andypap

i am really surprised that almost everyone thinks that this is somehow a fair game. consider these three factors inside information, manipulation and extremely friendly legislation. please let me know who on earth who has enough power will not use it to have an advantage

if any of you is intrested check the secret life of chaos bbc documentary in youtube. it is all about how selforganization , feedback and evolution can create complex systems whithout any initial purpose in doing so even intelligent life the analogy to the markets and the timeframes down to the tick is more than obvious. if some of you are intrested we can start a meaningfull conversation about strategies and performance stats that can answer the question that started this thread and many other questions by deduction.. there are quite a few good programmers and traders here and if we openly open our "equity charts"(not our code or setups just our performance) to each other we consitute quite a good sample of what is likely possible. apart than that whitch in good faith will be accurate data all other conversation of this sort or this trading room and that idea and mp and fibonacci vortex and outter space is politely speaking speculation and wishfull thinking or plain horshit because they are not backed up by any kind of EVIDENCE.. is engaging in verbal arguments and various hypothesis or mere fantasies the reason for you to be here.. i havn't seen one single thread of evidence for what is claimed in various threads as a sound methodology so far. post your acount progress if you are descreationary traders or your performance stats if you design strategies and lets start a real conversation about the markets...

its all about position,capitalization and personal risk of ruin to determine the players and their focus and perception of future value to determine the directional bias these are the variables at play everybody claims how the markets have change recently well nothing has changend i think that this is a claim as ludicrous as saying the world has changed and there will be no more war and the rich will donate their money to the poor... if you play by the rules as a small investor you will get your banana if you develope your skills to the max as a day trader you will get your banana

hi any suggestions on where to start for computing the correlations between the equity curve of a strategy and predefined popularions of variables,,, or even a group of equity curves of the same strategy among different data sets and sets of variables.. i am intrested in software or articles or web sites references or your own experience in such an endeavour if anyone is working on this field of finding the critical components of sucess or failure of a strategy.. the ideal process the way i can picture it is to start by setting manually begin and ending periods of success/ failure samples of the equity curve and try various sets of variables to see what is connected or random to these ''period" and IF something stands out try to writte a predictive code that will switch the strategy on and off this is a point B to point A type of approach that i think is the step number 2(instead of parameter optimization) once a system is generating a satisfactory equity curve in a large data set with a big population of trades.. regards

thanks it worked it only took me a bit to realize that i had to plot the the study so that tl_new_self will draw... thanks again

hi i have a coding problem in multicharts. is there a way to drawn a trendline at subchart 2 instead of subchart 1 where the price is . what i mean by that is once you create your trendline; NTR = TL_New( BegDate, BegTime, BegTrval, EndDate, EndTime, EndTrval) ; Where BegTrval and EndTrval are values of an indicator the line will plot on subchart 1 . how can i adjust the code so the line will drawn on subchart 2 where the indicator is ? thanks in advance

an angle is measured in geometry in terms of distance for both axis in two dimensions.. a..if you consider price as distance then how you quantify time or other resolutions? what you have here in one axis is price and in the other a barnumber.. it is quite unlikely to get what we commonly think as an angle from these 2 dimensions b. what will be your switch that will reset the calculation( point a from whitch you start calculating to point b...and reset to point a and so on). **** regarding slope ***** fixed length is a trap because it is an arbitrary assumption,the market doesnt fit its behaviour in a rolling cycle ask john elhers he knows all about it... almost all his published studies are based on cycles and geometry functions and his " reputable " mesa system on openrange breakout if i am informed well... let us know if you come up with something...

there is a drag and drop auto regression channel with various inputs as how to calculate the parallel lines ( atr,standdard dev,stand error etc) for free at hightick.com (mark sandiego is the author if i remember well) . tradestation and multicharts compatible... you only move the centeline once you initially set the indicator to whichever bar in the chart and the LRC adjusts it self... you can repeat this any time you want as new data comes in...

thanks a lot problem is fixed... regards

hi i am trying to build a monthly bar counter in the same manner as a daily bar counter in intraday charts ... value1 = value1 + 1 ; if date <> date[1] then value1 = 1 ; replacing reserved word date with reserved word month wont do since you have to enter the specific yyymmdd format that corensponds with a specific month. month(1080101) will return 1 for january for example. is there a way to build a monthly bar counter ???? it can be of great use in strategies... (for example : if first x trades this month have a negative profit sum then stop trading the rest of the month) regards

guys this is a technical problem i am doing my best to describe...it is not an ethical problem... if someone knows how it can be resolved and wants to do it can post a solution... i think that this is only a matter of a certain structure of the array in a coupple of lines.. it can be viewed as a general routine (tutorial) in arrays because the conditions i am describing in the code can be replaced by any condition and the value assigned in the array by any value... the benefit of this structure is isolating specific conditional instances within a more general condition without refering to bars back.... every time the counter = 1 the array slot will be filled with any desired value as long a the first general condition is true.... the counter doesnot have a fixed length so the array is filled in terms of length assymetrically... thus you can get an assymetric n = (array size) moving average for example of highs everytime rsi crosses over 70 ( this is not what i am after anyway) or anything else you can imagine of practical use... so far everything works fine exept the fact that untill in the current run of the general condition , the occurances reach the size of the arrray, the array is bringing forward values from the previous run of the general condition... regards

if you remember please post the title i would like to read the thread if this is too difficult to be done the only solution i can think is that it can be included as an ohlc data stream straight from the data source by demand from software like multicharts i will post to their forum and see what they will say about it regards

this is the code that i am using vars : cnt(0),avg(0),maxval(0), ii(0) ; arrays ; carr[10](0) ; avg = average(c,1000) ; cnt + cnt + 1 ; if rsi(c,14) crosses over 50 then cnt = 1 ; if c > avg then begin if cnt = 1 then begin for ii = 10 downto 1 begin carr[ii] = carr[ii-1]; end; carr[0] = c ; end ; end ; if c < avg then for ii = 10 downto 1 begin carr[ii] = -1 ; end; maxval = maxlist(carr[0],carr[1],carr[2],carr[3],carr[4], carr[5],carr[6],carr[7],carr[8],carr[9]); here is a scenario of how the code should opperate suppose that while the condition c > average is true there are only 5 instances where cnt = 1 the 5 first slots of the array should hold the closing price of those instances and the remaining slot( array[5] to array[9] the dummy value.. then when c < average the array should reset all its slots to the dummy value then when c > average again the array should start populating again every time cnt = 1 note that the array will populate all the slots with a closing price only if the ocurrances of cnt = 1 are greater than 9 in the current run of the close been greater than the average... sneo (thanks for the input) this is not about periods back... it is an array of 10 insctances of a condition(cnt = 1) within a broader condition(c>avg) that might ocurr or not if the broader condition will switch(c<avg) before the sum of instances of the instance condition(cnt=1) will reach 10 ... i hope this will clarifie everything regards

the subject here in this thread is quite simple how can someone compute the price that most and average volume happened within a bar. i think that this particular information will help building averages and other studies more efficienly than using the closing price. these 2 extra data prices are not tottaly arbitrary like the closing price they can be viewed as sequencial (for bar interval) volume weighted data price... does anybody know how one can access such data info because building it from tick charts can be quite stressing for the computer and not everybody has years of tick data in storage... regards

well i dont exactly understand what you mean but thatks for the reply anyway i will try to explain further what is the problem i am dealing with. when the close just became greater than the average and this represents the basic condition every time rsi crosses over 50 (second condition)the counter reset to 1 and the value of the close is stored in array[0]... the array has 20 elements... in the following senario the first time rsi crosses over 50 after c > average array slot[0] stores the close of that bar and the rest of the 19 slots are carying over the closing value of the bars where counter = 1 from the previous time that the close > average. what i want to do is every time the first condition becomes true to reset all the array values to a dummy value (-1) and then every time counter = 1 start filling the array with the close... note i dont want to resize the array(dynamic array). then i want to get the max value of the array slots. note that in case of the scenario aformentioned the array will be array[0] = c; array[1] to array[19] = -1 max value of array = array[0] when the second ocurrance that counter = 1 will happen while c > average then the array will be array[0] = c of first ocuurance array[1] = c of second occurance array[2] to array[19] = - 1 if array[0] > array[1] then max value of array = array[0] else array[1] my problem is coding the above efficiently the way a pro would have done it so the code will be precize and 100% accurate my efforts so far require a lot of lines and i am 80% accurate.. for example i am using the maxlist to get tha max value by naming all the array slots one by one value1 = maxlist(array[0],array[1] ......array[19]) ; regards