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Bug on MACD SIGNAL STRATEGY by DUKASCOPY on the JSTORE
 Post subject: Bug on MACD SIGNAL STRATEGY by DUKASCOPY on the JSTORE Post rating: 0   New post Posted: Sat 24 Jan, 2015, 11:10 

User rating: 2
Joined: Wed 18 May, 2011, 17:36
Posts: 49
Location: FranceFrance
Hello Support,

As I explained in a previous post, I'm learning to code with yours samples strategies in the API and with yours samples strategies (by Dukascopy) in the JSTORE.
So I'm sorry If I bring you some additional work on strategies you coded two or three years ago, but I need to understand why I find some bug on yours startegies: Is it the fact of the plateform or is there some errors in the code? It would help me and maybe some others in the community...

This week I was tested one of your simplest strategy called : MACDsignal.java

The signal is very simple:
*if the curent histogram is above zero line and was equal or below zero at the previous histogram, it closes a short order and opens a buy.
*if the curent histogram is below zero line and the previous histogram was above or equal zero line, it closes a long order and open a sell.

< if (macd0[HIST] > 0 && macd1[HIST] <= 0) {
closeOrder(order);
order = submitOrder(OrderCommand.BUY);
}
if (macd0[HIST] < 0 && macd1[HIST] >= 0) {
closeOrder(order);
order = submitOrder(OrderCommand.SELL); >


According to this facts, if my SL= 300pips and my TP=300pips, the strat should open and close orders then open opposite order when histogram go above or below zero. So, after test in the historical tester and on demo (Time Frame 1 minute) it works as expected some times, and doesn't trade as expected a lot of other times! (see sample picture below: I add some arrows to show where it must close and sell or close and buy according to the code and the histogram). I test with filter all flat, filter WE and no filter without solution and the strategy is build without filter.
I paste the strategy but you can download it on the JSTORE.

Thanks a lot for your help and attention.

Cheers,
Math

Image


Attachments:
MACDsignal.java [7.32 KiB]
Downloaded 102 times
Chart_EUR_USD_10 Mins_snapshot.png [32.29 KiB]
Downloaded 421 times
DISCLAIMER: Dukascopy Bank SA's waiver of responsability - Documents, data or information available on this webpage may be posted by third parties without Dukascopy Bank SA being obliged to make any control on their content. Anyone accessing this webpage and downloading or otherwise making use of any document, data or information found on this webpage shall do it on his/her own risks without any recourse against Dukascopy Bank SA in relation thereto or for any consequences arising to him/her or any third party from the use and/or reliance on any document, data or information found on this webpage.
 
 Post subject: Re: Bug on MACD SIGNAL STRATEGY by DUKASCOPY on the JSTORE Post rating: 1   New post Posted: Tue 27 Jan, 2015, 08:30 
User avatar

User rating:
Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
We will look at it.


 
 Post subject: Re: Bug on MACD SIGNAL STRATEGY by DUKASCOPY on the JSTORE Post rating: 0   New post Posted: Wed 28 Jan, 2015, 20:49 

User rating: 2
Joined: Wed 18 May, 2011, 17:36
Posts: 49
Location: FranceFrance
Hi,

Thanks for your attention.
I look forward to read your solution... :)

Cheers,
Math


 
 Post subject: Re: Bug on MACD SIGNAL STRATEGY by DUKASCOPY on the JSTORE Post rating: 0   New post Posted: Fri 30 Jan, 2015, 09:30 

User rating: 2
Joined: Wed 18 May, 2011, 17:36
Posts: 49
Location: FranceFrance
Good morning Support,
Did you progress on solving this bug?
Best regards,
Math


 
 Post subject: Re: Bug on MACD SIGNAL STRATEGY by DUKASCOPY on the JSTORE Post rating: 1   New post Posted: Fri 30 Jan, 2015, 10:35 
User avatar

User rating:
Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
We will fix this as soon as available.


 
 Post subject: Re: Bug on MACD SIGNAL STRATEGY by DUKASCOPY on the JSTORE Post rating: 0   New post Posted: Thu 05 Feb, 2015, 18:56 

User rating: 2
Joined: Wed 18 May, 2011, 17:36
Posts: 49
Location: FranceFrance
Hello Support!

Still waiting and hoping you manage to solve the probleme... Did you progresse on it?
Do you find where does it come from?
What do you mean last week when you wrote "available"?

Best regards,

Math


 
 Post subject: Re: Bug on MACD SIGNAL STRATEGY by DUKASCOPY on the JSTORE Post rating: 0   New post Posted: Tue 10 Feb, 2015, 11:21 

User rating: 2
Joined: Wed 18 May, 2011, 17:36
Posts: 49
Location: FranceFrance
Hello,
Do you find a solution?


 
 Post subject: Re: Bug on MACD SIGNAL STRATEGY by DUKASCOPY on the JSTORE Post rating: 0   New post Posted: Tue 17 Feb, 2015, 18:07 

User rating: 2
Joined: Wed 18 May, 2011, 17:36
Posts: 49
Location: FranceFrance
Hello Support,

Have you find what cause this bug?

Thanks

Math


 
 Post subject: Re: Bug on MACD SIGNAL STRATEGY by DUKASCOPY on the JSTORE Post rating: 0   New post Posted: Thu 19 Feb, 2015, 17:16 
User avatar

User rating:
Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
Please see the amended strategy in the attachment


Attachments:
MACDsignal2.java [7.42 KiB]
Downloaded 122 times
DISCLAIMER: Dukascopy Bank SA's waiver of responsability - Documents, data or information available on this webpage may be posted by third parties without Dukascopy Bank SA being obliged to make any control on their content. Anyone accessing this webpage and downloading or otherwise making use of any document, data or information found on this webpage shall do it on his/her own risks without any recourse against Dukascopy Bank SA in relation thereto or for any consequences arising to him/her or any third party from the use and/or reliance on any document, data or information found on this webpage.
 

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