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| Strategy lost in the wilderness |
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Mccluer840EU
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| Post subject: Strategy lost in the wilderness |
Post rating: 0
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Posted: Wed 04 Sep, 2013, 05:52
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User rating: 1
Joined: Mon 21 Jan, 2013, 09:11
Posts: 51
Location: New ZealandNew Zealand
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Hi.
I have a strategy that seems to be profitable, but it is not operating properly and it has a low Profit Factor.
I'm hoping someone could help me with it.
I use the indicators DMI to get +DI and -DI, and Stochastic to get %K and %D.
Essentially, the strategy should buy when +DI is increasing, and -DI is decreasing and %K is greater than %D.
"+DI increasing" means +DI(now) must be greater than +DI(prev). In fact the conditions in the program require that +DI(now) must be greater by at least 10%, and -DI(now) less than by at least 10%.
The strategy VJForex3Sept13.vfs is attached.
Also attached are the conditions the strategy is supposed to apply, Conditons.rtf.
I've also included a sample of how the strategy is not working correctly, Sample.jpg.
I've been over this program a hundred times and it looks as though it should follow the conditions. But something is wrong and I don't know enough about VJForex to rectify it.
Any help will be very much appreciated.
Thanks,
Ted
| Attachments: |
VJForex2Sept13.vfs [48.74 KiB]
Downloaded 268 times
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Sample.jpg [644.79 KiB]
Downloaded 354 times
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conditions.rtf [445 Bytes]
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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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data or information found on this webpage shall do it on his/her own risks without any recourse against
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the use and/or reliance on any document, data or information found on this webpage.
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dirk_r1
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| Post subject: Re: Strategy lost in the wilderness |
Post rating: 0
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Posted: Wed 04 Sep, 2013, 08:46
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| Visual JForex expert at Dukascopy |  |
User rating: 27
Joined: Fri 03 May, 2013, 18:25
Posts: 366
Location: GermanyGermany
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Greetings! I just want to post a quick response - I did not tested it yet  Does it work if you put the position viewer like this? :  Please let me know if it is still not working properly.
| Attachments: |
PosView_sample.png [30.87 KiB]
Downloaded 473 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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Mccluer840EU
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| Post subject: Re: Strategy lost in the wilderness |
Post rating: 0
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Posted: Wed 04 Sep, 2013, 09:19
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User rating: 1
Joined: Mon 21 Jan, 2013, 09:11
Posts: 51
Location: New ZealandNew Zealand
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Hi.
Unfortunately, that attractive and simple solution made no difference to the way the strategy works.
It opened the same invalid trades, and missed the same valid trades, trades that satisfied the 3 conditions.
Nevertheless, thank you for taking a look at the problem.
Ted
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vadim_berezhnoj
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| Post subject: Re: Strategy lost in the wilderness |
Post rating: 0
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Posted: Wed 04 Sep, 2013, 10:58
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| Visual JForex expert at Dukascopy |  |
User rating: ∞
Joined: Mon 22 Apr, 2013, 11:30
Posts: 604
Location: UkraineUkraine
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OK. Lets do it other way.
Provide: testing time period, strategy settings, indicators settings, printscreen of test chart with trades done and trades that should be done by your logic.
Then we will try to rectify strategy.
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Mccluer840EU
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| Post subject: Re: Strategy lost in the wilderness |
Post rating: 0
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Posted: Wed 04 Sep, 2013, 12:37
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User rating: 1
Joined: Mon 21 Jan, 2013, 09:11
Posts: 51
Location: New ZealandNew Zealand
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To answer your questions: -
1. Testing time period, 1 month, usually July 1 to Aug 1
2. Strategy settings, Runtime parameters, Period30 mins
Tick on close
Bid
Custom set for 1Jul to 1Aug
50k, and Yes for a chart.
The global variables, EURUSA
1
5
10
300
Hourly
gee 0.1
tempVar175 14, the DMI period.
3. Screenshot is attached.
Thank you for your help.
Ted
| Attachments: |
Screenshot.jpg [574.48 KiB]
Downloaded 282 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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Mccluer840EU
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| Post subject: Re: Strategy lost in the wilderness |
Post rating: 0
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Posted: Tue 10 Sep, 2013, 08:42
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User rating: 1
Joined: Mon 21 Jan, 2013, 09:11
Posts: 51
Location: New ZealandNew Zealand
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Hi.
Is there any other information that I could provide that would enable the problem to be isolated, and fixed?
I have of course run the strategy many times on the historical data and I think it may have revealed some significant facts.
When setting the Runtime parameters, for 'Period' I entered a range of times from 10min through to an Hour.
For each of the values for 'Period', in the Global Variables dialog box for DefaultPeriod I entered in turn Hourly and 4 Hourly,
and for each of those I used gee=0.05, 0.1, and 0.15.
In every case, the number of positive trades was less than the number of negative.
The highest Profit factor was less than 5, and in all cases except one, the end result of trading for the month was substantially profitable.
Any comments would be welcomed.
Ted
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Mccluer840EU
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| Post subject: Re: Strategy lost in the wilderness |
Post rating: 0
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Posted: Wed 11 Sep, 2013, 06:06
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User rating: 1
Joined: Mon 21 Jan, 2013, 09:11
Posts: 51
Location: New ZealandNew Zealand
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Hi.
Is there a way to get the VJF program to stop when a trade is opened, and printout the values of the parameters involved at that point?
It seems very difficult to understand what the program is doing if you can't see what is happening.
Thanks,
Ted
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