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bringin sexy back - stochastics

  • #1,161
  • Edited 3:05pm May 28, 2007 2:54pm | Edited 3:05pm
Quoting nondisclosure00
melpheos, I think I see what your saying. I have to look at the bundle first. if you get a chance, post a chart pic w/ what your talking about. If I get what your saying, it'll take, maybe, 5 minutes to code.

Edit: Looked at the bundle. Waiting for your analysis.
This is the rules i think should be Ok to program for an EA.

I'll explain for buy only as sell is only the buy signal reversed

So here we go

Stoch 5 :
- current candle is higher than candle -1 by at least a defined level (for example 5 to prevent a light slope of the stoch)
- candle -1 is lower than candle -2 by at least a defined level (for example 5 to prevent a light slope of the stoch )
- candle -1 is lower than set level (for example 60)

Stoch 20 : current candle is higher than candle -1 by at least a defined level (for example 2, this is to prevent a very light slope of the stoch)

Stoch 20 : current candle K% is higher than current candle D% by at least a defined level
(for example 5, this is to simulate distance between the stoch and it's signal line)

Stoch 50 : current candle is higher than candle -1 by at least a defined level
(for example 5, this is to prevent a very low slope of the stoch)

Stoch 50 : current candle K% is higher than current candle D% by at least a defined level
(for example 5, this is to simulate distance between the stoch and it's signal line)

NonlagMA V5 : current candle is higher than candle -1 (no need to define the level but being able to define the different parameters of the Nonlagma would be great for backtesting )

Note that NonlagmaV5 often turns after the stoch5 have reversed, for this reason here is an added set of rules for this situation (i have tried to make them but the code became very messy and i got lost )

Stoch 5 :
Stoch 5 :
- current candle is higher than candle -1 by at least a defined level (for example 5 to prevent a light slope of the stoch)
- candle -1 is lower than candle -2 by at least a defined level (for example 5 to prevent a light slope of the stoch )
- candle -2 is lower than candle -3 by at least a defined level (for example 5 to prevent a light slope of the stoch )
- candle -2 is lower than set level (for example 60)

Stoch 20 : current candle is higher than candle -1 by at least a defined level (for example 2, this is to prevent a very light slope of the stoch)

Stoch 20 : current candle K% is higher than current candle D% by at least a defined level
(for example 2, this is to simulate distance between the stoch and it's signal line)


Stoch 50 : current candle is higher than candle -1 by at least a defined level
(for example 2, this is to prevent a very low slope of the stoch)

Stoch 50 : current candle K% is higher than current candle D% by at least a defined level
(for example 5, this is to simulate distance between the stoch and it's signal line)

NonlagMA V5 : current candle is higher than candle -1 (no need to define the level but being able to define the different parameters of the Nonlagma would be great for backtesting )

This process should be done for at least 3-4 candles (usually after 4 candles the signal is not good enough or the setup is not here anymore like the 5 in oversold )

But there is for sure a smarter way to make a good code.

Additional note after looking the level on good setup on my chart : the defined level should adjustable of course
  • #1,162
  • May 28, 2007 3:03pm May 28, 2007 3:03pm
How do you use the bollinger squeeze? For exit?
  • #1,163
  • Edited 3:26pm May 28, 2007 3:13pm | Edited 3:26pm
Quoting mattnz
How do you use the bollinger squeeze? For exit?
i'm testing it right now. I wait for red dot which shows expanded BB. It's like a volatility indicator but setting a BB sometime shows tight BB while the indicator shows volatility so i'm not sure yet...

Sidenote : there is more recent version of bbsqueeze but i prefer this one
  • #1,164
  • May 28, 2007 3:22pm May 28, 2007 3:22pm
I'm looking into using the Money Flow Index as an exit indicator. Set at MFI 14, when you are long and it hits 80 exit, or when short and it hits 20 exit. If you have a look at the recent run up in EUR/JPY on 1 hour chart, it would have given a great exit at the top of the run.

I'm wondering if many signals will be missed using your criteria, a 15 difference between candles on the 5 stoch is very large, and by the time you get it you have missed most of the move, I think that a lower figure would catch the move early and still be safe enough.
  • #1,165
  • May 28, 2007 4:02pm May 28, 2007 4:02pm
Quoting melpheos
This is the rules i think should be ...
Dear melpheos,

I've never seen really profitable code, if it was based on standard indicators. They all're very strange and non-clear, and too artful.
And u? Have ever seen?
Maybe THIS thread'll give that profitable program-system?

And yr Heart Attack is some thing I'm always thinking of.

One says: CANDLE IS HIGHER THAN... and so on... But. The second after one second time flies... So WhEn is it higher??? Becouse of if your rule says SMTH1 > SMTH2 in the candle, that's it may happen at ANY candle moment, and may in non-pleasant too. And it can cause STOP to be executed. As we choosed H4, then our SL isn't small, moreover - VERY BIG!... For example, 100 pips can be easily run in half an hour by GBPJPY... And if u get SL 30-40 pips, then u'll take SL every 15 minutes.

Also, it's awfully important to know the ORDER OF CONDITIONS in time, that's
if it's ACTUAL OR NOT one cond is BEFORE or AFTER another in the candle,
or it all's the same... and so on...

Of course u can choose GET & HOLD strategy, and no SL in general.
Then your account will rise just in line law, u'll never get SL.
Maybe too slowly. but RISE...

Again Senseless?



Maybe we never can understand what we're doing in EA,
and each time we deceive ourself. Some people like to be deceived, and even like not to understand what they are doing.
A rose will bloom, it then will fade...
  • #1,166
  • Edited 6:11pm May 28, 2007 5:41pm | Edited 6:11pm
Pseudo Code for melphoes:

IF
Stoch5(current_candle)>Stoch5(last_candle)+5
and
Stoch5(last_candle)<Stoch5(candle_before_last_candle)+5 *
and
Stoch5(last_candle)<Stoch5(high_end_setting) *
and
Stoch20(current_candle)>Stoch20(last_candle)+2
and
Stoch20(current_candle_main)>Stoch20(current_candle_signal)+5
and
Stoch50(current_candle)>Stoch50(last_candle)+5
and
NonLagMAV5(current_candle)>NonLagMAV5(last_candle)


* Why wouldn't these be '>' instead? But hey, I'm the coder. You tell me, I code it.

Quoting melpheos
Note that NonlagmaV5 often turns after the stoch5 have reversed, for this reason here is an added set of rules for this situation (i have tried to make them but the code became very messy and i got lost )
Snap a pic and show me what your talking about. Will ya?

Quoting Depfy
I've never seen really profitable code, if it was based on standard indicators. They all're very strange and non-clear, and too artful.
And u? Have ever seen?
Maybe THIS thread'll give that profitable program-system?
That's why we're doing this.

Quoting Depfy
One says: CANDLE IS HIGHER THAN... and so on... But. The second after one second time flies... So WhEn is it higher??? Becouse of if your rule says SMTH1 > SMTH2 in the candle, that's it may happen at ANY candle moment, and may in non-pleasant too. And it can cause STOP to be executed. As we choosed H4, then our SL isn't small, moreover - VERY BIG!... For example, 100 pips can be easily run in half an hour by GBPJPY... And if u get SL 30-40 pips, then u'll take SL every 15 minutes.
What if, 'current_candle' actually referred to the last candle created and NOT to the current candle that hasn't closed yet?

Quoting Depfy
Also, it's awfully important to know the ORDER OF CONDITIONS in time, that's if it's ACTUAL OR NOT one cond is BEFORE or AFTER another in the candle, or it all's the same... and so on...
Conditional if says 'all expressions must evaluate to TRUE in order for condition to be astisfied'. So order doesn't really matter in a conditional if code.

Quoting Depfy
Maybe we never can understand what we're doing in EA, and each time we deceive ourself. Some people like to be deceived, and even like not to understand what they are doing.
I don't get this one.
  • #1,167
  • May 28, 2007 10:58pm May 28, 2007 10:58pm
Think, u're not right.

Look. Your Candle[0] - does mean nothing to broker, only a limit for work inside a candle.
As broker works in real world, not in the world of yr code.
If for this H4 candle there're conditions cond1 (true at some ticked intervals)
and cond2 (true at some another ticked intervals) and u write
"Sell if cond1 > cond2 on this candle", and nor any time these TRUE VALUE ticked intervals will crossed - then on this candle NEVER u'll get TRUE condition in result. But if cond1 and cond 2 both will be true in the
first tick if the 4H candle - your rule will be done immediately at this tick,
not at the end of candle!.. That's reason.

And June never'll make his sad song better.

The thing is HUGE IMPORTANT, and almost nobody knows of it...

P.S. I'm professional programmer for more then 20 yrs.
About a language to code TS's. I'm working with AI problems, and that all seems very familiar... For example, I code TRIANGLE in the heap of lines, in which on side is vertical:

Pattern TRIANGLE:
Vb ~ O1b, Ve ~ O2e, O1e ~ O2b
(V - means vertical line, and O - mean other angles set)

Why so short?
Brevity - is a sister of talent, as my people say.

I'm laughing now, but there's a sense in brevity:
all becomes CLEAR!

A rose will bloom, it then will fade...
  • #1,168
  • May 28, 2007 11:27pm May 28, 2007 11:27pm
Quoting Depfy
Think, u're not right.

Look. Your Candle[0] - does mean nothing to broker, only a limit for work inside a candle.
As broker works in real world, not in the world of yr code.
If for this H4 candle there're conditions cond1 (true at some ticked intervals)
and cond2 (true at some another ticked intervals) and u write
"Sell if cond1 > cond2 on this candle", and nor any time these TRUE VALUE ticked intervals will crossed - then on this candle NEVER u'll get TRUE condition in result. But if cond1 and cond 2 both will be true in the
first tick if the 4H candle - your rule will be done immediately at this tick,
not at the end of candle!.. That's reason.
You made my point. don't start at candle[0], start at candel[1]. Now on a 4hr chart, that may be pointless. I'm looking at this as 15min or 30min, not around news releases. ALWAYS buy/sell on CLOSE OF candle[1]. Hopefully you won't get 'ticked' too far off that close price.

Quoting Depfy
And June never'll make his sad song better.
Ah yes, the Beatles.

Quoting Depfy
The thing is HUGE IMPORTANT, and almost nobody knows of it...
Those of us trying to write a TS, I think, get it. But once the candle[0] closes and turns into candle[1], why not run all of your checks and open/close at that point on whatever the tick is at?

Quoting Depfy
P.S. I'm professional programmer for more then 20 yrs. About a language to code TS's. I'm working with AI problems, and that all seems very familiar... For example, I code TRIANGLE in the heap of lines, in which on side is vertical:

Pattern TRIANGLE:
Vb ~ O1b, Ve ~ O2e, O1e ~ O2b
(V - means vertical line, and O - mean other angles set)
eek. Reminds me why I got out of coding and into security(hacking). Started seeing code in my dreams.

Quoting Depfy
Why so short?
Sorry. Didn't mean to come off like that. But it sounds like your saying 'don't even try'. I don't give up that easily. And I hate it when people tell me I can't do something. Ask my father, who when I was 20 lost a $50,000 bet on me landing a professional postion w/out a degree.
Quoting Depfy
Brevity - is a sister of talent, as my people say.

I'm laughing now, but there's a sense in brevity:
all becomes CLEAR!

I am also having a rough time reading your english. That may be part of the confusion.
  • #1,169
  • May 28, 2007 11:28pm May 28, 2007 11:28pm
You can set code to only enter positions at the end of the candle, rather than any time that the tick meets the conditions.
  • #1,170
  • May 29, 2007 12:12am May 29, 2007 12:12am
Quoting mattnz
You can set code to only enter positions at the end of the candle, rather than any time that the tick meets the conditions.
Exactly. Thanks.
  • #1,171
  • May 29, 2007 12:28am May 29, 2007 12:28am
I have just been thinking about ways that we may be able to improve performance on crosses. We can reasonably expect that for major US events that significant change is likely to also happen on crosses like EUR/JPY, but given that the data doesn't actually affect either currency, it could be reasonable to assume that technical indicators are more likely to hold true.

Has anyone tried trading crosses using the sexy stochs system, focusing on major US news release times to create the volume required to make large moves?

This is also something that we could code into an EA from the ffcal indicator.
  • #1,172
  • May 29, 2007 12:28am May 29, 2007 12:28am
forgot one detail but i think that was obvious (to me ^^ )

current candle refers to closed candle and of course each candle rule refers to it's signal.

So for example :

Stoch 5 :
- current closed candle stoch 5is higher than candle -1 stoch 5 by at least a defined level (for example 5 to prevent a light slope of the stoch)

I think the code in this case is
extern bool EachTickMode = False
int init() {
BarCount = Bars;

if (EachTickMode) Current = 0; else Current = 1;

return(0);
}
  • #1,173
  • May 29, 2007 1:46am May 29, 2007 1:46am
Quoting nondisclosure00
You made my point. don't start at candle[0], start at candel[1]. Now on a 4hr chart, that may be pointless. I'm looking at this as 15min or 30min, not around news releases. ALWAYS buy/sell on CLOSE OF candle[1]. Hopefully you won't get 'ticked' too far off that close price.

I'm not sure u have understood me.
I only told u that all u write mean nothing for broker.
U can get Stop at the very start of yr trading,
if Stop is here and the movement is tremendous.

And if about yr RULES - theu can not work if there'll be big
movements inside your candle.

So Jude'll not make his song better, maybe.

About u said we all here to understand how to make good codes...
I do not see why some profitable guy will come here
and will put here all he has done...

As say my people,
Why to cut a branch on which you're sitting...

And else saying here is:
To let out Jinn from a bottle

P.S. Sorry for my bad English, dear.
I'll try in short time to be skilled englishmen.

A rose will bloom, it then will fade...
  • #1,174
  • Edited 11:54am May 29, 2007 1:52am | Edited 11:54am
Quoting melpheos
forgot one detail ...
}
Our famous hero sings,

EVEN Paris is open
But I don't need to come here



Sorry, all u're all speaking about is very interesting,
but my work
Pulls a blanket on itself...

(saying of my country in direct translation)

To COME THERE!!!!!!!!!!!!!
A rose will bloom, it then will fade...
  • #1,175
  • May 29, 2007 2:45am May 29, 2007 2:45am
Quoting nondisclosure00

Snap a pic and show me what your talking about. Will ya?
Here you are

Here is +1 only but i have seen up to 4 candle with very good results (but i must admit that the further in time you go the hardest it become to code)
Attached Image(s) (click to enlarge)
Click to Enlarge Name: nonlagafterstoch5-1.jpg Size: 86 KB
Click to Enlarge Name: nonlagafterstoch5-2.jpg Size: 88 KB
Click to Enlarge Name: nonlagafterstoch5-3.jpg Size: 86 KB
Click to Enlarge Name: nonlagafterstoch5-4.jpg Size: 89 KB
Click to Enlarge Name: nonlagafterstoch5-5.jpg Size: 87 KB
  • #1,176
  • May 29, 2007 3:44am May 29, 2007 3:44am
Quoting melpheos
forgot one detail but i think that was obvious (to me ^^ )

current candle refers to closed candle and of course each candle rule refers to it's signal.

So for example :

Stoch 5 :
- current closed candle stoch 5is higher than candle -1 stoch 5 by at least a defined level (for example 5 to prevent a light slope of the stoch)

I think the code in this case is
extern bool EachTickMode = False
int init() {
BarCount = Bars;

if (EachTickMode) Current = 0; else Current = 1;

return(0);
}
yeah, I get what your saying. I'm going to be ignoring candle[0]. the current candle.

I was following the MACrossover indie to figure out how to put arrows on charts and went 'woops', this can't be right.
  • #1,177
  • May 29, 2007 3:48am May 29, 2007 3:48am
Quoting melpheos
Here you are

Here is +1 only but i have seen up to 4 candle with very good results (but i must admit that the further in time you go the hardest it become to code)
it doesn't get harder code further in time, I just get worried that once you wait 4 candles for a good setup, the movement will change on ya and you will have missed out on the trade.
  • #1,178
  • May 29, 2007 3:54am May 29, 2007 3:54am
Quoting Depfy
I'm not sure u have understood me.
I only told u that all u write mean nothing for broker.
U can get Stop at the very start of yr trading,
if Stop is here and the movement is tremendous.

And if about yr RULES - theu can not work if there'll be big
movements inside your candle.

So Jude'll not make his song better, maybe.
Common problem w/ trading on any market. That's part of the risk.

Quoting Depfy
About u said we all here to understand how to make good codes... I do not see why some profitable guy will come here
and will put here all he has done...

As say my people,
Why to cut a branch on which you're sitting...

And else saying here is:
To let out Jinn from a bottle
So, everyone in here who claims to have a good system, or use a good system (melpheos), is lying. Trying to throw eveyone off.

Well, I don't agree. That's why we have 'charts'. We can see for ourselves if their 'system' does or does not show good indicators.

Do you live in Niger? And are you one of those 411 guys?

Quoting Depfy
P.S. Sorry for my bad English, dear.
I'll try in short time to be skilled englishmen.

  • #1,179
  • May 29, 2007 3:56am May 29, 2007 3:56am
Quoting mattnz
I have just been thinking about ways that we may be able to improve performance on crosses. We can reasonably expect that for major US events that significant change is likely to also happen on crosses like EUR/JPY, but given that the data doesn't actually affect either currency, it could be reasonable to assume that technical indicators are more likely to hold true.

Has anyone tried trading crosses using the sexy stochs system, focusing on major US news release times to create the volume required to make large moves?

This is also something that we could code into an EA from the ffcal indicator.
News moves the market too far for any trending. If you want to trade news, I suggest finding something in the News trading forum on FF.

Something I want to get into the EA in the future, is a warning to alert a user about an upcoming news event (based on the FFCal in melpheos bundle). It's a simple XML feed and actually gives minutes until news releases. Or something along those lines. Might not be necessary, but I'll have to investigate it.
  • #1,180
  • Edited 9:10am May 29, 2007 6:39am | Edited 9:10am
Quoting nondisclosure00
it doesn't get harder code further in time, I just get worried that once you wait 4 candles for a good setup, the movement will change on ya and you will have missed out on the trade.
If the setup is still there, it's still there . If it's not difficult to code, you could eventually start with a candle 0 and code up to candle 4 to see which one is the more performing... (4 candles old does not show to often but 1 candle old appear really frequently )
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