re: Fractal and ATR strategy

PostPosted: Mon Mar 04, 2019 12:59 pm
by swingtrader
hi ,

i am getting following error

C:/Program Files/Candleworks/FXTS2/Strategies/Custom/Fractal_ATR_Strategy.lua:-1: nil

Re: Fractal and ATR strategy

PostPosted: Mon Apr 01, 2019 10:27 am
by Apprentice
I can not reproduce it.
Continues testing on a demo account.

Can you provide an error line number?