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Strategy opening like crazy |
Simon_Harritz
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Post subject: Strategy opening like crazy |
Post rating: 0
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Posted: Mon 30 Nov, 2015, 21:01
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User rating: 0
Joined: Mon 06 Jul, 2015, 16:52 Posts: 14 Location: DenmarkDenmark
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Hi
Saw a video where a zone recovery strategy was proposed. So I decided to build something like that. The strategy does the following:
1: First trade is done from certain aspects of MACD (if MACD get to 0 (I had to make a small zone here to make the strategy open orders), open a long at market. If MACD crosses MACD signal open a short order). This the strategy should only do if there are 0 trades open. 2: Whenever all positions get a certain profit in pips, close all open positions, and start again looking at MACD. 3: The zone recovery part enters if the last open position has reached a certain level of loss in pips. If this leve is reached the strategy opens a position of opposite type of the last opened position at X-times the last position size. This new position then becomes the "attention" of the strategy, if this position reaches the max loss in pips designated, a new position opens as per the same rules above. 4: Still if all positions get to the profit level in pips designated, all orders will be closed and the strategy starts over.
So when I test this strategy in the historical tester the strategy opens one first position as it is intended to do (at minimum trade amount). However when I test it in actual trading time via demo account, it opens positions like crazy. Also I noticed that when it closes positions per the "when all positions are X-pips in profit close all positions") the strategy spams the "close all open positions" to the program. So the question is, how can i prevent the program from spamming both the open at market order, and the close all open positions commands? I have in desperation added a lot of "if" blocks trying to limit opened order, pending orders, all orders to 1 to no avail.
Attachments: |
Zone_Recovery.vfs [52.59 KiB]
Downloaded 163 times
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amine_chourou
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Post subject: Re: Strategy opening like crazy |
Post rating: 0
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Posted: Wed 02 Dec, 2015, 11:44
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Visual JForex expert at Dukascopy |  |
User rating: 288
Joined: Thu 18 Apr, 2013, 09:26 Posts: 1496 Location: Switzerland, Geneva
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Hi,
This looks typically a problem of instrument and trading period subscription. It should behave identically as VJF Htester when these filters are added. Please check the attached version
Cheers
Attachments: |
Zone_Recovery_V1.vfs [53.25 KiB]
Downloaded 192 times
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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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