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]
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]
Rename
First thing I notice is a discrepancy between this WL6 rule...
...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?
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?
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?
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?
This works for me. Make sure your position sizing does not skip signals (see NSF trades in Backtest Results > Metrics report).
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.
The delay in WL6 is for charting purposes. Anyway, the Blocks did establish that long position in December.
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