Smoothed Bollinger% Strategy Daily_Topic

• 02/04/2018 at 11:24 AM #61410
  ALE

  Hi Nicolas,

  I think that problem could be derivates from code structure. May be trailing stop or something else

  

  ALE

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  02/04/2018 at 11:34 AM #61411
  T-rader

  The code was started this week so yeah it´s the first time.

  I´ve had the same problem with other codes on daily which affects the over all performance of the code alot and it has ended with me scrapping the code.

  

  T-rader

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  02/04/2018 at 6:25 PM #61467
  Nicolas

  I don’t see anything in the code that lead me thinking it’s related.. why do you think so? Are you talking about the rejected orders limit reached?

  

  Nicolas

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  02/04/2018 at 6:40 PM #61470
  ALE

  It happens on daily time frame on saturday, also on cac and dax without reasons

  

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  02/04/2018 at 6:46 PM #61473
  ALE

  Also happens that at 00.02 of sunday morning
  the stop is removed, and reappears at the next candle in monday morning at 01.00

  

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  02/04/2018 at 10:51 PM #61500
  T-rader

  I´m not sure why it´s happening. I´ve gone through the code many times now and can´t find anything that differates from lets say an 1 hour code that isn´t stopping it self.

  My highly non certain conclusion is that it has something to do with IGs pricing.

  Mon-Thurs = 1 candle – 24 hours, Fri=1 caandle – 22 hours. I think that´s messing up the code since it can´t read the price when it thinks it should be able to and thats why there´s an error and prt trying to quit the code.

   

  Now my position has closed and I have (as you can see in the picture below) three rejected orders that says=

  First rejection = This market is now closed

  Second rejection = Sorry, we have been unable to confirm the status of your trading request. Please call us on …..

  Third Redjection= Price is no longer available

   

   

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  ALE

  

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  02/05/2018 at 12:24 PM #61540
  T-rader

  Ok, now I´m going to dubbelpost again… But I really like this code so I want it to work 🙂
  With my limited coding skills this is the only thing I can think of changing (code). No new position on fridays and closes open positions on friday opening.

  //-------------------------------------------------------------------------------------------------- //days notfd = opendayofweek = 1 or opendayofweek = 2 or opendayofweek = 3 // STRATEGY //-------------------------------------------------------------------------------------------------- IF NOT LongOnMarket AND avgFilterEnterLong AND SvEFilterEnterLong and notfd THEN BUY 1 CONTRACT AT MARKET ENDIF IF NOT ShortOnMarket AND avgFilterEnterShort AND SveFilterEnterShort and notfd THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF IF POSITIONPERF<0 THEN IF LongOnMarket AND BARINDEX-TRADEINDEX(1)>= barLong THEN SELL AT MARKET ENDIF ENDIF IF POSITIONPERF<0 THEN IF shortOnMarket AND BARINDEX-TRADEINDEX(1)>= barshort THEN EXITSHORT AT MARKET ENDIF ENDIF if opendayofweek = 4 and openhour = 21 sig=1 else sig=0 endif IF sig=1 THEN SELL AT MARKET EXITSHORT AT MARKET ENDIF

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  //-------------------------------------------------------------------------------------------------- //days notfd =  opendayofweek = 1 or opendayofweek = 2 or opendayofweek = 3 // STRATEGY //--------------------------------------------------------------------------------------------------   IF NOT LongOnMarket AND avgFilterEnterLong AND SvEFilterEnterLong and notfd THEN BUY 1 CONTRACT AT MARKET ENDIF     IF NOT ShortOnMarket AND avgFilterEnterShort AND SveFilterEnterShort and notfd THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF   IF  POSITIONPERF<0 THEN IF LongOnMarket AND BARINDEX-TRADEINDEX(1)>= barLong THEN SELL AT MARKET ENDIF ENDIF   IF POSITIONPERF<0 THEN IF shortOnMarket AND BARINDEX-TRADEINDEX(1)>= barshort  THEN EXITSHORT AT MARKET ENDIF ENDIF     if opendayofweek = 4 and openhour = 21 sig=1 else sig=0 endif IF sig=1 THEN SELL AT MARKET EXITSHORT AT MARKET ENDIF

  

  T-rader

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  02/05/2018 at 1:13 PM #61543
  ALE

  @t-rader,

  have you already had this strategy open of Friday? It could be a case that is not rarely verified.
  I have other strategies with the same code on the indexes and this it happens only rarely me on the European indexes. But I never work on forex.

  

  ALE

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  02/05/2018 at 1:23 PM #61546
  T-rader

  I had it this friday. Maybe it wont happen again or it will, I dont know but its pretty annoying if it closing a loosing trade that would have been a winner if it was hold over the weekend.

  Personally I´m fine with this addition to the code since I don´t like to have FX positions open during NFP, I like trend more than volatility.

  When I have experineced this problem in the past it has always been on OMX (Sweden 30).

  

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  02/05/2018 at 1:31 PM #61550
  ALE

  To avoid volatily days please consider it:

  once countFridays = 0 firstDayOfMonth = (day = 1) isFriday = (dayOfWeek = 5) firstWeek = (day < 8) if firstDayOfMonth then countFridays = 0 endif if isFriday and (not isFriday[1]) then countFridays = countFridays + 1 endif // Non Farm Payrolls nfpDay = isFriday and firstWeek // Triple Witching isMarch = (Month = 3) isJune = (Month = 6) isSept = (Month = 9) isDec = (Month = 12) tripleWitchingMonth = isMarch or isJune or isSept or isDec thirdFriday = isFriday and countFridays = 3 tripleWitching = thirdFriday and tripleWitchingMonth ////////////////////////////////////////////////////////// IF nfpday or tripleWitching then sell at market exitshort at market endif

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  once countFridays = 0 firstDayOfMonth = (day = 1) isFriday  = (dayOfWeek = 5) firstWeek = (day < 8) if firstDayOfMonth then countFridays = 0 endif if isFriday and (not isFriday[1]) then countFridays = countFridays + 1 endif // Non Farm Payrolls nfpDay    = isFriday and firstWeek // Triple Witching isMarch = (Month = 3) isJune = (Month = 6) isSept = (Month = 9) isDec  = (Month = 12) tripleWitchingMonth = isMarch or isJune or isSept or isDec thirdFriday = isFriday and countFridays = 3 tripleWitching = thirdFriday and tripleWitchingMonth ////////////////////////////////////////////////////////// IF nfpday or tripleWitching then sell at market exitshort at market endif

   

   

  

  ALE

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  02/05/2018 at 1:39 PM #61552
  ALE

  NFP & TRIPLEWITCHING INDICATOR

  once countFridays = 0 firstDayOfMonth = (day = 1) isFriday = (dayOfWeek = 5) firstWeek = (day < 8) if firstDayOfMonth then countFridays = 0 endif if isFriday and (not isFriday[1]) then countFridays = countFridays + 1 endif // Non Farm Payrolls nfpDay = isFriday and firstWeek // Triple Witching isMarch = (Month = 3) isJune = (Month = 6) isSept = (Month = 9) isDec = (Month = 12) tripleWitchingMonth = isMarch or isJune or isSept or isDec thirdFriday = isFriday and countFridays = 3 tripleWitching = thirdFriday and tripleWitchingMonth ////////////////////////////////////////////////////////// return tripleWitching COLOURED (200,0,0) STYLE(HISTOGRAM) AS "WHICH" ,nfpDay COLOURED (100,0,0) STYLE(HISTOGRAM)AS "NFP"

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  once countFridays = 0 firstDayOfMonth = (day = 1) isFriday  = (dayOfWeek = 5) firstWeek = (day < 8) if firstDayOfMonth then countFridays = 0 endif if isFriday and (not isFriday[1]) then countFridays = countFridays + 1 endif // Non Farm Payrolls nfpDay    = isFriday and firstWeek // Triple Witching isMarch = (Month = 3) isJune = (Month = 6) isSept = (Month = 9) isDec  = (Month = 12) tripleWitchingMonth = isMarch or isJune or isSept or isDec thirdFriday = isFriday and countFridays = 3 tripleWitching = thirdFriday and tripleWitchingMonth ////////////////////////////////////////////////////////// return tripleWitching COLOURED (200,0,0) STYLE(HISTOGRAM) AS "WHICH" ,nfpDay COLOURED (100,0,0) STYLE(HISTOGRAM)AS "NFP"

   

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  ALE

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  02/05/2018 at 4:21 PM #61576
  T-rader

  Thanks. That´s a good snippet of code for my other strategys but it dosen´t solve the friday stopping problem.

  

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  02/05/2018 at 7:01 PM #61582
  ALE

  Yes of course but i don’t understand how your code could resolve this problem

   

  

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  02/06/2018 at 2:04 PM #61695
  T-rader

  Cause if there´s an open position my code closes it on friday opening 🙂
  And it dosent take any trades on friday either.

  

  T-rader

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  02/06/2018 at 2:14 PM #61699
  ALE

  //----------------------------------------------------------------------------------------------- //days notfd = opendayofweek = 1 or opendayofweek = 2 or opendayofweek = 3 // STRATEGY //-------------------------------------------------------------------------------------------------- IF NOT LongOnMarket AND avgFilterEnterLong AND SvEFilterEnterLong and notfd THEN BUY 1 CONTRACT AT MARKET ENDIF IF NOT ShortOnMarket AND avgFilterEnterShort AND SveFilterEnterShort and notfd THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF IF POSITIONPERF<0 THEN IF LongOnMarket AND BARINDEX-TRADEINDEX(1)>= barLong THEN SELL AT MARKET ENDIF ENDIF IF POSITIONPERF<0 THEN IF shortOnMarket AND BARINDEX-TRADEINDEX(1)>= barshort THEN EXITSHORT AT MARKET ENDIF ENDIF if opendayofweek = 4 and openhour = 21 THEN IF POSITIONPERF>0 THEN SELL AT MARKET EXITSHORT AT MARKET ENDIF ENDIF

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  //----------------------------------------------------------------------------------------------- //days notfd =  opendayofweek = 1 or opendayofweek = 2 or opendayofweek = 3 // STRATEGY //-------------------------------------------------------------------------------------------------- IF NOT LongOnMarket AND avgFilterEnterLong AND SvEFilterEnterLong and notfd THEN BUY 1 CONTRACT AT MARKET ENDIF IF NOT ShortOnMarket AND avgFilterEnterShort AND SveFilterEnterShort and notfd THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF IF  POSITIONPERF<0 THEN IF LongOnMarket AND BARINDEX-TRADEINDEX(1)>= barLong THEN SELL AT MARKET ENDIF ENDIF IF POSITIONPERF<0 THEN IF shortOnMarket AND BARINDEX-TRADEINDEX(1)>= barshort  THEN EXITSHORT AT MARKET ENDIF ENDIF if opendayofweek = 4 and openhour = 21 THEN IF POSITIONPERF>0 THEN SELL AT MARKET EXITSHORT AT MARKET ENDIF ENDIF

  YOU CAN CONSIDER TO TEST IF IT’S BETTER TO CLOSE IT IF POSITION IT’S IN PROFIT OR NOT

   

  

  ALE

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