Source: https://fxcodebase.com/code/viewtopic.php?f=31&t=10442
Forum: 31 · Topic 10442 · 10 post(s)
Alexander.Gettinger · Mon Dec 26, 2011 6:10 am
This strategy is written on request viewtopic.php?f=27&t=8287&p=18405#p18405
BUY condition: fractal high - fractal low < ATR*Mult and appearance of new lower fractal,
SELL condition: fractal high- fractal low< ATR*Mult and appearance of new upper fractal.
Stop loss will be opposite fractal, take profit will be open price +/- ATR*[ATR mult].
Download:
The Strategy was revised and updated on December 17, 2018.
Exolon · Fri Feb 03, 2012 9:19 pm
With EUR-USD over a 3 month period, I can’t find any combination of parameters that produce any trades. Also, could you explain how the limit and stop loss values are derived, since they’re not directly set by the user?
Exolon · Fri Feb 03, 2012 9:20 pm
Oops, reading fail for me, the explanation was in your original post!
cash4u · Wed Jun 27, 2012 6:15 am
hi,
i have used this strategy by puting stop at 1 ATR limit at 2ATR . this strategy {when the opposite condition fulfills} closes open position before it reaches the limit level
can you add exit options 1. after reaching limit and stop level
thanking you
its cash4u
Apprentice · Thu Jun 28, 2012 1:15 am
Your request is added to the development list.
djbraski · Mon Sep 28, 2015 7:22 pm
Hello!
After about two or three trades this straregy inevitably get the following error, stopping the strategy.
Fractal_ATR_Strategy.lua:313 The value of the rate is incorrect. It must be a number > 120.108.
The 120.108 figure is the price. This error doesn’t show up in backtesting or optimizing. Any advice here? It wouldn’t be a huge deal except that the strategy is actively controlling when to close the trade, so when it stops it seems there’s no stop/limit for the open trades. Thank you!
djbraski
djbraski · Mon Sep 28, 2015 7:27 pm
Hello!
After about two or three trades this straregy inevitably get the following error, stopping the strategy.
Fractal_ATR_Strategy.lua:313 The value of the rate is incorrect. It must be a number > 120.108.
The 120.108 figure is the price. This error doesn’t show up in backtesting or optimizing. Any advice here? It wouldn’t be a huge deal except that the strategy is actively controlling when to close the trade, so when it stops it seems there’s no stop/limit for the open trades. Thank you!
djbraski
Apprentice · Tue Dec 13, 2016 4:12 pm
Strategy was revised and updated.
swingtrader · Mon Mar 04, 2019 12:59 pm
hi ,
i am getting following error
C:/Program Files/Candleworks/FXTS2/Strategies/Custom/Fractal_ATR_Strategy.lua:-1: nil
Apprentice · Mon Apr 01, 2019 10:27 am
I can not reproduce it. Continues testing on a demo account.
Can you provide an error line number?