statsign

He is extremely brilliant. I can say with complete humility that the economy of the USA can be modeled and predicted. The requirements of doing this are asking the right questions. The Fed has zero interest in how the economy works for anyone other than the owners of the Fed. The assumption that they do is at the heart of the article's folly. And, "Several equations cannot capture the simultaneous reactions of six billion people around the world to a million different economic events." stated is a continuation of folly, world based instead of USA based. The modern acceptance of free trade that has historically always destroyed the economy that began on top. Many variables there are, but that isn't chaotic. Equations from chaos theory, and more so - non-linear dynamics, are extremely useful in finding root causes, but once found the end result is the knowledge that the proper questions lead one to a linear system of accurate prediction.

An index future doesn't have to follow the index because it is a bet on the future and when it doesn't it can be an indicator. Trading index futures has some big advantages, namely the liquidity you seek. It is a whole lot easier to get a few dimes on 100,000 shares than a dollar on 10,000 - so it should be obvious that the biggest edge a day trader can have is money. One of the main reasons index future traders fail is trying to stay inside the time limits for low margins. For months all moves happened outside those hours. And again, it very often just comes down to money. Trying to make $50 on a $65,000 future doesn't make good sense without a serious edge. That type of edge is rare across the board - regardless of player size. It is achievable though. My opinion for $100,000 would be to work a system with mostly winners on big stocks for dimes on 1000 shares until a few hundred a day is steadily pulled in, or better use their options instead if the system is comfortable.

I do understand, but I think this is good to have post on. I'm not the best writer for sure. When I say call the function, it is because it isn't inline and code has to move to the pointer for it. Certainly today, the delay for that is giga, but on ES ticks with 8000 lines? (rhetorical) I understand what you mean - keyword, so I explain myself, boolean call to math to boolean - wrapped in a keyword. Anyways, speed is king and if auto daytrading definitely go for overkill on processor speed and memory and internet speed.

yaeh, I'm always thinking strategy coding, but for indicators using functions is fine. In a strat calling functions takes time, crosses is a boolean that calls the math to set the boolean - 4 steps instead of one

Mom > 0.5 and Mom <= 0.5 Mom < -0.5 and Mom >= -0.5 are both impossible - you need to decrement 1 bar Mom > 0.5 and Mom [1]<= 0.5 Mom < -0.5 and Mom[1] >= -0.5

This trendline indicator was posted on TS support a few years ago. probably in EL Library

My apologies JKLM, I thought I was subscribed to thread but received no indication of your post. Forgot I posted here or wouldn't have opened it now. docount stops the tradecount from continuously incrementing when in a trade

Code has to run to do calculations for auto trade. There are brokers that will run your code if you are comfortable with it. MovAvg xovers are not so good but entries are not so important. Exits are important and ATR is not good at all for making money. Anyways, I won't give anything away which I know is frustrating. But I am a master statistician and a whole lot of things the rags and gurus tell you to chase are losers. I will tell you that price is everything - and I understand that ATR is based on price, but it already happened and has zero predictive usefulness. One thing I've heard so many preach over the decades is to keep it simple. I'll tell you - keep it as simple as is profitable, and there is absolutely nothing simple about it.

I keep to stats - growth is just a percentage of capital if system says setup wins > 85% of the time it will risk 30% > 70% < 85% risk 20% > 50% < 70% risk 10% of course profit is all about exits

EasyTrader_I , I code for speed, a counter in a strategy is faster, I don't use any functions in a stategy

sure - declare variables wrap your order code inside of - if tradecount < mynumber then begin end; reset a trade count every day - if d <> d[1] then tradecount = 0; make a trade count - if marketposition <> 0 and docount = 0 then begin docount = 1; tradecount = tradecount + 1; end; if marketposition = 0 then docount = 0;

8 bars ago, 5 bars ago, timing has to be awful

I have a preference for booleans, just how my mind works, but doesn't have to be long example input: targetv(2); if marketposition = 1 then begin mytarget = entryprice + targetv; if C = (entryprice + targetv * .5) then mybreakeven = 1; if C = mytarget then sell next bar market; if mybreakeven = 1 and C = entryprice then sell next bar market; end; if marketposition = 0 then mybreakeven = 0;

right, which is why I don't use functions at all in strategies - thus all orders are buy or sell or short or cover

It takes more code to really figure out. I did the if in a trade only in case your code was calculating price changes for a stop outside of trades but really figured that the problem was not resetting conditions to false. Tams hit a good point - getting snarled in conditions, though I don't see how much of anyone wouldn't have things in at least a marketposition condition. I am against using functions at all for strategy code, but I do use functions for indicators. Use that output bar - it is your best friend for figuring out what your code is doing.

I've always had in conditions - is that a multicharts thing?

ifintrade = marketposition <> 0; if ifintrade and Condition13 and Condition14 Then Begin SetStopContract; SetBreakeven(1); End;End; but it may have been as simple as resetting conditions if marketposition = 0 then condition-that-kicks-in-breakeven = false;

You really do want it to work as it does. I'm not familiar with ProRealTime but you can have a point or note plotted on most charting that would stay and be able to see that it did happen.

I don't think so. I have no need for Radar so don't have it. I do know most problems are settings for loading data. Post in the TS support forum and get an answer right away - lots of Radar savvy users there.

Weighted average of the difference of price averages with a length of the square root of length(input) Value1 = 2 * WAverage(price, halvedLength); double weights (the 2 * part) the weighted average of price with a period of 1/2 (fast length) the period that you choose with the input length (Inputs: Length(20), Offset(0); ) more on that below Value2 = WAverage(price, length); is the weighted average of price with a period you chose with the input length (slow length). (obviously, I know) Your choice of period you make with the input length is supposed to be made with some kind of statistically significant decision process. You should have a reason why you choose this number. This length is the longest length (slow length) used in the Hull Moving Average so a good setting is the longest moving average period that you generally like using for a moving average you use on your chart (especially if it is a weighted moving average you use) but double the number if your moving average you like moves right up and down with the general price cycles (especially if it is a weighted moving average you consider to show most of the movement cycles). Value3 = WAverage((Value1 - Value2), sqrRootLength); is the weighted average of the difference of the double weighted fast price average and the slow weighted average of price and so it is a rate of change indicator. Many indicators use some kind of fast and slow comparison like this. Using a period of 1/2 of the slow length for the fast length in the equation is based on the slow length being statistically valid for smoothing cycles, thus 1/2 length should move with the cycles. The period used sqrRootLength in this case for the weighted average of the difference is a very fast length so that your hull moving average is of very reduced lag. Some would say that since this period is the square root of the slow length (if really statistically valid) then it is statistically valid- but I haven't tested this. Ceiling - Returns the lowest integer greater than the specified number. Floor - Returns the highest integer less than the specified number. The Hull average is most generally used to produce smooth indicators for short time frame charts. I have a simple example for showing 2 fast stochastics, 2 because I am way too dumb to input a statistically significant length so I hope I choose one that then being halved again will keep somewhere in between and show a significant cycle - which seems to help. Inputs: length(20), EOB(true); vars: FastStochastic(0), FastStochastic2(0), price1(0), price2(0), price3(0), halvedLength(0), sqrRootLength(0), sqLength(0), Havg(0), Lavg(0), Cavg(0), price4(0), price5(0), price6(0), halvedLength2(0), sqrRootLength2(0), sqLength2(0), halfHavg(0), halfLavg(0), halfCavg(0); if length < 4 then RaiseRunTimeError("Input length(period) must be 8 or greater"); //////// not required /////////////- personal reminder price1 = (4 * H[3] + 3 * H[2]+ 2 * H[1] + H) * 0.1; price2 = (4 * L[3] + 3 * L[2]+ 2 * L[1] + L) * 0.1; price3 = (4 * C[3] + 3 * C[2]+ 2 * C[1] + C) * 0.1; halvedLength = round(length * 0.5,0); sqLength = SquareRoot(length); if ((ceiling(sqLength) - sqLength) <= 0.5) then sqrRootLength = ceiling(sqLength) else sqrRootLength = floor(sqLength); halvedLength2 = round(halvedLength * 0.5,0); sqLength2 = SquareRoot(halvedLength); if ((ceiling(sqLength2) - sqLength2) <= 0.5) then sqrRootLength2 = ceiling(sqLength2) else sqrRootLength2 = floor(sqLength2); Value1 = 2 * WAverage(price1, halvedLength); Value2 = WAverage(price1, length); Havg = WAverage((Value1 - Value2), sqrRootLength); Value3 = 2 * WAverage(price2, halvedLength); Value4 = WAverage(price2, length); Lavg = WAverage((Value3 - Value4), sqrRootLength); Value5 = 2 * WAverage(price3, halvedLength); Value6 = WAverage(price3, length); Cavg = WAverage((Value5 - Value6), sqrRootLength); Value7 = 2 * WAverage(price1, halvedLength2); Value8 = WAverage(price1, halvedLength); halfHavg = WAverage((Value7 - Value8), sqrRootLength2); Value9 = 2 * WAverage(price2, halvedLength2); Value10 = WAverage(price2, halvedLength); halfLavg = WAverage((Value9 - Value10), sqrRootLength2); Value11 = 2 * WAverage(price3, halvedLength2); Value12 = WAverage(price3, halvedLength); halfCavg = WAverage((Value11 - Value12), sqrRootLength2); FastStochastic = FastKCustom(Havg, Lavg, Cavg, halvedLength); FastStochastic2 = FastKCustom(halfHavg, halfLavg, halfCavg, halvedLength2); plot1(FastStochastic,"Slow"); plot2(FastStochastic2,"Fast"); plot3(20); plot4(80); if EOB and CheckAlert Then Begin //// set EOB to false for intrabar alerts If plot1 Crosses Over Plot4 Then Alert("FastStochastic _Slow_ crossed over 80"); If plot1 Crosses Under Plot3 Then Alert("FastStochastic _Slow_ crossed under 20"); If plot1 Crosses Over Plot3 Then Alert("FastStochastic _Slow_ crossed over 20"); If plot1 Crosses Under Plot4 Then Alert("FastStochastic _Slow_ crossed under 80"); If plot2 Crosses Over Plot4 Then Alert("FastStochastic _Fast_ crossed over 80"); If plot2 Crosses Under Plot3 Then Alert("FastStochastic _Fast_ crossed under 20"); If plot2 Crosses Over Plot3 Then Alert("FastStochastic _Fast_ crossed over 20"); If plot2 Crosses Under Plot4 Then Alert("FastStochastic _Fast_ crossed under 80"); End ; and attached image:

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$spx 954 $compx 1897 $indu 9679

http://www.traderslaboratory.com/forums/f56/stochrsi-7674.html

TS doesn't read DLL, wasn't trying to be silly - sorry. I thought maybe if found we could thunk it - not sure COM would work out. Glad the info was found that a 32 bit was made.

Well, I wasn't busy so I looked it up - only 2 - the Vette and Mustang. Mustang is too small for me. I liked the Vette pics posted.