Conor Mcnamara / 프로필

Keep this is mind when it comes to automated trading:

- An EA that was designed for a particular market style (trending/volatile/ranging) is unlikely to work properly in other market styles with the default setting.

- If a market is choppy, a setting has to be created to account for that, and that takes understanding of technical market dynamics.

The other world of automated trading is quantum/adaptive where it is not trading like a trader anymore and is using complex adaptive algorithms.

It's not fully known if this is more profitable or risky, or whether keeping it simple is more profitable. Simple systems can offer transparency. Complex systems come with validation challenges and opacity.

Personally I see markets as something that alternates primarily because of news and data releases. Both algorithms and manual traders react to that.
If a position is opened by a simple EA, the user must have due diligence and decide if the trade should sit there, or if it should be closed soon based on current news, and not the news that was published at the trade open time.

The answer is 2, it's still going down.

Because THAT is known as a liquidity trap which traps a lot of novice traders.

Trading quiz.

Where do you think the price is going?

1. Support is found, it's going up again
2. Still going down

My next project is to create a system that allows you to buy and sell manually in the actual EA strategy tester. I don't even know if this works yet. But I think that if we could test our strategy AT SPEED it would be good.

게재된 코드 Indicator loader for strategy testing

게재된 코드 Zigzag Custom Timeframe

게재된 코드 OHLC Candles with extreme tick price tracking

게재된 코드 OHLC Candles with Ask and Bid

This is a historical moment for me. The cleanest trade I have ever made !

게재된 코드 Trading Session Mapping

게재된 코드 Volatility Step Channel

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.