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eduedix
21. Okt. 2019 01:39

Market Structure Bias_ed 

Natural GasOANDA

Beschreibung

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

Versionshinweise

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

Versionshinweise

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

Versionshinweise

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

Versionshinweise

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

Versionshinweise

  • 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

Versionshinweise

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

Versionshinweise

Remove redundant pivot windows size setting.

Versionshinweise

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

Versionshinweise

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

Versionshinweise

fix bugs occuring around market structure boundaries due to swing definition

Versionshinweise

fix bug related to market structure boundaries

Versionshinweise

change default settings

Versionshinweise

fix market structure boundary bugs for Radical strategy

Versionshinweise

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