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Simple adaptive strategy

Source: https://fxcodebase.com/code/viewtopic.php?f=31&t=2759
Forum: 31 · Topic 2759 · 3 post(s)


Simple adaptive strategy

Alexander.Gettinger · Mon Nov 22, 2010 3:08 am

At first strategy open order with [FirstOrder] type. After closing order strategy analyses last [OrdersNumber] orders and open next order in dependencies on types and result this orders. For instance: if OrdersNumber=3 and 3 last BUY orders were unprofitable, next order will SELL.

The Strategy was revised and updated on November 19, 2018.


Re: Simple adaptive strategy

Apprentice · Thu Jun 16, 2011 7:16 am

I removed a few bugs. The algorithm may differ from the original.

SimpleAdaptiveStrategy.lua


Re: Simple adaptive strategy

Apprentice · Wed Nov 30, 2016 8:27 am

Bump up.