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Corect usage Indicators and Filter
 Post subject: Corect usage Indicators and Filter Post rating: 0   Post Posted: Mon 11 Oct, 2010, 14:13 

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Joined: Thu 19 Aug, 2010, 13:53
Posts: 62
Hi,

I backtest the strategy every tick visual mode. On each opened order I print out the current indicators values I use to open the order. I only use Period.ONE_HOUR as timeframe with indicators stochastic, adx, rsi.
Indicators are calculated using IIndicators interface in standard way and not using the Filter argument.
I check indicator values printed from strategy with that shown on the chart and noted in some cases there are differencies between the values printed and that from the chart. Not yet fully tested but it appears this happens on Monday. I suspect a problem with the Flat filters usage here.
However, I am a bit unclear. I have set the JForex with filter flats on weekend and merge sunday in monday. In strategy I dont use Period.DAILY/DAILY_SKIP_SUNDAY or DAILY_SUNDAY_IN_MORNING.
So, given the above there should not be reasons to be differencies between that given by strategy and that shown on the chart for indicators. I might do something wrong in using indicators and filters but I am not sure.

Can you post a a short model for using indicators and flat filters as well as how to set the JForex Advanced settings tab so that the values match ?

Thank you.


 
 Post subject: Re: Corect usage Indicators and Filter Post rating: 0   Post Posted: Mon 11 Oct, 2010, 16:38 

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Joined: Mon 22 Feb, 2010, 09:34
Posts: 5
Hi darlu72! Perhaps, you are just looking at the wrong shift parameter of your indicator?

To test the indicator, just make a simple strategy with small period, request the strategy to print value in the messages tab and run the strategy on the 10sec chart. You can easily see the values of the indicator in the indicator window and compare them to what is printed in the message tab. Good luck!


 
 Post subject: Re: Corect usage Indicators and Filter Post rating: 0   Post Posted: Mon 11 Oct, 2010, 17:52 

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Joined: Thu 19 Aug, 2010, 13:53
Posts: 62
Kogelet wrote:
Hi darlu72! Perhaps, you are just looking at the wrong shift parameter of your indicator?

To test the indicator, just make a simple strategy with small period, request the strategy to print value in the messages tab and run the strategy on the 10sec chart. You can easily see the values of the indicator in the indicator window and compare them to what is printed in the message tab. Good luck!


I am pretty sure I look at the correct shift. I am also pretty sure there is something linked with the filters but I might not handle this correct. This is why I need somekind of user guide on how to use filters correctly with indicators. Thank you.


 
 Post subject: Re: Corect usage Indicators and Filter Post rating: 0   Post Posted: Tue 12 Oct, 2010, 08:51 
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Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
Hi,
Please have a look at the following JForex Wiki article (general description and examples):
https://www.dukascopy.com/wiki/index.php/Indicators


 

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