hi @QuantNomad thank you for the script. can u add a trailing stop loss to this?
QuantNomad
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@kumarchinmaya116, Hi, I will take a look. Unfortunately, pretty busy, don't know when I will have time. On my Youtube, you can find a video on how to do that yourself.
pabloses
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Hi @Kozlod thank you for your scripts. I found a problem with alerts. Do you have any idea how to fix this ? : It occurs when within one candle is fulfilled both conditions (up and down). In the backtest the arrow is not shown, but in realtime one alert is fired but the second one is not. I think the second alert should appear on following candle. What do you think?
QuantNomad
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@pabloses, Hi, send me symbol/timeframe and time where that happened, I will take a look.
pabloses
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Hi @Kozlod,
ETHUSD (bitmex),
1m,
23 Jan 2019 23:57 UTC + 1
Length : 1
It was long, then price dropped under previous candle low, so sell alert was fired, then price went above within current candle.
Maybe I figured it out, added some logic :
// Filter out signals if oposite signal is also on
up_filt = up and not down
down_filt = down and not up
both_filt = up and down
up_final = (up_filt and prev[1] == -1) or (both_filt[1] and prev == 1) or (both_filt and prev[1] == -1)
down_final = (down_filt and prev[1] == 1) or (both_filt[1] and prev == -1) or (both_filt and prev[1] == 1)
@pabloses, Are you using "Once per bar" for alerts?
Send me a screenshot of the plot in PM or to info@kozlod.com, don't think I'm looking at the right time.
Your solution might work, the problem is that we don't know what happened first we broke the upper or lower limit.
genopsyism
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Thank you. I was trying to figure out how to move this particular strat to a study and I wasn't even close.
Isoltani
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Thank you for the code. Does it repaint? since you pointed to filtering opposite signals. What about the standard ChannelBreakout strategy?
QuantNomad
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@Isoltani, This is just standard strategy with alerts. I expect it to show same signals as original. It should't repaint.