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statsign

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Everything posted by statsign

  1. If a bar is forming and has range of 4 pips and a trade suddenly happens outside the 5 range then it isn't possible to have a 6 or 7 pip bar because the cutoff is 5 and so it has to be a new bar.
  2. Right, ASCI imported file with only OHLC is no good for strategy testing unless you only want to trade based on buy next bar open; sell next bar open; you can simulate somewhat with buy next bar somenumber limit; but if using limits and stops then without intrabar data you will get some erroneous trades
  3. DT OSc input: RSILength(8), StochLength(5), KLength(3), DLength(3); Vars: DToscK(0), DToscD(0); value1 = FastKCustomEasy(RSI(C, RSILength),StochLength); DToscK = average(value1,KLength); DToscD = average(DToscK,DLength); plot1(DToscK,"%K" ); plot2(DToscD,"%D" );
  4. With [intrabarOrderGeneration = True] in a strategy and no conflicting barstatus statements then buy next bar market; means immediately (next tick) (for intrabar a tick is a trade)
  5. missing Boolean variable - thus indicator could never plot plus other declarations are missing - you need the real code
  6. inputs: Price( Close of data1 - Close of data2 ), Length( 9 ), Displace( 0 ) ;
  7. Metatrader is unsupported so I had no way of knowing what formula they use for stochastics. This one looks like it. Any differences could be data differences - will be different for each broker (forex). input: smoothing(15); vars: stok1(0), stok2(0), stok3(0), stok4(0), stok5(0), mov(0), stoksmoothed(0); stok1 = SlowDCustom(H, L, C, 8) * 0.05; stok2 = SlowDCustom(H, L, C, 89) * 0.43; stok3 = SlowDCustom(H, L, C, 55) * 0.26; stok4 = SlowDCustom(H, L, C, 34) * 0.16; stok5 = SlowDCustom(H, L, C, 21) * 0.10; mov = stok1 + stok2 + stok3 + stok4 + stok5; stoksmoothed = mov / smoothing + stoksmoothed[1] * (smoothing - 1) / smoothing; plot1(mov); plot2(stoksmoothed);
  8. input: smoothing(15); vars: stok1(0), stok2(0), stok3(0), stok4(0), stok5(0), mov(0), stoksmoothed(0); stok1 = SlowDCustomOrig(H, L, C, 8, 3, 3) * 0.05; stok2 = SlowDCustomOrig(H, L, C, 89, 21, 3) * 0.43; stok3 = SlowDCustomOrig(H, L, C, 55, 13, 3) * 0.26; stok4 = SlowDCustomOrig(H, L, C, 34, 8, 3) * 0.16; stok5 = SlowDCustomOrig(H, L, C, 21, 5, 3) * 0.10; mov = stok1 + stok2 + stok3 + stok4 + stok5; stoksmoothed = mov/smoothing + stoksmoothed[1] * (smoothing - 1) / smoothing; plot1(mov); plot2(stoksmoothed);
  9. :beer::beer: https://www.tradestation.com/Discussions/Topic.aspx?Topic_ID=59793 XCAP_POLYCYCLE.ELD
  10. value33 = 0; value44 = 0; for ii = 1 to 9 begin if myarr[ii + 1] < myarr[ii] then value33 = myarr[ii]; if value44 < value33 then value44 = value33; end; value44 = iff(value44 < myarr[10] ,myarr[10],value44);
  11. if cond then begin for ii = 1 to 10 begin if myarr[ii] < average (c,50) then begin Array_SetValRange(myarr, ii, 10, 0); ii =10; end; end; end;
  12. input: length(10), price(C); vars: pv(0), pv2(0), vv(0), vwa(0); pv = price * v; pv2 = summation(pv,length); vv = summation(v,length); vwa = iff(pv2 > 0 and vv > 0,pv2 / vv,0); plot1(vwa);
  13. You can use the front contract you want and have it continuous. @ES09
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