Highly adaptable Dochian Channel Strategy

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Re: Highly adaptable Dochian Channel Strategy

Postby spinemaligna » Thu May 13, 2021 10:29 am

Fantastic work. Now working correctly and ADX filter giving 70/30 winrate straight out of the box. Starting to optimise now.

Many thanks

Ross
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Re: Highly adaptable Dochian Channel Strategy

Postby spinemaligna » Fri May 14, 2021 3:32 am

Bit premature with my accolades unfortunately.
As per the two screenshots attached the strategy works as expected on backtest but on live chart it is working the wrong way round. The filter appears to work OK. Can it be fixed so that the strategy works on live charts as it does on backtest.
Hope this can be fixed as it looks highly promising.

Ross
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2021-05-14.png
2021-05-14 (1).png
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Re: Highly adaptable Dochian Channel Strategy

Postby spinemaligna » Fri May 14, 2021 4:47 am

Tested on 5 min just to get a signal. Not triggered on one hour yet. Backtest worked on all timeframes I tried.

Ross
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Re: Highly adaptable Dochian Channel Strategy

Postby Apprentice » Mon May 17, 2021 8:45 am

I don't see anything wrong on the screenshot. It's hard to tell, but black line isn't the one you have selected as a trigger
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Re: Highly adaptable Dochian Channel Strategy

Postby spinemaligna » Tue May 18, 2021 4:28 pm

So in top screen shot which is backtest, top sub level line cross from above is sell on close of candle. This works correctly.
In bottom screen shot which is actual trading screen it is opening buy position on close of candle above top sub level line. This is incorrect. Buy position should occur on close of candle crossing bottom sub level line from below.
So if price crosses and closes below top sub level line a sell signal should be given and if price crosses and closes above bottom sub level line a buy signal should be given.
I don't understand why it works perfectly on backtest but is completely wrong on trading chart.
Can this please be sorted.

Ross
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Re: Highly adaptable Dochian Channel Strategy

Postby Apprentice » Fri May 21, 2021 8:51 am

Your request is added to the development list.
Development reference 503.
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Re: Highly adaptable Dochian Channel Strategy

Postby Apprentice » Wed May 26, 2021 12:25 pm

If it works in backtest then the code is OK.

It's a matter of how it executes the trades. It opens a market order.
And a market order open price could be away from the current price (bid/ask + slippage).
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