CCI Strategy

[JaimeO]

Apprentice,
Thanks for all your work!

I'm trying to get the backtesting to work but I'm having a problem I hope you can figure out...

I'm new at this so please bare with me..
* I downloaded the strategy and loaded it up from the manage strategy menu.
* I "Test Strategy", Change signal to the CCI Strategy, change the "Allow Trading" to Yes and this is what I get

"[string "CCI Strategy.lua"]: 103: attempt to index a nil value"

If I don't set the "Test Strategy" parameter to "yes", the Buys/Sells show up ok.

I'm using FXCM Trading Station Version: 01.10.010311
Everything is set to default

What am I missing?
Thanks in advance.

-Jaime

PS: I'm using a demo account

[Apprentice]

Interesting, I have tested this strategy and everything worked as expected.
The investigation is continuing.

[alepan72]

Apprentice,
Thanks for all your work!

I'm trying to get the backtesting to work but I'm having a problem I hope you can figure out...

.....................................

"[string "CCI Strategy.lua"]: 103: attempt to index a nil value"

If I don't set the "Test Strategy" parameter to "yes", the Buys/Sells show up ok.

I'm using FXCM Trading Station Version: 01.10.010311

........................
PS: I'm using a demo account

Hi there!
I have the same problem and I use a real (no FIFO) account.
Best regards!!!
Kisses from greece

[Apprentice]

First, thanks to Jaime for repporting this one.
We continue to discover the cause.

Try manualy put custom strategies to "C:\Program Files\Candleworks\FXTS2\strategies\Custom" folder and restart FXTS.

I hope that this will help.

[JaimeO]

An update on this...
I was trying different strategies with different problems here and there...

One that worked was the FBSR strategy after I installed the FBSR indicator.

I'm not 100 percent sure but I think CCI Strategy (and others) started working right after that. With the failed strategies the luo program always seemed to crash at a core.host command.

Alenpan, try installing that one and let us know...

-Jaime

[snakesandladders]

Apprentice,

Some excellent work as usual, from what I have seen.

Being a two week old novice on FXCM, this is my first post on this site. Most of the past two weeks I have spent evaluating FXCM and all the strategies and indicators developed here.

Something I learnt early on is that most times you load a new strategy (and you want autotrading on) you have to close and reopen FXCM to get it to work.

Of all the strategies I have investigated and tried, and in my opinion, this particular one seems to be the most promising.

However, I believe it could be improved further to maximise pips and not to produce false signals.

A) I thought perhaps along the lines of having a confirmation by a selectable MA .e.g. if the strategy is all set to Buy but the MA is moving in the opposing direction at that time (or over the previous 'x' number of ticks) the CCI strategy calculation is reset and no trade is placed (the calculation should NOT wait until the MA is moving in the right direction, it should be cancelled). This is how I currently use it on a manual basis and it does stop you entering most loosing trades.

B) I like the feature of this strategy that allows multiple buys or sells and an opposing signal closes all of them. However, what I find frustrating is that it does not then open the opposing trade on that correct signal.

C) A trailing stop option, with fixed or dynamic.

You can check the potential of these additions by adding a "Show Indicator" on the chart of this strategy and checking vaious MAs at the time of the trade.

Not being a programmer myself it may take me several weeks if not months to work out how to amend this strategy.

Does anyone else have an views on how this strategy may be improved?

[NID007]

1) To backtest stops and limits you must choose non-FIFO simulation mode (by default, backtester simulates FIFO account where stops and limits does not exist).

2) For more realistic simulation I recommend to use smaller time frame to simulate prices. For example, if you "run" your strategy on 15 minutes timeframe, use 1-minute history to simulate price. In that case you'll have 45 "ticks" per minute instead of 3 "ticks" (high, low, close). This let you to have more "smooth" prices for stops and limits, especially for trailings.

Hm... Isn't "smoother" simulation for bars more convenient? If it is, I can prepare unofficial update with smoother price movement (something like open, (open + high) / 2, high, (high + low) / 2, (close + low) / 2, low) - 6 tick instead of 3 and so on (using 4 as divisor instead 2 we can have 12 ticks per candle).

Hi
I see you can set it to Tick time frame and it loads but when it trades I get this message
[string "CCI Strategy.lua"]:136: [string "CCI.lua"]:48: attempt to index upvalue 'source' (a nil value)

please can you help i want it to trade on a tick data feed ,(T)
it would be a great help
Nid007

[Apprentice]

After testing.
This problem occurs when you try to use this strategy in the (T) ick Time Frame.
In all other cases the strategy works as expected.

I added an additional check of this situation, in order to avoid this situation.

[NID007]

Ok so you have a version that works on Tick please can i have the link to download it

thank you,

Nid007

[Apprentice]

Nope, i do not have Tick Version.
I simply protect indicator, if the situation occurs, that the user uses the strategy on (T) ick Time Frame