Dear All,
I have the following problem with my strategy .
1. I did developed a strategy [ Check below ], the strategy opens only one asset namely USD/CHF for
about three months.
Strategy
enter long trade when the CCI is below -100 , LinearRegression_Slope is greater than 0 , Price is above 200 ZMA & T3 200 ,close when CCI is above //180,reverse is true for Sell .
the strategy opens lot size that are not understandable based on margin computations
Margin = 0.5 * OptimalF * Capital * sqrt(1 + ProfitClosed/Capital)/iNum;
a. sometimes it opens lot size of 0.01 or 0.83 [Need Support from any forum member]
b. the exit strategy is when CCI is greater that +180/-180, this does not happen
i can see from the chart USD/CHF have severally moved beyond +180 and the trade did not close.
2. Trades does not open on any asset , i have about 18 asset.[Need Support from any forum member]
a.MT4 logs does not indicate any problem pertaining to requesting coming from Zorro application.
b. Zorro console does not throw any message or error message.
function run()
{
BarPeriod =60;
LookBack=1234;
StartDate =2013;
EndDate = 2015;
set(LOGFILE);
vars price = series(priceClose());
vars adx= series(ADX(14));
var slope =LinearRegSlope(adx,14);
var iCCI =CCI(14);
var SMASlow = ZMA(price,200);
var iT3 = T3(price,200,0.7);
var Threshold = 100;
var iNum=6;
var iSlopeVal=0;
var ExitEntry=180;
Detrend=16;
Capital = 2000;
assetList("AssetsCurFxPro.csv");
while(asset(loop("SILVEREURO","GOLDEURO","PLATINUM","EUR/GBP","NZD/USD", "BTC/USD","LTC/USD","ETH/USD","BCH/USD","XRP/USD","WTI","GOLD","SILVER","EUR/USD","USD/JPY","GBP/USD","AUD/USD","EUR/JPY","USD/CHF")))
Margin = 0.5 * OptimalF * Capital * sqrt(1 + ProfitClosed/Capital)/iNum;
{
if( iCCI < -Threshold && price[0] > SMASlow && price[0] > iT3 && slope >iSlopeVal)
enterLong();
if(NumOpenLong >0 && iCCI > ExitEntry)
exitLong();
}
{
if(iCCI >Threshold && price[0] < SMASlow && price[0] < iT3 && slope <iSlopeVal)
enterShort();
if(NumOpenShort >0 && iCCI < -ExitEntry)
exitShort();
}
}
