(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 Nov 24, 2010 3:36 am

Hi Caalador,

Thanks a lot!

Mix mode (“Price simulation” parameter of BACKTEST) is more realistic for backtesting process.

Please take a look at next picture. There is dMACDext strategy applied for backtest (top part of picture) and with the same properties in “real trade place” (bottom part of picture), at the same time.
Mix mode.JPG
Mix mode of backtesting process

As you can see, BUY/SELL signals are produced at one time.

But, if you change the “Price simulation” parameter of BACKTEST to “Close” the backtesting process will have less data (ticks per period of the history) for simulation and BUY/SELL signals of backtesting will not concur with signals in “real trade place”. This situation will provide rarely profit, so I have suggested using “Mix” mode for backtesting process, in general cases.

NB
For additional information,
if “Price simulation” parameter of BACKTEST sets to “Close” we have only one (1) tick per period of the history and if it sets to “Mix” or other we have eleven (11) ticks per period of the history.

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

Postby Caalador » Wed Nov 24, 2010 9:34 am

Thanks! Outstanding reply and explanation.

I am succesfully using your strategy now on my windows system with a locale that uses . as the decimal seperator. I did notice it gives *very* strange results when using it on a windows machine that has another localized setting, such as Dutch, where the , (comma) is used for decimal seperation....

I'll just keep my locale on English, just thought you might want to know! :)
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Re: (NEW) Introduce dMACD strategy (Divergence on MACD Signals)

Postby Konstantin.Usanov » Thu Nov 25, 2010 12:49 am

Hi Caalador,

Could you please explain what exactly means
it gives *very* strange results…

Since I have Russian locale, that also has “,” (comma) as decimal separation and do not have problem.

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

Postby amgalanbaatar » Fri Nov 26, 2010 7:40 am

Hello, I tried to download DMACD,but I couldn't download it as shown in the example of how to download indicators and strategies. Please advise me on this. Thank you.(I right-clicked on the file but there was not any command like "save target as". )
Konstantin.Usanov wrote:Hi!


I’d like to introduce dMACD strategy (Divergence on MACD Signals).
Base calculation approach (relative to divergence) was taken from “MACD Divergence indicator and signal” (http://fxcodebase.com/code/viewtopic.php?f=17&t=869).

My primary goal was to research for trading on divergence signals (all types: True and Hide) with complete risk management (by limit/stop orders) and implement the auto trading with full back testing of dMACD strategy.

backtest_dMACD.JPG

dMACD.lua
Note: improved version with full functional Risk Management exists (look at post, Fri Nov 12, 2010 http://www.fxcodebase.com/code/viewtopic.php?f=31&t=1985&p=6065#p6065)
dMACD.lua.rc
Note: improved version with full functional Risk Management exists (look at post, Fri Nov 12, 2010 http://www.fxcodebase.com/code/viewtopic.php?f=31&t=1985&p=6065#p6065)

...

Note. Please do not use the strategy on live accounts unless you carefully checked and implicitly decided that the strategy meets your trading goals. Please do not forget that you are solely and fully responsible for all the trades made by the strategy exactly like for the trades executed manually.
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Re: (NEW) Introduce dMACD strategy (Divergence on MACD Signals)

Postby Caalador » Fri Nov 26, 2010 4:53 pm

Konstantin.Usanov wrote:Hi Caalador,

Could you please explain what exactly means
it gives *very* strange results…

Since I have Russian locale, that also has “,” (comma) as decimal separation and do not have problem.

Thanks in advance.


well, if I do a backtest, it doesn't show a smooth graph, and it never has a profit.

I did some messing around and discovered it only works when risk management is disabled. The fields where I can enter maximum loss and maximum profit don't allow the , to be entered.

Again though, I don't mind, just thought I should let you know :)

Playing around with it something else came to mind; can you build in email notifications of the net result when an order is closed? ie: the profit or loss?
Caalador
 
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Re: (NEW) Introduce dMACD strategy (Divergence on MACD Signals)

Postby Konstantin.Usanov » Mon Nov 29, 2010 7:19 am

Hi amgalanbaatar!

Could you please tell me what’s browser and which version used by you?
What’s happen when you just click on “dMACDext.lua” file?

In any case, there is direct link to last version of strategy. (dMACDext, version 2.1)
http://www.fxcodebase.com/code/download/file.php?id=2306

Please check it.

Thanks.
Best regards,
Konstantin.
Konstantin.Usanov
FXCodeBase: Confirmed User
 
Posts: 42
Joined: Mon Aug 30, 2010 3:02 am
Location: Russia, Siberia, Omsk

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

Postby Konstantin.Usanov » Mon Nov 29, 2010 7:32 am

Hi Caalador,

OK…, I got it, thanks.

Please take a look at new version (2.2) of dMACDext strategy.

Now is possible to monitoring for trade positions with notification by E-mail.
dMACDext properties.JPG
dMACDext properties (version 2.2)

dMACDext.lua
dMACDext strategy, version 2.2
(23.74 KiB) Downloaded 541 times

E-mail notification sample.txt
Sample of E-mail notification
(701 Bytes) Downloaded 376 times

I hope the new version will be useful.

NB
Please, do not forget to properly configure the Send Email Functionality of FXCM Trading Station.
(look at this post for details: “How to Configure SendEmail Functionalityhttp://www.fxcodebase.com/code/viewtopic.php?f=29&t=2232)

Thanks.
Best regards,
Konstantin.
Konstantin.Usanov
FXCodeBase: Confirmed User
 
Posts: 42
Joined: Mon Aug 30, 2010 3:02 am
Location: Russia, Siberia, Omsk

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

Postby Caalador » Tue Dec 07, 2010 5:46 am

very nice! I am going to install a virtual machine on my server and see if your strategy (and FXCM) and the email stuff will work in an RDP session :) Will keep you posted, might take a while until I get it up, cuz I just got back from the US
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Re: (NEW) Introduce dMACD strategy (Divergence on MACD Signals)

Postby uglock » Tue Dec 07, 2010 9:41 pm

Caalador wrote:va virtual machine on my server and see if your strategy (and FXCM) and the email stuff will work in an RDP session

Based on my experience, the Trading Station/Marketscope works very well via RDP. Personally I have one PC with platform running my strategies working for weeks without any crash or hang. I use my laptop to monitor trades execution with either RDP or just another Trading Station under the same login.
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Re: (NEW) Introduce dMACD strategy (Divergence on MACD Signals)

Postby Caalador » Mon Dec 13, 2010 3:05 pm

ok, tried it in a windows XP vm....but the strategy properties say "TESTACC_ID" instead of my account number. I'm logged into the real server though. Any thoughts? I also tried backtesting with that, it just got a huge loss on every currency pair with the default settings, which it doesn't on my laptop...
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