Optimized Trend Trading | Page 50 | Forex Factory

Options

Go to
Permalinks
Print Thread

Similar Threads

Optimized Risk vs Reward Equation 335 replies

Loss Less Optimized Strategy 63 replies

Optimized Parameters in Metatrader Testing? 3 replies

"Optimized Parameter" feature in EA? 0 replies

Strategy with Optimized parameter 1 reply

Attachments: Optimized Trend Trading
Exit Attachments

Optimized Trend Trading

  • #981
  • Edited 6:44am Jan 10, 2011 6:34am | Edited 6:44am
Here I add my alma mod of the BB Caterpillar Squeeze on Alma.

I particularly like this mod. This time the Histogram is based on Alma and the dots are the Caterpillar squeeze. I used the open price for the Caterpillar, as I do not want it to recalculate for every tick, that can hurt some weak PC.

I also add the normal Squeeze with Alma. In the normal mod you do not have any Caterpillar (SSA). You have the normal squeeze with green bars. Look at the video to see how it has to be used.

How you should use it. Well the green dots of the normal squeeze are the main way to distinguish the trend from the range.

However if you use this instrument only on time frames wherein you actually have low fractal dimension you will have better results. This is highly opportunistic approach, for example today only on 1 m time frame we had low fractal dimension and the best signals were on 1 m time frame.

This can be used as it is. The Alma slope is giving the general direction of the trend. And the Caterpillar dots are giving the change in the momentum.
Other way is to use as a slow trend filter in other strategies. The choice is yours.
Attached Image (click to enlarge)
Click to Enlarge Name: alma.gif Size: 32 KB
Attached File(s)
File Type: mq4 bbsqueeze_dark_alma.mq4   6 KB | 2,010 downloads
File Type: mq4 bbsqueeze_dark_caterpillar_alma.mq4   6 KB | 2,291 downloads
File Type: mq4 ALMA_v1.mq4   6 KB | 1,918 downloads
  • #982
  • Jan 10, 2011 7:56am Jan 10, 2011 7:56am
Hello there! Im new here at FF, but I always got my news here (calendar)....

Just wanna ask something? how to analyze an EA's indicators using only trade history or statement of transaction?

I hope thats possible... Thank you!
  • #983
  • Jan 13, 2011 5:10am Jan 13, 2011 5:10am
I do not know. You really need to look under the hood in the code.
A simple but effective way is to see what indicators they use.

http://docs.mql4.com/indicators/iMA

Look at this link. There are the ready functions that can be used in the experts and in the indicators. Those functions are very useful for the developers as they do not need to code every indicator in the code. So all you need to look is for presence of those functions in the code of the expert. When you find them you will know what is the heart of the indicator or the expert.

For example you find iMA. That means that the expert uses a moving average.
Look at the description at the right page of the link, there is a description of what "period" of Moving average is used and what type "ma type".

Sometimes they call extern functions so they use the icustom function and you can know what indicator is called and with what parameters.

Of course sometimes the indicator can be coded directly in the expert and you will need more experience what it is about.

I hope that helps but it is really off topic I am sorry for that.

You will be surprised how much you can achieve with very little knowledge.
  • #984
  • Edited 2:05pm Jan 13, 2011 2:02pm | Edited 2:05pm
{deleted}
  • #985
  • Jan 16, 2011 12:22pm Jan 16, 2011 12:22pm
I think I made a lighter version because I use Open Prices. Please check if it is true.
Attached File(s)
File Type: mq4 #_FullSSA_Normalize_ma_light.mq4   3 KB | 1,321 downloads
  • #986
  • Edited 5:47pm Jan 20, 2011 3:10pm | Edited 5:47pm
This is a shot of new Alligator of the Bill Williams. We can use Fractal adaptive simple moving average of Jean - Philippe Poton : FRASMA

I do not use future shift.
Periods 30, 20, 10:

http://codebase.mql4.com/5308

http://codebase.mql4.com/5551

So you can replace the Awesome oscillator with something else. You have the choice. Another step is to use an expert to find which are the best settings.
Attached Image (click to enlarge)
Click to Enlarge Name: new aligator.gif Size: 31 KB
  • #987
  • Jan 21, 2011 2:47am Jan 21, 2011 2:47am
Quoting John Last
This is a shot of new Alligator of the Bill Williams. We can use Fractal adaptive simple moving average of Jean - Philippe Poton : FRASMA

I do not use future shift.
Periods 30, 20, 10:

http://codebase.mql4.com/5308

http://codebase.mql4.com/5551

So you can replace the Awesome oscillator with something else. You have the choice. Another step is to use an expert to find which are the best settings.
Excellent thinking John!
  • #988
  • Jan 21, 2011 4:16am Jan 21, 2011 4:16am
Quoting CamaRon
Excellent thinking John!
Here's the indicator. Fractal_Aligator.

You'll need to put Frasma in the /indicators folder as well. You find it at:
http://codebase.mql4.com/5551
Attached File(s)
File Type: mq4 Fractal_Alligator.mq4   3 KB | 993 downloads
  • #989
  • Jan 21, 2011 4:51am Jan 21, 2011 4:51am
Quoting CamaRon
Here's the indicator. Fractal_Aligator.

You'll need to put Frasma in the /indicators folder as well. You find it at:
http://codebase.mql4.com/5551
And here's the Awesome indi, in a fractal version. Enjoy!
Attached File(s)
File Type: mq4 Fractal_Awesome.mq4   3 KB | 899 downloads
  • #990
  • Jan 23, 2011 10:26am Jan 23, 2011 10:26am
I just have just added the possibility to vary the e_period. In fact when you use more than 30 you will get smoother results.
Attached File(s)
File Type: mq4 Fractal_Awesome.mq4   3 KB | 1,160 downloads
  • #991
  • Jan 26, 2011 9:20am Jan 26, 2011 9:20am
CodeBreaker,

I understand that you no longer contribute to this thread, but in case you are (or any body else, who has followed this thread from Post#0), can you please answer a few questions of mine?

1. What is meant by ULLMA? I didnt quite understand what is it? My searches have also not returned much

2. When talking about matched filters, in stochastic filtering or adaptive filtering there is a term if I remember it right, came up called a matched filter. Is it the same thing being used ?
  • #992
  • Jan 28, 2011 3:16pm Jan 28, 2011 3:16pm
Hi,

I do not think that Mr. Code Breaker is active by now on this forum.
However I have great news we have non repainting end point version. It was released by Mr. Mladen on TSD today.

http://www.forex-tsd.com/386591-post135.html
  • #993
  • Jan 29, 2011 6:42am Jan 29, 2011 6:42am
Quoting John Last
Hi,

I do not think that Mr. Code Breaker is active by now on this forum.
However I have great news we have non repainting end point version. It was released by Mr. Mladen on TSD today.

http://www.forex-tsd.com/386591-post135.html
great John!!!
  • #994
  • Edited 12:56pm Feb 1, 2011 12:42pm | Edited 12:56pm
Please check the SSA end point Brain Trend mod
For reasons of copy right unfortunately I cannot post it in this forum. I will give you a link.

However it is a prototype yet, I mean it was not examined by a coder.

http://www.forex-tsd.com/386667-post17.html
Attached Image (click to enlarge)
Click to Enlarge Name: ex3.gif Size: 22 KB
  • #995
  • Feb 3, 2011 6:05am Feb 3, 2011 6:05am
Has anybody tried using a sinewave supports and resistance for trend trading? I found these indicators.

check www.eminiwatch.com
Attached Image (click to enlarge)
Click to Enlarge Name: sinewave.gif Size: 35 KB
Attached File(s)
File Type: mq4 Sinewave S&R Text.mq4   11 KB | 1,560 downloads
  • #996
  • Feb 3, 2011 3:38pm Feb 3, 2011 3:38pm
I know this indicator. I really like it. However I use my own mod with a commercial Hilbert transform of the Forex Digital Solutions.

Occasionally it gives nice results but sometimes it is worse than the regular oscillators with digital smoothing.

I think about a mod with the Richcap MESA mod from TSD, instead of the indicator "cycle period". However there is an incompatibility in the copyright licenses that makes it impossible unfortunately to publish directly on this forum.

All the Richcap work is under GPL license, but whenever you publish anything on FF they have the full copyright on it. I am OK with that but it will violate the Richcap's will.

As soon as I do it I will post a link. But hey anybody can do it just we need to replace the icustom function and we are done.
  • #997
  • Feb 4, 2011 8:03am Feb 4, 2011 8:03am
Quoting John Last
I know this indicator. I really like it. However I use my own mod with a commercial Hilbert transform of the Forex Digital Solutions.

Occasionally it gives nice results but sometimes it is worse than the regular oscillators with digital smoothing.

I think about a mod with the Richcap MESA mod from TSD, instead of the indicator "cycle period". However there is an incompatibility in the copyright licenses that makes it impossible unfortunately to publish directly on this forum.

All the Richcap work is under GPL license, but whenever you publish...
http://www.forex-tsd.com/manual-trad...tml#post387655
  • #998
  • Feb 4, 2011 9:12pm Feb 4, 2011 9:12pm
Quoting Ajax
CodeBreaker,

I understand that you no longer contribute to this thread, but in case you are (or any body else, who has followed this thread from Post#0), can you please answer a few questions of mine?

1. What is meant by ULLMA? I didnt quite understand what is it? My searches have also not returned much

2. When talking about matched filters, in stochastic filtering or adaptive filtering there is a term if I remember it right, came up called a matched filter. Is it the same thing being used ?

Really nothing special, Ultra low lag ma , its the indicator in the chart window! It can be found in this thread if i remember right!
Attached Image (click to enlarge)
Click to Enlarge Name: ullma.jpg Size: 189 KB
  • #999
  • Edited 10:03am Feb 7, 2011 8:23am | Edited 10:03am
Quoting John Last
I know this indicator. I really like it. However I use my own mod with a commercial Hilbert transform of the Forex Digital Solutions.
.
Hi from France

Someone in another forum, asked me to have a look on this fabulous thread, I totally missed from the beginning
http://www.fxfisherman.com/forums/fo...dicator-9.html

First, I would like to say, I agree 100% about what you wrote for the last X-Mas, saying the profits generated by this kind of new indicators should go for a better environment and health for people , humanity for this planet. The economical crisis is not longer acceptable for some of us.

So, first thing : Where to fetch this Hilbert transform indicator ?

Secondly; I would like to talk w/ you about the kernel mode calculation.

Well, after mathematical research on the Burg algorythm and the HPMA calculation, w/o any good results , due to the fact, the market is always changing of stated from non-volatile to volatile and from volatile to non-volatile state w/o notice, I try to remove all fake, false and wrong values provided by the markets and the brokers.

That's why I worked a lot on the Kernel mode calculation.

Can you have a look on the i-Regr ?

The kernel mode would be 3, 5 or 7. For all test, 7 and Long TF, 7 seems to be the best value
the StdKernel should stay at the value 2 (for mathematical facts)
The number of analyzed bars should be over 250 at least

So, due the the fact, the kernel calculation is the only perfect way to avoid fake and wrong result in the MA values, is it possible for you to add this kernel mode on calculation ?
Due to this kind of heavy calculations, I know some old computers could crash w/ this kind of new indicators, but IMHO, this is the only way to go to the mathemathical perfection !!


All the best
Attached File(s)
File Type: mq4 i-Regr.mq4   5 KB | 1,052 downloads
File Type: mq4 KH NLev-Regr CurveFit v2.mq4   13 KB | 1,405 downloads
  • #1,000
  • Feb 7, 2011 3:38pm Feb 7, 2011 3:38pm
Quoting jaguar1637
Hi from France

Someone in another forum, asked me to have a look on this fabulous thread, I totally missed from the beginning
http://www.fxfisherman.com/forums/fo...dicator-9.html

First, I would like to say, I agree 100% about what you wrote for the last X-Mas, saying the profits generated by this kind of new indicators should go for a better environment and health for people , humanity for this planet. The economical crisis is not longer acceptable for some of us.

So,...
Hi there,

You might want to take a peek at this thread as well
0 traders viewing now