|
Recalculate on new candle only |
myo
|
Post subject: Recalculate on new candle only |
Post rating: 0
|
Posted: Wed 16 Oct, 2013, 22:05
|
|
User rating: 1
Joined: Mon 05 Aug, 2013, 22:37 Posts: 33 Location: SwitzerlandSwitzerland
|
Hello support team, In the JForex platform, there is an option to make an indicator value to be "recalculate(d) on new candle only" as in the below image. In VJF, how can I imitate to get the same behavior. The objective is to get an indicator value only once per candle. Since there is no such option, an indicator value is a very live variable in VJF changing together with the market movements within the same candle.  Thanks,
Attachments: |
Recalculate.PNG [14.77 KiB]
Downloaded 753 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.
|
|
|
|
|
 |
vadim_berezhnoj
|
Post subject: Re: Recalculate on new candle only |
Post rating: 0
|
Posted: Thu 17 Oct, 2013, 10:23
|
|
Visual JForex expert at Dukascopy |  |
User rating: ∞
Joined: Mon 22 Apr, 2013, 11:30 Posts: 604 Location: UkraineUkraine
|
Greetings.
onCandle start event will give you one value per candle. onTick start event will give you value per Tick.
|
|
|
|
 |
myo
|
Post subject: Re: Recalculate on new candle only |
Post rating: 0
|
Posted: Thu 17 Oct, 2013, 19:01
|
|
User rating: 1
Joined: Mon 05 Aug, 2013, 22:37 Posts: 33 Location: SwitzerlandSwitzerland
|
Hello again, Vadim.. My understanding was exactly as you explained... but if I don't have that "Recalculate on new candle only"... the indicator moves with the tick even though a strategy starts with the onCandle event. In the below example, the two EMA values at the beginning of a new candle and during the candle period are not the same - they are moving and live.. I want them dead and to be a one time value only.  Any advice? Thanks,
Attachments: |
EMAs.PNG [7.47 KiB]
Downloaded 767 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.
|
|
|
|
|
 |
flyswing
|
Post subject: Re: Recalculate on new candle only |
Post rating: 0
|
Posted: Fri 18 Oct, 2013, 16:17
|
|
User rating: 0
Joined: Wed 24 Oct, 2012, 17:12 Posts: 20 Location: France, Paris
|
Hello,
I have got the same trouble with the Donchian indicator. With the method OnCandle, the indicator's value is calculate with the opening price...
|
|
|
|
 |
dirk_r1
|
Post subject: Re: Recalculate on new candle only |
Post rating: 0
|
Posted: Mon 21 Oct, 2013, 08:00
|
|
Visual JForex expert at Dukascopy |  |
User rating: 27
Joined: Fri 03 May, 2013, 18:25 Posts: 366 Location: GermanyGermany
|
Greetings guys! Indeed, Flyswing is right: You do not want a not-moving of the indicator, right Put it onCandle and filter your preferred candles and you will have the values from indicators on every candle.
|
|
|
|
 |
flyswing
|
Post subject: Re: Recalculate on new candle only |
Post rating: 0
|
Posted: Mon 21 Oct, 2013, 18:17
|
|
User rating: 0
Joined: Wed 24 Oct, 2012, 17:12 Posts: 20 Location: France, Paris
|
Hi Dirk, I have just understood how an indicator is processed when OnCandle method is used  For example, the Donchian Indicator with a shift = 0 return the value of the max or min of the last formed candle. It means that while the current candle is formed with the ticks, the value of the indicator doesn't move and is equal to the min or max of the previous candle. When the OnTicks method is used, the value of the indicator with Shift = 0 moves with every ticks. Is it right Dirk ?
|
|
|
|
 |
dirk_r1
|
Post subject: Re: Recalculate on new candle only |
Post rating: 0
|
Posted: Tue 22 Oct, 2013, 09:15
|
|
Visual JForex expert at Dukascopy |  |
User rating: 27
Joined: Fri 03 May, 2013, 18:25 Posts: 366 Location: GermanyGermany
|
Greetings! Yes flyswing - that is correct  To clarify: If you filter the instrument (EUR/USD) and the time frame you will get ONE signal which receives the indicator block. On every time frame (i.e. 10 min) you will get a snapshot of the value from the indicator. If you put "0" as shift technically it is the last candle's value if it is calculated on the close price.  Quote: When the OnTicks method is used, the value of the indicator with Shift = 0 moves with every ticks. Yes. 
Attachments: |
calc_DONCH.png [76.46 KiB]
Downloaded 650 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.
|
|
|
|
|
 |
flyswing
|
Post subject: Re: Recalculate on new candle only |
Post rating: 0
|
Posted: Tue 22 Oct, 2013, 11:13
|
|
User rating: 0
Joined: Wed 24 Oct, 2012, 17:12 Posts: 20 Location: France, Paris
|
Dirk, thanks for your quick and detailed answer. As I can see, you have a high skill in visual forex, so I can't resist to ask you several questions  I use Donchian indicator to calculate a minimum and maximum over a period. It means that I take in account the lows and highs over this period. => My question is : what is the use of the setting of applied price ? I ask that because, if I use the closed price as the applied price, the Donchian indicator calculate the highs and lows and not the closed price... Anyway, I have other questions (for exemple, 2 consecutives pending order, the first meets my conditions, but the second (a candle after the first order) doesn't meet my conditions)... I post theses questions in a new topic, .
|
|
|
|
 |
dirk_r1
|
Post subject: Re: Recalculate on new candle only |
Post rating: 0
|
Posted: Wed 23 Oct, 2013, 18:16
|
|
Visual JForex expert at Dukascopy |  |
User rating: 27
Joined: Fri 03 May, 2013, 18:25 Posts: 366 Location: GermanyGermany
|
Ok. Interesting question  (and thank you for the compliment :$ ) Actually to be precise I was wrong or at least partially wrong in my last post: Quote: When the OnTicks method is used, the value of the indicator with Shift = 0 moves with every ticks. Yes.  This is only true if the indicator moves with the price on every tick. For example PIVOT or the Donchain Channel is moving based on the 1. Close Candle and 2. How the candle moved; Like this: Description: The donchian channel is a calculation of the highest high (HIGH) and lowest low (LOW) over a specific number of previous high and lows (H and L). Calculation: HIGH = Highest(H1, H2, H3, H4, ... Hn) LOW = Lowest(L1, L2, L3, L4, ... Ln) Example: HIGH = Highest(100, 105, 103, 104, 105) = 105 LOW = Lowest(96, 98, 97, 98, 99) = 96 While the PIVOT is just calculated on previous HLC of a certain period and so on. (In contrary to SMA and so on.) So that means in your case it makes no difference which price you use. (AppliedPrice) It may differ when using SMA or EMA or other moving averages. Quote: Anyway, I have other questions (for exemple, 2 consecutives pending order, the first meets my conditions, but the second (a candle after the first order) doesn't meet my conditions)... I post theses questions in a new topic, . Feel free to do that  I hope I do get your point 
|
|
|
|
 |
flyswing
|
Post subject: Re: Recalculate on new candle only |
Post rating: 0
|
Posted: Wed 23 Oct, 2013, 18:59
|
|
User rating: 0
Joined: Wed 24 Oct, 2012, 17:12 Posts: 20 Location: France, Paris
|
Dirk, yes thank you for your answer. I posted my issue in the bug report section. I think Amine is working on it. Further, I have another question : Is it important to give an output name to a position in the block order ? I ask that because, when I use the position viewer to call my position, a new variable is created. And I don't know if I can use the name of the position created in the order block in the position viewer block. In fact, in my strategy, I have 2 names and then 2 ways to access on details about my strategy... I don't know if it's clear, but let me know if not  Regards
|
|
|
|
 |
|
Pages: [
1
]
|
|
|
|
|