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]);
Attachments
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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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bentra
28.02.2022 16:47Description 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]);
E
IH
clonex / Ivan Hudec
04.08.2022 08:28
Hi Schaff trend cycle has middle value 50.
IH
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bentra
04.08.2022 15:52I 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.
MF
b
bentra
17.09.2022 19:08Attachment Strategy 122192.sqx added
Attachment Strategy 122192-r.sqx added
Attachment Strategy 122192-r2.sqx added
Attachment Strategy 122192-r3.sqx added
Something still wrong with Schaff. The pseudo code appears to be correct but no short trades... I attach two strats one has schaff removed and is symmetrical. The rest have no short trades ever.
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bentra
22.09.2022 09:55
I see the problem, when slow period and fast period are equal we get this result. We need to either prevent it from happening or return 50 when it does happen.
TT
CG
CG
HH
CG
MF
Mark Fric
10.11.2022 10:19Status changed from New to Fixed
added a new Checker that will refuse strategies that have same Fast and Slow periods.
Votes: +5
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