- ago
Hey :)

I am having trouble replicating a strategy I created using the strategy builder in the old version, now in WL7. Can someone please point me in the right direction in terms of which blocks I should use to create something similar in WL7?

In the old version I used the following:

Buy at stop Channel High (Channel price: high | Channel period: 20)
- Fast Moving Average is above Slow Moving Average (Fast period: 20 | Slow period: 50)
-Price is above Moving Average ( MA period: 20)
Sell at stop Channel Low (Channel price: low | Channel period: 10)

In WL7, I tried to do it in this way... But it does not provide the same results:

See attached screenshots...
[image]24-WL7-strategy2-png
[/image]


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- ago
#1
First thing I notice is a discrepancy between this WL6 rule...
QUOTE:
-Price is above Moving Average ( MA period: 20)

...and its WL7 counterpart where the period is 50.

If you tried to attach multiple screenshots and that didn't work out you could attach it to a new post?
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- ago
#2
Thank you for the quick response!

This didn't really change anything...
I'll show you an example in Apple... With WL6 you can see that the system entered a long position in December last year and exited in February this year.

The system I built in WL7 does not initiate this trade.
My question is therefor, which blocks do I have to use in WL7 to get the same strategy as I had in WL6?





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- ago
#3
This works for me. Make sure your position sizing does not skip signals (see NSF trades in Backtest Results > Metrics report).

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- ago
#4
The WL6 solution has Highest(High,20)>>1 shifted one bar to the right. I don't think the WL7 solution is doing that, but (disclaimer) I know very little about using blocks.
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- ago
#5
The delay in WL6 is for charting purposes. Anyway, the Blocks did establish that long position in December.
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