Conor Mcnamara / Perfil

this was another entry on the VWAP price

the way I see it, whether you buy or sell at this price, there's some profit there eitherway

I am on a demo account performing these tests where I put indicators into live testing

this entry was the VWAP price at the time I placed the buy limit, it seems like a good indicator to me, and it's downloadable on the codebase

I used to think that from a 10K account and 1:33 leverage, a 1 month profit of 1 - 2K would be very good. But this current strategy is showing much greater alpha in one month.While I know that not every month can be the same, and that one month historical backtest means nothing for the future, it gives me an indication that this strategy has substance if it can show results like that. This is the power of ATR.

By not immediately executing a trade upon a signal...you can refine entries using states. It's just a bit more work.

It's crazy to think that technical analysis in financial markets borrowed from mechanical engineering, electrical engineering, statistics and probability theories, geospatial engineering, thermodynamics, neuroscience....the list goes on

A promising work underway..

- Candles are colored based on IDWMA price cross, noise, momentum, and doji patterns
- Extreme channel to calculate extreme prices on the last 30 bars
- ATR bands from the IDWMA price

Buy:
Previous and current green candle
Bid price is below the midpoint of the extreme channel
Bid price is above the 50 period EMA
Position stop loss trails on ATR band

Sell:
Previous and current red candle
Bid price is above the midpoint of the extreme channel
Bid price is below the 50 period EMA
Position stop loss trails on ATR band

the volatility SAR with a strict momentum rule

the volatility SAR with no momentum rule

There are some shortcomings in the Parabolic SAR.

It traditionally used a fixed acceleration factor and didn't account for volatility, and this made it give bad signals in choppy markets. It also didn't care about price momentum, so it always had a signal while disregarding the fact that sometimes it's not good to trade.

I'm building a Custom SAR which is accelerating based on volatility (fully dynamic acceleration factor), and looking for valid momentum. If there is no valid momentum, the signal is removed on these bars.

How can we calculate the trend change on time from extreme pivots?

- Zigzag algo extended to find when the leg stops moving
- When the leg stops moving, the trend change is analysed from a non lagging moving average
- Now it is calculating only the moving average trend changes relating to pivots
- All other fleeting moving average trends are ignored

https://soundcloud.com/ambientmusicalgenre great things on this page

Ha publicado el código Candle Pattern Recognition Unit

Ha publicado el código Price Percentage Zigzag (No timeframes)

Ha publicado el código Bull Bear Volume

Someone made a good code for a zigzag based on ATR rules instead of the traditional depth and backstep rules, but it's still lagging because of the fact that it keeps moving to find the ultimate extremum. My approach to make it truly non lagging was to focus more on the live trend, and only consider the local extremes after a new trend change, and this is what makes a non lagging zigzag. It is not true zigzag as people know it, but still is visually a zigzag

the NW estimator (using kernel regression) is a hidden gem that nobody talks about. You don't need to make arrows or anything, I made a filled envelope, and I know where a market is moving

I would describe automated trading trading as something that does work. But when you understand what trading is about... it's not more ideal than manual trading.
It is like a car driving by itself. Do you trust that a car will automate driving perfectly? Are you happy to sit in a car that drives without your control? This is exactly how I would describe automated trading.

There are many indicators on the codebase that are just proof of science or for data organization, but they're not suitable for trading signals. For "quant" trading, it's a layered combination of tools which makes something suitable for signals. Combine ADX, ATR, and an oscillator..and this gives a much more reliable trend

this wonder zigzag got a full optimization, but the code is not available
It can be provided for payment, and payment must be in the form of a briefcase of cash

The file will be provided to you on a floppy disk