Dukascopy
 
 
Wiki JStore Search Login

Dual Thrust Trading Algorithm(Newbee Help)
 Post subject: Dual Thrust Trading Algorithm(Newbee Help) Post rating: 0   New post Posted: Fri 19 Jan, 2018, 04:56 

User rating: 0
Joined: Fri 19 Jan, 2018, 03:54
Posts: 6
Location: China, Suzhou
Greeting here.

I am Newbee here. Really want to use this classical algorithm in Jforex. First want to try it in VJ.

Attached is the file I try to run. But when test, it always just stop with no other information.

The Algorithm is very simple.

Image

Image

Build the Range.

The long signal is calculated by

Image

. The short signal is calculated by

Image

Image

Than when the price higher than the cap, go long.When price lower than the floor, go short.

I try to using this strategy in GMT 6-18. On candle get the floor and cap parameter first, than on tick compare the price to get it run.

Please tell me why it can not start back test.

Thanks.

PS: somehow I can not upload file. So I put it in dropbox.

Cheers.

https://www.dropbox.com/s/6fda5smgl8vzizr/DualThrustV3.vfs?dl=0


 
 Post subject: Re: Dual Thrust Trading Algorithm(Newbee Help) Post rating: 0   New post Posted: Tue 23 Jan, 2018, 22:20 
User avatar

User rating: 5
Joined: Thu 04 Aug, 2016, 04:51
Posts: 61
Location: CanadaCanada
Greetings ruinsloveyu,

I looked at your strategy and it seems like you have done an excellent job so far on your strategy. However, you have got the concept wrong for creating a counter and collecting data of past candles for HH, HC, LC & LL. Please take some time to go through the 3 tick increments example in the Visual JForex Tutorial PDF or look at Mr.Dirk's VFS file via the following link, which works with candles:
https://www.dukascopy.com/swiss/english ... 65&t=49978

Should you have any further questions, then please post them below.


 
 Post subject: Re: Dual Thrust Trading Algorithm(Newbee Help) Post rating: 0   New post Posted: Fri 02 Feb, 2018, 08:17 

User rating: 0
Joined: Fri 19 Jan, 2018, 03:54
Posts: 6
Location: China, Suzhou
FXRabbit wrote:
Greetings ruinsloveyu,

I looked at your strategy and it seems like you have done an excellent job so far on your strategy. However, you have got the concept wrong for creating a counter and collecting data of past candles for HH, HC, LC & LL. Please take some time to go through the 3 tick increments example in the Visual JForex Tutorial PDF or look at Mr.Dirk's VFS file via the following link, which works with candles:
https://www.dukascopy.com/swiss/english ... 65&t=49978

Should you have any further questions, then please post them below.



Thanks, Checked things you give me.


Here is the modify file. Already can run. But need solve these problem further:

1. Figure out how to make the logical how to open 2 sell position when have 1 buy position.

2. How to close all the position when New York sesstion end.

3. Don't know if when I using multiple action to get daliy historical candles and run open order in 10 sec period smoothly(Of course I open market after London session).

Is there any thing I can read.

PS: I am go though strategy contest every day to get ideas.


Still can not uplade file :oops:

https://www.dropbox.com/s/4zplyra7gomvp ... 4.vfs?dl=0


 
 Post subject: Re: Dual Thrust Trading Algorithm(Newbee Help) Post rating: 0   New post Posted: Wed 07 Feb, 2018, 03:27 
User avatar

User rating: 5
Joined: Thu 04 Aug, 2016, 04:51
Posts: 61
Location: CanadaCanada
Greetings again Ruinsloveyu,

Let's address your questions in order:

ruinsloveyu wrote:
1. Figure out how to make the logical how to open 2 sell position when have 1 buy position.

Can you please clarify the concept for such a logic first, then it will be much helpful to create blocks for such a purpose. So, are you trying to simply increase the volume each time; for example, 1 buy, 2 sell, 4 buy, 8 sell, 16 buy, 32 sell ...?


ruinsloveyu wrote:
2. How to close all the position when New York sesstion end.

Just as your strategy opens market orders between the European and North American trading sessions, the same logic can be implied to close positions. Please look at the following screenshot and please note that I have applied the closure of open positions 2 minutes prior to the end of New York session because of trying to avoid a higher spread that occurs at the exact closing hour.

Image

ruinsloveyu wrote:
3. Don't know if when I using multiple action to get daliy historical candles and run open order in 10 sec period smoothly(Of course I open market after London session).

This is happening because your strategy's default period is set to daily. Please look at the following screenshot to make the appropriate changes. Replace the "Start Value" from Daily to 10 seconds and it should resolve the issue.

Image

ruinsloveyu wrote:
Is there any thing I can read.
PS: I am go though strategy contest every day to get ideas.

All of the useful materials that you should be reading are in the forum and on the Visual JForex Tutorial PDF. Submitted strategies for the community contest are all useless, since a majority of them are just bunch of copies of one another.
Nonetheless, you can always request for a one-on-one webinar from Dukascopy by emailing them at [email protected] and/or correspond with them via email if you wish to keep your strategy private. Otherwise this thread is yours, and keep posting your questions here as they arise!

ruinsloveyu wrote:
Still can not uplade file :oops:

This issue should be resolved now and you wouldn't have to go through the trouble of uploading your strategy file elsewhere.

Happy Year of the Dog in advance to you! Woof Woof :lol:


 
 Post subject: Re: Dual Thrust Trading Algorithm(Newbee Help) Post rating: 0   New post Posted: Thu 08 Feb, 2018, 05:20 

User rating: 0
Joined: Fri 19 Jan, 2018, 03:54
Posts: 6
Location: China, Suzhou
FXRabbit wrote:
Greetings again Ruinsloveyu,

Let's address your questions in order:

ruinsloveyu wrote:
1. Figure out how to make the logical how to open 2 sell position when have 1 buy position.

Can you please clarify the concept for such a logic first, then it will be much helpful to create blocks for such a purpose. So, are you trying to simply increase the volume each time; for example, 1 buy, 2 sell, 4 buy, 8 sell, 16 buy, 32 sell ...?


ruinsloveyu wrote:
2. How to close all the position when New York sesstion end.

Just as your strategy opens market orders between the European and North American trading sessions, the same logic can be implied to close positions. Please look at the following screenshot and please note that I have applied the closure of open positions 2 minutes prior to the end of New York session because of trying to avoid a higher spread that occurs at the exact closing hour.

Image

ruinsloveyu wrote:
3. Don't know if when I using multiple action to get daliy historical candles and run open order in 10 sec period smoothly(Of course I open market after London session).

This is happening because your strategy's default period is set to daily. Please look at the following screenshot to make the appropriate changes. Replace the "Start Value" from Daily to 10 seconds and it should resolve the issue.

Image

ruinsloveyu wrote:
Is there any thing I can read.
PS: I am go though strategy contest every day to get ideas.

All of the useful materials that you should be reading are in the forum and on the Visual JForex Tutorial PDF. Submitted strategies for the community contest are all useless, since a majority of them are just bunch of copies of one another.
Nonetheless, you can always request for a one-on-one webinar from Dukascopy by emailing them at [email protected] and/or correspond with them via email if you wish to keep your strategy private. Otherwise this thread is yours, and keep posting your questions here as they arise!

ruinsloveyu wrote:
Still can not uplade file :oops:

This issue should be resolved now and you wouldn't have to go through the trouble of uploading your strategy file elsewhere.

Happy Year of the Dog in advance to you! Woof Woof :lol:



Thank you for you helping. And also wish you happy New Year.

Got it. Will go through all forum during the Dog year.

ruinsloveyu wrote:
1. Figure out how to make the logical how to open 2 sell position when have 1 buy positions.

For this question. I mean when I hold a long position. If the signal sell is trigged. Close one long and open one sell.

Beause the original logical for this system is always in the market and not setting any profit and stop loss first.

Just hold sell when trigg long signal, close it and open one long.

It also may open several long if it has a long trend. Because it will trigg more buy signal and still hold all the long position.

I alrady a lot of change, and a lot of things fit your answer.

Here is the new questions:


1. I only want to open 1 postion in one day. How to set this. And after another day it can open one more long if has signal.

2. I may hold a lot of long postions, how to using position viewer to close one the first one long when there is a sell signal and open one sell.

Here is my update strategy. I want to stick to orginal logical rules of this system. So will not close it after NY session. But will meet the questions before. Alrouth I change to 30min period. It still open too much. But I really don't want to put this system to H4 period.

Thanks, Now I have a long holiday to check this during the Chinese New year holiday.

And still serve error for uploading. :roll:


https://www.dropbox.com/s/7gjt8wf64lr36 ... 8.vfs?dl=0


 
The Best Answer  Post subject: Re: Dual Thrust Trading Algorithm(Newbee Help) Post rating: 1   New post Posted: Fri 09 Feb, 2018, 03:31 
User avatar

User rating: 5
Joined: Thu 04 Aug, 2016, 04:51
Posts: 61
Location: CanadaCanada
Hello again :)

Indeed you have made a great plan to read the other threads in the Visual JForex section of the forum, as it will vastly help you gain much better knowledge about the Visual JForex. I will further emphasis on the fact that should you take a look at each and every VFS file uploaded by Mr.Chourou, then it will be even more helpful to you!

Now let's get down to your new questions:

ruinsloveyu wrote:
1. I only want to open 1 postion in one day. How to set this. And after another day it can open one more long if has signal.

Please look at the following screenshot for your answer:

Image


ruinsloveyu wrote:
2. I may hold a lot of long postions, how to using position viewer to close one the first one long when there is a sell signal and open one sell.


The following screenshot has all the details.

Image

ruinsloveyu wrote:
Alrouth I change to 30min period. It still open too much. But I really don't want to put this system to H4 period.

Leave it at the 10 seconds! Otherwise more issues will arise due to the time restriction.

Also, remove the "Open Position Amount < 1" block from your strategy, because with the new set up that old logic will no longer be needed to be part of your strategy!

Please don't forget to backtest your strategy with the new setup and let us know about the results.


 
 Post subject: Re: Dual Thrust Trading Algorithm(Newbee Help) Post rating: 0   New post Posted: Tue 27 Feb, 2018, 03:33 

User rating: 0
Joined: Fri 19 Jan, 2018, 03:54
Posts: 6
Location: China, Suzhou
Hello,

Back to work.

Just follow your instruction. But still get a lot for lots in one day. Checked but confused.

Is any thing I can read in this fourm about Get Time Unit. After reading the Guide, still not get it.

https://drive.google.com/open?id=1yGp_j ... h9VpE5ICT4


Attachments:
du4V9.vfs [83.38 KiB]
Downloaded 294 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: Dual Thrust Trading Algorithm(Newbee Help) Post rating: 0   New post Posted: Thu 01 Mar, 2018, 18:02 
User avatar

User rating: 5
Joined: Thu 04 Aug, 2016, 04:51
Posts: 61
Location: CanadaCanada
Hello again,

Yes there is a whole sub-section of the forum dedicated to "Working with Time", click on the following link to access it:
https://www.dukascopy.com/swiss/english ... .php?f=197

If you still continue to having trouble with the "Get Time Unit" component, then let us to what exactly is the difficulty you are facing with it.


 
 Post subject: Re: Dual Thrust Trading Algorithm(Newbee Help) Post rating: 0   New post Posted: Fri 02 Mar, 2018, 02:10 

User rating: 0
Joined: Fri 19 Jan, 2018, 03:54
Posts: 6
Location: China, Suzhou
FXRabbit wrote:
Hello again,

Yes there is a whole sub-section of the forum dedicated to "Working with Time", click on the following link to access it:
https://www.dukascopy.com/swiss/english ... .php?f=197

If you still continue to having trouble with the "Get Time Unit" component, then let us to what exactly is the difficulty you are facing with it.


Thanks, will check it.

And for you really great help. Althrough this Dual not work. My other simple strategy is working fine.

Really many thanks.


 
 Post subject: Re: Dual Thrust Trading Algorithm(Newbee Help) Post rating: 0   New post Posted: Tue 10 Jul, 2018, 20:01 

User rating: 2
Joined: Sun 19 Jul, 2015, 20:58
Posts: 13
Location: HungaryHungary
Hy!

I don't want to open, other thread for my problem, I think it is related some way in to this topic.

I use the VisulaJforex, and have a strategy what opens 2 position if the conditions are right. I allowed it to open 2, but i dont want to open it at the same time on the same candle.
I want to run 2 (or more if this issues is solved) position but the second one must run after a new condition is formed.

I dont have a clue where to start to solve it.

Did anyone do it before?

Thx in advice!


 
 Post subject: Re: Dual Thrust Trading Algorithm(Newbee Help) Post rating: 0   New post Posted: Thu 12 Jul, 2018, 06:51 

User rating: 2
Joined: Sun 19 Jul, 2015, 20:58
Posts: 13
Location: HungaryHungary
Hy!

I searched on the forum and found a setting where the time is key to open positions.
https://www.dukascopy.com/swiss/english ... ime#p91119

My try to implement it to my strategy was not successful.

The last bid candle candle time variable don't count when the program is runing, and the other two variable to compere candle time shows default time 2018.01.01. i tought the program didn't get to them thats why, but not. It reaches the boxes and set the GO variable to true or false. I changed the if block to open positions 1 so if the open position is equal to 1 the program should do the time restriction, but it does not.

My program opens every time 2 or 3 trades on the same candle depends on what i set in the all positions amount. If i set it to 2 then just 2 is opened, if i set it to 10 it opens 3 positiont. I tought i play whit less equty but the maximum open positon on one candle - i dont knonw why - is 3. And i don't get it why!



I don't known if this forum is dead or not, but i would attach the vjf file if someone think he/she can help me whit this, and have time for me.

Thx anyway!


 
 Post subject: Re: Dual Thrust Trading Algorithm(Newbee Help) Post rating: 0   New post Posted: Sun 15 Jul, 2018, 21:32 

User rating: 2
Joined: Sun 19 Jul, 2015, 20:58
Posts: 13
Location: HungaryHungary
Ok!

I think i'm just talking to my self here..

I try to solve the problem, whit the time thing, but i dont get it.
THis loop sould check if 1 position is open, then get the last time of the filled candle, add to 3 hours and after then, the cylcle is ended.
Outside the loop, get the last canldes time and check ifs greater than the counted one, add assing to it true ot false.
I do this on the tradeevent start point.


On the candle startpoint i put the variable true or false on an "If" block before the strategy checks the conditions. It should be fals if the current candle time is less than the counted one,
and true if the counted one is less than the curent one.


It does nothing! It does not change the variable, and dont get the time + 3h.


The problem is in the logic, or?


Should the tradevent startpoint activ soon as the strategy created a positon?


When i dont put in a loop this, noting hapens eather.


I wont stop, if i should i will spam one of the devlopers email blox, but i Will get this shit running!


Good Night!






Image


Attachments:
counting_position.jpg [335.69 KiB]
Downloaded 466 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: Dual Thrust Trading Algorithm(Newbee Help) Post rating: 0   New post Posted: Thu 19 Jul, 2018, 14:51 
User avatar

User rating: 0
Joined: Fri 19 Apr, 2013, 10:17
Posts: 31
Location: Ukraine, Kiev
If you will spam developer's mailbox you will be just blocked. So it's better not to do it and send the request once. It can even consist the link to this topic and the answer will be published here when it will be ready.


 

Jump to:  

cron
  © 1998-2011 Dukascopy® Bank SA
On-line Currency forex trading with Swiss Forex Broker - ECN Forex Brokerage,
Managed Forex Accounts, introducing forex brokers, Currency Forex Data Feed and News
Currency Forex Trading Platform provided on-line by Dukascopy.com