Chikou does not shift 26 bars backward

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Chikou does not shift 26 bars backward #477742 07/26/19 07:15 07/26/19 07:15
Joined: Apr 2019 Posts: 48 Albay M marr OP Newbie
marr OP Newbie M Joined: Apr 2019 Posts: 48 Albay	I get this weird behavior where chikou does not lag 26 price behind when running on a live account but it works properly when running in backtest Here is the snippet of my Ichimoku Code Ichimoku(9, 26, 53, 0); vars Chikou = series(Chikou(-26)); As you can see the shift of chikou is set to -26 since I used PEEK flag because on the manual the chikou description: Quote The traditional Ichimoku requires a future peeking Chikou line (Shift = -26); this can be achieved by setting Shift = 0 and moving the rest of the Ichimoku forward by Offset = 26. by setting the Shift = 0 of chikou the line will just plot on the priceClose() since the souce code of chikou from indicators.c is a priceClose(Shift) so following the description above would mess up the chart. I compared the chart from Zorro and TWS and everything match except the Chikou line Did i miss anything using the Chikou? Attached Files Last edited by marr; 07/26/19 07:17.

Re: Chikou does not shift 26 bars backward [Re: marr] #477747 07/26/19 10:20 07/26/19 10:20
Joined: Apr 2008 Posts: 585 Austria Petra Support
Petra Support Joined: Apr 2008 Posts: 585 Austria	Chikou is simply the close price just with a fancy name. You cannot shift an indicator backwards in live trading, only forwards. I dont know anyway why Zorro has such nonsense indicators in its library. Another advice, dont give a variable the same name as a function.

Re: Chikou does not shift 26 bars backward [Re: marr] #477749 07/26/19 12:50 07/26/19 12:50
Joined: Apr 2019 Posts: 48 Albay M marr OP Newbie
marr OP Newbie M Joined: Apr 2019 Posts: 48 Albay	can i shift the price backward in live trade? i tried a workaround where: Code vars Close = series(priceClose(26)); when i plot the Lag it shows a shift forward the price, I should expect backward shift since series starts on the last 26 bar of the price. Did i miss something? Last edited by marr; 07/26/19 12:58.

Re: Chikou does not shift 26 bars backward [Re: marr] #477751 07/26/19 13:06 07/26/19 13:06
Joined: Apr 2008 Posts: 585 Austria Petra Support
Petra Support Joined: Apr 2008 Posts: 585 Austria	You can shift anything forwards, but not backwards because that would be future peeking. priceClose(26) is forwards, -26 would be backwards.

Re: Chikou does not shift 26 bars backward [Re: marr] #477753 07/26/19 13:35 07/26/19 13:35
Joined: Apr 2019 Posts: 48 Albay M marr OP Newbie
marr OP Newbie M Joined: Apr 2019 Posts: 48 Albay	is this the right way to do the ichimoku? Code Ichimoku(9, 26, 53, 26); vars Lagging_Span = series(Chikou(0)); vars Close = series(priceClose(26)); I shifted forward the ichimoku and price then the chikou will be 26 bars behind the price when I plot the result, the trades are triggered on the chikou span or im wrong?

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