cpc_cs Strategy

Strategies are published here.

Moderator: admin

cpc_cs Strategy

Postby Apprentice » Fri Jan 18, 2019 6:03 am

1.png

2.png

Based on request.
viewtopic.php?f=27&t=67268
cpc_cs Strategy.lua
(106.67 KiB) Downloaded 61 times
User avatar
Apprentice
FXCodeBase: Confirmed User
 
Posts: 21108
Joined: Thu Dec 31, 2009 11:59 am
Location: Zagreb, Croatia

Re: cpc_cs Strategy

Postby cpc_cs » Fri Jan 18, 2019 6:47 am

Dear Apprentice,

Thank you very much - you gave me lot more options that I requested - thank you.

Back testing the strategy - I will let you know if I find any problems.

Thanks and Regards

S. Joseph
cpc_cs
 
Posts: 20
Joined: Wed Dec 16, 2015 12:02 pm

Re: cpc_cs Strategy

Postby cpc_cs » Sun Jan 20, 2019 4:49 pm

Dear Apprentice,

Few Observations:

1) Close Trade: Sometimes trades closes immediately after opening - see picture below:

Not Closing Correctly.jpg


As you can see Long Trade Opened and Closed on 25.01.2018 @ 20:00. Trade should have closed on 29.01.2018 @ 04:00. This I think is due to the way change in SAR is checked:

--1) SAR Down changes to SAR Up
return SAR.DATA[period] > source.close[period];

This statement just checks if SAR is above the Close value - it does not check the change from Down to Up - which should be the correct way.

Can you please arrange to correct it.

2) Open Trade: If I use "End of Turn" Option for "Entry Execution Type", then trades are being opened one candle later than expected (two candles after the entry conditions are satisfied) - see picture below - Red Lines are where trades are being opened - Green Lines are where trades should have opened:

Open - End of Turn.jpg


If I use "Live" Option for "Entry Execution Type", then sometimes entry conditions are getting satisfied when the candle is still not closed - but then candle closes below (for long trades) and above (for short trades) making the entry a wrong entry.

I think "End of Turn" is what I am looking for - but Trades are being Opened one candle later which most of the time costs pips. How to avoid this? Can you correct this?

Any help / suggestions will be very much appreciated. Others functions appears to work correctly - will continue to test.

Thanks and Regards,

S. Joseph
cpc_cs
 
Posts: 20
Joined: Wed Dec 16, 2015 12:02 pm

Re: cpc_cs Strategy

Postby Apprentice » Mon Jan 28, 2019 6:55 am

Fixed.
The difference is likely due to the EMA. EMA can show different
values on a chart and inside of strategy.
User avatar
Apprentice
FXCodeBase: Confirmed User
 
Posts: 21108
Joined: Thu Dec 31, 2009 11:59 am
Location: Zagreb, Croatia

Re: cpc_cs Strategy

Postby cpc_cs » Mon Jan 28, 2019 1:43 pm

Dear Apprentice,

Thanks for the quick fix - it works as intended.

I will continue testing and let you know if I find anything unusual.

Thanks and Regards

S. Joseph
cpc_cs
 
Posts: 20
Joined: Wed Dec 16, 2015 12:02 pm


Return to Custom Strategies

Who is online

Users browsing this forum: No registered users and 9 guests