Dukascopy
 
 
Wiki JStore Search Login

visual jforex - historical test - flats/weekend
 Post subject: visual jforex - historical test - flats/weekend Post rating: 0   New post Posted: Tue 03 Nov, 2015, 20:19 
User avatar

User rating: 0
Joined: Thu 18 Jun, 2015, 15:57
Posts: 10
Location: Bolivia, La Paz
Hello:
Im doing a backtesting (in daily time frame) but my strategies doesnt open positions in days near weekends
I think because the settings about flats/weekends filter in Visual Jforex .
Are there a way to change the VJF setting about flats/weekends?
Or how to solve the problem?

Thanks


 
 Post subject: Re: visual jforex - historical test - flats/weekend Post rating: 0   New post Posted: Wed 04 Nov, 2015, 13:48 
Visual JForex expert at Dukascopy
User avatar

User rating: 288
Joined: Thu 18 Apr, 2013, 09:26
Posts: 1496
Location: Switzerland, Geneva
Hi,

I don't think that filtering flats in WE could cause a problem, meanwhile could you please point in a chart where the strategy should open a position where it didn't ?
Also, a copy of the strategy in vfs format is appreciated

Thanks


 
 Post subject: Re: visual jforex - historical test - flats/weekend Post rating: 0   New post Posted: Thu 05 Nov, 2015, 05:38 
User avatar

User rating: 0
Joined: Thu 18 Jun, 2015, 15:57
Posts: 10
Location: Bolivia, La Paz
Hello
It's an EMA cross
Attached the strategy and a chart
Thanks
Image


Attachments:
Chart_EUR_USD_Daily_snapshot.png [30.36 KiB]
Downloaded 516 times
EMA14.vfs [51.53 KiB]
Downloaded 234 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: visual jforex - historical test - flats/weekend Post rating: 0   New post Posted: Thu 05 Nov, 2015, 12:01 
Visual JForex expert at Dukascopy
User avatar

User rating: 288
Joined: Thu 18 Apr, 2013, 09:26
Posts: 1496
Location: Switzerland, Geneva
Hi,

The reason of this is not related to WE but rather to shift values used in your strategy:
Shift 0 means the current value of the EMA at the moment of the candle creation.
Image


Hope this is clear enough

Cheers


Attachments:
ShiftValueExp.jpg [177.25 KiB]
Downloaded 451 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: visual jforex - historical test - flats/weekend Post rating: 0   New post Posted: Thu 05 Nov, 2015, 17:48 
User avatar

User rating: 0
Joined: Thu 18 Jun, 2015, 15:57
Posts: 10
Location: Bolivia, La Paz
Are there another way to solve the problem?, because is not the same to enter a position one day after.

And, with shift 1 and shift 2, still there are crosses near weekends that the strategy doesnt work (see graphic)

Thank you
Image


Attachments:
Chart_EUR_USD_Daily_snapshot.png [29.12 KiB]
Downloaded 421 times
EMA15_Shift2y1.vfs [48.24 KiB]
Downloaded 248 times
Chart_EUR_USD_Daily_snapshot.png [29.12 KiB]
Downloaded 296 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: visual jforex - historical test - flats/weekend Post rating: 0   New post Posted: Mon 23 Nov, 2015, 16:39 
Visual JForex expert at Dukascopy
User avatar

User rating: 288
Joined: Thu 18 Apr, 2013, 09:26
Posts: 1496
Location: Switzerland, Geneva
Hi,

Thanks for your patience in this matter.
The solution provided is unfortunately lacking precision due to an outstanding issue that we hope to fix as soon as possible in the upcoming releases.
If you have an alternative idea to tackle the problem from a functionnal perspective I will be pleased to provide the needed support to achieve it.

Thanks again !


 
 Post subject: Re: visual jforex - historical test - flats/weekend Post rating: 0   New post Posted: Tue 15 Dec, 2015, 14:26 
Visual JForex expert at Dukascopy
User avatar

User rating: 4
Joined: Fri 06 Feb, 2009, 16:34
Posts: 130
Seems that, in your example was problem with Chart Period correct visualization. In next release, this problem will be solved


 
 Post subject: Re: visual jforex - historical test - flats/weekend Post rating: 0   New post Posted: Tue 05 Jan, 2016, 04:26 
User avatar

User rating: 0
Joined: Thu 18 Jun, 2015, 15:57
Posts: 10
Location: Bolivia, La Paz
Ok, Thanks


 

Jump to:  

cron
  © 1998-2024 Dukascopy® Bank SA
On-line Currency forex trading with Swiss Forex Broker - ECN Forex Brokerage,
Managed Forex Accounts, introducing forex brokers, Currency Forex Data Feed and News
Currency Forex Trading Platform provided on-line by Dukascopy.com