SQX 108 - Williams % Range block is not inverting rule for long and short signals

Hi Mark,



When using Williams%R is higher than level and Williams%R is lower than level building blocks, the rule is not inverted for long and short signals.  Since W%R is a directional indicator, the rules should be inverted for long and short.


//--------------------------------------------------------------------
// Trading rule: Trading signals (On Bar Open)
//--------------------------------------------------------------------                   
LongEntrySignal = ((((Williams % R(Main chart,30) > -80.0)
   and Open above BollingerBands(Main chart,50, 2.1).UpperBand after opened below)
   and (StdDev(Main chart,30) < 0.2701))
   and Open above BollingerBands(Main chart,59, 1.4).UpperBand after opened below);


ShortEntrySignal = ((((Williams % R(Main chart,30) > -80)
   and Open below BollingerBands(Main chart,50, 2.1).LowerBand after opened above)
   and (StdDev(Main chart,30) < 0.2701))
   and Open below BollingerBands(Main chart,59, 1.4).LowerBand after opened above);

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  • Votes 0
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

m
#1

mikeyc

17.08.2018 17:54

Task created

MF
#2

Mark Fric

23.08.2018 08:39

Status changed from New to Fixed


Votes: 0

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