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Search: Posts Made By: bnichols
Forum: EasyLanguage Programming December 11th, 2012, 01:58 PM
Replies: 37
Views: 10,412
Posted By bnichols
You're getting multiple intrabar orders at exits...

You're getting multiple intrabar orders at exits likely because

1. bar magnifier is on
2. entry conditions exist at the time (i.e., fast MA > slow MA); and
3. Your profit exit*** is causing the...
Forum: EasyLanguage Programming December 11th, 2012, 01:49 PM
Replies: 37
Views: 10,412
Posted By bnichols
Thanks but in my case not clever so much as...

Thanks but in my case not clever so much as persevering :-/ I couldn't see the error until I could duplicate the problem--funny how the mind works.
Forum: EasyLanguage Programming December 11th, 2012, 01:36 PM
Replies: 37
Views: 10,412
Posted By bnichols
If you do not test for flat the line ...

If you do not test for flat the line

CloseTrade = False;

will be executed every time an entry signal is generated by the MA's whether or not a new position is opened. THIS IS WHAT IS CAUSING...
Forum: EasyLanguage Programming December 11th, 2012, 01:32 PM
Replies: 37
Views: 10,412
Posted By bnichols
Fixed it by re-wrapping entry test with the...

Fixed it by re-wrapping entry test with the marketpositionflat test:

if marketposition = 0 then begin
if Average(close,Num1)[0] > Average(close,Num2)[0] then begin
buy ("long") quantity...
Forum: EasyLanguage Programming December 11th, 2012, 01:14 PM
Replies: 37
Views: 10,412
Posted By bnichols
Furthermore, turning bar magnifier off does not...

Furthermore, turning bar magnifier off does not fix the problem -- it is now stuck in weird mode....

Edited to add: and neither does restarting MC (fix the problem) :(

I suppose I should be...
Forum: EasyLanguage Programming December 11th, 2012, 01:07 PM
Replies: 37
Views: 10,412
Posted By bnichols
:) If I turn on bar magnifier I get your (weird)...

:) If I turn on bar magnifier I get your (weird) results. That is, no multiple entry/exit (although I have seen that previously) but the exit is missed--no clue why at the moment.


...
Forum: EasyLanguage Programming December 11th, 2012, 01:01 PM
Replies: 37
Views: 10,412
Posted By bnichols
I'm curious what happens if you replace your...

I'm curious what happens if you replace your KeltnerChannelLower function with my definition, since it seems to be at the center of the issue.
Forum: EasyLanguage Programming December 11th, 2012, 12:42 PM
Replies: 37
Views: 10,412
Posted By bnichols
Well....identical entry and exit code but not...

Well....identical entry and exit code but not quite the same code because of the permutations it has been through [note much of it is commented out with {} brackets] but the changes don't affect...
Forum: EasyLanguage Programming December 11th, 2012, 12:26 PM
Replies: 37
Views: 10,412
Posted By bnichols
For the record here is what I'm seeing (in this...

For the record here is what I'm seeing (in this case a 21 minute AUD.JPY chart with the signal applied, data courtesy of IB). The entry is slightly different presumably because of the different...
Forum: EasyLanguage Programming December 11th, 2012, 12:22 AM
Replies: 37
Views: 10,412
Posted By bnichols
I'm not gone yet...just out of quick solutions :)...

I'm not gone yet...just out of quick solutions :)

Keep us posted.

Edited to add: perhaps my last words didn't express the passion I feel for a puzzle I can't solve :)
Forum: EasyLanguage Programming December 10th, 2012, 11:38 PM
Replies: 37
Views: 10,412
Posted By bnichols
Aha. The first thing to notice is that the...

Aha.

The first thing to notice is that the trade spanned not one but many session boundaries which (given my experience with Interactive Brokers and NT) probably means all bets are off for...
Forum: EasyLanguage Programming December 10th, 2012, 10:12 PM
Replies: 37
Views: 10,412
Posted By bnichols
Alrighty then. When assumption checking fails...

Alrighty then. When assumption checking fails time to put on our thinking caps.

Can you post 2 things:

1. a screenshot of the entire chart containing the offending trade compressed so that the...
Forum: EasyLanguage Programming December 10th, 2012, 08:58 PM
Replies: 37
Views: 10,412
Posted By bnichols
Rgr. All that leaves is to double check...

Rgr.

All that leaves is to double check you've parameterized the Keltner indicator on the chart and the function in the signal the same way....
Forum: EasyLanguage Programming December 10th, 2012, 08:34 PM
Replies: 37
Views: 10,412
Posted By bnichols
It may be time to revisit our assumptions, since...

It may be time to revisit our assumptions, since my implementation of your code works 100% as expected with Multicharts :)

First, are you using MC or TS?

Second, I'm assuming my homebrew...
Forum: EasyLanguage Programming December 8th, 2012, 09:44 PM
Replies: 37
Views: 10,412
Posted By bnichols
BTW, I wrote a signal to test the exit policy you...

BTW, I wrote a signal to test the exit policy you describe and it appears to have a fairly robust expectancy, which means while it might be improved it may make money as is once optimized for your...
Forum: EasyLanguage Programming December 8th, 2012, 05:01 PM
Replies: 37
Views: 10,412
Posted By bnichols
While I don't see any issues with the output...

While I don't see any issues with the output versus the code snippet in post #4 (i.e., it appears to be doing exactly what it's told to do), the comment in post #5 (" it's not fulfilling the the...
Forum: EasyLanguage Programming December 6th, 2012, 07:49 PM
Replies: 37
Views: 10,412
Posted By bnichols
Hard to say at this point. The algorithm at...

Hard to say at this point. The algorithm at least appears to be functional [at least according to a quick comparison of output of the following test indicator with close price in a 240 minute chart...
Showing results 1 to 17 of 17

What unexpected challenges have you encountered while trading on a "Funded Trader" platform?

 


 
 


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