Search for optimal entry

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Search for optimal entry

Postby marco » Wed Jun 12, 2013 5:33 pm

I am testing a strategy and I am looking to optimize the entry, for example wait for a 0.5 % pullback after the open. What I tried is go to Strategy setup and tab "order types" As I can still see the "variables" pane when in that tab I am assuming I can work with variables there? I used ref(open, 1)*@pullback and ref(open*@pullback,1) as entries and set @pullback as a variable but I only get 1 result. Am I doing something wrong?
marco
 
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Joined: Mon May 27, 2013 6:15 pm

Re: Search for optimal entry

Postby Overload » Wed Jun 12, 2013 7:00 pm

It might be a couple different things. First, you should make sure that your pullback variable is defined correctly. A 5% pullback would mean multiplying by 0.95. So your Order Type price using a variable might look like this:

ref(open*@pullback, 1)

where @pullback is defined as:
From: 0.90
To: 1.00
By: 0.01

The above should give you a total of 11 results.

If that's not the problem, and you're seeing the Processor continue running endlessly, it might be the case that some of the results aren't making it through your filters. Enter the Setups > Trade Settings menu, Combination Filters tab, and uncheck the "Enable Filtering of Combination Results" box. While this can be done temporarily for strategies with small numbers of combinations, you'll want to recheck this box for afterwards. Otherwise your database will fill up with tons of unwanted results and performance will start to degrade. For more information on that setting, you can click the Help button on that screen.

Pete
Overload
 
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Re: Search for optimal entry

Postby marco » Thu Jun 13, 2013 5:55 am

Thanks, it works now. I was indeed short one decimal.
marco
 
Posts: 52
Joined: Mon May 27, 2013 6:15 pm


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