Jurik - page 40

 
mrtools:
To tell the truth never tested it for that, but don't think it does.

mrtools Thanks!

 

I'm trying to backtest an EA based on JJMA but I'm getting no trades. It trades correctly on live demo. Any ideas?

 
TrendHedge:
I'm trying to backtest an EA based on JJMA but I'm getting no trades. It trades correctly on live demo. Any ideas?

Check the journal tab when back-testing to see if some error is written out there

 
mladen:
Check the journal tab when back-testing to see if some error is written out there

Nope, no errors. I'm calling an M1 JJMA on M15 TF, could this be it?

 
TrendHedge:
Nope, no errors. I'm calling an M1 JJMA on M15 TF, could this be it?

Yes, it can be the cause

 

So none is using JJMA in their EAs?

 
TrendHedge:
So none is using JJMA in their EAs?

Yes, they are using it (JMA and JJMA as one variation of it) in EAs (I never said anything "against" that indicator) but what I said does not have anything to do with that particular indicator.

If you try to use 1 minute JJMA (or any other indicator) on a 15 minute chart in a back test you might end up with getting always 0 value as a result for 1 minute JJMA and that is why you can end up with not getting any signals (you can check it by simply writing out the values returned by iCustom() call to JJMA and you will most probably see 0 as a result till some point in time). Try downloading the complete 1 minute history data and try then to test again (then it should have all the 1 minute data for corresponding 15 minute data) but there is no guarantee how much of the 15 minute chart will be "covered" with 1 minute data. Also, using 1 minute data on a 15 minute chart in back tests will give results that are not the same as run time results even when the whole 15 minute data is "covered" with 1 minute data (it is due to how metatrader works with multi time frame indicator calls in back tests)

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Hope this clarifies some of the problems you might have when using 1 minute indicator values on 15 minute charts (since that was your question : "I'm calling an M1 JJMA on M15 TF, could this be it?" and I answered that yes, that could be a cause for reasons stated above)

regards

mladen

 

Some call this jurik we're calling it adaptive smoother, this is wpr smoothed with adaptive smoother, its mtf with alerts on oversold and overbought and has divergence with divergence alerts.

 
mrtools:
Some call this jurik we're calling it adaptive smoother, this is wpr smoothed with adaptive smoother, its mtf with alerts on oversold and overbought and has divergence with divergence alerts.

Hi mrtools,

Most adaptive or other fancier or digital indies I can't use in StrategyQuant. I have had initial indications that a"dynamic" strategy can be arrived at when using indy dependent upon indy type indies (by using those type on mqlsoft.com as a free download) will yield such "dynamic" EA, its for this reason I wonder if you'all would like to help by making mql blocks that for X bars has both input and output not operating (output stays at zero for example) as when using these indies from here there is this problem of using them via an EA that tries to "play it" from bar1 onward, and these indies want apriori data already there (as conjecture of the problem), thus if X bars gone by first type one or two blocks for in & out this mostly likely will solve the problem. I can't download this indy because I know it'll give my SQ's EA use of such indy will yield no data file of it for SQ use. Hope you can help! Thx!

Jerry

 

This indicator has been improved in unbelievable manner MrTools. It's really beautiful and neatly coded. Thanks a lot.

Regards,

fareastol

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