(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 19, 2011 1:46 am

Hi knightflyer,

You do not missed anything.

Strategy does not prevent to opening multiple positions, in the same direction.

Creation of any position is triggered by divergence calculation. Sequence of positions and theirs directions depends only on results of divergence detection.

So, if strategy detects next divergence sequences: “Buy, Buy, Sell, Buy”, for example, the corresponded positions will be opened in the same sequence.

NB
For real trading, in case ‘Hedging account’ you will have exactly the same sequence of positions,
i.e. “Buy, Buy, Sell, Buy”.
In case ‘Non-hedging account’ (FIFO, US-account) the third position (Sell) will close first (Buy), so result will be “Buy, Buy”.


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

Postby knightflyer » Wed Jan 19, 2011 3:02 am

Thanks for that Konstantin, I have been using various time frames for back testing and have found daily to be the most reliable. If this works half as well in real life as in the back tests it should be fantastic. Fingers crossed here we go.
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Re: (NEW) Introduce dMACD strategy (Divergence on MACD Signals)

Postby mikes2010 » Wed Jan 19, 2011 11:03 pm

Hi,

When I try to backtest this strategy, I get the following error:

[string "dMACDext.lua"] 150 : attempt to index a nil value

How can I fxi this issue?

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

Postby Apprentice » Thu Jan 20, 2011 6:32 am

We tested this strategy.
However, with partial success (fifty percent).

Can you give me more information.
What type of account you use.
Real or Demo,
what version of the platform you use,
Do you have a Uk or U.S. account,
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Re: (NEW) Introduce dMACD strategy (Divergence on MACD Signals)

Postby pippelin » Thu Jan 20, 2011 11:25 am

Konstantin.Usanov wrote: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.


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.


Thanks a lot Konstantin.Usanov
i will try your advice as soon as i get a chance and i let you know
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Re: (NEW) Introduce dMACD strategy (Divergence on MACD Signals)

Postby Blackcat2 » Thu Jan 20, 2011 9:06 pm

Hi Konstantin,
Does the strategy gives signal if I set the autotrading to no? At the moment I want to use it as signal only, does it give buy/sell signal?

Can this be used in 15M timeframe or less?

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

Postby Konstantin.Usanov » Mon Jan 24, 2011 1:29 am

Hi Blackcat2,

Does the strategy gives signal if I set the autotrading to no?

Yes, the strategy produces signal only (alert message), in case if parameter “Is need to use autotrading?” sets to “No”.


At the moment I want to use it as signal only, does it give buy/sell signal?

Yes, sure.
For example (for sell):

"EUR/USD Divergence on MACD Signals:to SELL@01/24 00:59/1,35936"
dMACDext signal.JPG
(14.73 KiB) Not downloaded yet


Can this be used in 15M timeframe or less?

Yes, the strategy can be used in any timeframes, except ticks (T). But need to keep in mind the one logic rules: Not all timeframes are best for divergence detection.

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

Postby Caalador » Thu Jan 27, 2011 11:14 am

Soo, the limit/stop part of the strategy, does that apply to the P/L or to the Gross P/L?

Example:

i want to trade 1 lot , limit 25 stop 100.

if i want to set it to trade 5 lots each time, do i set the limit to 125 and stop to 500?
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Re: (NEW) Introduce dMACD strategy (Divergence on MACD Signals)

Postby Egioras » Thu Jan 27, 2011 5:34 pm

Hi again,Constantin.Simply i can´t load dMACD file to platform.I´m using FXCM.But loading dMACDext is ok.
Image
Image
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Re: (NEW) Introduce dMACD strategy (Divergence on MACD Signals)

Postby Caalador » Thu Jan 27, 2011 7:12 pm

Egioras, you're trying to load it as an indicator, you should load it as a strategy, in marketscope :)
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