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statsign
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Everything posted by statsign
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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.
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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
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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" );
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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)
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Help in Converting a Simple EasyLanuage Code to Nina
statsign replied to theman's topic in Coding Forum
missing Boolean variable - thus indicator could never plot plus other declarations are missing - you need the real code -
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);
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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);
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:beer::beer: https://www.tradestation.com/Discussions/Topic.aspx?Topic_ID=59793 XCAP_POLYCYCLE.ELD
- 13 replies
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- polyfit
- polynomial
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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);
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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;
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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);
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You can use the front contract you want and have it continuous. @ES09