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cpc_cs Strategy
Source: https://fxcodebase.com/code/viewtopic.php?f=31&t=67279
Forum: 31 · Topic 67279 · 5 post(s)
cpc_cs Strategy
Apprentice · Fri Jan 18, 2019 6:03 am
Based on request. viewtopic.php?f=27&t=67268
Re: cpc_cs Strategy
cpc_cs · Fri Jan 18, 2019 6:47 am
Dear Apprentice,
Thank you very much - you gave me lot more options that I requested - thank you.
Back testing the strategy - I will let you know if I find any problems.
Thanks and Regards
S. Joseph
Re: cpc_cs Strategy
cpc_cs · Sun Jan 20, 2019 4:49 pm
Dear Apprentice,
Few Observations:
1) Close Trade: Sometimes trades closes immediately after opening - see picture below:
As you can see Long Trade Opened and Closed on 25.01.2018 @ 20:00. Trade should have closed on 29.01.2018 @ 04:00. This I think is due to the way change in SAR is checked:
–1) SAR Down changes to SAR Up return SAR.DATA[period] > source.close[period];
This statement just checks if SAR is above the Close value - it does not check the change from Down to Up - which should be the correct way.
Can you please arrange to correct it.
2) Open Trade: If I use “End of Turn” Option for “Entry Execution Type”, then trades are being opened one candle later than expected (two candles after the entry conditions are satisfied) - see picture below - Red Lines are where trades are being opened - Green Lines are where trades should have opened:
If I use “Live” Option for “Entry Execution Type”, then sometimes entry conditions are getting satisfied when the candle is still not closed - but then candle closes below (for long trades) and above (for short trades) making the entry a wrong entry.
I think “End of Turn” is what I am looking for - but Trades are being Opened one candle later which most of the time costs pips. How to avoid this? Can you correct this?
Any help / suggestions will be very much appreciated. Others functions appears to work correctly - will continue to test.
Thanks and Regards,
S. Joseph
Re: cpc_cs Strategy
Apprentice · Mon Jan 28, 2019 6:55 am
Fixed. The difference is likely due to the EMA. EMA can show different values on a chart and inside of strategy.
Re: cpc_cs Strategy
cpc_cs · Mon Jan 28, 2019 1:43 pm
Dear Apprentice,
Thanks for the quick fix - it works as intended.
I will continue testing and let you know if I find anything unusual.
Thanks and Regards
S. Joseph