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@tankhang: Great work! Many thanks for it. Will have depper look on it tomorrow! First impression is great.
About Trend:
Beside the classical 200MA (or other MA’s) & straight TrendLines (manual or Auto) there is another behaviour to a Trend.
Pullbacks are slower than “back to trend”.
How to measure: Pips/bar count in pullback and Pips/bar count in return to trend.
This will give you even faster signal when the trend is about to finish – by starting to reduce the ratio.
G.
Hello Smallcat Take care of your eyes.. tankhang
Thanks a lot mate, and thanks for the code too …
[quote quote=10132]Hi G, The PEAK/TROUGH is NOT the END swing point, But some BARS near the swing point ? And the Oscillator defines the exact entry point based on the TREND and Peak/Trough. Do i understand it right ? Thanks Edit: sorry i could not active in these last 2 days .. my eyes were very pain. Doctor said that it is not because of improper of my eyeglass lenses, but some thing like inflammation of the optic nerve
So, i must take a rest 5 – 10 minutes, after every 1 hour in front of computer …. Hello Smallcat, Me too i have very sensible eyes, i will give you something which really works for me. You apply compress of cornflower, i mean you lie on your back, and you put compress of cornflower on your eyes, but you keep your eyes closed, that’s important we just want to treat the external, but what it’s interesting, is after 5 minutes the cornflower penetrates deep and calm your eyes. Generally i keep it 10 minutes. If you could find biological cornflower water, it’s very good. I give you the product i use, but i live in France, don’t know if you can find the same. http://www.my-dermacenter.com/fr-fr/snf-eau-florale-veritable-eau-florale-bleuet-messicole-bio-200-ml-sanoflore You can also check the new samsung curved monitors, they have function to reduce the blue light, which is very bad for the eyes. If you wear glasses, you can also ask when you’ll renew your glasses for a blue light filter directly in your glass. All the manufacturers of glasses have that in their arsenal now. Take care of your eyes, they are very precious, imagine you can’t watch your screen …. [/quote]
Thanks a lot mate. It is a good idea to use cornflower water. Currently i must put some drops tears natural water and one other eye drops (for red eyes, if needed). I realized that my eyes became bad after i upgrade my video card driver … :( …. i think it becomes interlace or not so table (although my eyes can not see it at a glance). Trying to remove it, using the old driver, and i set my default computer default font bigger … etc … and i am trying to be more discipline by taking 5-10 minutes rest after 1 hour in front of monitor … Thanks mate.
I made some changes to the Volume Oscillator: Instead of contributing the whole “Volume” to up or down bar: I’m only contributing partial Volume according to the ratio of (Close-Open) / (High-Low). G.
Hi G,
Does it mean you get only the big ratio ? Lets say > 70% or >80% ?
Thank you tankhang, it’s really nice work.
I notice a small problem, the indi doesn’t update in real time, i need to refresh it.
Maybe one of our genius here can have look.
Hi all and thank you very much @tankhang. Trend can be find out with tick Volume, right??
Yes, Gadi_TickVolume (or its more updated versions) can point the trend IN THE CURRENT TF, when it’s above or below “0”.
But when trading, a lower TF can show down trend while in higher TF its just a pullback.
So the question remains: what is the RELEVANT trend?
G.
@tankhang: Good job!
I notice a small problem, the indi doesn’t update in real time, i need to refresh it. Maybe one of our genius here can have look.
@LittleCaro is right: the indicator does not update at latest bars, unless reloaded manually.
@tankhang: if you prefer to care for this issue yourself, just go ahead. You’ll learn to code by practicing and debugging your own code, and that’s what you’re doing – I appreciate that!If you’d like to receive some coaching from an experienced coder, we might do that in this thread. Just place your code and question over there. So G’s thread won’t be cluttered with our coders’ chat.
s.
A good trader is a realist who wants to grab a chunk from the body of a trend, leaving top- and bottom-fishing to people on an ego trip. (Dr. Alexander Elder)
@gg53 , no relevant trend. Each one make trading in differents timeframes.
But if “x” is a trend and “Ti” the timeframe, and “w” the value of tickVolume, we can define that if we can trade in M15, then x:= w for Ti>T15.
The problem is:
we can define the current trend late?
not necessarily as a replacement but something for the non coders to play with until it gets patched up
RE: but nobody will improve his coding or even learn the basics of coding by just downloading and compiling.
I have learned what i know from downloading and compiling. if it downloads and compiles then i have an example of something functional that i can look at to see how it was coded. :P
“I believe the very best money is made at the market turns. Everyone says you get killed trying to pick tops and bottoms and you make all
your money by playing the trend in the middle. Well for twelve years I have been missing the meat in the middle but I have made a lot of
money at tops and bottoms.”
– Paul Tudor Jones[quote quote=9981]I made some changes to the Volume Oscillator: Instead of contributing the whole “Volume” to up or down bar: I’m only contributing partial Volume according to the ratio of (Close-Open) / (High-Low). G.
Hi G, Does it mean you get only the big ratio ? Lets say > 70% or >80% ? [/quote]
Hi @smallcat
If I am not mistaken, GG53 is replacing the volume become ((Close-Open)/(High-Low))*volume in the volume oscillator algorithm..
tankhang
or you could download one of the clear method indicator’s floating around the net
That’s correct, but nobody will improve his coding or even learn the basics of coding by just downloading and compiling. I appreciate @tankhang ‘s attitude. The door for assistance is always open.
s.
A good trader is a realist who wants to grab a chunk from the body of a trend, leaving top- and bottom-fishing to people on an ego trip. (Dr. Alexander Elder)
[quote quote=10215][quote quote=9981]I made some changes to the Volume Oscillator: Instead of contributing the whole “Volume” to up or down bar: I’m only contributing partial Volume according to the ratio of (Close-Open) / (High-Low). G.
Hi G, Does it mean you get only the big ratio ? Lets say > 70% or >80% ? [/quote] Hi @smallcat If I am not mistaken, GG53 is replacing the volume become ((Close-Open)/(High-Low))*volume in the volume oscillator algorithm.. tankhang [/quote]
Ou thanks mate, i have missed understood the word “ratio” … now it is clear.
[quote quote=10215][quote quote=9981]I made some changes to the Volume Oscillator: Instead of contributing the whole “Volume” to up or down bar: I’m only contributing partial Volume according to the ratio of (Close-Open) / (High-Low). G.
Hi G, Does it mean you get only the big ratio ? Lets say > 70% or >80% ? [/quote] Hi @smallcat If I am not mistaken, GG53 is replacing the volume become ((Close-Open)/(High-Low))*volume in the volume oscillator algorithm.. tankhang [/quote]
Right.
My “logic” was that the volume is spread between Low & High, but its true contribution to the move is between Open & Close.
G.
Can someone please write a simple EA that places a Buy-Stop & Sell-Stop pending orders (no expiration):
The order should be placed immediatly after Peak changes into Trough and Trough changes into Peak.
The Buy-Stop is placed above the Peak & Trough Highest bar +extra pips as user parameter.
The Sell-Stop is placed below the Peak & Trough Lowest bar +extra pips as user parameter.
Add TP,SL & Trailing as user parameter.
This will keep other members here happy with some pips…
When the Trend Function finally defined, there will much more happy pips..
G.
Can someone please write a simple EA that places a Buy-Stop & Sell-Stop pending orders (no expiration): The order should be placed immediatly after Peak changes into Trough and Trough changes into Peak. The Buy-Stop is placed above the Peak & Trough Highest bar +extra pips as user parameter. The Sell-Stop is placed below the Peak & Trough Lowest bar +extra pips as user parameter. Add TP,SL & Trailing as user parameter. This will keep other members here happy with some pips… When the Trend Function finally defined, there will much more happy pips.. G.
Here is my EA. Hope I understood and implemented your logic correctly. The EA works on every tick (for trailing purposes) but opens STOP orders only on new bar when the bar causes to change peak to through or opposite.
One thing I’m not sure though, is how should the EA behave if the latest bar caused the through change to peak, and at the same time closed above the High of that through. It can not place BUYSTOP order at that High since it is lower than current price. Should it place BUYLIMIT instead?
V.
Here is my EA. Hope I understood and implemented your logic correctly. The EA works on every tick (for trailing purposes) but opens STOP orders only on new bar when the bar causes to change peak to through or opposite. One thing I’m not sure though, is how should the EA behave if the latest bar caused the through change to peak, and at the same time closed above the High of that through. It can not place BUYSTOP order at that High since it is lower than current price. Should it place BUYLIMIT instead? V.
The logic when Trough changes to Peak is known, and no need to wait for bar close. As soon as this happens you open a Buy stop xx pips above it.
The opposite is true for Peaks changing to Troughs.
Thanks for the EA and your efforts ! Good job !!
G.
The above EA “exercise” was just a proof of concept.
VlanFx EA is profitable in many parameter variations.
If you notice pending trades, you’ll see that most of them are gatherred in clusters areas that are market significant.
This is just using the Peak & Trough algo. Imagine what can be done if we add the Trend, thus reducing the loosing position and increasing the TP & Trailing.
Open pending orders can be automatically or manually removed at the end of the day, or at will.
My prefered settings for this EA are: EURUSD, H1, 0.01 Lot:
TP: 40, SL: 25, Trailing: 5, the rest as default.
Very low DD, good profit, good win/loss ratio.
Results:
DD: 0.12%, Winning trades: >85%
Duration: 17 Aug 2015 – 14 Dec 2015 (~4 months).
Remember that it’s just a proof of concept. Peak & Trough algo could be further enhanced, add the Trend algo, add auto SL based on volatility, etc, etc….
Good job, VlanFx !!
G.
[quote quote=10251]Here is my EA. Hope I understood and implemented your logic correctly. The EA works on every tick (for trailing purposes) but opens STOP orders only on new bar when the bar causes to change peak to through or opposite. One thing I’m not sure though, is how should the EA behave if the latest bar caused the through change to peak, and at the same time closed above the High of that through. It can not place BUYSTOP order at that High since it is lower than current price. Should it place BUYLIMIT instead? V.
The logic when Trough changes to Peak is known, and no need to wait for bar close. As soon as this happens you open a Buy stop xx pips above it. The opposite is true for Peaks changing to Troughs. Thanks for the EA and your efforts ! Good job !! G. [/quote]
Thank YOU @GG53 for sharing your knowledge with us.
V.
So, i must take a rest 5 – 10 minutes, after every 1 hour in front of computer …. 
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