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Visual JForex - "Trailing step" doesn't always work
 Post subject: Visual JForex - "Trailing step" doesn't always work Post rating: 0   New post Posted: Fri 01 Jan, 2016, 18:47 

User rating: 0
Joined: Wed 18 Nov, 2015, 15:22
Posts: 19
Location: SlovakiaSlovakia
Hello,

I built a simple RSI strategy and when I test on historical data it worked fine. I added trailing step to it however it works only 50% of the time. I tried to figure out where is the problem, but haven't found yet.

Would appreciate if you could take a look at the strategy and screenshots, possibly run it, see where the problem is.

Thanks a lot,

Bela
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Attachments:
File comment: Worked
Screen Shot 2016-01-01 at 18.20.22.png [202.86 KiB]
Downloaded 422 times
File comment: Did not work
Screen Shot 2016-01-01 at 17.56.57.png [195.35 KiB]
Downloaded 433 times
File comment: Worked
Screen Shot 2016-01-01 at 17.54.02.png [198.64 KiB]
Downloaded 405 times
File comment: Did not work
Screen Shot 2016-01-01 at 17.53.15.png [200.42 KiB]
Downloaded 445 times
File comment: Trailing step didnt work - went short should have closed position with 40 pips win, but instead went hit my original -40 pips stop loss
Screen Shot 2016-01-01 at 17.50.24.png [207.66 KiB]
Downloaded 421 times
File comment: Strategy
RSI_Belu.vfs [38.05 KiB]
Downloaded 212 times
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 Post subject: Re: Visual JForex - "Trailing step" doesn't always work Post rating: 0   New post Posted: Wed 06 Jan, 2016, 16:43 
Visual JForex expert at Dukascopy
User avatar

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

In your strategy the main issue comes from the the comparison between open and close prices of the current candle: these orices are fluctuating while the candle is being built. In Other words, the candle type is not yet determined till the expiry time (15mn in your case). If you need to work on completed candles (red or Green) you have to work with the previous one and that's the main change I made in your example. Besides, I slightly moved your trailing blocks in a way to not get affected by other conditions for their execution.
Check the attached version and let me know your questions

Cheers.

A


Attachments:
RSI_Belu_V2.vfs [46.78 KiB]
Downloaded 246 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 - "Trailing step" doesn't always work Post rating: 0   New post Posted: Thu 07 Jan, 2016, 06:58 

User rating: 0
Joined: Wed 18 Nov, 2015, 15:22
Posts: 19
Location: SlovakiaSlovakia
Hello,

Great, the trailer step seems to be working now.

Thanks very much.

Regards,

Bela


 

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