Topic: Standard deviation

Hello everybody
i have tried to make a logic strategy with the indicator standard deviation and a OR condidion with two groups A and B
a buy signal should be generated if standard deviation is below level line AND  MCAD changes its direction upwards OR standard deviation is higher then level line AND MCAD changes its direction downwards

Why is there no signal at all be generated If i try the same withonly the first part without the OR  command it works but with the OR command included it does not work

Does anybody know why
Thks
best Edi

Re: Standard deviation

perhaps post the strategy you have so someone can look at it

Re: Standard deviation

Logic
Opening (Entry Signal)
Open a new long position at the beginning of the bar when:

logical group A is satisfied:
MACD* (Smoothed, Close, Simple, 26, 18, 15); the MACD line changes its direction downward; and
the Standard Deviation* (Smoothed, Close, 37) is lower than the Level 0,0003.
or logical group B is satisfied:
MACD* (Smoothed, Close, Simple, 26, 18, 15); the MACD line changes its direction upward; and
the Standard Deviation* (Smoothed, Close, 37) is higher than the Level 0,0003.
Open a new short position at the beginning of the bar when:

logical group A is satisfied:
MACD* (Smoothed, Close, Simple, 26, 18, 15); the MACD line changes its direction upward; and
the Standard Deviation* (Smoothed, Close, 37) is lower than the Level 0,0003.
or logical group B is satisfied:
MACD* (Smoothed, Close, Simple, 26, 18, 15); the MACD line changes its direction downward; and
the Standard Deviation* (Smoothed, Close, 37) is higher than the Level 0,0003.
Closing (Exit Signal)
Close an existing long position at the end of the bar when at least one of the following logic conditions is satisfied:

MACD (Smoothed, Close, Simple, 26, 18, 15); the MACD line crosses the Signal line upward; or
MACD (Smoothed, Close, Simple, 26, 18, 15); the MACD line crosses the Signal line downward.
Close an existing short position at the end of the bar when at least one of the following logic conditions is satisfied:

a . MACD (Smoothed, Close, Simple, 26, 18, 15); the MACD line crosses the Signal line downward; or
b: MACD (Smoothed, Close, Simple, 26, 18, 15); the MACD line crosses the Signal line upward.
Handling of Additional Entry Signals**
Entry signal in the direction of the present position:

No averaging is allowed. Cancel any additional orders which are in the same direction.
Entry signal in the opposite direction:

No modification of the present position is allowed. Cancel any additional orders which are in the opposite direction.
Trading Size
Always trade a constant number of lots.

Opening of a new position - 0,19 lots.
Permanent Protection
The Permanent Stop Loss limits the loss of a position to 112 pips per open lot (plus the charged spread and rollover).

The strategy does not use a Permanent Take Profit.

Re: Standard deviation

time frame, please post the strategy file.

Re: Standard deviation

Time frame 1 min

Re: Standard deviation

Edi, I don't understand what you are trying to achieve. Your layout suggest only long trades are wanted? Nevertheless your current strat effectively cancels all signals out. Below is my take on your strat.

Happy New Year!



[Opening Point of the Position]
Bar Opening
     Enter the market at the beginning of the bar
     Base price  -  Open

[Opening Logic Condition]
MACD
     [ A ]   The MACD line changes its direction upward
     Smoothing method  -  Exponential
     Base price  -  Close
     Signal line method  -  Simple
     Slow MA period  -  26
     Fast MA period  -  12
     Signal line period.  -  9
     Use previous bar value  -  Yes

[Opening Logic Condition]
MACD
     [ B ]   The MACD line changes its direction downward
     Smoothing method  -  Exponential
     Base price  -  Close
     Signal line method  -  Simple
     Slow MA period  -  26
     Fast MA period  -  12
     Signal line period.  -  9
     Use previous bar value  -  Yes

[Opening Logic Condition]
Long or Short
     [All]   Open long positions only

[Opening Logic Condition]
Standard Deviation
     [ A ]   The Standard Deviation is higher than the Level line
     Smoothing method  -  Simple
     Base price  -  Close
     Period  -  20
     Level  -  0.0000
     Use previous bar value  -  Yes

[Opening Logic Condition]
Standard Deviation
     [ B ]   The Standard Deviation is lower than the Level line
     Smoothing method  -  Simple
     Base price  -  Close
     Period  -  20
     Level  -  0.0000
     Use previous bar value  -  Yes

Re: Standard deviation

Hello footon
thks very much for you advices i will try it out
my original intention was that the trader should go long when a breakout signal is detected otherwise should go short

all the best in New Year