Dislikedhi, everyone, i have been reading over this thred and have a few questions hope someone can help.
1) The mt4 q indicator posted yesterday do i need to replace the older version i am using in the zip file post 2 i downloaded last thursday?Ignored
Supernova GBP/JPY Mini Trend Catcher
- #601
- Sep 2, 2007 3:33am Sep 2, 2007 3:33am
- Joined Apr 2006 | Status: Metatrader Programmer | 1,422 Posts
- #604
- Sep 2, 2007 4:23am Sep 2, 2007 4:23am
can anybody say what the QQE indicator is? i use the tradestation and i would be programmed the QQe to test the trategy.
THX
ORbito
i very hope that it isnt' that mq4 source for qqe posted above:http://www.forexfactory.com/showpost...&postcount=582
//+------------------------------------------------------------------+
//| Qualitative Quantitative Estimation Indicator for Metatrader 4 |
//| Copyright
2006Roman Ignatov |
//| mailto:[email protected] |
//+------------------------------------------------------------------+
#property copyright "Copyright 200 Roman Ignatov"
#property link "mailto:[email protected]"
#property indicator_separate_window
#property indicator_buffers 2
#property indicator_color1 Navy
#property indicator_style1 STYLE_SOLID
#property indicator_width1 2
#property indicator_color2 Navy
#property indicator_style2 STYLE_DOT
extern int SF = 5;
int RSI_Period = 14;
int Wilders_Period;
int StartBar;
double TrLevelSlow[];
double AtrRsi[];
double MaAtrRsi[];
double Rsi[];
double RsiMa[];
int init()
{
Wilders_Period = RSI_Period * 2 - 1;
if (Wilders_Period < SF)
StartBar = SF;
else
StartBar = Wilders_Period;
IndicatorBuffers(6);
SetIndexBuffer(0, RsiMa);
SetIndexStyle(0, DRAW_LINE, STYLE_SOLID, 2);
SetIndexLabel(0, "Value 1");
SetIndexDrawBegin(0, StartBar);
SetIndexStyle(1, DRAW_LINE, STYLE_DOT);
SetIndexBuffer(1, TrLevelSlow);
SetIndexLabel(1, "Value 2");
SetIndexDrawBegin(1, StartBar);
SetIndexBuffer(2, AtrRsi);
SetIndexBuffer(3, MaAtrRsi);
SetIndexBuffer(4, Rsi);
IndicatorShortName(StringConcatenate("QQE(", SF, ")"));
return(0);
}
int start()
{
int counted, i;
double rsi0, rsi1, dar, tr, dv;
if(Bars <= StartBar)
return (0);
counted = IndicatorCounted();
if(counted < 1)
for(i = Bars - StartBar; i < Bars; i++)
{
TrLevelSlow[i] = 0.0;
AtrRsi[i] = 0.0;
MaAtrRsi[i] = 0.0;
Rsi[i] = 0.0;
RsiMa[i] = 0.0;
}
counted = Bars - counted - 1;
for (i = counted; i >= 0; i--)
Rsi[i] = iRSI(NULL, 0, RSI_Period, PRICE_CLOSE, i);
for (i = counted; i >= 0; i--)
{
RsiMa[i] = iMAOnArray(Rsi, 0, SF, 0, MODE_EMA, i);
AtrRsi[i] = MathAbs(RsiMa[i + 1] - RsiMa[i]);
}
for (i = counted; i >= 0; i--)
MaAtrRsi[i] = iMAOnArray(AtrRsi, 0, Wilders_Period, 0, MODE_EMA, i);
i = counted + 1;
tr = TrLevelSlow[i];
rsi1 = iMAOnArray(Rsi, 0, SF, 0, MODE_EMA, i);
while (i > 0)
{
i--;
rsi0 = iMAOnArray(Rsi, 0, SF, 0, MODE_EMA, i);
dar = iMAOnArray(MaAtrRsi, 0, Wilders_Period, 0, MODE_EMA, i) * 4.236;
dv = tr;
if (rsi0 < tr)
{
tr = rsi0 + dar;
if (rsi1 < dv)
if (tr > dv)
tr = dv;
}
else if (rsi0 > tr)
{
tr = rsi0 - dar;
if (rsi1 > dv)
if (tr < dv)
tr = dv;
}
TrLevelSlow[i] = tr;
rsi1 = rsi0;
}
return(0);
}
//| Qualitative Quantitative Estimation Indicator for Metatrader 4 |
//| Copyright
2006Roman Ignatov |//| mailto:[email protected] |
//+------------------------------------------------------------------+
#property copyright "Copyright
200 Roman Ignatov"#property link "mailto:[email protected]"
#property indicator_separate_window
#property indicator_buffers 2
#property indicator_color1 Navy
#property indicator_style1 STYLE_SOLID
#property indicator_width1 2
#property indicator_color2 Navy
#property indicator_style2 STYLE_DOT
extern int SF = 5;
int RSI_Period = 14;
int Wilders_Period;
int StartBar;
double TrLevelSlow[];
double AtrRsi[];
double MaAtrRsi[];
double Rsi[];
double RsiMa[];
int init()
{
Wilders_Period = RSI_Period * 2 - 1;
if (Wilders_Period < SF)
StartBar = SF;
else
StartBar = Wilders_Period;
IndicatorBuffers(6);
SetIndexBuffer(0, RsiMa);
SetIndexStyle(0, DRAW_LINE, STYLE_SOLID, 2);
SetIndexLabel(0, "Value 1");
SetIndexDrawBegin(0, StartBar);
SetIndexStyle(1, DRAW_LINE, STYLE_DOT);
SetIndexBuffer(1, TrLevelSlow);
SetIndexLabel(1, "Value 2");
SetIndexDrawBegin(1, StartBar);
SetIndexBuffer(2, AtrRsi);
SetIndexBuffer(3, MaAtrRsi);
SetIndexBuffer(4, Rsi);
IndicatorShortName(StringConcatenate("QQE(", SF, ")"));
return(0);
}
int start()
{
int counted, i;
double rsi0, rsi1, dar, tr, dv;
if(Bars <= StartBar)
return (0);
counted = IndicatorCounted();
if(counted < 1)
for(i = Bars - StartBar; i < Bars; i++)
{
TrLevelSlow[i] = 0.0;
AtrRsi[i] = 0.0;
MaAtrRsi[i] = 0.0;
Rsi[i] = 0.0;
RsiMa[i] = 0.0;
}
counted = Bars - counted - 1;
for (i = counted; i >= 0; i--)
Rsi[i] = iRSI(NULL, 0, RSI_Period, PRICE_CLOSE, i);
for (i = counted; i >= 0; i--)
{
RsiMa[i] = iMAOnArray(Rsi, 0, SF, 0, MODE_EMA, i);
AtrRsi[i] = MathAbs(RsiMa[i + 1] - RsiMa[i]);
}
for (i = counted; i >= 0; i--)
MaAtrRsi[i] = iMAOnArray(AtrRsi, 0, Wilders_Period, 0, MODE_EMA, i);
i = counted + 1;
tr = TrLevelSlow[i];
rsi1 = iMAOnArray(Rsi, 0, SF, 0, MODE_EMA, i);
while (i > 0)
{
i--;
rsi0 = iMAOnArray(Rsi, 0, SF, 0, MODE_EMA, i);
dar = iMAOnArray(MaAtrRsi, 0, Wilders_Period, 0, MODE_EMA, i) * 4.236;
dv = tr;
if (rsi0 < tr)
{
tr = rsi0 + dar;
if (rsi1 < dv)
if (tr > dv)
tr = dv;
}
else if (rsi0 > tr)
{
tr = rsi0 - dar;
if (rsi1 > dv)
if (tr < dv)
tr = dv;
}
TrLevelSlow[i] = tr;
rsi1 = rsi0;
}
return(0);
}
Hey Great System still testing the results are amazing!!!
P.S. I have the disk of that game if you want I can send you the image of it. Had trouble completing the second part also but the first one was easy as taking a walk in the park!
LeoBond
My new game is now Forex
. As soon as I "complete" it, I'll go back to Capitalism II and FINALLY complete it.
- #614
- Sep 2, 2007 12:02pm Sep 2, 2007 12:02pm
- Joined Dec 2006 | Status: Backtest is meaningless (to me) | 2,176 Posts
Thank you very much! Skyline!
I manually backtested your MT system all over the weekend, it looks fine.
I do notice one thing obviously different from that in VT ---- the QQE's signal line (the dash line). VT and MT's QQE signal line are fairly different, although the QQE cross (alert) does happen the same way in either platform. So far to me, the difference is not causing notable negative effects in determining entries.
One thing I'd like to remind of friends here is that last week is a volitle week, that's probably the reason why there are few fake breakouts and most trades are successful. Well, anyway, GJ has always been voltile, so maybe no worry at all.
I manually backtested your MT system all over the weekend, it looks fine.
I do notice one thing obviously different from that in VT ---- the QQE's signal line (the dash line). VT and MT's QQE signal line are fairly different, although the QQE cross (alert) does happen the same way in either platform. So far to me, the difference is not causing notable negative effects in determining entries.
One thing I'd like to remind of friends here is that last week is a volitle week, that's probably the reason why there are few fake breakouts and most trades are successful. Well, anyway, GJ has always been voltile, so maybe no worry at all.
Ok finally I created the template that looks exactly as vt one (hope
I had to fight with some problems since I thought that ADX should be used but I was wrong. Infact we have to use instead of ADX (Average Directional Movement Index), the Directional Movement Index (DMI) that's not provided by default in metatrader.
I created the QQE Alert v1 indicator that paint the dot as in vt platform. Setting the AlertRSISlow to true , the indicator will consider the cross between the QQE and slow RSI otherwise the cross between the QQE and fast RSI.
I also fixed the T3 issue that didn't refresh correctly as someone pointed out some posts ago.
Here you can also check how vt and mt platform looks really similar now
Cryten, is this metatrader template approved to be used with your method ?
I'd like to receive some feedback from mt users if this template is working fine. thanks
Here are 3 tables for hourly, daily and weekly volatility amongst pairs. The tables are sorted by $. The data isn’t the “freshest” as GBPJPY, for instance, is currently at approx. 8.60$/pip (8.11$ in the table). However, it gives a good idea of the relative volatility.
I highligted the jpy pairs. Notice how GBPJPY has the highest hourly and weekly volatility, but somehow its daily volatility is much lower.
Nonetheless, have a look at GBPJPY weekly. It “volatizes” to the tune of 6,044.74 $USD per week. Now our job is to catch that somehow, it’s right there in front of us, volatizing away. We need nets or something.
Figures are for a 100k contract and formula is Variation = Average (Higher - Lower).
A supernova net maybe?
I highligted the jpy pairs. Notice how GBPJPY has the highest hourly and weekly volatility, but somehow its daily volatility is much lower.
Nonetheless, have a look at GBPJPY weekly. It “volatizes” to the tune of 6,044.74 $USD per week. Now our job is to catch that somehow, it’s right there in front of us, volatizing away. We need nets or something.
Figures are for a 100k contract and formula is Variation = Average (Higher - Lower).
A supernova net maybe?
