Multicurrency advisor based on cluster indicators
I propose for all possible consideration an indicator - a variation on Semen Semenych's CCFp. I developed it half a year ago, I think it would be appropriate now.
Made the following features (deeply reworked version of CCFp).
1.Optimized the calculation of lines of two currencies included in the current pair based on all majors and gold (gold, as well as any other currency can be disabled, see code. Gold at my broker is listed as XAUUSD, if yours is different, you should either change in the code or disable)
2. output under the chart: histograms of the difference between the currency lines of the current pair and its two scales.
3. output under the chart: lines of the first currency and inverted line of the second currency of the instrument, and their smoothing.
4. The colour of lines is determined automatically (depending on the pair)
Investigate, think, share notes.
For example: you can see which currency currently draws the histogram, i.e. who is being driven in the market.
It is possible to optimize the parameters of the future Expert Advisor for each symbol.
Below is the gold chart.
Thanks, we'll take a look.
I have an idea about additional false entry filters. Practically any TS on cluster idnikators is built based on considerations of oversold or overbought currencies, i.e. in indicators it is a position relative to zero, which is essentially a balance line. So, the idea is the following. The Expert Advisor determines the entry by the crossover of the indicators, right? But we miss the moment when this crossover happened! I mean that we can use the position of the moment of crossing of indicator lines relatively to zero as a filter. Sell - when the crossover was above zero, Buy - when it was below zero. But this will definitely decrease the number of deals and may miss fast movements.
I used to do it, but then I gave it up... because I didn't know what to do with what I got :)
This thread helped me with the indicator. But I think a large number of currencies is absolutely unnecessary, 3 is enough (as the plane is held on 3 points of support).
In general for myself I have chosen 3 currencies EUR, GBP, JPY against dollar and their crosses, i.e. 6 pairs as shown in the picture :))
I tried to write an Expert Advisor. The first result for EURUSD pleased me, the profit factor for 2 years was more than 4, but to my disappointment the other pairs gave much worse result (by the way I remembered, that's why I abandoned the idea). But in the light of this thread I'm ready to get back to this topic. Maybe we can get something together.
спасибо, будем смотреть.
есть мыслишка одна по поводу дополнительных фильтров ложных входов. Практически любая ТС по кластерным идникаторам строится исходя из соображений перепроданности или перекупленности валют, т.е. в индикаторах это положение относительно нулевой отметки, которая по сущности является линией баланса. Так вот мысль в следующем. Вход советник определяет по пересечениям индикаторов, так? А вот момент, когда было это пересечение мы упускаем! Я хочу сказать, что в качестве фильтра можно успользовать положение момента пересечения лииний индикаторов относительно нуля. Селл - когда пересечение было выше нуля, бай - ниже нуля. Но этим мы сократим число сделок однозначно и возможно будем пропускать быстрые движения.
Another idea...
Breakthrough of a fractal (insignificant, say, on M15) and, as a confirmation, take values of the indicator.
Let me explain... A simple crossing of lines is not the reason to make decisions. Price passing of some level may be more informative, especially if it is confirmed by the indicator, but it's just an idea...
Dear RomanS!
This thread was created for this purpose, to find a constructive and decent use of cluster indicators in automatic or semi-automatic trading systems. I am, unfortunately, not a programmer, but a generator of ideas, which I am ready to discuss and test in a programmatic form.
Еще идея...
Пробитие фрактала (незначителого допустим на М15) а в качестве подтверждения как раз и брать значения индикатора.
Поясню... простое пересечение линий, по-моему еще не повод для принятия решений. Продитие ценой некоторого уровня, может нести более информативный характер, тем более если он подтвержден индикатором, но это так просто мысль...
By the way, the diverters on the histogram in Mobius work well. I'll have to think about it.
Check history for all pairs, disable gold ifXAU = 0, roll Bars.Count (default is 2000 bars). Click on periods (sometimes it needs to be re-initialised after modifying parameters).
Who doesn't have it showing yet?
Or who already has it showing?
Here's Fuy:
Уважаемый RomanS!
Для это и создали эту ветку, что бы всем миром найти конструктивное и достойное использование кластерных индикаторов в автоматических или полуавтоматических торговых системах. К сожалению я не программист - а так сказать генератор идей, которые готов обсуждать и тестировать в програмном виде.
Here is a real application of Semen Semenych's cluster indicators on a real account, everything works perfectly
The disadvantage of the system is the long wait for signals, I have temporarily put it on the shelf
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The topic opens on an EA which started here and continued to develop here and here.
Here is a link to last week's stats for the ccfp_cc_v1 version of the four o'clock EA