Where is the "add Indicators" on View Performance Chart

• 06/27/2017 at 11:01 PM #39260
  Bard

  I wanted to also mention, I was using a bandedge of 100 in a lot of my early tests with the Oscillator which can be more profitable with less drawdown (although still high on this 1 hr timeframe at around 40% (£/$, €/$)). It depends again on the timeframe tested over or length of the bar (eg 1 hour or daily). The trend can still however swamp the oscillator even with higher bandedges.
  For 1 hour charts there is just about enough data – it goes back to 2015 – to get above a sample size of 30 trades.

  I was wondering if you or anyone else knows how to optimise the bandedge value, generally you can add the indicator code to the strategy but with this Oscillator it just gives the same profit result (£168k and too high a drawwdown at 65%) for ALL bandedge values between 5 and 200 in steps of 5, yet the equity graph shows a bandedge of 165 as optimal? E.g. Individually changing the bandedge in the indicator itself (without optimisation) produces different results than the £168k “optimisation”?

  Thanks again,
  Bard

  

  Bard

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  06/28/2017 at 8:23 PM #39338
  Derek

  Something else appears strange with the code:

  //second order c3 = (indicator1 > -0.8) IF Close-TRADEPRICE(1)>30 AND LongOnMarket AND COUNTOFPOSITION = 1 AND c3 THEN BUY 10 CONTRACTS AT MARKET ENDIF

  1 2 3 4 5 6 7

  //second order c3 = (indicator1 > -0.8) IF Close-TRADEPRICE(1)>30 AND LongOnMarket AND COUNTOFPOSITION = 1 AND c3 THEN BUY 10 CONTRACTS AT MARKET ENDIF

  Close is < Tradeprice(1) !

  Why has the oder been executed on demo, maybe the code is different?

   

  

  Derek

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  06/29/2017 at 10:27 AM #39362
  GraHal

  Bard  yeah me and a mate made acoustic guitars each when we were about 15, trouble was … mine was the beta version! 🙂 The second was almost indistinguishable from shop bought and he went on to play it real good, his brother was in a band so I guess he had help / inspiration! 🙂

  My dad was a cabinet maker (he died when I was 4 🙁 ) but I had all his tools, mahogany and ply for steam bending!

  I think I swapped my guitar for some bulls horns or an air pistol! 🙂

  GraHal
  PS Maybe a general Forum for ‘off topic chats’ would be good? But the odd ‘off topic’ snippet does add a bit of relief and humour from all the coding discussions? 🙂

   

   

   

  

  GraHal

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  06/30/2017 at 2:56 PM #39507
  Bard

  Thanks Derek, I had some trouble writing it to behave how I trade live. Namely if you’re in a position and it’s profitable by 30 tics, take a second position.

  You’re right, the Demo trades – as seen from the earlier screenshot #39238 – is not following what I think is the correct code which Nicolas helped with. The demo takes a trade when it’s losing money (although that second long trade did actually  produce profit in the end).

  The code for the second long position has always been :
  IF Close–TRADEPRICE(1)>30…
  

  I’m not sure why a simple trading style has been difficult to automate or gives different results between View Performance and the Demo backtest (with the same start dates). I ran the backtest with bandedge = 100 just now (and not the original 25 in this post) and it again takes a trade (the 2nd trade and the 3rd trade) which goes against the: IF Close–TRADEPRICE(1)>30.
  Pls see screenshot.

  Can you figure out what’s happening here Derek? (Or anyone else, pls feel free to contribute).

  Cheers
  Bard

  

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  06/30/2017 at 3:02 PM #39509
  Bard

  That’s pretty skilful of you to be able to make you’re own guitar GraHal, I think Brian May took the same route using a piece of wood from a fireplace. You can always have more fun with an air pistol!
  p.s. Yes we’re are getting a bit off track, sorry to hear about you’re dad. I know that feeling, I was 7….

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  Bard

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  07/02/2017 at 12:01 AM #39566
  Derek

  Bard, in your screenshot the two long positions are closed, a short position is opened and the position indicator shows +30 contracts long.

  This doesn’t add up. Or, it is a bug.

   

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  Derek

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  07/02/2017 at 12:08 AM #39567
  Derek

  @Grahal: Sorry to hear that about your dad. And sorry, don’t know what to say.

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  07/02/2017 at 5:58 PM #39590
  Bard

  Hi Nicolas, hope you are well,

  I’m trying to figure out why the code (posted on page 1) isn’t behaving as intended, particularly that the second long trade has been taken despite not being 30 tics higher than the opening position and the third position is not 60 tics greater than the opening position. Pls see the last screenshot I posted above?

  Any ideas?

  Cheers
  Bard

  

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