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The Big Shadow
foreignexchange
 Post subject: The Big Shadow Post rating: 0   New post Posted: Thu 06 Oct, 2016, 17:37 
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Location: Italy, montopoli di sabina
Good evening :) ,
I think I could annoying you .... but this strategy seems do not start the backtest, so I suppose there is something to improve in logic.

The objective is to built a strategy for the Big Shadow (BS) (Bearish and Bullish, but is similar so you could refer to the bullish).


The BS are a two candlestick formation
The Second Candlestick of the formation is the BS and has a higher high and a lower low than the previous candlestick.
Big Shadow have to print on the zone (but this part I dunno how to code so actually do not interested in that)
BS bullish have a closing price near the high and opening price near the low, it could be considered that the closing price is within few pips of the High (assumed that is < 1/5 of the BS range) similar for the opening and the Low.
The BS formation is a two candlestick formation prints at a great high or low on the chart where the market has not traded in > 30 previous candlestick (it is an assumption to start the developement).
The Big Shadow have a greater range than the previous 5 (assumption) candlestick.
For the bullish BS the candlestick following the bullish BS triggers the Buy Stop placed 5 pips (assumption) above the High of the BS candlestick.
For the bullish BS the closing price is within few pips of the High (assumed that is 1/5 of the BS range).

I tried to do not boring you ....
Document, TheBigShadow3

;)


Attachments:
TheBigShadow2.vfs [68.03 KiB]
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TheBigShadow2.vfs [73.77 KiB]
Downloaded 129 times
TheBigShadow3.vfs [73.25 KiB]
Downloaded 154 times
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amine_chourou
 Post subject: Re: The Big Shadow Post rating: 0   New post Posted: Mon 10 Oct, 2016, 14:56 
Visual JForex expert at Dukascopy
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Hi,

I'm not sure what to look for in regards to your description? Can you explain what is not working and in which block (condition) you've noticed a problem ? can you show some trades and point out your requirements ?

I've just noticed that the following variables do not switch in order to block the order opening, whithout this, the strategy is sending hundreds of orders ...

Image


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GoReset.PNG [73.06 KiB]
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foreignexchange
 Post subject: Re: The Big Shadow Post rating: 0   New post Posted: Thu 13 Oct, 2016, 16:46 
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Joined: Fri 19 Sep, 2014, 12:05
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Location: Italy, montopoli di sabina
Good evening Master :D ,
The backtest seems it does not begin, so I dunno which part is.
The on candle part (candle constraints) seems have a logic, the tick part (pending order constrains) too but the assign that should link the two parts maybe is not correct.
I do not know why the backtesting does not begin.....


Attachments:
TheBigShadow4.vfs [64.25 KiB]
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amine_chourou
 Post subject: Re: The Big Shadow Post rating: 0   New post Posted: Fri 14 Oct, 2016, 09:48 
Visual JForex expert at Dukascopy
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Hi,

Well; historical tester starts for me with the same strategy, I can see orders placed ...


Image


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HTester.PNG [37.63 KiB]
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