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Even tho I don't believe in backtesting I post an ATR strategy with the 3 types of ATR As we see arithmetic looks to be the best choice

I've found this free indicator here http://www.eminiedges.com/Emini_Edges/Free_Stuff_-_Equity_Curve_Indicator.html This indicator simply displays the “open” equity of any trade. By default a green plot indicates a positive P&L and a red plot a negative P&L. This indicator does not take into account slippage or commissions. Nor does it access your real trading account. It’s simply the theoretical equity curve of your system. The colors of the plot can be changed to your liking. I'm not sure that it will work with MultiCharts EQ_CURVE_INDICATORS.ELD Open Equity Curve Indicator.pla

Coz I've started with a nice teacher... When it's bad Tams says it... And when it's good ,Tams also says it. But I'm always happy with both when it comes from my TamTams Have a nice WE PS I've an other idea...

ThanX zdo They is an other way to compute the ATR Grrrrrrr... ATR.TrueRange = ( 9 * ATR.TrueRange-1 + TrueRange ) / 10 ; if we look at the pix below the 3 are very differents !! I'm suprised that there is no "official" ATR I don't look to tweak it only to know the most popular one I try to stay basic If TS or MC (I've checked 2 others soft) uses Average they will be a lot of traders in this way !? Is anyone uses xAverage for ATR ?

Hello I looked inside the function AvgTrueRange AvgTrueRange = Average( TrueRange, Len ) ; I thought that The AvgTrueRange was the Exponential Average of the True Range So it should be AvgTrueRange = XAverage( TrueRange, Len ) ; Anyone can tell which average to use ?

do you see another line there? Before = Yes = CPU > 40 % Now = No = CPU < 10 % YhanX Tams, always helpfull for beginners Have a nice Week

You were right Tams and I don't know why I haven't read this post before = I should wear glasses, or stop drinking !!! :crap: In a script, If we add TL_SetSize(Value99, 4 ); // 4 is an example, in fact a thickness more than 0 to a trendLine (value99) Dashed or Dotted It transforms each Dash or Dot in an object Pivots starts to be heavy to manage for the GPU/CPU This is why it is not possible to increase the weight in the format study (?) I hope that my post is clearest now and I'll be please to clearer it more if needed. Sincerely Yours aaa

Hello everybody ! It tooks long time and investigations before I've found a bug which slowed down mysteriously but dramatically MC In my pivot script I've added these lines inputs: ... PivotStyle( 2 ), // or 3 PivotSize ( 4 ), ... TL_SetStyle(TL_PP, PivotStyle); TL_SetSize(TL_PP, PivotPPSize ); Execpt 1 ( Tool_Solid ________________ ) all the others styles values must never be more than 1 ! Hope that it helps

Dear Thans Thank you for this indicator You make so much efforts in this forum with sometimes no returns Here is my contribution of your contribution So If I understand well they are 2 families of avgs - Zerolag (Hull, MovTrend ... ) used closed to the price to show the waves ( as the zigzag somewhere) and are very reactives - classicals average of the prices (Mov Avg Exponential, ... ) used as S/R ( like curved lines) or crossing with an other one to show the trend I've tested ZeroLag's and realized that the candles are also a kind of "DoubleZeroLag noaverage" with white and black up/down They are also a lot of more informations in candles Also the MACD Histo ( an avg of an avg) is as much close to the price and shows more, like divergences etc... As you know I use 2 EMA from the very begining and I'm still waiting for the next avg "Prince charmant" :missy: Best regards

GAPLESS PARABOLIC SAR.ELD (11.6 KB, 7 views) Dear Simterann22 It's impossible to access to the code Do you have TS 8.06.10.2525 ? If so, all eld created after the 8.5 is not compatible with older versions Would you mind to (always) post the text code for MC users ? ThanX in advance

In my view It should be more interesting to shift the Moving Averages WITH the price And trade on the "virtual" shifted untill the market opens The long MA 150 disturbs too much the graph during 500 bars THE MACD signals are lates on the gapless one during a few bars and then sticks the real one after 60 bars (Histo) Your experience are welcomed

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ptcman You can have a look to this pdf It explains the basic procedural steps for developing your Entry & Exit rules Good luck Strategy Trading.pdf

ThanX simterann22 for all your informations I'm wondering if it works fine with averages Is there a MACD Gapless indicator ? Is there an Average Gapless indicator ?

Here is a nice piece of code called "Gapless Addin" applied to indicators working in the same way that the Shifted price http://www.traderslaboratory.com/forums/f46/gapless-squeeze-6161.html

************************** ADAPTIVE CCI.ELD Adaptive CCI.pla

"And so my fellow Traders, ask not what your website can do for you, ask what you can do for your website Inaugural address of John F. Kennedy - Wikipedia, the free encyclopedia

It's a really impressive idea I luv this indicator so much I use it every morning It changed my life !! ThanX (again) CapiTams.

Here is a kind of stuff similar than Red Light / Green Light idea ...Quarter of a line ? :embarassed: Code for Traders site link below ; ModHA for ADE

// version : beta 0.3 // author : aaa // date : 20090619 // added : colored up and down bars Shifted beta 0.3.txt

// version : beta 0.2 // author : aaa // date : 20090612 // added : Time.Limit = hide the shifted after the time Limit // added : show.everydays = shows shifted TimeLimited at the beginning of each days back Graphic = Shifted + vertical Lines set everydays until the cash opens P. S. : If interested, please, follow the link below to download the "Vertical Lines" indicator ; http://www.traderslaboratory.com/forums/f46/vertical-lines-specified-time-5988.html#post65883 Shifted beta 0.2.txt

I've thought interesting to post here some info (autotranslated in English) founded on the net about -Easy Langage (TradeStation '91) versus -PowerLangage (Multicharts '99) ------------------------------------------------------------------------ Multicharts is on this day the most serious alternative in Tradestation. It is indeed about a mini Tradestation, a real clone of this last but whose developments advance more quickly and that considers to really push the things more loins than its eldest especially. Multicharts presents many assets. it offers a total connectivity in the first place to all fluxes of the market, including those of Tradestation Securities. But what makes its biggest strength that is the Power Language, a clone of the Easy Language permitting to import all your Tradestation scripts. Compatibility not being assured to 100% again, it subsists some instructions at the present time EL non holds in charge but nothing of blocking. Until now what I could not compile could be comfortably shaped. Of the comparative tests between TS and Multicharts done on several Backtests, all based on the same data of TS Securities, showed some results 100% identical to the pips near. That it was about the trades, the prices, statistics presented in the reports or the Equity Curve, all is completely identical. To note that the shape of the reports is however different since Multicharts adopts a presentation inspired of the reports eSignal. There is not therefore to expect bad surprise when to the motor of backtesting. That remains the "Tradestation Like" however therefore subject to the same limitations that this last. Out of the question for example to bring up systems of scalping since it is impossible to have knowledge of the book and to manage the investments of orders (Buy the Bid / Sell the offer), Multichart as TS emulates the executions merely and transmits them in Market Order to the next tick, that remained perfectly maladjusted to the trading high frequency and even less to the scalping on the future of indications or rates (for that a tool as SmartQuant permitting to place the orders really and to modify them to work the order book is adapted very more). Now for the intraday in 15 minutes or in Hourly that remained of very far the simplest of the solutions to put in work. To note however that a next version of Multicharts foresees to be able to place and to manage some orders already in place at the broker, what opens the way to a more sophisticated automation. Multicharts especially puts the accent on the performances of calculations. From that point of view it surpasses Tradestation very extensively. First of all the very architecture of the software is completely Multithreaded what permits to continue to work during an optimization or the calculation of a complex indicator. When you throw an optimization on Tradestation, you are blocked, useless to tempt to open another chart or to throw another calculation, its old and monolithic architecture blocks you completely. On Multicharts you can continue to browse your workspaces, to open new charts, to do other backtests, brief you continues to work as if of nothing was. Then the use of the Multicore permits a gain of performances meaningful compared in Tradestation. I compared TS 8.2 and Multicharts 3.1 on the calculation of one of my personal indicators. I chose the most complex in term of time of calculations. The Calculation is done on a portable Sony Vaio Core2Duo from a historic GBPUSD in bar 15 active min of 10/2002 at 31/05/2007. The historic descended TS has been imported on Multicharts: Time of calculation Tradestation 8.2 16:24 min Multicharts 3.1 10:00 min One notes that one passes of one time of calculation of 16 minutes and 24 seconds on TS to 10 minutes on Multicharts. The indicator's results are completely identical between the two softs, there is not artifice of calculation or mistake. Multicharts is therefore practically 40% faster than Tradestation on this simple test. Those that wondered what interest it could have there to use Multicharts on a TS flux since in this case one has Tradestation as necessarily have just found here the answer. Numerous improvements are to the program with in the first place a Speed increased from the Backfill of the local data (the big weak point of Multicharts). After some tests one notes a clean improvement effectively since henceforth the most recent data are displayed while the rest continues to be in charge (before it was necessary to be patient until the complete loading to have the last bars). The system seems to function by groups of 100 000 bars, it charges by pieces in some sorts. The remains together however again in values a little too elevated since it is necessary one minute before having a complete chart in 5 min on 5 years and half, either 324 000 bars (for the same period in 1h the time is the same). Optimizations can be brought again to this level.

In my view this tool is in the Tams' "Top 5" Using it at the globex' opening, It smoothes the gaps. Today's example (bis repetitae)

it works better with this correction date > start.date -1 Input: start.date( 1090601), start.time( 0800 ), color( black ), text.size( 8 ); var: bar_num( 0), id_txt( 0); if Time > start.time and date > start.date -1 then begin if bar_num = 0 then bar_num = 1 ; end else bar_num = 0 ; if bar_num > 0 then begin id_txt = text_new_self( d, time, 0, text(bar_num : 0 : 0 ) ); text_setcolor( id_txt , color ); text_setsize( id_txt , text.size ); bar_num = bar_num + 1 ; end; print(bar_num ) ; It counts all the bars if, and only if, the start.time = start of the day session (08h00) But... It doesnt count all the bars if the start.time = an other time How to resolve that??:crap:

marketposition is not applicable to this type of study errLine 0, errColumn 0, errLineEnd 0, errColumnEnd 0 -------------------------------------------------------------------------------------------------- MarketPosition (Reserved Word) Disclaimer Returns a numeric value for a short or long position for the specified position. MarketPosition(Num) Where Num is a numeric expression representing the number of positions ago. Remarks -1 is returned for a short position, and 1 is returned for a long position. 0 is returned if the current position is specified, and you are not currently in the market. This function can only be used in the evaluation of strategies. Example MarketPosition(0) returns a value of 0 if the current position is flat.