Thanks for checking, footon.
Looking at the journal I can see that the closings are correct (i.e. always after 1 bar).
While keeping the same "Time of beginning", the presence of b) although led to a later effective starting date, as at least 100 bars are needed by the Donchian indicator: that determined the different final balance that triggered my question.
Where do you see group B closings? I looked through the trades and it works as expected (only A group closings because N is 1).
Hello,
I'd need a clarification about the logic of "N Bars Exit".
I attach a demo strategy example with Bar Closing exit condition and 2 logical groups:
a) with N Bars Exit = 1
b) with N Bars Exit = 10 AND Donchian Channel
Do I understand it correctly if I say that a) OR b) must be satisfied at the end of every bar to close a position?
If so, I'd expect all the positions to be closed after 1 bar, being b) constrained by a minimum of 10 bars.
It doesn't seem to be the case in my attachment, i.e. the group b) is effectively playing a role in the exit strategy.
I'm rather confused and I'd appreciate a clarification on that.
Thanks.
Thanks for pointing that out, footon, the last comment in particular is something that I missed!
Brilliant workaround! Percent Change has nothing do to with opening price, but N Bars has, therefore they would be conditionally connected and position will be closed at N bars when it is in loss.
N Bars and Percent Change need to have the same logical group sign, then they work in unison.
And one more remark - N Bars stays active for all following bars (gives an exit signal) after N has been reached, so after that it depends on Percent Change whether exit is executed or not (the point being that it will be not conditionally connected to position opening price any longer, it will trail the price instead according to its period setting).
I was thinking that a combination of Percent Change (as "lower than the level line") and N Bars Exit - both set to the same number of bars/period - would do the trick?
This is an interesting idea.
I'm going to start developing a new Strategy Builder. It will be a combination between FSB Pro and EA Studio.
I may add such custom logical rules.
Hello,
I'd like to introduce the condition in subject, to be able to close a position if in loss after a certain amount of time.
Any suggestions on how to specify it in a logical group?
Thank you.
When I upload 7916 collected strategies in EA Studio using the Validator(see image) with no acceptance criteria selected and no optimization and no rebustness settings selected all 7916 strategies are ascended as shown in the attached image.
When I run ExpressGenerator Combinestrategies(see code below image) with same 7916 collected strategies only 5812 strategies are ascended (see gen settings file attached).
Here is the Combinestrategies script I use:
node ./bin/gen.js --settings --server Oanda --symbol EURUSD --period M15 --collection_capacity 300 --input .\collections\ --output collections/combinedcollection.json
I have also attached the modified gen settings ini file I used below.
What additional changes do I need to make that will allow all 7916 strategies to be ascended?
Alan-
I thought I understood how normalizer worked by reading the guide, but I'm confused regarding the normalize indicator parameter setting.
Even though I set Numeric values steps to 5 steps, the normalized parameter is more than 5 steps away from original value.
Then I thought it must be +-5 from the default value, but that is also not true. See attached images.
Can anyone explain how does this setting of normalizer works?