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Flat filter and weekend filter doesn't work
 Post subject: Flat filter and weekend filter doesn't work Post rating: 0   New post Posted: Mon 05 Sep, 2016, 12:28 
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User rating: 6
Joined: Wed 05 Mar, 2014, 12:00
Posts: 116
Location: Ukraine, Odessa
Greetings!
Not so long time ago met a problem with a flat filtering.

My strategy does receive a false signal after weekend, and doesn't open a correct.

Image

Strategy's logic is : When MA line changes a colour it opens a pending order in a distance of 8 pips from indicator. So if trend is up it Opens a pending BUY order in an 8 pips higher than indicator value. For SELL orders it does the same while downtrend.

As you see an incorrect position on sunday opened and closed at once, and on the next day it doesn't open a buy order while yellow line approach. It doesn't show any problems while backtesting but it appears in a live time!

I tried to disable receive data bars on weekend by a code feature, but it doesn't bring any success.
My Ideas ran out. Maybe you have any suggestions.
Strategy attached


Attachments:
File comment: Strategy file
budayev_sep16.vfs [91.76 KiB]
Downloaded 192 times
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 Post subject: Re: Flat filter and weekend filter doesn't work Post rating: 1   New post Posted: Mon 05 Sep, 2016, 13:54 
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,

Visual Jforex historical tester filters WE flats by default thus it is not possible to receive any prices during the Week End. Looking to your strategy, I believe the "false" signal received it actually a true one as you're checking the T3 trend by comparing the current value with the previous one. To clarify things, T3 with shift 0 is the current value still fluctuating. The strategy catches this 'current' value at the start of a new candle so in some cases you can have a true signal at the moment where the candle starts but when the T3 value is completed (finalized) the trend is actually opposite. I would suggest to compare T3 values with shit 1 and 2 instead of 1 and 0. I don't recommend working with shift 0 unless condition plugged to on-tick method.

If flats were not filtered, you would see a chart that looks like this:

Image

Cheers


Attachments:
Chart_EUR_CHF_Hourly_snapshot.png [10.24 KiB]
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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.
 
 Post subject: Re: Flat filter and weekend filter doesn't work Post rating: 0   New post Posted: Mon 05 Sep, 2016, 14:05 
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User rating: 6
Joined: Wed 05 Mar, 2014, 12:00
Posts: 116
Location: Ukraine, Odessa
Thanks Amine.
You as always, helped me out!
Have a good day! ;)


 
 Post subject: Re: Flat filter and weekend filter doesn't work Post rating: 0   New post Posted: Mon 05 Sep, 2016, 14:28 
Visual JForex expert at Dukascopy
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User rating: 288
Joined: Thu 18 Apr, 2013, 09:26
Posts: 1496
Location: Switzerland, Geneva
You're welcome !
Let me know how things goes :)


 

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