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Old 2009-03-16, 10:36 AM   #75 (permalink)
1ka
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Trading Demo with:
IBTrader EA
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Quote:
Originally Posted by Batchboy View Post
hi 1ka,
I notice you say that this is the way it is doing trades now, tick-by-tick, but that doesn't mean it couldn't be done logic-wise so that it is based on static C(-1) when C(0) is finished being formed??? You just lockk-in the decisuion of a trade or close a trade from dynamic tick-valued TAs and prior dynamic decisions from such, "hurrah scientific", LOL
It would be behooving and interesting to do this way so back-test optimization is correct and valuable (to make my appealing speech )
I know if Invis wasn't done this way it would've been all hopeless to find parameters "in the dark", inestimable value.
It also makes the optimization go faster thru wider range of parameters because "Opening of bar price" is selected.
jb
Unfortunately when a bar opens, the price is not always at the right value to trade, there is a trigger point that is often not met at bar opening, but at some indeterminate point during the 30M bar. One possible way is to use the opening of 1M bars as a trigger to trade whilst still using 30M bars to calculate the parabolic SAR value. Hmm, that could work. I might tweak the EA to see what the impact of that is. Thanks
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