TSF indicator

This my contribution to this lovely place.

It's an indicator called ,
Moving Line regression populair with TSF : Time Series Forcast. (I called it TSF)
In another platform this is a standard indi but not in MT (poor MT)

I make this indi from scratch, don't know if any one have the same name.

This indicator make a linear reg. calculation in every closing bar price, the period to calc. is define in the external variable called TSFper.
If you want to change to typical price or ..whatever, change the source. I like it with closing price only, make it simple .

My experience show, this TSF crossing is better than MA crossing.
(test your self)

The picture attch, show a StdDev line (white 3 line paralel) with this yellow line (TSF20). If I shift this StdDev, the end of this middle line is always on the TSF line.

Enjoy, and please do at your own risk.

Na you see

Great look chart. Thanks for the indicator and your system.

TSF is better than MA in :

1. lag - non lag
2. Stability

line 1 signal made by TSF cross 5 & 9
line 2 signal by EMA cross 5 & 9

can you add levels to the TSF?

Here's something someone might want to fool with.

The Magenta line is a TSF ( c,5,0 ) indicator and the Gray, a Hull ( c,9,0 ) indicator. Both written in CTL .
When TSF crosses above Hull and the bar has a down close go long. ( see magenta arrow )
When TSF crosses below Hull and the bar has an up close go short. ( see white arrow )
The worst example still allowed a good profit prior to a wrong way close and even if not taken you could have still exited with a very good profit at the low or a marginal loss at the close of the next bar.
Money management is a definite requirement as is some further testing for those of you who can write in CTL.

Well I can't get the 3 ex. attachment to work but I'll keep trying.

I like the program to keep it KISS (Keep It Simple Stupid), I dont want to add another line to this indi. Cause, when trying to use a higher period eg. >200 with 20.000 bar in 5 minutes this indi take quite a long time to calculated the line.

Don't worry, you still can make the level line .
Here, I convert TSF to a level, just run this indi bellow, and fill what level & period you need.

Here is a quick EA that I made with this indicator.... Please test it out and post some suggestions for improvements...

Use the second ver of the indicator "TSF1" but make sure you name it TSF in the indicators directory.

Note: I took out all the code that disables trading during the news events spikes ect... if you do not manually shut this ea down prior to the announcements it will kill your account...

Run a backtest and then compare the loss trades to a news indicator ( Plot_News Indicator works great ) Most of the losses will correspond with these events....

OOps forgot to post...

[quote=Kurka Fund;1433513]Here is a quick EA that I made with this indicator.... Please test it out and post some suggestions for improvements...
...

Kurka,

For EU, with the upper setup, this EA, no response.
What is the parm. var. below the "Level one" text, is this missing ?

These are the externs .... something is wrong with you view if you cannot see them all.

extern int ScalpTrigger = 40; //Number of mins to use QuickScalp.
extern int QuickScalpPIPS = 2;
extern int ScalpPIPS = 1;
extern int TakeProfit = 10;

extern int FastTSF = 3;
extern double FastTSFDev = 2;
extern int SlowTSF = 6;
extern double SlowTSFDev = 4;

extern string OneText = "====== Level One =====";
extern double RiskOne = 5; //% of equity
extern int HardSL = 15;

extern string MethodText = "===== Methods ====";
extern int MAMETHOD = 2;
extern int PRICEMETHOD = PRICE_MEDIAN;
extern int INDICATORSHIFT = 1;
extern int SIGNALCANDLE = 0;
extern int SLIPPAGE = 0;
extern int LOTDIGITS = 2;
extern int MAXTRADES = 1;

How is the best way to use this indicator?

Kurka why did you take out the news handling stuff? And is there a version you made that uses this Plot_news indicator you speak of? If, not, where's the source code?!!

Cheers

The news handeling stuff connects to bloomberg and requires my login and ID. cant have a bunch of folks testing EA's with that.( if you have a bloomberg feed i will give you a different ver so that you can test yourself, It makes a huge difference)

Plot news indicator is here http://forexfactory.com/showthread.php?t=16364

Thanks Kurka! I have a bloomberg account, but what news feed are you talking about? Please provide a link, and yes it would be great if you could post a version of the EA that you mentioned, with the login credentials as externs, if you don't want to provide your source code.

By the way, are these results you backtested(unbelievable I might say) with or without news handling? I imagine without, but theyre really too good to be true. I havent seen anything like this yet: 33000 trades and 97% profitability? This is like a joke, man.

It is without news handeling.. test it yourself.... Thats why i posted it... I want to find the best settings.....

Please dont ask about other currency pairs / timefraames ect.. i made it to work on the EUR/USD 5 min chart only,("find something that you really like and Stick with it") it makes no sense to put your money in a lower yield investment, thats why we are all trading forex and not stocks.

Q&A..

Yes, it is sorta a scalper system 1-3 pips per trade. I have no interest in trying to get 20+ pips per trade, would much rather take 10 higher probibility trades for a 2 pip ride than 1 low probibility trade for 20.

No,I will not post the source.

Bloomberg is a new provider.

It will not work on a live account. I have no interested in supporting it.

all other Forex questions see http://fuckinggoogleit.com/ (sorry I had to do it )


Somebody please run a 6 month optimization of all the parameters and post it... i have too many other EA's running to do this one.

if you help me i will help you, not interested in supporting Leachers. Suggestions on improvements are apprieciated.

Errors

if you get these errors ...... try

131 - is invalid trade volume. HardSL and Risk are connected...

NormalizeDouble(AccountFreeMargin()*(HardSL/AccountLeverage())/(HardSL*PipValue),2

Adjust your settings...

4059 - use a demo account. ( i think) I disabled it for live accounts because its incomplete. Dont want you loosing real money and blaming me.

Use a Demo account...

OK,

I dont have time to answer PM's and Emails. Questions RE: this EA should be posted Here. also dont want to take away from the value of this thread, this thread is about a great indicator... we should be comming up with stratigies on how to use it...

How about using it as an array similar to iMaOnArray().....

Actually kurka, 4059 is "Function is not allowed in testing mode". I am running a demo account, as should everybody lol. Please check ur code.

Also, are the settings you provided producing these results or no? If I can get it to work first I can optimize it for you.

About scalping, I can agree, but most major providers will not love you

I dont use EAs to trade but statistical models do provide reasonable insight into movements, so I agree this is a great indicator, and the results you posted are holy grail - type

mabye you are just using the wrong indicator.... TSF1 with levels, is the one you should use. but you have to name it TSF in your indicators directory so the EA calls the correct one...