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Volatility Impulse (VI) trades

  • #61
  • Edited Dec 10, 2008 6:58am Dec 9, 2008 1:28pm | Edited Dec 10, 2008 6:58am
Here are signals for 15th hybrid (EURUSD+GBPAUD+NZDJPY+CADCHF) for last month as an example. The Volatility Impulse method in common the Hybrid method can strongly raise the results and decrease risks.

If still there are questions I will be ready to answer tomorrow
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  • #62
  • Dec 9, 2008 2:43pm Dec 9, 2008 2:43pm
Quoting Aleksey
Here are signals for the hybrid (EURUSD+GBPAUD+NZDJPY+CADCHF) for last month as an example. The Volatility Impulse method in common the Hybrid method can strongly raise the results and decrease risks.

If still there are questions I will be ready to answer tomorrow
Yes, what is "hybrid method"?
  • #63
  • Edited Dec 10, 2008 6:56am Dec 9, 2008 4:05pm | Edited Dec 10, 2008 6:56am
Please see my thread The basket of Hybrids; 4 Pairs http://www.forexfactory.com/showthread.php?t=57574
  • #64
  • Edited Dec 10, 2008 4:41am Dec 9, 2008 5:29pm | Edited Dec 10, 2008 4:41am
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  • #65
  • Dec 9, 2008 6:14pm Dec 9, 2008 6:14pm
Quoting thatwasme
Open a 4hour chart for the one you want a 12 hour to run. Then place the period converter opt indicator on that chart and then choose a period multiple of 3.

Then minimize the chart and then go to the file tab and select open offline.
go through the list until you find the 12 hour chart for the currency you selected and then double click on it.
Now you can add the PCCI_ indicator and the ATR for v1 indicator to the 12 hour chart. Remember that the 4 hour must not be closed, because it feeds the 12 hour chart.

I did not create the period converter....
When I load my charts this way I get them to work...but the profile way still doesn't work...no problem though, i will do it this way....Thanks thatwasme!!
  • #66
  • Dec 9, 2008 6:25pm Dec 9, 2008 6:25pm
I know the 12hr offline chart is supposed to show offline status while the 4hr is online feeding the 12 hr...but do you have to manually refresh the 12 hr chart or will it update itself at the end of the 12 hr bar?
  • #67
  • Dec 9, 2008 8:11pm Dec 9, 2008 8:11pm
Quoting RickW00716
I know the 12hr offline chart is supposed to show offline status while the 4hr is online feeding the 12 hr...but do you have to manually refresh the 12 hr chart or will it update itself at the end of the 12 hr bar?
It updates in real time every single tick.
  • #68
  • Dec 9, 2008 8:12pm Dec 9, 2008 8:12pm
Quoting Aleksey
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This is amaszing almost every one of them is a success.
  • #69
  • Dec 10, 2008 4:20am Dec 10, 2008 4:20am
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  • #70
  • Edited 4:50am Dec 10, 2008 4:30am | Edited 4:50am
Quoting thatwasme
This is amaszing almost every one of them is a success.
My research has shown that the 80% win ratio is the limit for FOREX market but 20% is at the mercy of Mr Chaos
  • #71
  • Dec 10, 2008 9:10am Dec 10, 2008 9:10am
This PCCI indicator is very interesting, it seems it applies constants that resemble a damped cosine function very much. It would be interesting to know the theory behind this indicator, Aleksey, do you know somthing about it?
  • #72
  • Dec 10, 2008 10:14am Dec 10, 2008 10:14am
It is based on the digital filter. It is the well-known band pass filter with the following parameters:
pass band cutoff frequency P=10; stop band frequency D=8; stop band attenuation A=-40dB; pass band ripple R=0.08.
  • #73
  • Dec 10, 2008 4:15pm Dec 10, 2008 4:15pm
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  • #74
  • Dec 10, 2008 4:21pm Dec 10, 2008 4:21pm
Having acquainted you with my works I am finishing the series of threads. I am sure they were able to bring a benefit for a wide circle of readers. Their main destination has been reached and in conclusion I want to say that

Good luck is a result of the perfect preparation. Best Aleksey
  • #75
  • Dec 10, 2008 6:14pm Dec 10, 2008 6:14pm
Quoting Arilou
This PCCI indicator is very interesting, it seems it applies constants that resemble a damped cosine function very much. It would be interesting to know the theory behind this indicator, Aleksey, do you know somthing about it?
Has anyone tested this on other pairs yet?
Do you think the settings would need to be different for other pairs than the EUR/USD?
  • #76
  • Dec 10, 2008 6:50pm Dec 10, 2008 6:50pm
Quoting Aleksey
Having acquainted you with my works I am finishing the series of threads. I am sure they were able to bring a benefit for a wide circle of readers. Their main destination has been reached and in conclusion I want to say that

Good luck is a result of the perfect preparation. Best Aleksey
Hi Aleksey,

Thank you very much for sharing your methods. As I am new here, this was the first one from you that I found, but soon I will read the others too. I think these are very interesting, unique and valuable techniques, so I can just say again, thanks for them, and good luck to you
  • #77
  • Edited 7:10pm Dec 10, 2008 7:00pm | Edited 7:10pm
Quoting RickW00716
Has anyone tested this on other pairs yet?
Do you think the settings would need to be different for other pairs than the EUR/USD?
Hi Rick,

At the beginning of the thread Aleksey posted a table with backtesting results for several currency pairs. They all showed very good results. For some days I've also been monitoring more currency pairs, and I plan to do a deeper backtesting later, but what I just saw by brief examination is that this method really wins in most cases without adjusting the parameters.

I think it is amazing how effective this frequency filtering techniqe borrowed from electronics and wave theory can be, however, I myself still do not fully understand what and how it does. But I am curious, so I think I will research the field deeper and try to "decipher" this method
  • #78
  • Dec 10, 2008 7:01pm Dec 10, 2008 7:01pm
Thank you for sharing this amazing approach. It has made me think a little defferently.
  • #79
  • Dec 11, 2008 1:03am Dec 11, 2008 1:03am
Aleksey, Thatwasme

Thanks for your sharing. In your chart, there are two colours fot the PCCI, blue and pink? what's the difference for these two colors? In mq4 indicator, I can see only one color.

Thanks in advance.
  • #80
  • Dec 11, 2008 7:43am Dec 11, 2008 7:43am
Hi Aleksey, hi thatswasme,

thanks for this thread.
Here is my chart. I've a PCCI - signal and with the open price of the new candle I open a sell order.
sell @ 1.3165, sl = 1.3263, tp = 1.2969

If the sl or tp will not hit, than I close the order by the close price. Is it correct?

Thanks for your support,
have a nice day, swakop

(sorry, but my german is perfect)
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