@LittleCaro:

I guess you’re referring to threads @Saver0 started: here and here. I also failed to find it using forum search, but asking Mr. & Mrs. Google showed me the way.

s.

@LittleCaro:

I guess you’re referring to threads @Saver0 started:

http://penguintraders.com/forums/topic/nature-of-markets-power-of-probability-compounding-1pip/

http://penguintraders.com/forums/topic/nature-of-markets-randomness-probability/

I also failed to find it using forum search, but asking Mr. & Mrs. Google showed me the way.

s.

You beat me: thanks for shouting, G. and thanks for sharing, L. !

s.

At the current stage of development it doesn’t really make sense to introduce higher or lower timeframes. If we did, we couldn’t backtest anymore, and backtesting is most valuable when enhancing functions like dynamic SL and TP.

From my point of view, it makes sense to introduce higher or lower TF after these functions are working at a…[Read more]

Good link, thanks for this:

It makes sense to review good old resources from time to time.

Great code snippet! Is it sufficient to check this only once in OnInit(), or should it better be checked before opening or modifying an actual trade?

s.

Hi Vlan!

Good to have you back! From my point of view, partial close, moving SL to BE, trailing stop, and news are working fine.

Currently my main concern is that dynamic TP function based on ADX. I coded it according to my understanding of G.’s requirements. At the moment it progresses TP too far, because ADX will turn around too late. What…[Read more]

@kapybara:

Yes, a bit confusing! Milan, would you mind asking GP Support for an explanation of this issue? You’re the one whose account is hit by those limitations, so I think it makes sense that you would ask.

If their support does not provide a satisfactory answer, you might place your question in public via Steve Hopwood’s forum, where GP…[Read more]

Guys,

I think this discussion is heating up mostly due to the lack of detailed facts in many arguments.

I’ve got some coding and more to do, so please don’t mind if I’m quitting here for a while.

s.

Great! Any specific post, or just generally since we met here?

s.

Two instances of CIX used simultaneously as a practical answer?

Top: short term, very reactive, RSI normalization (this is for entry timing by anticipating swing reversal)

Bottom: medium term, timeframe normalization (this is for selection of which pairs to trade)

Combined SELL entries are at the orange lines.

s.

I’m afraid you’re right!

It’s a question of the individual strategy preferred: fishing for exact swing reversals under controlled conditions or ‘good old’ waiting for confirmation. Like one of the ‘great’ traders said: I’m satisfied to cut the middle 30 or 40 % of a swing and let the others fight for the rest. I don’t remember who it was, but I…[Read more]

Not confused! I just think you found a stable and well-balanced set of parameters for your system to work at optimum performance.

s.

Using MAs for trading, we always have to find some balance between two antagonistic mathematical methods: integration and differentiation.

Applying the MA (integration) to prices always introduces a certain amount of lag. Choosing a state of the art adaptive filter instead of a simple SMA can reduce the amount of lag while at the same time…[Read more]

Most CS indicators are lagging to some extent. And so do my early attempts to code a CS. All those discussions with @gg53 about this topic convinced me that this is not necessarily so, and my latest CIX is tuned to be much more reactive than every CS I coded earlier. But ok, it’s a bit choppy now. And since we want to calculate a slope, ‘some’…[Read more]

Thanks for this:

I also experimented with VZO settings different than the defaults suggested in Khalil’s article. I found that VZO 4 … 8, limits around 60 looked interesting, so very much similar to your suggestion.

I will certainly try your breakout, anticipating the reversal! I’m curious how the exact timing will meet CIX and CLEAR.

s.

Thank you for yout hints!

Re. enumerations: yes, all trading decisions can be represented by one common enumeration instead of indicator-specific enums. That would be even easier to read and maintain. I will modify my functions in that way.

Re. higher and lower TFs: I fully support your view. Just at the moment I would like to stay with one TF…[Read more]

A little motivational post regarding backtests with Offline CIX.

This is the result of a 4 months backtest run on EURUSD H4. Simple entry combination of just CIX and CLEAR, no VZO yet.

Purposefully hardly any trade management yet, because I wanted to get an idea about the entry quality. It’s 1 % risk per trade, 1.0 ATR SL and TP, with moving SL…[Read more]

Thank you for clarifying:

In my Penguin_CIX.mqh, it looks like this, because I prefer to work with enumerations in such cases:

enum CIX_TRADE {
CIX_TRADE_NONE,
CIX_TRADE_BUY,
CIX_TRADE_SELL
};

Called like this:

CIX_TRADE cixEntry = getCixEntry(symbolIndex, tf, CIX_INDI_NAME, cixSmoothing, cixTrendDepth, Prefix, Suffix);

The rest…[Read more]

Call For Coders

It’s still too early to publish my latest CIX full version – there’s some code cleanup to do.

But if anybody would like to backtest our EA prototype based on CIX data, I’ve got something to offer: the Offline Version of CIX 4.3.

It works like this: I equipped the full version with a csv export interface, that dumps timestamps as…[Read more]

How about currency strength to identify ‘no trend’ intervals?

s.