airParticipant
Average
Good day,
Congratulation for the helpful website. I have been using a monthly system to calculate in which month a certain market performs better than others. However, for currencies, tests are performed on the whole historical data for some months. For other months, nevertheless, just a few months are taken into consideration, without me changing anything. Why?
Thank you for your help.
air
Hello air,
Thanks for your congrats.
Well, how do you make your calculation? Is is a screener or an indicator? Sorry, but without reading the code, it is very difficult to help you, because I have no idea what’s wrong with your system.. 🙁
airParticipant
Average
Sorry, here is it. For USD/JPY get Dec to March, Dec to Feb and occasionally Dec to Jan
DEFPARAM CumulateOrders=false
IF MONTH = 1 THEN
buy 1 contract AT MARKET
endif
IF MONTH = 2 THEN
sell 1 contract AT MARKET
ENDIF
The “sell” instruction mean you want to close your buy trades. Is that what you want to do here? Buy 1 contract if you are in January and then sell the same contract at the beginning of February? If yes, it would work.
airParticipant
Average
Yes, buy one month and sell the other. It works. However, I get different results with USD/JPY. Maybe, I just have a bug :)?
Just tested it, it works well.
Do you have sufficient amount of cash in your test? You’ll get margin call very quickly if you don’t have a big amount of cash. What timeframe are you testing?
airParticipant
Average
Monthly. 10 m yen. For example, I get 30 apr 2008 to 31 may 2010. It jumps 2 years.
airParticipant
Average
Apparently, on my hand, it work fine with etfs, while it shows some discrepancies with futures.
airParticipant
Average
I am attaching one page results for soybeans futures. Looking forward to your kind answer.
Thanks.
Please test on an inferior timeframe (weekly or daily one). Are you sure Soybeans Future history has this months?
airParticipant
Average
Good day Nicholas,
Thank you for your reply. d/w: it works.
It also work fine with monthly CAC and DAX.
Apparently, it has some problems with North American monthly futures.
I am using the full MONTH, YEAR futures.
airParticipant
Average
Hi,
Same problems with gold daily. Some months are ok (the whole database is used to calculate performance). For others, only a portion of the database is used without me changing anything. Sorry for it. I know you are very busy/doing a great job coding. Is there somebody I can talk to regarding the platform?
Hi air,
Sorry but i’m not so aware of Futures market history.
If you make a simple indicator with :
RETURN Month
Does it show each month from 1 to 12 on screen?
airParticipant
Average
Hi Nicholas,
Yes, the indicator shows each month 1/12 starting from 1975 for gold (nymex).
and with the code changed to :
DEFPARAM CumulateOrders=false
IF MONTH = 1 THEN
buy 1 contract AT MARKET
endif
IF MONTH = 2 THEN
sell AT MARKET
ENDIF
Does it change something?
