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SMenday  
#1 Posted : Tuesday, January 18, 2011 5:09:11 PM(UTC)
SMenday

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I have the Jake Bernstein's Setup & Timing Triggers addon and I was doing some testing of the Stochastic Pop strategy. I noticed that the strategy enters and exits on the Open when the Stoch(14,5) goes above 75 (long entry) and exits when it goes back below (75). How is this possible in real time? To calculate the Stochastic you need to know the High Low and Close, none of which are know at the open. Am I missing somethign here or is this a bug?

Cheers
Stew
johnl  
#2 Posted : Tuesday, January 18, 2011 7:00:12 PM(UTC)
johnl

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Doesn't Stoch(14,5) mean to use the previous 14 periods: highs, lows , and whatever
to do the calculation.
SMenday  
#3 Posted : Tuesday, January 18, 2011 8:40:12 PM(UTC)
SMenday

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The manual doesn't say that it is the previous 14 periods. I would say it works just like all the other indicators and uses the current value(s) as the starting point. For example Mov(C,14,s) uses the current close and the previous 13 closes to calc the average. Correct me if I am wrong here.

Cheers
Stew
johnl  
#4 Posted : Wednesday, January 19, 2011 6:58:12 PM(UTC)
johnl

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I don't have Jake Bernstein's Setup & Timing Triggers addon so I can't see what it's doing
but I know when I test my systems I have to be very careful not to do just what you
described. I usually have to Ref() the signal then buy/sell on the opening to get a proper
test.

SMenday  
#5 Posted : Wednesday, January 19, 2011 7:52:00 PM(UTC)
SMenday

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I cannot see what the system is doing either, it is password protected. Based on the manual it buys when Stoch(14,5) goes above 75 and then exits when it goes below 75 (for longs), so I coded just that and the signals match the plug-in exactly. Based on that I would say that there is a bug in the plug-in, the results are unobtainable in real time:(

Cheers
Stew
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