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Help about incomprehensible positions during sar based strategy
kosza
 Post subject: Help about incomprehensible positions during sar based strategy Post rating: 0   New post Posted: Mon 06 Feb, 2012, 12:23 

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Joined: Mon 12 Dec, 2011, 17:08
Posts: 32
Location: Hungary,
Hi Support,
I tested a strategy based on two moving averages and sar indicators (see attached file). There was no any problem with it for long time, but sometimes it started to open and close dozens of positions without any visible reason causing in summary big loss (of course on demo account).
The code was tested on 5 mins chart. I attached the 5min chart, and the tick chart.
Is it the misstake of the code or something is wrong with psar indicator? (Testing other psar based strategy I detected similar effects). The situataion is the same during real-time testing and backtesting. I tried to understend but I can't.
Could you help me?
Thank in advance: Kosza


Attachments:
MA_cross_in_sar_trend_SAR_close.java [8.13 KiB]
Downloaded 307 times
Chart_EUR_USD_Ticks_snapshot.png [127.63 KiB]
Downloaded 394 times
Chart_EUR_USD_5 Mins_snapshot.png [28.89 KiB]
Downloaded 325 times
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API Support
 Post subject: Re: Help about incomprehensible positions during sar based strategy Post rating: 0   New post Posted: Mon 06 Feb, 2012, 15:26 
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Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
Consider logging the relevant values in order to find out why particular execution branches get taken:
https://www.dukascopy.com/wiki/#IConsole/Logging_values
 
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