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Divergence Explorer strategy

Source: https://fxcodebase.com/code/viewtopic.php?f=31&t=2841
Forum: 31 · Topic 2841 · 5 post(s)


Divergence Explorer strategy

Konstantin.Usanov · Thu Dec 02, 2010 6:14 am

Hi!

I’d like to introduce Divergence Explorer strategy.

This strategy is based on last version of well-known dMACD(ext) strategy (please, see topic: “(NEW) Introduce dMACD strategy (Divergence on MACD Signals)” http://www.fxcodebase.com/code/viewtopic.php?f=31&t=1985) and allow to choice different indicators (not only MACD) for divergence calculation and trading.

I hope the Divergence Explorer strategy will be useful and comfortable.

Divergence Explorer properties.JPG

Divergence Explorer properties

Divergence Explorer.lua

Thanks.

The Strategy was revised and updated on December 10, 2018.


Re: Divergence Explorer strategy

Konstantin.Usanov · Mon Dec 13, 2010 4:01 am

Hi!

There is short report about backtesting of Divergence Explorer strategy.

“Playing with volumes” as price stream (data source) I have discovered amazing result for Divergence Explorer strategy.

For example (using ordinary MACD indicator with 5,34,5 parameters), if you choose EUR/JPYand Dailytimeframe, the profit gains up to 10 M$ during three year and to 1 M$ (approx) for one year.

Divergence Explorer backtesting on Volumes.JPG

Divergence Explorer on Volumes

Please take a look at all used properties for details.

All properties.zip

Thanks.


Re: Divergence Explorer strategy

Jautocurr1 · Sat May 25, 2013 10:42 pm

I recently downloaded this Strategy and really like it.That’s because it is one of the few that has Margin control built in.Also I like the ability of choosing so many different indicators for backtesting. Is like having many Strategies all in one. An account I am using it on right now is very small and I need to keep at least a minimum of 30% Margin. I am only setting it for trading 1 lot up to 2 is Ok.Trouble is it keeps on doing 3 and I get a Margin % warning. I am setting it at 34 for 34% this way I should be in good shape for the minimum of 30%. I would really like to solve this problem because it is testing very well using the ADX Difference and making money. Otherwise I will only be able to do manual trading. Overnight is a problem doing the manual trading for me.

Thanks, Jim C. “JimTrader1”


Re: Divergence Explorer strategy

crazymonkey · Fri Jun 07, 2013 1:12 pm

Hi Konstantin,

Quick question,

I downloaded this strategy and tried testing it out, except I noticed it seemed to be Selling when it should be Buying.

I then tried using the settings you had suggested (MACD 5,34,5, DAILY TF etc) to see if I was doing something wrong, but I get the same results. Double checked everything with the ZIP file you provided, but no, same results.

I tried playing around with the money management settings etc as I have a U.S based account, but that did nothing.

Am I missing something here? I posted a screenshot of the results using your suggestions :

(FYI All the positions are sell (interestingly it shows in the statistics that there were no short trades…)


Re: Divergence Explorer strategy

Apprentice · Fri Dec 09, 2016 6:40 am

Strategy was revised and updated.