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Daily Strategy
 Post subject: Daily Strategy Post rating: 0   Post Posted: Thu 30 Apr, 2015, 03:51 

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Joined: Mon 17 Jun, 2013, 23:30
Posts: 48
Location: Australia, Melbourne
Hi,

I built a simple strategy based on EMA (10,20,50,200) alignment, when they are in 10,20,50,200 order the strategy will test for shorts and when they are in 200,50,20,10 (relative to the X axis) the strategy will test for longs.
Also, a condition is that the last 10 candles should have closed above(long)/below(short) EMA10. The stop loss is calculated at 1/2ATR-+EMA10(long, short).

The Strategy starts, but it stays at the block where Candle_8 >< EMA10 and does not move. I placed>< because for different testing periods it takes either the short or long testing path.

I attach the strategy, Could you please help with some advice.

Regards


Attachments:
EdPonsi_Daily_Trend.vfs [102.26 KiB]
Downloaded 72 times
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 Post subject: Re: Daily Strategy Post rating: 0   Post Posted: Mon 04 May, 2015, 10:05 
Visual JForex expert at Dukascopy
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Joined: Thu 18 Apr, 2013, 09:26
Posts: 1496
Location: Switzerland, Geneva
Hi;

After checking your strategy, it appears that there is some useless blocks that are slowing down its performance such as Loop viewers blocks which are actually useless. You're also checking several candle's close prices against the current EMA10 value, are you sure about that ?
In any case, I simplified the strategy and it seems to be okay now but sue to the severity of the conditions, it doesn't trade.

Cheers


Attachments:
EdPonsi_Daily_Trend_V2.vfs [102.85 KiB]
Downloaded 80 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: Daily Strategy Post rating: 0   Post Posted: Tue 05 May, 2015, 12:06 

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Joined: Mon 17 Jun, 2013, 23:30
Posts: 48
Location: Australia, Melbourne
Hi Amine,

Thank you very much for your help. Yes, it does run now. I hope you will welcome some feedback:

- yes, it is a daily Only strategy and the condition is that the last 10 days, the price closed above EMA10
- the file has Candle_9_Close_Price instead of Candle_3_Close_Price, but this could be a carry on from my own file
- since the data is fed on a tick bases, testing the strategy takes an awful lot of time. It only completed one month after running for 12 hours. Is there a way to only feed daily candles, instead of ticks, or somehow speed this up?
- yes, the conditions are tough, therefore the author claims it also has a high success probability.

Again, thank you very much and all the best,

Regards
Virgil


 
The Best Answer  Post subject: Re: Daily Strategy Post rating: 0   Post Posted: Tue 05 May, 2015, 13:46 
Visual JForex expert at Dukascopy
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User rating: 288
Joined: Thu 18 Apr, 2013, 09:26
Posts: 1496
Location: Switzerland, Geneva
Hi,

You're welcome !

Regarding the historical tester speed, it is indeed possible to increase that by playing with the "interpolation" settings that popup before the histo tester launch. Alternatively you can export the strategy to Jforex to test it (more information in the attched pdf document).

Image


Attachments:
Visual Jforex UG.pdf [1.08 MiB]
Downloaded 137 times
Interpolation_2.jpg [34.57 KiB]
Downloaded 355 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.
 

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