Z-Score Bug

This cannot be right:

//--------------------------------------------------------------------
// Trading rule: Trading signals (On Bar Open)
//--------------------------------------------------------------------                   
LongEntrySignal = ((ZScore(Main chart, ZScoreCrossPeriod1)[2] crosses above 1.3)
   and (Bar Hour[0] > Bhour))
   and (Bar Hour[0] < Ehour));


ShortEntrySignal = ((ZScore(Main chart, ZScoreCrossPeriod1)[2] crosses below 1.3)
   and (Bar Hour[0] > Bhour))
   and (Bar Hour[0] < Ehour));


I believe it should be this:


//--------------------------------------------------------------------
// Trading rule: Trading signals (On Bar Open)
//--------------------------------------------------------------------                   
LongEntrySignal = ((ZScore(Main chart, ZScoreCrossPeriod1)[2] crosses above 1.3)
   and (Bar Hour[0] > Bhour))
   and (Bar Hour[0] < Ehour));


ShortEntrySignal = ((ZScore(Main chart, ZScoreCrossPeriod1)[2] crosses below -1.3)
   and (Bar Hour[0] > Bhour))
   and (Bar Hour[0] < Ehour));

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  • Votes 0
  • Project Extending SQ
  • Type Bug
  • Status Fixed
  • Priority Normal

History

b
#1

bentra

18.09.2022 13:50

Task created

IH
#2

clonex / Ivan Hudec

18.09.2022 19:12

Status changed from New to Fixed


Votes: 0

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