[b136 dev2] "Bar opens above/bellow highest/lowest" bug

LongEntrySignal = Fast VWAP(Main chart,FastVWPSlwVWPFstPrd1)[1] is above Slow VWAP(Main chart,FastVWPSlwVWPSlwPrd1)[1];

ShortEntrySignal = Fast VWAP(Main chart,FastVWPSlwVWPFstPrd1)[1] is below Slow VWAP(Main chart,FastVWPSlwVWPSlwPrd1)[1];

LongExitSignal = (((Williams % R(Main chart,WPRChangesPeriod1)[1] changes direction upwards)
   and Bar opens above Highest(Subchart1, D1, BarOpensPeriod1, PRICE_HIGH) after opened below)
   and ATRPercent(Subchart1, D1,ATRPrcAbvLvlATRPrd1)[2] is above 0.2);

ShortExitSignal = (((Williams % R(Main chart,WPRChangesPeriod1)[1] changes direction downwards)
   and Bar opens below Lowest(Subchart1, D1, BarOpensPeriod1, PRICE_HIGH) after opened above)
   and ATRPercent(Subchart1, D1,ATRPrcAbvLvlATRPrd1)[2] is above 0.2);


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  • Votes +4
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

b
#1

bentra

21.07.2022 17:34

Task created

b
#2

bentra

21.07.2022 17:34
Voted for this task.
JJ
#3

jjsb41

21.07.2022 17:37
Voted for this task.
b
#4

bentra

27.07.2022 16:03
There are zero blocks that should be opposite-mapped this way. It is weird that some blocks are mapping opposite of PRICE_HIGH to PRICE_LOW correctly and others don't. Why not just make it universal for all blocks? Please note that PRICE_HIGH and PRICE_LOW are the only ones that need reversing, the others such as PRICE_TYPICAL, PRICE_OPEN, PRICE_CLOSE etc. don't change.
o
#5

Enric

01.08.2022 11:45
Voted for this task.
E
#6

Emmanuel

06.08.2022 15:33
Voted for this task.
MF
#7

Mark Fric

31.08.2022 09:47

Status changed from New to Fixed


Votes: +4

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