QuantNomad

Kozlod - Channel Break Out Alerts

Study version with alerts of standard "Channel Break Out Strategy".
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Hi @QuantNomad 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?
Phản hồi
@pabloses, Hi, send me symbol/timeframe and time where that happened, I will take a look.
Phản hồi
pabloses QuantNomad
Hi @QuantNomad,

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

// Filter out consecutive signals
prev = 0
prev := up_filt ? 1 : down_filt ? -1 : prev

up_final = (up_filt and prev == -1) or (both_filt and prev == 1) or (both_filt and prev == -1)
down_final = (down_filt and prev == 1) or (both_filt and prev == -1) or (both_filt and prev == 1)
Phản hồi
pabloses pabloses
@pabloses, 22:57 UTC + 1, sorry
Phản hồi
@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.
Phản hồi
Thank you. I was trying to figure out how to move this particular strat to a study and I wasn't even close.
Phản hồi
Thank you for the code. Does it repaint? since you pointed to filtering opposite signals. What about the standard ChannelBreakout strategy?
Phản hồi
@Isoltani, This is just standard strategy with alerts. I expect it to show same signals as original. It should't repaint.
Phản hồi
Isoltani QuantNomad
@QuantNomad, I think it does some repainting. Maybe even the standard one does.
Phản hồi
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