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Optimized Trend Trading

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  • Post #1,181
  • Quote
  • Aug 19, 2011 8:24am Aug 19, 2011 8:24am
  •  jaguar1637
  • | Joined Feb 2011 | Status: Member | 221 Posts
Quoting MasterThesis
Disliked
Hello Trader.

I write my master thesis about algo trading.
And I try to figure out, If it’s necessary or not for a Property Trader (a trader how trade only with his own money) to use algo trading.
Thx
Ignored
Weird question: all trader use their own strategy based on specific algo (even a simple one), otherwise, there are not traders.

Where are you from ?

rgds

john
 
 
  • Post #1,182
  • Quote
  • Aug 19, 2011 9:49am Aug 19, 2011 9:49am
  •  MasterThesis
  • | Joined Aug 2011 | Status: Junior Member | 2 Posts
Quoting jaguar1637
Disliked
Weird question: all trader use their own strategy based on specific algo (even a simple one), otherwise, there are not traders.

Where are you from ?

rgds

john
Ignored


Hey john.

I know, that online trading platforms offer some simple futures, like average price… .

But what I mean, and what is really interesting for me is, If a property trader does develop for himself an algo trading program according to this special needs. Or maybe the trader buy finished program and modified it which helps him to decide or the program decide automatically to buy/sell.
More interesting for me is the automatically process for property trader.

As we know, 70 % of US and 40 % of Europe stock market are trading with help of algo trading.

The bottom line is, that the algo software do (show’s him) decision for the trader.
And my question is, If a private trader – property trade (not a hedge found or else) had a chance to trade on the market and be successful and to remain competitive without algo trading?
Or is it not more possible?

By the way I’m from Germany :-)

I hope now is more clearly what I mean.

Thx
 
 
  • Post #1,183
  • Quote
  • Aug 19, 2011 12:46pm Aug 19, 2011 12:46pm
  •  Jack168
  • | Joined Feb 2011 | Status: Member | 348 Posts
Quoting MasterThesis
Disliked
Hey john.

I know, that online trading platforms offer some simple futures, like average price… .

But what I mean, and what is really interesting for me is, If a property trader does develop for himself an algo trading program according to this special needs. Or maybe the trader buy finished program and modified it which helps him to decide or the program decide automatically to buy/sell.
More interesting for me is the automatically process for property trader.

As we know, 70 % of US and 40 % of Europe stock market are trading with help of...
Ignored

It is very hard to catch your real question. Please use a simple sentence, ok.

Your question: Can manual traders (not automatic, computerzied, robotic trading system, like EA, etc) have a chance to make profit in the market place against aglo trading (auto, robotic, EA) in some degree of competitive ?

Yes, manual traders can win in terms of their skills, trading method, ... etc factors. Because, all algo trading systems are designed by human - the best, experienced, scientific, High IQ traders. Algo trading systems are some kind of man-made traders. Don't understand manual trading, then, couldn't develop algo trading.

I believe, you would be better to change other topic for your master thesis. You need huge time to know all aspect of algo trading. Take easy one. For example, just reseach one algorithm, code it in MT4, test it in MT4 for fx trading manually, and EA trading; then, write out a thesis which will be good enough to pass.

Topic is here: "Cointegration and autoregressive: Engle-Granger Method, MT4 coding, testing in forex platform."
 
 
  • Post #1,184
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  • Aug 30, 2011 6:31pm Aug 30, 2011 6:31pm
  •  kpt1956
  • | Joined Jul 2008 | Status: Smells like money to me | 109 Posts
I have been demo using AMA Optimized with non lag ma. Problem I have is when I put in on live chart, the AMA optimized paints very few dots compared to the demo. Settings are the same for both live and demo. Can anyone help me solve or understand what the problem with the live account not painting dots on the AMA optimized? The non lag ma seems to be the same on both live and demo charts. Here are my Imput settings for the AMA optimized:

Period AMA : 10
nfast : 2.0
nslow : 30
G : 2
dk : 2.0
Price type : 0
AMA Trend Type 1

I have attached both charts and the indicators.
BTW, the live chart is MT4 Forex.com and demo MT4 is Interbank. I don't know if that should have any effect on the AMA Optimized indicator.
Attached Image(s) (click to enlarge)
Click to Enlarge

Name: eurusd demo chart.gif
Size: 24 KB
Click to Enlarge

Name: eurusd live chart.gif
Size: 25 KB
Attached File(s)
File Type: ex4 AMA optimized.ex4   7 KB | 3,051 downloads
File Type: ex4 NonLagMA.ex4   8 KB | 2,644 downloads
 
 
  • Post #1,185
  • Quote
  • Aug 31, 2011 5:16am Aug 31, 2011 5:16am
  •  jaguar1637
  • | Joined Feb 2011 | Status: Member | 221 Posts
Quoting kpt1956
Disliked
I have attached both charts and the indicators.
BTW, the live chart is MT4 Forex.com and demo MT4 is Interbank. I don't know if that should have any effect on the AMA Optimized indicator.
Ignored
Hi
I dunno how you draw so much beautiful suns on your chart

Regarding your problem, the AMA is in fact the MESA Adaptive Moving Average. As far as I understand, MESA as SSA, they are block transform indicators. So, they repaint

your code of this indicator should be something like this :
(
Could you give me a favor and send me MQ4 code to be sure what I am writing to you ? )

____________________________________
start()
{
while(i>=
0)
{
Price[1]=((High[i]+Low[i])/2);
.......................................
___________________________________

===> Replace
while(i>=0) by while(i>=1)

and your indicator won't replaint anymore.


Rgds



 
 
  • Post #1,186
  • Quote
  • Aug 31, 2011 6:58pm Aug 31, 2011 6:58pm
  •  kpt1956
  • | Joined Jul 2008 | Status: Smells like money to me | 109 Posts
Jaguar, I think you misunderstood my question. I WANT the live chart to paint as many dots as the demo does, because I use them as key for trade setups on entry candles with the color of the non lag MA. Heres the AMA code.
Attached File(s)
File Type: doc AMA MQ4 code.doc   27 KB | 912 downloads
 
 
  • Post #1,187
  • Quote
  • Sep 1, 2011 1:33am Sep 1, 2011 1:33am
  •  crashout
  • | Joined Oct 2006 | Status: Member | 373 Posts
Hi,

There is always differences between demo and real, and you use 2 different brokers ! What do you expect ....

Use the signals on the demo to trade your live account, that's all !
 
 
  • Post #1,188
  • Quote
  • Sep 1, 2011 7:11am Sep 1, 2011 7:11am
  •  kpt1956
  • | Joined Jul 2008 | Status: Smells like money to me | 109 Posts
Crashout, Thanks. I just thought if it was something that could be fixed someone might know. I do have both the demo and live account open at the sametime. Would be nice to have just one open, but it's not anything beyond what I have already been doing looking for trade setups.
 
 
  • Post #1,189
  • Quote
  • Sep 4, 2011 8:03am Sep 4, 2011 8:03am
  •  batman007
  • | Joined Sep 2011 | Status: Junior Member | 5 Posts
Quoting yourspace
Disliked
i do some modification of the indicator. i do not know what is the difference between the indicator and" SSA of price.mq4", hope John Last can give some information.

yourspace
Ignored

hi the indicator that you uploaded don,t work on my mt4 can you help me???
caterpillar_v3_mod
 
 
  • Post #1,190
  • Quote
  • Sep 4, 2011 8:25am Sep 4, 2011 8:25am
  •  batman007
  • | Joined Sep 2011 | Status: Junior Member | 5 Posts
Quoting CamaRon
Disliked
Hi John,

So far, I've only used it to indicate break point's and "trend change", and it seems to work quite well for that. I'm using other tools to assist, of course. I'm enclosing a shot so you see what it looks like.
Ignored

hi anybody can post the indicators on the picture??
thank you
http://www.forexfactory.com/attachme...3&d=1311164905
 
 
  • Post #1,191
  • Quote
  • Sep 14, 2011 5:18pm Sep 14, 2011 5:18pm
  •  Jack168
  • | Joined Feb 2011 | Status: Member | 348 Posts
Hello, John,

I am looking for MT4 Garch indicator or MT4 stochastics volatility indicator. Have you got this kind of indicator?

Need a help from anybody. Thank advance.
 
 
  • Post #1,192
  • Quote
  • Sep 20, 2011 8:29am Sep 20, 2011 8:29am
  •  r4bb1t
  • | Joined Jan 2010 | Status: Member | 27 Posts
Could anyone convert Fractal indicators in this thread to Easy Language please.
i'm talking about FGDI http://codebase.mql4.com/5525 and iVar http://codebase.mql4.com/4490
Thanks
 
 
  • Post #1,193
  • Quote
  • Sep 21, 2011 10:58am Sep 21, 2011 10:58am
  •  John Last
  • | Joined Apr 2010 | Status: Member | 180 Posts
I am sorry. However it is amazing for the first time I see someone asking the translation from mql to easy language. Normally it is the opposite.

That means the mql community is leading in the technical analysis research LOL.

I am wondering why you would need that. Maybe you have in mind a market inaccessible under mt4. In this case meanwhile i can recommend to import the data in mt4.
 
 
  • Post #1,194
  • Quote
  • Sep 21, 2011 1:04pm Sep 21, 2011 1:04pm
  •  r4bb1t
  • | Joined Jan 2010 | Status: Member | 27 Posts
Quoting John Last
Disliked
That means the mql community is leading in the technical analysis research LOL.
Ignored
Hi John.
i'm using some weird trading platform that is compatible with TS only. because i'm a futures trader which MT4 doesn't support.
since MT4 is widely used for forex users than TS. forex forums are more active and all of them are talking about MT4.
99% of decent indicators that i've seen were all written in MT4. so yes, i feel like exactly you've told.
i feel like MT4 experts have great programming skills and idea and progressive.
i really want to try ASCTrend system. but it's not available for me
 
 
  • Post #1,195
  • Quote
  • Sep 22, 2011 5:20am Sep 22, 2011 5:20am
  •  John Last
  • | Joined Apr 2010 | Status: Member | 180 Posts
Hi,

I think the only way to have a native program is to hire a programmer.

The other option is to try to read posts like this one:
http://www.forexfactory.com/showthread.php?t=24271

And to try to solve the problem with importing and exporting data. I think this is more universal solution because tomorrow you would like to use another mql indicator.
 
 
  • Post #1,196
  • Quote
  • Nov 21, 2011 3:11am Nov 21, 2011 3:11am
  •  John Last
  • | Joined Apr 2010 | Status: Member | 180 Posts
I just want to share some results. I tested a basic Ehlers cycle strategy to see if that basic cycle strategy can still work on the modern Forex market.

I tested a basic cycle strategy with a mod expert.

The results are. Do not trade cycles on EURUSD below 4 h time frame.

The detailed description of the strategy is here.

The expert EA mod is here.
 
 
  • Post #1,197
  • Quote
  • Nov 25, 2011 3:16pm Nov 25, 2011 3:16pm
  •  spowell214
  • | Membership Revoked | Joined Nov 2011 | 18 Posts
tried this strat, good stff mate
 
 
  • Post #1,198
  • Quote
  • Dec 25, 2011 2:43pm Dec 25, 2011 2:43pm
  •  John Last
  • | Joined Apr 2010 | Status: Member | 180 Posts
Marry Christmas to all traders and friends.
 
 
  • Post #1,199
  • Quote
  • Dec 30, 2011 7:11pm Dec 30, 2011 7:11pm
  •  ChesterB
  • | Joined May 2007 | Status: Daytrader | 156 Posts
Quoting John Last
Disliked
I just want to share some results. I tested a basic Ehlers cycle strategy to see if that basic cycle strategy can still work on the modern Forex market.

I tested a basic cycle strategy with a mod expert.

The results are. Do not trade cycles on EURUSD below 4 h time frame.
Ignored
Hello John and all. I recently stumbled into this thread, cycles, and Ehlers... I initially started trading years ago, stopped, and just started again in the last several months.

My recent results, although overall profitable, have been very erratic, and my methods have been discretionary.

Intuitively, I have been trading cycles, but without a clear system.

Usually this is on the 15M timeframe...

I watch price go up , say 25 pips over 8-10 bars, go back down 25 pips over the same amount of bars, place a long trade in anticipation that price will go back up, and seem to be right more often than not.

I would love to be able to systematize this idea. The last few days have been a whirlwind of research into Ehlers, this thread, and DSP in general.

Thankfully, I have access to an engineer (my dad ) who can help me understand the math.

I do agree the markets are looking pretty chaotic these days but I still think that some cyclic analysis should be helpful to provide an edge when combined with other principles.

Admitedlly, this is just an opinion and I have not done the backtesting yet.
Right now, I'm looking into the trend vs cycle market modes that Ehlers postulates, and trying to determine the best way to apply this.

I guess I'm pretty much a newbie relative to those really knowledgable
in this thread, but I'm determined to make some progress. Even if I am not able to produce a profitable mechanical system, at the very least I
feel there is a good chance of creating a workable discretionary system
in the spirit of optimized trend (and rangebound?) trading.

Thought I would jump into the thread and hopefully make some new friends.

Cheers and best wishes for 2012!
 
 
  • Post #1,200
  • Quote
  • Jan 15, 2012 10:40pm Jan 15, 2012 10:40pm
  •  Lambert
  • | Joined Jan 2012 | Status: Member | 4 Posts
Quoting CamaRon
Disliked
Send me a pm with your email address, and I'll send them to you.
Ignored
Hi Camaron, can you please tell me what indicators you're using? tia
 
 
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