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eduedix
21 אוק׳ 2019 01:39

Market Structure Bias_ed 

Natural GasOANDA

תיאור

Identify trends:
based on William Fractal pivots,
market structure shifts with bar close
wicks based on standard deviation

הערות שחרור

added a conservative bias strategy based only on market structure break of pivots which led to HH or LL.

הערות שחרור

added 3 Bar Swings as bias strategy, which selects swings based on 3 bars only including previous and next bar.

הערות שחרור

fixed bug which caused wrong bias shifts for conservative and 3 bar swings strategies.

הערות שחרור

  • add 'show boundary' option
    add 'show pivots' as labels or arrows option
    fix minor bugs for conservative and 3 bar swings strategy

הערות שחרור

  • For conservative and 3 bar swing bias strategies, use absolute pivotsfor market structure boundary instead of the most recent one.
    Allow equal wicks for 3 Bar Swings

הערות שחרור

  • Use 3 bars swing for all bias strategies.
  • Set Conservative as default strategy.
  • Fix minor MS boundary bugs.

הערות שחרור

Remove redundant pivot windows size setting.

הערות שחרור

Make Radical MS boundary depend on close price instead of wick.

הערות שחרור

fixed some problems occuring at the MS break boundary bar for Conservative strategy.

הערות שחרור

fix bugs occuring around market structure boundaries due to swing definition

הערות שחרור

fix bug related to market structure boundaries

הערות שחרור

change default settings

הערות שחרור

fix market structure boundary bugs for Radical strategy

הערות שחרור

  • fix a bug about boundary
  • add alertcondition for close
תגובות
MrGoldstoneBoson
Hello, could you turn this into a strategy for making backtesting possible or otherwise open the code?
עוד