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

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

Postby Konstantin.Usanov » Wed Jan 12, 2011 1:45 am

Hi Caalador,

About reported error during the calculation of the indicator 'BACKTEST', I have guess something wrong with FXCM Trading Station environment. Please try to reinstall FXCM Trading Station with last available 01.10.010311 version from http://www.fxcm.com/forex-software-download.jsp.

Just reinstalled it’s too (for testing) and no one error for backtesting.

Working with “Volumes” please pay attention, not all currency pairs and timeframes are well profitable. I have best backtesting results with xxx/JPY and D1. (where xxx is USD and EUR)

Applying timeframes below D1 (i.e. H8, H6, H4 and so on) will lead to worse profit, since based Price Stream (Volume) in this case is not well represented (has not enough values).

Thanks a lot for report about ‘Typical selection’ and thanks in advance for your future ‘final results‘.
Best regards,
Konstantin.
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Re: (NEW) Introduce dMACD strategy (Divergence on MACD Signals)

Postby mazdaq100 » Wed Jan 12, 2011 8:44 am

Caalador wrote:Hi Konstantin,

after the recent update my Marketscope gives the following error when it starts:

An error occurred during the calculation of the indicator 'BACKTEST'. The error details: [string "backtest.lua"]:138: [string "C:\Program Files\Candleworks\FXTS2\strategi..."]:176: attempt to index upvalue 'MACD' (a nil value).

Is that a problem or should I ignore it?

And I can also report profitable results from some of the 7 virtual machines I'm running with your strategy on demo accounts. the new Volume strategy only works a little if you use the daily period, hourly does not work and just keeps running into losses.

The old 'Typical' selection also works well on daily, and sometimes on hourly, but it's way more reliable on daily...this from 22 days of testing so far.

I will keep testing your strategies for 3 months and I will post the final results here.


I am getting the same error message. Have you managed to resolve this Caalador? I have downloaded the latest version Trading Station but this hasn't solved it.
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Re: (NEW) Introduce dMACD strategy (Divergence on MACD Signals)

Postby Konstantin.Usanov » Thu Jan 13, 2011 1:27 am

Hi mazdaq100,

I still have no an errors and share my set of properties. For strong testing I have turn on all trading parameters and all works fine, without an errors.

dMACDext set properties.zip
dMACDext set properties
(165.03 KiB) Downloaded 1162 times

One more guesses what about standard MACD indicator for your instance of FXCM Trading Station? Is it possible to add MACD indicator to chart?

Thanks.
Best regards,
Konstantin.
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Re: (NEW) Introduce dMACD strategy (Divergence on MACD Signals)

Postby Caalador » Thu Jan 13, 2011 12:27 pm

mazdaq100 wrote:I am getting the same error message. Have you managed to resolve this Caalador? I have downloaded the latest version Trading Station but this hasn't solved it.


I just removed all the backtests (the test thing in the graph in marketscope in the bottom that shows profit/loss for the tested strategy) and readded them and the problem went away. I did see a similar error once more when I lost my internet connection while it was running but it didn't seem to cause any problems.
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Re: (NEW) Introduce dMACD strategy (Divergence on MACD Signals)

Postby mazdaq100 » Fri Jan 14, 2011 10:47 am

Thanks for your help, I've got it working now.
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Re: (NEW) Introduce dMACD strategy (Divergence on MACD Signals)

Postby Egioras » Sat Jan 15, 2011 8:32 am

Hello everyone.I´m allso have error massage on EUR/USD but it works on USD/JPY. EUR/JPY is not working.
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Re: (NEW) Introduce dMACD strategy (Divergence on MACD Signals)

Postby Konstantin.Usanov » Mon Jan 17, 2011 12:39 am

Hi Egioras,

Could you please share your BACKTEST and Strategy Properties? I have retested dMACDext version 2.3 on EUR/USD, EUR/JPY currency pairs and did not find any problem, all works fine.

Thanks in advance.
Best regards,
Konstantin.
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Re: (NEW) Introduce dMACD strategy (Divergence on MACD Signals)

Postby pippelin » Mon Jan 17, 2011 8:03 am

Hi
i just started to use this awesome strategy but first couple of time it didn't let me to backtest it , when i changed the auto trading to yes
Then I've restarted the platform and now i can use it but it gives me flat equity bar
for the record i use the latest version of trading station and i did change auto trading to yes
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Re: (NEW) Introduce dMACD strategy (Divergence on MACD Signals)

Postby Konstantin.Usanov » Tue Jan 18, 2011 1:20 am

Hi pippelin,

That’s right, trading parameter “Is need to use autotrading?” sets to “No” by default for safety using the dMACDext in ‘real trading place’ of FXCM Trading Station.

This means the strategy do not start trading till then you explicitly set this parameter to “Yes”. In other words, it looks like as for cars, the vehicle do not go until you press accelerator (pedal), since all control is own you and for trading strategy too.

In mode “Is need to use autotrading?” = “No” the strategy acts as signal only.

Please take a look at next picture,
BACKTEST and Strategy Properties.jpg
BACKTEST and Strategy Properties

you can see BACKTESTing of strategy and all properties.

Could you please check it for you with the same properties and the same currency pair (EUR/USD) and timeframe (m1)?
I have also latest version of trading station (01.10.010311) and all works fine.

Thanks in advance.
Best regards,
Konstantin.
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Re: (NEW) Introduce dMACD strategy (Divergence on MACD Signals)

Postby knightflyer » Tue Jan 18, 2011 11:55 am

I must have missed something but how do you prevent this from opening multiple positions, one after the other, in the same direction. Thanks. :?
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