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| SMI crossover |
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Belu
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| Post subject: SMI crossover |
Post rating: 0
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Posted: Thu 07 Jan, 2016, 12:41
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User rating: 0
Joined: Wed 18 Nov, 2015, 15:22
Posts: 19
Location: SlovakiaSlovakia
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Hello,
The SMI strategie can run (attached), but what I am trying to do is let the smi line cross the signal line trigger the position opening. I have been trying to search for such function, but haven't found so far.
Could you please support?
Thanks,
Bela
| Attachments: |
SMI_V2.vfs [43.5 KiB]
Downloaded 235 times
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Belu
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| Post subject: Re: SMI crossover |
Post rating: 0
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Posted: Thu 14 Jan, 2016, 15:50
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User rating: 0
Joined: Wed 18 Nov, 2015, 15:22
Posts: 19
Location: SlovakiaSlovakia
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Hello
I have tried to figure out the SMI crossover trigger function and it seems to be working partially. It does open positions when smi line crosses the signal line, however sometimes also opens position without crossing and I am not sure where is the problem. I also had a position closed at -39pips, which was strange because I have stop loss of 10 pips.
Please support.
Thanks
| Attachments: |
SMI_Crossover_v2.vfs [43.25 KiB]
Downloaded 163 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,
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the use and/or reliance on any document, data or information found on this webpage.
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amine_chourou
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| Post subject: Re: SMI crossover |
Post rating: 0
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Posted: Fri 15 Jan, 2016, 11:35
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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, Can you please help us telling your runtime parameters when you tested the strategy and when exactly you had: Quote: I also had a position closed at -39pips, which was strange because I have stop loss of 10 pips. I've slightly changed your flow in the attached version, please double check it and let me know.. Cheers
| Attachments: |
SMI_Crossover_v3.vfs [46.9 KiB]
Downloaded 159 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,
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amine_chourou
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| Post subject: Re: SMI crossover |
Post rating: 0
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Posted: Fri 15 Jan, 2016, 12:16
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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, I managed to find 2 similar cases that you referred to in your last email: 1/ IVF20151113_21395925144688 0.052656 BUY 1.07575 1.07397 -93.73 -17.8 13.11.2015 21:40 15.11.2015 22:00 2/ IVF20151002_11245910451088 1 SELL 1.11614 1.12154 -5400 -54 02.10.2015 11:25 02.10.2015 12:30 The first is closed with 17.8 pips of loss and the second with 54pips. This is explained by an execution slippage that happened when the market moved suddenly:  As your SL level was never reached before the upper move, it gets executed at the first available price which is 44 pips away from the original SL level. This may also happen in Live market with real order execution in these particular market circumstances. Cheers
| Attachments: |
Chart_EUR_USD_Ticks_snapshot2.png [29.49 KiB]
Downloaded 457 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,
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Belu
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| Post subject: Re: SMI crossover |
Post rating: 0
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Posted: Sun 17 Jan, 2016, 08:20
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User rating: 0
Joined: Wed 18 Nov, 2015, 15:22
Posts: 19
Location: SlovakiaSlovakia
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Thank you for the support, the trailing works better now, but there is still a problem where in some cases: 1. SMI line crossing the signal line, but no position is opened 2. SMI and signal are not crossing and still opens a position Could you please check what is wrong with the strategy. Thanks  
| Attachments: |
File comment: SMI and signal are not crossing and still opens a position
Screen Shot 2016-01-17 at 15.06.14.png [94.94 KiB]
Downloaded 325 times
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File comment: SMI line crossing the signal line, but no position is opened
Screen Shot 2016-01-17 at 15.05.14.png [111.27 KiB]
Downloaded 349 times
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SMI_Crossover_v3.vfs [43.3 KiB]
Downloaded 162 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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amine_chourou
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| Post subject: Re: SMI crossover |
Post rating: 0
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Posted: Mon 18 Jan, 2016, 15:28
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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,
Well there is nothing wrong with the strategy as you developed it :
- The reason why some positions are not opened while a cross happens and some other are opened while it shouldn't is that your use of the current value of the SMI (shift 0). The current SMI (or any other indicator or even candle generally speaking) is value that is being calculated which means that the final level of the SMI is not yet determined but still fluctuating until the 5mn candle is finished. In such cases, while the current SMI is moving up and down an early stage crossover could happens and the system will systematically react on that. Same for a cross that is not detected.
To avoid such behavior, I recommend you to use "completed" candles which means using your indicators using shift 1 and 2 instead of 0 and 1.
In case you notice any similar inconsistency with the changes applied, let me know
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