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Cyclic Strategy |
foreignexchange
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Post subject: Cyclic Strategy |
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Posted: Thu 15 Jun, 2017, 16:48
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User rating: 0
Joined: Fri 19 Sep, 2014, 12:05 Posts: 61 Location: Italy, montopoli di sabina
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Hi,
I would like to reproduce a strategy utilized in discretionary trading with profit. I have tried (VJF file) but there are some parts that I dunno how to code.
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amine_chourou
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Post subject: Re: Cyclic Strategy |
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Posted: Tue 20 Jun, 2017, 14:29
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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,
Thanks for the detailed explanation although it is hard to get what is needed exactly: - Can you point out precisely what functions / conditions that you cannot implement and why ? - Ideally it would be great if you split your strategy into small parts so that we can progress quickly. - Please avoid the use of groups as I need to expand them and rearrange the blocks (unfortunately) - Please merge your pdf documents in a single one to understand the logical flow of the idea. - Please assign a start value to all your variables: left panel > Users variables > right click each variable and put a start value to the one undefined (Type "Double")
Thanks in advance !
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foreignexchange
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Post subject: Re: Cyclic Strategy |
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Posted: Tue 20 Jun, 2017, 20:35
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Joined: Fri 19 Sep, 2014, 12:05 Posts: 61 Location: Italy, montopoli di sabina
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amine_chourou
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Post subject: Re: Cyclic Strategy |
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Posted: Wed 21 Jun, 2017, 13:49
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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, Quote: 1 - Create the CICLO indicator (linear combination of Stochstic indicator)
- Can you explain in details how to calculate your "Ciclo" indicator ? what's the formula ? - In your calculation expression blocks , why you're using the same formula 3 times in 3 block with the same output "STPMT" ? How can be assigned a start value if do not know the value of the variable? any variable should get an initial value unless it's dynamic and handled by the system. Any variable that you create should get a value (for instance 0) and then the system will overwrite this value with a new one if applicable. I see at least one inconsistency in your example: The calculation expression uses variables that comes from 1 day based indicators out of the 4 hours exit --> The calculaiton cannot be performed as he indicator output is not yet determined!
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foreignexchange
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Post subject: Re: Cyclic Strategy |
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Posted: Wed 21 Jun, 2017, 16:01
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Joined: Fri 19 Sep, 2014, 12:05 Posts: 61 Location: Italy, montopoli di sabina
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- CICLO = (4.1*Stoch%K(5,3) + 2.5*Stoch%K(14,3) + Stoch%K(45,14) + Stoch%K(75,20))/11.6
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amine_chourou
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Post subject: Re: Cyclic Strategy |
Post rating: 0
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Posted: Thu 22 Jun, 2017, 12:12
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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, Here is the first part dealing with the calculation of your indicator Cyclo on D1 and H4. please test and comment if needed. I presume that this is the indicator that is displayed in your pdf document underneath the chart isn't ?
Attachments: |
CYCLIC_V4.vfs [37.63 KiB]
Downloaded 194 times
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Cyclo.JPG [53.09 KiB]
Downloaded 599 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
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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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foreignexchange
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Post subject: Re: Cyclic Strategy |
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Posted: Thu 22 Jun, 2017, 13:43
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Joined: Fri 19 Sep, 2014, 12:05 Posts: 61 Location: Italy, montopoli di sabina
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Yes it is the indicator, yes is the indicator of the PDF. In file Cycle_3 you should have also the indicator name of the description (CD1 and CH4). SMA 9 and ATR are not included in indicator but the strategy have also that variables, so it is logic to have them before.
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amine_chourou
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Post subject: Re: Cyclic Strategy |
Post rating: 0
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Posted: Thu 22 Jun, 2017, 14:25
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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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Alright,
After testing the version I sent you earlier I noticed that your cyclo output is moving between 50~100 but never goes below 0 ? can you double check ?
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foreignexchange
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Post subject: Re: Cyclic Strategy |
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Posted: Thu 22 Jun, 2017, 14:59
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User rating: 0
Joined: Fri 19 Sep, 2014, 12:05 Posts: 61 Location: Italy, montopoli di sabina
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Sorry the indicator CYCLO = SMTP - SMA_9 (shifted 1) so the SMA_9 (shifted 1) is part of the indicator.
(mistake sorry)
Attachments: |
CYCLIC_5.vfs [41.29 KiB]
Downloaded 170 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: Cyclic Strategy |
Post rating: 0
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Posted: Thu 22 Jun, 2017, 15:41
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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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Still, they are always positive values... We can move forward but it looks like there is another mistake in your formula. I believe that you've noticed that I integrated the SMA in the calculation expression block .. please test thoroughly...
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foreignexchange
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Post subject: Re: Cyclic Strategy |
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Posted: Thu 22 Jun, 2017, 16:17
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User rating: 0
Joined: Fri 19 Sep, 2014, 12:05 Posts: 61 Location: Italy, montopoli di sabina
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I=[4.1*Stocastico%K(5,3)+2.5*Stocastico%K(1 4,3)+ Stocastico%K(45,14)+4*Stocastico%K(75,20 ) ] / 11.6
mm = Average[9](I)
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amine_chourou
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Post subject: Re: Cyclic Strategy |
Post rating: 0
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Posted: Fri 23 Jun, 2017, 16:26
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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,
Alright, this is understood now.
- In the attached file I've made the calculation of CICLO 1Day based only, over to you to do the same for 4H - In order to work with arrays and be able to get the previous values of your STOCH indicator, we needed a loop and to work with it we need "Get historical candles" with the 9 previous candles. THis is the reason of implanting that way - It is understood that this indicator needs the 9 previous periods (say 9P) to get the first CICLO value of P0, this what was implemented as you see. But the question is: How far you want to check the previous values of your CICLO indicator ?? I see in your first PDF that you're checking at least 12 previous candles. IF this is confirmed you need to implement a dynamic shift that goes back X candles and the data should be saved accordingly. I'll help you with that as it's quite complex but at this stage I need you to understand the way it is implemented. So feel free to raise any question !
Attachments: |
CYCLIC_V6.vfs [45.06 KiB]
Downloaded 191 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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foreignexchange
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Post subject: Re: Cyclic Strategy |
Post rating: 0
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Posted: Mon 26 Jun, 2017, 09:55
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User rating: 0
Joined: Fri 19 Sep, 2014, 12:05 Posts: 61 Location: Italy, montopoli di sabina
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Hi, Tried to express the indicator in H4, dunno if you would the indicator in H4 with two shift or you can built the indicator with only one shift. The version 7A is with one shift, 7B is with two shift. Because do not know if it is possible to express the crossing of the H4 indicator in another way. The dynamic Shift counter for the calculation of the Sum Of CICLO seems great.
Thanks
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foreignexchange
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Post subject: Re: Cyclic Strategy |
Post rating: 0
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Posted: Wed 05 Jul, 2017, 17:01
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User rating: 0
Joined: Fri 19 Sep, 2014, 12:05 Posts: 61 Location: Italy, montopoli di sabina
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Amine, Could you please indicate how to built the part "dynamic shift that goes back X candles and the data should be saved accordingly" ?
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amine_chourou
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Post subject: Re: Cyclic Strategy |
Post rating: 0
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Posted: Fri 14 Jul, 2017, 16:20
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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'm back after a short absence So the dynamic shift increments on every loop with the help of the counter. As the loop is with 9 candles, you have then 9 cycles on every loop so the shift is moving from 0 to 9 at the the end of the first loop (out of the loop viewer exit point) Si it should the same logic with your H4 candles Attached is a corrected version with reset of "dynamic shift" at the end of the loop
Attachments: |
CYCLIC_V6.1.vfs [45.61 KiB]
Downloaded 194 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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foreignexchange
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Post subject: Re: Cyclic Strategy |
Post rating: 0
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Posted: Sun 16 Jul, 2017, 11:44
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User rating: 0
Joined: Fri 19 Sep, 2014, 12:05 Posts: 61 Location: Italy, montopoli di sabina
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Thanks Amine
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amine_chourou
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Post subject: Re: Cyclic Strategy |
Post rating: 0
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Posted: Thu 27 Jul, 2017, 12:12
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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 there
I'll get back to you asap on this matter
Cheers
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foreignexchange
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Post subject: Re: Cyclic Strategy |
Post rating: 0
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Posted: Thu 27 Jul, 2017, 20:12
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User rating: 0
Joined: Fri 19 Sep, 2014, 12:05 Posts: 61 Location: Italy, montopoli di sabina
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Thanks
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foreignexchange
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Post subject: Re: Cyclic Strategy |
Post rating: 0
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Posted: Mon 21 Aug, 2017, 15:31
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User rating: 0
Joined: Fri 19 Sep, 2014, 12:05 Posts: 61 Location: Italy, montopoli di sabina
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amine_chourou
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Post subject: Re: Cyclic Strategy |
Post rating: 0
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Posted: Mon 28 Aug, 2017, 15:15
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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,
Unfortunately not yet.
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