Just so I understand correctly, when price is "moving fast" there is a lag in your indicator calculation which results in your signals being generated late. Sound correct? If so then optimizing your indicator logic might help.
Dilemma
- Thread starter fordewind
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Just so I understand correctly, when price is "moving fast" there is a lag in your indicator calculation which results in your signals being generated late. Sound correct? If so then optimizing your indicator logic might help.
No, the indicator is rigid and gives an immediate signal.The issue is the price that flies by at times.
I assume that both @fan27 and me don't know your strategy (at least I don't know). But we both seem to hint that your indicator logic is too rigid and does not adapt to rate of change of the price. Which might cause it to miss the right timing in some cases.
You aren't likely going to get much further with this problem without correctly analyzing your system logic. Probably best to hire a programmer to help you out if you are unable troubleshoot the code yourself. Further back and forth in this thread will not help you.
The last signal not being right as your 3-4 is shorter than 1-2, and being so with be more explosive when it turns. Whereas when 3-4 is longer on earlier examples maybe cause larger positions got it and dried up to cause the turn. In a way I see it as divergence and it be a continuation pattern.
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''Huge slippage''; i find some thing else. With so many good trends, what if the markets turn against me?? Or even sideways slop chop i dont need or want ''huge slippage'', especially since even good volume could change+not for the better........i do some small caps, worse than average slippage but not ''huge slippage''
Actually i aim @ getting up more myself, good for health; but old habbits can be hard to break LOL.
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''Huge slippage''; i find some thing else. With so many good trends, what if the markets turn against me?? Or even sideways slop chop i dont need or want ''huge slippage'', especially since even good volume could change+not for the better........i do some small caps, worse than average slippage but not ''huge slippage''
Actually i aim @ getting up more myself, good for health; but old habbits can be hard to break LOL.Just coded last hook 3-4 to be equal to 1-2.Will see what happens.
You said: "Have a system that works quite well manually,but since recently, as some RSI problem(don`t confuse with the RSI indicator, please.lol) started to develop i can no longer sit and monitor for hours as before.
If this recent development is basically in the past few weeks, I would say its "Volatility Explosion and Implosion" on both an intra-day and multi-day basis.
The markets are use to a stable VIX of 10 for a very long time, but suddenly we are dealing with the VIX in the 20-40 range.
That means if your automated system enters with High Vix and the VIX has wild intraday swings,
the lower VIX swing drops have a tendency to lower value in many trading products.
If this recent development is basically in the past few weeks, I would say its "Volatility Explosion and Implosion" on both an intra-day and multi-day basis.
The markets are use to a stable VIX of 10 for a very long time, but suddenly we are dealing with the VIX in the 20-40 range.
That means if your automated system enters with High Vix and the VIX has wild intraday swings,
the lower VIX swing drops have a tendency to lower value in many trading products.
Thanks, Jeff.No, no recent.Evidently, it`s a backtested results over the 4 years worth of data.