PureBytes Links
Trading Reference Links
|
> here's my experiment with bollinger bands, can get the first order
> and the exit but not the scale in
Probably because of the way you're using MP:
> Variables: BBTop1(0), BBBot1(0),
> BBTop2(0), BBBot2(0),
> MP(marketposition);
That INITIALIZES MP to the value of MarketPosition at the START
of the system. Which, by definition, will be 0. It NEVER
changes it again.
> If MP=0 and Close <= (1-outside)*BBBot2 then
> Buy ("BB2")1 contract next bar at market;
You buy in here just fine...
> If MP=1 and Close crosses over BBBot1 then
...but this one never succeeds because MP is always 0.
Try adding "MP = MarketPosition" at the start and I suspect it
will work a bit better.
I'm confused, though, why your GIF shows the first BB2 entry
where it does. Looks to me like the Close is well outside the
BBBot2 long before you go long. I don't have my TS on this
system so I'm just eyeballing it, so maybe the Close really
doesn't get more than "Outside" out of the BBands.
Gary
> If MP=2 and Close crosses over BBtop1 then Exitlong ("XBB1")1
> contract at BBbot1 stop;
MP is NEVER 2. Even if you set it to MarketPosition.
MarketPosition can only take the values -1, 0, and 1.
Gary
|