N bars strategy

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N bars strategy

Postby Alexander.Gettinger » Thu Mar 17, 2011 12:26 am

Strategy don't use indicators.

Strategy open/close orders if there is N consequent one-direction bars.

At picture N=5:
N_Bars_Strategy.png


Download:
N_Bars_Strategy.lua
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Re: N bars strategy

Postby alishus » Sat Jun 18, 2011 6:03 pm

what time frame is best to use this strategy?
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Re: N bars strategy

Postby mfoste1 » Thu Jun 23, 2011 1:48 pm

Could you make a strategy like this to work with heiken ashi smoothed? I have done some backtesting and this type of algo would be very profitable with proper risk management :) So it would work like this:

[if (number) consecutive color bars after candle color change, then open position]
[if (number) consecutive color bars after candle color change, then close position]


Additional parameters it would need
1. trend filter(allow specified side, buy, sell or both)
2. time allowed to trade (allow to trade between (T) hours and (T) hours)
3. Allow multiple positions in the same direction
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Re: N bars strategy

Postby Apprentice » Fri Jun 24, 2011 6:30 am

Heiken_AshiSmoothed_N_Bars_Strategy.png

Heiken_AshiSmoothed_N_Bars_Strategy.lua
(14.04 KiB) Downloaded 1074 times


Heikin-Ashi Smoothed is required.
viewtopic.php?f=17&t=606&p=10600&hilit=HASM#p10600
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Re: N bars strategy

Postby Apprentice » Fri Jun 24, 2011 7:05 am

Time Options Added.
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Re: N bars strategy

Postby mfoste1 » Fri Jun 24, 2011 8:01 am

It looks good, but it seems like it is triggering more orders than it should, which would lead me to believe it works on tick data instead of candle close? Could there be an option added for order execution based on the choice of tick or close? It seems like close would work much better :D
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Re: N bars strategy

Postby Apprentice » Fri Jun 24, 2011 10:04 am

I update this one.
Try new version or Set Allow Multiple to No on existing one.
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Re: N bars strategy

Postby t1982t » Sat Jun 25, 2011 10:56 am

It seems it's not working Heiken-Ashi smoothed parameters. Its changes do not affect back test
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Re: N bars strategy

Postby Kowmung » Mon Nov 21, 2011 5:15 pm

Does anyone know if this issue has been resolved yet?

This strategy looks very attractive.
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Re: N bars strategy

Postby Apprentice » Tue Nov 22, 2011 2:27 am

I have fix this bug.
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