Pair Trading in NeuroShell Trader with Advanced Indicator Set 3 – Crossing Pairs

[MarcelB]

Ok, that’s clear! Thanks very much!

[MarcelB]

I’ve tried this but apparently it’s closing positions already within the ‘Shortest desired average trade span’ (which is in my case 175 bars).
Could it be maybe that my data file is has 1 minute bars and the  frequency of the chart is 15 minutes? I’ve added two files which shows the Trading Strategy Parameters and the trade by trade overview. According to the parameter I’ve used (175 bars) I would assume that  the shortest desired average trade span would be at least 6.7 days but as you can see in the trade by trade report it appears that trades are closed within 1 day (see i.e. on 13/04/2020). Does anyone have an idea what’s going wrong?
And how is the ‘Shortest desired Average trade span’ defined? I need to have 5 days between the last trade and the opposite transaction I want to do. So entering 3 long positions with 1 day is no problem but then I have to wait at least 5 full trading days before I am allowed to exit my position (work related compliance rules ). And then I need to wait another 5 days before I am allowed to enter again a long position. So I wondering what the Average Trade Span means, does it count the average trade span already from the first entry or from the last, because I need the last in order to be sure that there is at least a 5 trading day period between opposite transactions.

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[MarcelB]

Thanks for your reply, Michael! But I have even no clue how I get to the trading rules. I only get to them when I insert a completely new trading strategy and I guess it should be much easier to get to the screen where i can amend the trading rules. I can’t imagine that I’m forced to implement a new trading system (which is in fact the same as the old one) in order to amend the trading rules.

[MarcelB]

Ok, thx very much! Will take a look at it.

[MarcelB]

What I want to create is a trailing entry and exit line (trailing stoploss) which has a variable value between the last price of the security and the value of the entry/exit line based on another indicator e.g. a Stochastics indicator. So if the system has opened a long position when the Stochastics is low (let’s assume below 20) the distance between the last price and the value of the trailing exit line (trailing stoploss) is relatively big. But if the Stochastics is moving towards 100 the value between the last price and the trailing exit indicator will become minimal leading to an exit of the position. Is it possible to build this in NST or do I need to build this outside NST and call it with help of a Program Call (DLL)?

[MarcelB]

Thanks very much, Michael, much appreciated!

[MarcelB]

Ok, thanks Michael, I’m going to take a look at it and try to implement something like that.