Standard MA advisor strategy with trade time window

[Alexander.Gettinger]

This is a standard MA advisor strategy with the possibility specify start and end of trading session.

Download:

ma_advisor_time_window.lua

(19.1 KiB) Downloaded 986 times

ma_advisor_time_window.lua.rc

(27.29 KiB) Downloaded 1093 times

The Strategy was revised and updated on November 22, 2018.

[surfandturf]

Dear Alexander,
I can not load this file. Something is wwrong. I can load all other Strategies without problems. Please advice.

[Apprentice]

Did you download both files.
.Lua and Llua.RC

[juul66]

Hi,

I have downloaded both files however the strategy is not working. The extension 'rc' is not recognized by TSII.

I have uploaded a print screen.

Could you please help ? Thanks you.

[surfandturf]

Same with me!!! Please help, I even tried to review the code. Thanks for fast reply.

[Apprentice]

During testing i found small bug in this strategy.
But it was not your problem.
You do not need to load rc.lua.
The trading platform will do it alone,
If both files are in the same directory.
Just load. Lua file.

[surfandturf]

Hello,
it still doesn't work. Mistake :344 first parameter needs to be a number, when trying to backtest. Please, explain how to correctly download this file. Is this a standard strategy and do we have to download into the standard folder. If yes, is it sufficient to copy the file in this folder. For custom strategies I usually load them via Marketscope/Signal Custom/Signals and Strategies.

Thanks

[Apprentice]

2 additional Bugs Found and patched.

[surfandturf]

Dear Apprentice,
thanks! It works now. For the beauty contest you could add the new added parameters from the Time Frame also to the RC File, like this it will be translated in the according language. An option to choose the local time in the window would be nice for everybody who is not living in NY.

More importantly, I found a severe bug in the backtesting tool (only, and not in the regular charts). The columne for ask and bid in the history log is switched, as well as in the chart!!! The ask price must be always higher than the bid price, which is not the case in the backtesting tool. The calculation according to the strategy is actually correct, but since the columns are exchanged it will deliver the wrong output (equity, balance). Wow, fatal... Therefore the generated results in this strategy (or in all other strategies?) are not correct. Please, try to fix this as soon as possible.

Further, I found that there is a difference in MMR requirement depending, if I backtest in the Real or Demo account. The MMR is a factor 4 higher in the Demo account using the same settings. I have no clue why this is so, but it gives me trouble depending on which strategy I am testing, I get to early a MC.

It would also be very helpful to have the used margin by the open trades subtracted from the equity or at least also shown graphically besides the equity and balance.

Thanks, for helping

[surfandturf]

Dear Apprentice,
the MA Advisor with trade time window doesn`t work in when using it as a signal (automated mode). The error message is 344: The first parameter needs to be a number. Please correct. Before I have used it only in the backtesting modus.

Further, according to my last post on Feb. 14th there is a severe bug in the backtesting modus, can you reply, if you are are working on it and until when this problem is fixed?

Thanks