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Envelopes strategy just open buy position #6

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mavidelisi opened this issue Aug 6, 2023 · 5 comments
Open

Envelopes strategy just open buy position #6

mavidelisi opened this issue Aug 6, 2023 · 5 comments
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@mavidelisi
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Hi Kenorb ;

when i test robot for envelope strategy regardless timeframe , it just open buy position , not sell position.

Thanks.

@kenorb
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kenorb commented Aug 6, 2023

What's the platform version and period you're testing? Which timeframe you're assigning Envelopes strategy?

@mavidelisi
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Alpari Mt4 Version 4.00 build 1384 and M15, M30 and H1 Envelope Strategy and H1 SAR Stop . Last version Advanced and Rider EA used.

Thanks.

@mavidelisi
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mavidelisi commented Aug 6, 2023

In the same way; all Symbols ,EURUSD, GBPUSD, USDJPY etc. all parameters are the same, only the strategy was chosen Zigzag. He's just opening a buying position again. Not open sell

@kenorb
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kenorb commented Aug 16, 2023

  • Tested EA Lite v2.013.1 with Envelopes strategy on all H1-H12 between 2023.01.01 and 2023.08.16 on EURUSD with other default params, it opened 85 short trades, and 109 long trades (MT5 with Blackwell broker, this is what I had at hand).
  • Tested EA Advanced v2.013.1 with Envelopes strategy on all H1-H12, same as above, Open signal filter = 68 - didn't open any trades.
  • Tested EA Advanced v2.013.1, same params as above, but with Open signal filter = 64, it started to open trades.

So I think Open signal filter 4 (related to Pivot checking) makes the difference.

In general Envelopes should trade both directions, but due to filtering, it may seems it's not. Envelopes indicator already providing very smooth values, so it may not work with all filters.

The conditions for opening the trades can be found at https://github.com/EA31337/Strategy-Envelopes/blob/v1.012/Stg_Envelopes.mqh#L106-L127.
I think they're fine, but I'll double check them on the next version, if I can improve anything.

For now, you can change the value for open filters to less restrictive, so it should start trading.

@kenorb kenorb added the bug label Aug 16, 2023
@kenorb kenorb changed the title Envelope Strategy just open buy position Envelopes strategy just open buy position Aug 17, 2023
@kenorb kenorb transferred this issue from EA31337/EA31337 Aug 18, 2023
@kenorb
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kenorb commented Aug 18, 2023

Fixed in 12ecdb7.
Now signal for shorts vs longs is more balanced.

kenorb added a commit to EA31337/Strategy-Bands that referenced this issue Sep 7, 2023
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