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The Big Shadow
foreignexchange
 Post subject: The Big Shadow Post rating: 0   New post Posted: Thu 06 Oct, 2016, 17:37 
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Location: Italy, montopoli di sabina
Good evening :) ,
I think I could annoying you .... but this strategy seems do not start the backtest, so I suppose there is something to improve in logic.

The objective is to built a strategy for the Big Shadow (BS) (Bearish and Bullish, but is similar so you could refer to the bullish).


The BS are a two candlestick formation
The Second Candlestick of the formation is the BS and has a higher high and a lower low than the previous candlestick.
Big Shadow have to print on the zone (but this part I dunno how to code so actually do not interested in that)
BS bullish have a closing price near the high and opening price near the low, it could be considered that the closing price is within few pips of the High (assumed that is < 1/5 of the BS range) similar for the opening and the Low.
The BS formation is a two candlestick formation prints at a great high or low on the chart where the market has not traded in > 30 previous candlestick (it is an assumption to start the developement).
The Big Shadow have a greater range than the previous 5 (assumption) candlestick.
For the bullish BS the candlestick following the bullish BS triggers the Buy Stop placed 5 pips (assumption) above the High of the BS candlestick.
For the bullish BS the closing price is within few pips of the High (assumed that is 1/5 of the BS range).

I tried to do not boring you ....
Document, TheBigShadow3

;)


Attachments:
TheBigShadow2.vfs [68.03 KiB]
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TheBigShadow2.vfs [73.77 KiB]
Downloaded 130 times
TheBigShadow3.vfs [73.25 KiB]
Downloaded 154 times
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amine_chourou
 Post subject: Re: The Big Shadow Post rating: 0   New post Posted: Mon 10 Oct, 2016, 14:56 
Visual JForex expert at Dukascopy
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Hi,

I'm not sure what to look for in regards to your description? Can you explain what is not working and in which block (condition) you've noticed a problem ? can you show some trades and point out your requirements ?

I've just noticed that the following variables do not switch in order to block the order opening, whithout this, the strategy is sending hundreds of orders ...

Image


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GoReset.PNG [73.06 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.
 
foreignexchange
 Post subject: Re: The Big Shadow Post rating: 0   New post Posted: Thu 13 Oct, 2016, 16:46 
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Joined: Fri 19 Sep, 2014, 12:05
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Location: Italy, montopoli di sabina
Good evening Master :D ,
The backtest seems it does not begin, so I dunno which part is.
The on candle part (candle constraints) seems have a logic, the tick part (pending order constrains) too but the assign that should link the two parts maybe is not correct.
I do not know why the backtesting does not begin.....


Attachments:
TheBigShadow4.vfs [64.25 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.
 
amine_chourou
 Post subject: Re: The Big Shadow Post rating: 0   New post Posted: Fri 14 Oct, 2016, 09:48 
Visual JForex expert at Dukascopy
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Hi,

Well; historical tester starts for me with the same strategy, I can see orders placed ...


Image


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HTester.PNG [37.63 KiB]
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