Hi Anyone,

Is there any obvious reason why a strategy that successfully runs in vJF should not run in the JForex Historical Tester (in both my live and demo accounts?).

I have copied and pasted the code to create the strategy from vJF into the Jforex platform and have received no error messages after compiling the strategy. When I run the strategy, the historical tester goes through the motions of processing the ticks, but no orders are executed as programmed.

I tested it on the data of the previous week and changed nothing of any of the pre-set parameters and setting.

Any feedback would be greatly appreciated, thanks.

Hi,

There is some mandatory conditions to be added to a VJF strategy so that it runs properly in Jforex but if you attach your strategy I can highlight what went wrong.

Thanks

Dear Amine,

Thank you for taking the time.

I seem to have a technical problem during the up-load of the strategy file. I receive the following error message from the forum board: "Sorry, the board attachment quota has been reached" - any alternative suggestions?

The .vfs file size is about 49KB.

Regards,

Hi

Can you please try again now ? alternatively you can send your file to [email protected] addressed to me.

Thanks

Hi Amine,

I have tried again, but the same error came up. So I have e-mailed it to [email protected] as you requested.

Thanks and kind regards...

Hi,

I received your file, thanks for that.
Could you please describe your strategy in detail ?

Thanks

Hi Amine,

Yes. The strategy works in EUR/USD and works in the following way.

I selected a price level (rangeDivider) above which only short positions are entered and below which only long positions are entered. The level is set in the strategy at 1.1000.

Positions are executed only around Major levels (e.g. 1.0800, 1.0900, 1.1000, 1.1100, 1.1200 etc.) and Minor levels at 50 pips in between (e.g. 1.0850, 1.0950, 1.1050, 1.1150, 1.1250 etc.). However the trades are not executed at exactly these levels.

Shorts are executed at Major levels less 10 pips (1.1090, 1.1190, 1.1290, 1.1390 etc.) and Minor levels less 5 pips (1.1045, 1.1145, 1.1245, 1.1345 etc.).

Longs are executed at Major levels plus 10 pips (1.0910, 1.0810, 1.0710, 1.0610 etc.) and Minor levels plus 5 pips (1.0955, 1.0855, 1.0755, 1.0655 etc.).

For simplicity sake I only used Tick Bid prices to trade on. Then there is a simple fixed 40 pip take-profit, no stop-loss and the contract size is equivalent to whatever the equity is at the moment of the trade e.g. at EUR50,000 equity, the contract size will be 50,000 (or 0.05 mio).

The last thing is that the strategy may not open a position at a level if the previous trade already opened a position at that level (so, may not open consecutive positions at the same level). If it moves away from that level, opens a position at a new level, then returns to the old level, it will open a second position at that old level. This is not what I wanted, but I do not know how to program it to allow a max of only one open position per level. It is not a train smash, but it does increase my leverage risk.

For now there are no safeties built in yet (e.g. max leverage or drawdown), so the strategy is manually controlled. I will include this later as this is still a work in progress.

I hope this helps, but if I left any important info out, please let me know.

Kind regards,

HI,

Lets start from scratch:
The attached draft is a way to pull out your different levels, if it is okay with you then plug the remaining conditions to move forward. If not and you need to consider other levels (above or below) then feel free to add that.

Once done, I can help you with the last part:
T
This should be done using "Position Viewer" block that saves all open positions info in an array of data. but the question is if a position is closed, then its data is gone with it and you need a way to keep the open price to avoid opening another one afterwards.
The use of position viewer represents the dynamic way but there is a static solution which is storing individually every open price and use it for later checks. The question here is about the number of positions to be created per trading session / day / week ?

Hi Amine,

Thank you very much. The solution you provided is working very well (indeed much more elegant than mine!) - thanks for the tutorial!

I have inserted again the steps where the contract size is determined etc. and I have also inserted the BUY and SELL at market commands.

The strategy now executes EVERY trade at the prescribed Major and Minor levels and on the the correct sides of the rangeDivider level (1.1000). So up to this point it works perfectly.

Now I only need it to not duplicate trades at the same level while a trade at that level is still open. If a previous trade at that level is now closed, then it may open a fresh trade there again.

From your description of the static and dynamic position viewer blocks, I assume we would need a static block?



As I understand you, we need to identify how many trades should be stored in the static array? In my experience with this strategy some trades can remain open for months. However, we could allow for the last 50 trades to be stored - if this is what you meant.

I once again was unsuccessful in attaching the .vfs file, so I have taken the liberty of e-mailng it again to you.

Kind regards,
QDK

Hi,

Please check the attached example and let me know your thoughts.


Thanks