(NEW) Introduce dMACD strategy (Divergence on MACD Signals)

Strategies are published here.

Moderator: admin

Re: Introduce dMACD strategy (Divergence on MACD Signals)

Postby Apprentice » Sun Nov 07, 2010 11:01 am

Try to set "Is need to use autotrading" option to Yes.
This should fix your problem.
User avatar
Apprentice
FXCodeBase: Confirmed User
 
Posts: 36341
Joined: Thu Dec 31, 2009 11:59 am
Location: Zagreb, Croatia

Re: Introduce dMACD strategy (Divergence on MACD Signals)

Postby Konstantin.Usanov » Mon Nov 08, 2010 4:18 am

Hi Viriato!
Thanks a lot!

Please pay attention, you are trying to select parameters of ordinary MACD signal only ("Short EMA periods", "Long EMA periods", "Signal line periods") that will lead to change only the moment when divergence is detected.

Of course, its indirectly affects to profit, but I think, since this strategy based on exactly MACD indicator and used it to detect the divergence, is better for your approach to try other “sources of divergence”, RSI or CCI indicators, for example, i.e. other indicators type of oscillator.

Thanks.
Last edited by Konstantin.Usanov on Mon Nov 08, 2010 4:21 am, edited 1 time in total.
Best regards,
Konstantin.
Konstantin.Usanov
FXCodeBase: Confirmed User
 
Posts: 47
Joined: Mon Aug 30, 2010 3:02 am
Location: Siberia, Omsk

Re: Introduce dMACD strategy (Divergence on MACD Signals)

Postby Konstantin.Usanov » Mon Nov 08, 2010 4:19 am

Hi a0007002!

If you still have problems with Backtesting of strategy,
please share properties of BACKTEST and used strategy too.
(simple make screen shots and post its)

Thanks.
Best regards,
Konstantin.
Konstantin.Usanov
FXCodeBase: Confirmed User
 
Posts: 47
Joined: Mon Aug 30, 2010 3:02 am
Location: Siberia, Omsk

Re: Introduce dMACD strategy (Divergence on MACD Signals)

Postby Viriato » Tue Nov 09, 2010 4:13 am

Thanks for your answer, Konstantin!

I try to make it, and I continue studying LUA step by step too!

Viriato
Viriato
 
Posts: 2
Joined: Fri Nov 05, 2010 5:45 am

Re: Introduce dMACD strategy (Divergence on MACD Signals)

Postby a0007002 » Tue Nov 09, 2010 7:47 am

It did not work. I have this problem for ALL strategies not just this one. Here is my screen shot with settings and with backtest equity unmoved shown also on bottom right.

backtest.jpg
a0007002
 
Posts: 6
Joined: Sun Nov 07, 2010 10:35 am

Re: Introduce dMACD strategy (Divergence on MACD Signals)

Postby Konstantin.Usanov » Tue Nov 09, 2010 8:24 am

Hi a0007002!

Ok..., could you please provide also
"BACKTEST Properties" screen shot and
your version number of FXCM Trading Station?

Thanks.
Best regards,
Konstantin.
Konstantin.Usanov
FXCodeBase: Confirmed User
 
Posts: 47
Joined: Mon Aug 30, 2010 3:02 am
Location: Siberia, Omsk

Re: Introduce dMACD strategy (Divergence on MACD Signals)

Postby a0007002 » Tue Nov 09, 2010 6:17 pm

This has occurred on all versions since it came out with the backtest feature.
currently using version 1.09.101210

backtest2.jpg
a0007002
 
Posts: 6
Joined: Sun Nov 07, 2010 10:35 am

Re: Introduce dMACD strategy (Divergence on MACD Signals)

Postby Konstantin.Usanov » Thu Nov 11, 2010 3:07 am

Hi a0007002!

I have only one guess about your problem with Backtesting, for your timeframe and selected stream of MACD the strategy does not detect divergence. Since divergence is main signal for trading in dMACD(ext), you do not have any changes of Equity in this case.

Please try to select other timeframes and streams of MACD.

For example,
(Currency pair, Timeframe, Stream of MACD)
EUR/USD, 5 minutes, MACD – divergence is rarely detected.
EUR/USD, 60 minutes, HISTOGRAM – divergence is often detected.

You also told:
I have this problem for ALL strategies not just this one.

Please pay attention, not all strategies has ability to work in “Autotrading” mode. In this case any changes of Equity in Backtesting will not show also.

Thanks.
Best regards,
Konstantin.
Konstantin.Usanov
FXCodeBase: Confirmed User
 
Posts: 47
Joined: Mon Aug 30, 2010 3:02 am
Location: Siberia, Omsk

Re: Introduce dMACD strategy (Divergence on MACD Signals)

Postby Konstantin.Usanov » Fri Nov 12, 2010 4:00 am

Hi!

I’d like to share the last version of dMACDext strategy (improved edition), version 2.1.

The main goal of new version was to provide full functional Risk Management for trading operations powered by Limit and Stop orders for all types of accounts (FIFO, US accounts also supported). As well the new version working with the same values and diapasons of corresponded parameters for Risk Management as provided it’s by FXCM Trading Station, for handy uses.

Also supported the full functional logging of orders creation, errors reporting and revised strategy parameter’s list, for handy uses too.

Moreover, strategy has ability to perform Margin and Profit/Loss Care for specified account.

Algorithm of dMACDext strategy, version 2.1 (full list):

1. Strategy detects divergence (True or Hide).
2. Depends on trend movement strategy decides to buy or to sell.
3. Trade operation is beginning.
4. Its does begin from checks.
5. First check is for Margin. (Margin of account compare with given value in parameters)
6. If margin of account (current value at this moment, moment of trade) less or equal
value from parameters then trade is not process.
7. Second check is P/L care. (GrossPL of account compare with given values in parameters)
8. If GrossPL of account (current value at this moment, moment of trade) more or less then corresponded values from parameters then trade is not process.
9. Otherwise, trade is continuing and True market order opens the position at currently available market rate for buy or sell direction depends on detected trend movement.
10. If risk management is using then Limit or Stop orders will be also opened at this moment.

I hope the new improved version of dMACDext will be useful and comfortable.
Trade for pleasure with full Risk Management!

dMACDext.lua
dMACDext strategy, version 2.1
(17.56 KiB) Downloaded 1556 times

dMACDext properties.JPG
dMACDext properties

Example of logging (for FIFO account).JPG
Example of logging (for FIFO account)

Thanks.
Best regards,
Konstantin.
Konstantin.Usanov
FXCodeBase: Confirmed User
 
Posts: 47
Joined: Mon Aug 30, 2010 3:02 am
Location: Siberia, Omsk

Re: (NEW) Introduce dMACD strategy (Divergence on MACD Signals)

Postby Caalador » Tue Nov 23, 2010 2:27 pm

Hi Konstantin,

Nice job here! I've been testing your strategy and it works well on backlogs, however.

I was wondering why you set it to Mix simulation of price instead of Close. Isn't close more realistic?
If you use Close, it rarely provides profit though.

Just wondering, I'm still kind of a newbie :)
Caalador
 
Posts: 20
Joined: Tue Nov 23, 2010 12:03 am

PreviousNext

Return to Custom Strategies

Who is online

Users browsing this forum: No registered users and 19 guests