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Donchian Channel issue
 Post subject: Donchian Channel issue Post rating: 0   New post Posted: Wed 27 Nov, 2013, 18:36 

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Joined: Sun 24 Nov, 2013, 16:20
Posts: 1
Location: Singapore, Singapore
Hi All!

I'm having problem with Donchian channels. For sure reason, orders are not being triggered by the strategy.

I initially thought that it was only on my vfs but I did searched the forum and found this, which I suspect a somehow related issue => https://www.dukascopy.com/swiss/english/forex/jforex/forum/viewtopic.php?f=139&t=49687&p=73356&hilit=donchian+problem#p73356

I also tried to run the vfs in the thread and it's also not triggering any order for me.

I've attached my vfs, hoping that someone can assist me on this problem. Thanks in advance!


Attachments:
My_System_v4_Donchian.vfs [62.47 KiB]
Downloaded 115 times
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 Post subject: Re: Donchian Channel issue Post rating: 0   New post Posted: Thu 28 Nov, 2013, 11:34 
Visual JForex expert at Dukascopy
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User rating: 27
Joined: Fri 03 May, 2013, 18:25
Posts: 366
Location: GermanyGermany
Greetings!

Now it should work :)

Changes:
1. GetHistoricalCandle added - in your settings (filtering the candles) you have to work with GetHistoricalCandle rather than LastAskCandle.
2. onTick start - if you want to calculate any time-setting you have to use the onTick start
3. shift change in indicators - related to the first point: If you filtering the candles you have to go 2 back to get the value of the previous one (literally speaking)

If you have further questions please post them here :)


Attachments:
My_System_v4_Donchian_1.vfs [66.61 KiB]
Downloaded 128 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: Donchian Channel issue Post rating: 0   New post Posted: Thu 28 Nov, 2013, 12:41 
Visual JForex expert at Dukascopy
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Joined: Mon 22 Apr, 2013, 11:30
Posts: 604
Location: UkraineUkraine
Greetings.

First, there are couple of problems in the beginning:

Image

Stop strategy block is not connected. May be it is supposed to be so.
And GEtTimeUnit returns Day of Month but not Day of Week. So it will close any position after 5th of every month.

Second, cool trailing stop logic, I like it.

Third, yes Indicators are a little bit skewed and we are working on it. In the meantime Sift=1 works OK.


Attachments:
Picture 1.png [73.9 KiB]
Downloaded 408 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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