Schaff Trend Cycle symmetry issue in predefined signals


Schiff Trend Cycle has a 0 baseline so


LongExitSignal = (Schaff Trend Cycle(SchaffTrnCycCrsLvlStcPrd,SchaffTrnCycCrsLvlFstPrd,SchaffTrnCycCrsLvlSlwPrd)[1] crosses above 99
   and Close[2] closes above SuperTrend(Subchart1, D1,1, BarClsSprTrnATRPrd,2.7)[2]);

ShortExitSignal = (Schaff Trend Cycle(SchaffTrnCycCrsLvlStcPrd,SchaffTrnCycCrsLvlFstPrd,SchaffTrnCycCrsLvlSlwPrd)[1] crosses below 99
   and Close[2] closes below SuperTrend(Subchart1, D1,1, BarClsSprTrnATRPrd,2.7)[2]);

should be
LongExitSignal = (Schaff Trend Cycle(SchaffTrnCycCrsLvlStcPrd,SchaffTrnCycCrsLvlFstPrd,SchaffTrnCycCrsLvlSlwPrd)[1] crosses above 99
   and Close[2] closes above SuperTrend(Subchart1, D1,1, BarClsSprTrnATRPrd,2.7)[2]);

ShortExitSignal = (Schaff Trend Cycle(SchaffTrnCycCrsLvlStcPrd,SchaffTrnCycCrsLvlFstPrd,SchaffTrnCycCrsLvlSlwPrd)[1] crosses below -99
   and Close[2] closes below SuperTrend(Subchart1, D1,1, BarClsSprTrnATRPrd,2.7)[2]);
EDIT: "is above" as well as "crosses above" are both bugged for SCHIFFS, FYI, I found some more
Attachments
  • Votes +3
  • Project StrategyQuant X
  • Type Bug
  • Status Waiting for information
  • Priority Normal
  • Assignee clonex / Ivan Hudec

History

b
#1

bentra

25.02.2022 01:21

Task created

b
#2

bentra

25.02.2022 03:28
Voted for this task.
l
#3

Loonly

25.02.2022 08:26
Voted for this task.
b
#4

bentra

28.02.2022 16:47

Description changed:


Schiff Trend Cycle has a 0 baseline so


LongExitSignal = (Schaff Trend Cycle(SchaffTrnCycCrsLvlStcPrd,SchaffTrnCycCrsLvlFstPrd,SchaffTrnCycCrsLvlSlwPrd)[1] crosses above 99
   and Close[2] closes above SuperTrend(Subchart1, D1,1, BarClsSprTrnATRPrd,2.7)[2]);

ShortExitSignal = (Schaff Trend Cycle(SchaffTrnCycCrsLvlStcPrd,SchaffTrnCycCrsLvlFstPrd,SchaffTrnCycCrsLvlSlwPrd)[1] crosses below 99
   and Close[2] closes below SuperTrend(Subchart1, D1,1, BarClsSprTrnATRPrd,2.7)[2]);

should be
LongExitSignal = (Schaff Trend Cycle(SchaffTrnCycCrsLvlStcPrd,SchaffTrnCycCrsLvlFstPrd,SchaffTrnCycCrsLvlSlwPrd)[1] crosses above 99
   and Close[2] closes above SuperTrend(Subchart1, D1,1, BarClsSprTrnATRPrd,2.7)[2]);

ShortExitSignal = (Schaff Trend Cycle(SchaffTrnCycCrsLvlStcPrd,SchaffTrnCycCrsLvlFstPrd,SchaffTrnCycCrsLvlSlwPrd)[1] crosses below -99
   and Close[2] closes below SuperTrend(Subchart1, D1,1, BarClsSprTrnATRPrd,2.7)[2]);
EDIT: "is above" as well as "crosses above" are both bugged for SCHIFFS, FYI, I found some more

E
#5

Emmanuel

10.03.2022 04:07
Voted for this task.
IH
#6

clonex / Ivan Hudec

5 days ago

Attachment image-0.png added

image-0.png
(83.67 KiB)

Hi Schaff trend cycle has middle value 50.

IH
#7

clonex / Ivan Hudec

5 days ago

Assignee changed from clonex / Ivan Hudec to clonex / Ivan Hudec

IH
#8

clonex / Ivan Hudec

5 days ago

Status changed from New to Waiting for information

b
#9

bentra

5 days ago

I wsa probably looking at the wrong indicator on this page:

https://www.investopedia.com/articles/forex/10/schaff-trend-cycle-indicator.asp#:~:text=Schaff%20Trend%20Cycle%20is%20a,for%20long%20stretches%20of%20time.


baseline of STC appears to be 50 nice catch so 99 should invert to 1 not -99.


Votes: +3

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