b131dev4 CRUCIAL - strategy dont producing any trades
testing new indicators in this buils and it seems that strategy with ULCER INDEX dont produce any trades in MT4 backtester - in the journal is no error, try for example this strategy
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Votes +5
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Project StrategyQuant X
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Type Bug
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Status Fixed
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Priority Normal
History
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hankeys
24.03.2021 21:37
about the ULCER itself - there is something called SAFE LEVEL and even if this level is calibrated, this level is still unchanged and hardcoded as 0.01 to 2 with step 0.01 - this doesnt make sense, because ulcer is ranging only between 0 to 1
because of that we are getting nonsense values in the strats, like
and another question is symmetry IS BELOW for LONG and the same for SHORT?
LongEntrySignal = UlcerIndex(Main chart, UP UI, 131)[1] is below 1.02;
ShortEntrySignal = UlcerIndex(Main chart, DOWN UI, 131)[1] is below 1.02;
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hankeys
24.03.2021 21:42
and the same for SRPERCENT RANK - is this symmetry correct, i see that for both side is used same condition - and this kind of strategies are LONG only
LongEntrySignal = SRPercentRank(2, 240,12, 1) is above 42.36;
ShortEntrySignal = SRPercentRank(2, 240,12, 1) is above 42.36;
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hankeys
24.03.2021 21:45
another not symmetric conditions
LongEntrySignal = Vortex(Main chart, 30)[3] is in Down Trend;
ShortEntrySignal = Vortex(Main chart, 30)[3] is in Down Trend;
m
Votes: +5
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