Phreaky Phorex Successful Manual EA Needs Coding Experts - page 6

[akil]

Wau, this thread attract people.

Thanks Maji, you're great. Have no idea what whith Vidya. Kaufman looks good with dif. settings: AMA 30, nfast 3. Try with G-3, and it's very cool swing system.

[bluto]

Tross:
Downloaded the VTTrader, opened the indicators, copied the formula's. I just wanted to be sure we were using the exact formula that you were using in VT.

BTW, with the chart up, and those indicators on it... I would have closed 6 profitable trades, That was on a 30 minute chart also.

Do you use a 30 minute chart for your system ?

Heres they are, someone might make these indicators before I do. It's where we have to start, yes?

VIDYA from VT Trader

UpDay:= Sum((Price-Ref(Price,-1))*(Price>Ref(Price,-1)),Periods);

DownDay:= Sum((Ref(Price,-1)-Price)*(Price<Ref(Price,-1)),Periods);

_CMO:= 100 * ((UpDay-DownDay)/(UpDay+DownDay));

SC:= 2/(pds+1);

absCMO:= abs(_CMO)/100;

Vidya:= If(BarCount()<=(pds+1), Price, (SC*AbsCMO*Price) + (1-(SC*AbsCMO)) * PREV);[/CODE]

DEMA from VT Trader

[CODE]

_Dema:= 2 * mov(pr,len,mat) - mov(mov(pr,len,mat),len,mat);

There are other examples of Vidya code around. I am really interested in making these indicators, but time is an issue!!

Hmmm...that VT Trader VIDYA formula has no semblance whatsoever to Chande's original work. Th emore I think about it, VT Trader is using some kind of hybrid of their own because the term "VIDYA" actually refers to both a "VIDYA-L" (long term variable moving avg.) and a "VIDYA-S" (short term variable moving average). These are two separate indicators that are built to reflect volatility and depart from traditional EMA's by incorporating standard deviation calculations. He uses these two indicators like EMA's for crossovers, and has an oscillator called the "RAVI" (Rapid Adaptive Variance Indicator) which is the difference between VIDYA-L & VIDYA-S. RAVI oscilates in a range of -10 thru 10 over a zero line; positive values indicate buy signals and negative indicates sell signals.

I'm intrigued by the original work and amazed at how closely these indicators track price - far ahead of MACD or MA Crossovers. There's even a "TurboMACD" made from these indicators that blows traditional MACD out of the water. I think I'm going to pursue this original methodology since it looks like others have jumped in here to directly address the GBPUSD thing for Phorex.

[[Deleted]]

Jack,

The DEMA-1 is the indicator that mimics the formula that VT uses. I am attaching my take on it, and it closely resembles Dema-1 that you posted.

Here is the Vidya indicator that I created based on the formula from VT. Both these formulae were posted in page 1 of this thread.

Look at these and let me know.

Maji

Edit: Corrected Vidya.

[bluto]

akil:
Wau, this thread attract people. Thanks Maji, you're great. Have no idea what whith Vidya. Kaufman looks good with dif. settings: AMA 30, nfast 3. Try with G-3, and it's very cool swing system.

Ain't it awesome!? All in the pursuit of pips.

[[Deleted]]

Here is the executable of the EA that uses the two indicators posted in my previous post.

The MM routine will risk x% of your free margin as margin for one position. There are a total of 4 positions (2+1+1), so your total risk will be 4x%.

[[Deleted]]

I corrected the bug and uploaded Vidya and the EA again. Please download them again.

[Tross]

Great Job Maji,

That looks much better, let the back and forward testing begin.

Hey Akil,

Regarding Kaufman, did you try it with the settings that Phreak posted?

Kaufman Moving Average at 255, 15 fast, 10 slow

I've 2 charts open, one with Maji's, one with Dema25 and Kaufman, both look identical zoomed in on 5m charts

Tross

[phorex_phreak]

wow!!!!!!!!!!!!!!! holy crap, what a response!!!!!!!!!!!!!!!1 i wasnt expecting this, i went out for a few minutes and this thread has literally exploded.....the VIDYA is not correct, hugs the price way to closely, although we can still use the KAMA instead,, you guys are awesome, i cant believe it.....we'll keep plugging away until we get it right.....im sure if we get a workable EA we would give Phoenix a run for his money in the trading championship......thankyou for all your hard work so far guys.....keep on phreaking...

[akil]

Thanks Maji again, new Vidya the same as VTT, change only smoothConst to 6 or 7.

[[Deleted]]

Here are my results with Maji's latest EA. Only 5 months, 90% modelling quality.