[michael]

Here is Version 3 , with using the close on the buy side as well.

See how the Take profit changes per bar , moves up and down .

 

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[michael]

Here is Version 2 , i have changed the limit on the Short side to be based on the close and the range is between 1 and 10 .  Makes a big difference.

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[michael]

Ok , I took out that opening input , even though i had 2 triggers on the limit

and if 1 was correct to trigger the bracket order.

Pls see the new graph , i added another trading strategy , i put a Price Floor

in there for the Stop loss..Please not that the price floor starts on the bar that you

have the position , and the top Strategy it starts on the following bar .

Therefore for one bar in the bracket order you do not have a TP or Sl .

Pls also note with bracket order , it goes through the TP but it does not change position . The position indicator in the middle stays the same???

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[michael]

Here is a quick chart

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[michael]

Good morning ,

Yes I clicked on the link …hmmmmm

I did a search on Discord ..interesting , they say it is good for chatting in real time.

[michael]

Thank you , I am trying the Ehlers correlation and looking for a break in it.

and looking at taking different time frame correlations and comparing them using the Mcmillan idea of percentile bands and see if it has moved out of that range.

[michael]

Try using the bars since order filled .

Use the relational  A > B

Bars since order filled > 175 , Then you can exit a trade. That will take the last position into account, it is based on the last order filled.

Bars since exit filled > 175 . Then you can enter a new trade.

Remember to fix the 175 bars .

The question we need answering is how to enter a new trade that is not input by the model . If that was your first trade , to get the ball rolling so to speak.

You need to use the rules if A then do X or do Y

If A do A, if B do B , otherwise do C  or nest them .

 

 

 

 

[michael]

Only 2 months of data . 15 minute bars.

[michael]

The only thing i could suggest , I don’t know if this will work.

Change the things you want to , then when it goes asks to use the current model for testing , say yes. Then stop it very quickly.

 

 

[michael]

Hi OZ , I sent you an email a few days ago , it might be in your

junk mail.

matheson2090@gmail.com

[michael]

Note on the second trade it took 8 bars.

[michael]

Here is a quick chart for you MarcelB

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[michael]

Hi there , well i guess you can do it this way .

Buy order triggered . Day 1

In the Long exit ,

1. Whatever is your exit condition
2. Bars since order filled >=5

Now you have you have the choice of using a boolean expression

AND 2 .  or put in both conditions and select both orders to be used and make

2 conditions have to be used .

eg  1. Price Target

2. Number of Bars since filled >=5

If that is a market order it will be executed on the next open .which is day 6

Mark both inputs to be used ,

 

 

 

 

 

 

 

 

[michael]

Screen shot of excel results

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[michael]

Morning Tovim , well i played around with them ,

I changed it to Seek R squared . Then took the results into

excel . Made it a cross above and cross below to work the trades .

Ended up with 62 percent winning trades and 38 percent loosing trades .

There is not enough data there , 3.5 days of trading. Trading only during the

regular hours and exiting on the close .

I have to put in more data and see if the consistency holds up in the out of

sample set .

What i do is take the indicators that I have decided to try in NSDT .( looks interesting in NSDT) . Output the values as a csv file .

Open in CH , select the 8 inputs , set to R squared . Then run it for about 8 hours

See which inputs turn up in the formula , or which are dropped . Usually

the most important thing .