What’s your definition of market tracer and market follower?

Yes, absolutely! gg53 constructed an extreme goal in his 1st post: profitability at random entry. I hardly can imagine anyone around would consider testing that with real money. So I’m taking it as some kind of a mental experiment, set up to direct our focus more on money and trade management than on entry signals.

So I consider it inevitable…[Read more]

Scary … personally, I would always opt for no. 2 of gg’s precoditions.

That will happen from time to time. Even a ‘Perfect Trader’ can’t avoid ALL loosing trades. Preconditions 3 to 5 should minimize their count.

I never understood why to care about special ‘recovery trades’. If a system works, we don’t need them. After one trade has hit…[Read more]

Excerpt from their conclusion:

Our main result, which is independent of the market considered, is that standard trading strategies and their algorithms, based on the past history of the time series, although have occasionally the chance to be successful inside small temporal windows, on a large temporal scale, perform on average not better than…

[Read more]

Great link – thanks a lot!

Reading Garner’s posts on http://tradersplace.net/forum/thread/40/random-entries/page_5/ lead to this interesting paper:

http://arxiv.org/pdf/1303.4351v1.pdf

Didn’t read it in detail yet, their conclusion on p. 8 is enough to let me stay tuned.

Ahh, I see. I’m not so familiar with MPTM, it’s just the EA most guys are talking about related to trade management.

I would say, that PT (‘Perfect Trader’) and the entry strategy chosen (either another EA or manual strategy) would have to be based upon the same library or indicator to analyze market mode. If e.g. a counter trend swing trade is…[Read more]

A bit in the sense of Steve’s MPTM?

see http://www.stevehopwoodforex.com/phpBB3/viewtopic.php?f=21&t=64

I love them! In my opinion, most of them are absolute musts for any EA.

This sounds radical and fascinating. Maybe I spent too much time studying John F. Ehlers’ papers to even imagine that could work.

Now for an important detail: What’s random in particular?

Trade direction?
Entry timing?
Pair selection?

I think it would be…[Read more]

This thread is way toooooo silent!

So just listen to those two youngsters making their dream come true. I love them!

Hi brother,
Sorry, there is still bug at my code. I just changed these :

int         Periode[ ] = {1,5,15,30,60,240,1440,10080};

It is at top, and at start() or i think it will works at onCalculate() too :

int      periodeArrSize = ArraySize(Periode);
for (i=0; i<periodeArrSize; i++) { // each period
…
         while(t1<=PastBar…

[Read more]

Hi brother,
Sorry, there is still bug at my code. I just changed these :

int         Periode[] = {1,5,15,30,60,240,1440,10080};

It is at top, and at start() or i think it will works at onCalculate() too :

int      periodeArrSize = ArraySize(Periode);
for (i=0; i<periodeArrSize; i++) { // each period
…
         while(t1<=PastBar…

[Read more]

Hi brother,
Sorry, there is still bug at my code. I just changed these :

int         Periode[] = {1,5,15,30,60,240,1440,10080};

It is at top, and at start() or i think it will works at onCalculate() too :

int      periodeArrSize = ArraySize(Periode);
for (i=0; i<periodeArrSize; i++) { // each period
…
         while(t1<=PastBar…

[Read more]

Hi brother,
Sorry, there is still bug at my code. I just changed these :

int         Periode[] = {1,5,15,30,60,240,1440,10080};

It is at top, and at start() or i think it will works at onCalculate() too :

int      periodeArrSize = ArraySize(Periode);
for (i=0; i<periodeArrSize; i++) { // each period
…
         while(t1<=PastBar…

[Read more]

I did it by converted the code to “old style”, ex. using start() instead of onCalculate().  Now i can see all same lines from any TF.
Regards.

Bro, just download from the first post, it is the new one.

Thanks a lot xux99 …

Bro, just download from the first post, it is the new one.

Hi,i tried to apply “anchoring” to indicator. Please see the picture, any body know, if is this right ?
Thanks in advance.

Edit: sorry the text at image is wrong. “NewYork closed” must be “London Closed”.  NewYork + London means it is at NewYork opened.

Hi,i tried to apply “anchoring” to indicator. Please see the picture, any body know, if is this right ?
Thanks in advance.