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walterw

Walter`s Forex "Trend Trades"

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I have attached my attempt to duplicate the rainbow in MS excel in hopes that someone who has a complete understanding of the formulas may be able to see where I off and help me get it working correctly. I would like to get a full understanding of the calculations.

I worked from Walters post (Bemac's code for VT platform)

Clym

Clym

That is amazing.

Had no idea Excel was up to that sort of effort.

The black line of the fantail should be hugging the Close price.

It looks like the final formula has to be wrong for so much distance to accumulate between the black VMA line and the Close price.

 

This is the MT4 code for the Chande VMA.

VarMA=((2-Const)*VarMA[i+1]+Const*Close)/2;

In MT4 is the current bar and [i+1] the previous older bar.

 

The ADXR option can be deleted.

The 100*Wilder (3 locations) serves no purpose, delete the 100* or leave it, makes no difference.

 

EmaIndex and VarMAPr are counterproductive, they tend to put a slope on the flat area, delete them.

 

VT Wilder function uses a 15 bar ema when 8 bars are called.

 

Diff=HHV(_ADX,8)-LLV(_ADX,8) and

Const=(_ADX-LLV(_ADX,8))/Diff

are all important, make sure the conditional rubbish is not interrupting data flow from _ADX to Chande. Where division by zero must be avoided, the default should be zero, no funny numbers.

 

This should probably be on a programming thread somewhere but I don't know where that might be. Good Luck.

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Clym

Const should resemble the main output from an ADX.

The Plus and Minus things should mimic the ADX component signals.

If you can monitor those signals inside Excel it will make life easier.

I use a spare indicator line to display signals in chart, offset from the Close price, eg

Indicator=Close + signal

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Clym

I don't understand Excel well enough.

Your Diff should not be stuck on 100.

But your ADX final has enough 100's in it to be causing the problem.

Your DM's and DI's look to have way too many zeroes in them.

It may be that your IF AND stuff is faulty.

Plus logic attempts to find rising trend and rising trend within increasing volatility.

Minus logic looks for falls and falls within rising volatility.

It is abnormal for both to be low at the same time.

In fact they should tend to stay above zero quite consistently.

 

TH and TL need to be displaying their decimals, need to see the pips.

TH TL and TR look okay but note how TR is rarely zero?

The DM DI stuff should look the same way, normally above zero.

---------

Maybe this will help [i+1] is older than ok?

 

TR=TH-TL;//2 bar unnormalized price difference, comprehensive volatility measure of current bar, always positive.

//Includes any gap data between bars, and price jumps caused by missing bars.

 

//ADX looks for trends in Highs, and in Lows.

if(High>High[i+1] && Low>=Low[i+1]) PDM=High-High[i+1];//2 bar unnormalized price difference, both High and Low rose.

else

if(High>High[i+1] && Low<Low[i+1] && High-High[i+1]>Low[i+1]-Low) PDM=High-High[i+1];//Rise within a volatility increase.

else PDM=0;//Zero or positive result, zero case includes volatility decrease options.

 

if(Low<Low[i+1] && High<=High[i+1]) MDM=Low[i+1]-Low;//2 bar unnormalized price difference, both fell.

else

if(High>High[i+1] && Low<Low[i+1] && High-High[i+1]<Low[i+1]-Low) MDM=Low[i+1]-Low;//Fall within a volatility increase.

else MDM=0;//Note, zero or positive result,zero case includes volatility decrease options.

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Sorry for spamming your thread again Walter.

 

 

No problem ¡¡ all this numbers look cool, like the charts they create jejejej...:thumbs up: :thumbs up: spam as much as you want Pyenner, if we keep getting this awesome charts post as much formulas as needed, I also see we have some new people with programing skills... that excell chart got me puzzled, didnt know excell had such capabilities... but programing networking has already showed great benefits ¡¡ so far this great constructive process has involved : Bemac, Igorad and Pyenner... three genius.. and three generous souls... God bless you guys... cheers Walter.

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just curious, how do you feed data into excel ?

 

very interesting programing there, for what I see you got some nice chart there... feel free to interact.. cheers Walter.

 

I use IB. Once I get all the formulas exactly right, I will automate this strategy in excel using a simulated account for testing, hopefully within a few days. thanks for sharing your work.

 

 

 

Clym

DL FantailVMA2.mq4 from the VMAR research thread and open it with Notepad, its a txt file. Its a faster version than Bemac but it may give some clues about signal flow.

 

Thanks for the explanations, it will help me greatly in getting everything exact. I will see you in the other thread.

 

Clym

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I will be refering to this setup today :

 

attachment.php?attachmentid=2897&stc=1&d=1190029756

 

the "setupping" is done on a 5 min chart with the Pyenners fantailvma1...

 

posible timings will be researched on this thread http://www.traderslaboratory.com/forums/f24/playing-with-the-vmar-s-open-2440.html with (at this point ) a wide variety of alternatives with Pyenners fantailvma3 ... on a 1 min chart... so I keep posting on the other thread about creative timings we could play on this trade... cheers Walter.

5aa70e025e8dd_vmar5minsetup.thumb.png.1e29c766240d3e17b93e511ca6412f0a.png

Definitive Setuping.swf

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We just had this two continuation icon setups... only consider them if they will come out from the magenta lines... otherwise its too risky (the continuation ones)....

 

attachment.php?attachmentid=2905&stc=1&d=1190035641

 

 

cheers Walter.

5aa70e0288828_vmar5minsetup2.thumb.png.9649a720b236bb1dfe2cf2c7f7eeadf5.png

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Hello fellow traders ¡¡

 

We had so far today two clear formations of "VMAR Icons"... the first one was a small one... and the second one was a larger one.. they actually superimpose, as the second settuping contains the first trade...

 

attachment.php?attachmentid=2938&stc=1&d=1190123636

 

Both trades where winners... for timing explanation please refer to the other thread... http://www.traderslaboratory.com/forums/24/playing-with-the-vmar-s-open-2440-9.html as I am showing diferent alternatives, I will soon make my mind about a definitive timing method, in the meanwhile I am playing with timing on the other thread... cheers Walter.

5aa70e037dd08_5minsetup.thumb.png.713e8f3089dfcf8f66a86ae18a4c3b60.png

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OK let me recap here the latest "VMAR Icons"...

 

this is the 5 min chart with this two setups..

 

attachment.php?attachmentid=2996&stc=1&d=1190239919

 

The first trade could have given a stop first as we had a tricky entry previous to the one that actually worked...

 

 

attachment.php?attachmentid=2997&stc=1&d=1190240165

 

the second trade did not have that problem as when we had the first timing signal the black line was still not onb the right side of magenta line... this was a nice trade...

 

attachment.php?attachmentid=2998&stc=1&d=1190240374

 

 

so that was so far vmar icons... cheers Walter.

5aa70e0592b09_5minvmaricon.thumb.png.4ea772e0f2606dd07f7bfcfc14acfe11.png

5aa70e059c8c5_trade1.thumb.png.982a422a7186cd86ee3b2d65041ee3fd.png

5aa70e05a7021_trade2.thumb.png.6214b4fb17d021bd4512183c3b06fd45.png

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Ok... the time has come to recap on some "VMAR Icon" Trades...

 

I will go thru all setups I see... (not traded all) this is for practice purposes... so far I am doing my timing with fantailvma3 rainbow template on 1 min...

 

You will notice I show the good and the bad ones, but notice how some of them did not get a bad entry... cheers Walter.

5aa70e07ea3be_vmaricon1.thumb.png.33b4652fa9347b707292e798a4e505b5.png

5aa70e0800971_vmaricon2.thumb.png.ef84c9dae413696d1236fcc99d761a1a.png

5aa70e080a27e_vmaricon3.thumb.png.1a31b3d29d270720a9e20b6db9533e1d.png

5aa70e08148b7_vmaricon4.thumb.png.361517ed1a7193d400c4f777e90f1b0d.png

5aa70e081d872_vmaricon5.thumb.png.34978c6bb25a3257b25fe2e0afa1f3c7.png

5aa70e082796a_vmaricon6.thumb.png.e73b3c025689f20315f4acfe46154b28.png

5aa70e0831375_vmaricon7.thumb.png.d6fbd447dc77badfb301a32d802ee0e0.png

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vmar icon trade...

 

attachment.php?attachmentid=3105&stc=1&d=1190746237

 

cheers Walter.

 

 

Walterw, just want to know, with your last post, what fantail version are you using to get the black line wich such smoothness on the 5 min chart? The line is having a perfect horizontal effect.

 

Thank in advance

 

Sincerely

 

Shreem:)

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and this last one just happened as a 2nd continuation Icon from the Magenta Line area... clean setups, clean entries, clean chimp.... cheers Walter.

 

 

 

Hello Walterw, here is another nice exemple of the perfect horizontal effect wich is even more evident on this 5 min chart that you posted. So, just want to be sure to follow the setup that you are using.

 

Refering to your 5 min chart on your post 241.

 

Sincerely

 

Shreem:)

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Walterw, just want to know, with your last post, what fantail version are you using to get the black line wich such smoothness on the 5 min chart? The line is having a perfect horizontal effect.

 

Thank in advance

 

Sincerely

 

Shreem:)

 

Hello Walterw, here is another nice exemple of the perfect horizontal effect wich is even more evident on this 5 min chart that you posted. So, just want to be sure to follow the setup that you are using.

 

Refering to your 5 min chart on your post 241.

 

Sincerely

 

Shreem:)

 

 

Hi Shreem... on the 5 min you have fantailvma1 template... aint that nice ? cheers Walter.

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When do you think you'll have this running with real funds?

 

 

Hi danger (you have a funny creepy name jejeje :) ).... I am on a research phase right now as we are evolving on the usage of vma... "maybe" october will take some live trades... on this other thread we are dealing with the vma open research http://www.traderslaboratory.com/forums/f24/playing-with-the-vmar-s-open-2440.html here you can notice we still believe there can be some more optimized combinations specially in terms of "timing"... so thats my actual phase on this process... cheers Walter.

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