Playing with the VMAR`s open research

[unicorn 10]

As for the computation, it's basically the code for the vma but instead of the vma based on the close, I changed it to the cci.

 

Unfortunately I can't export the data out of TS into an ELA file, however I can send you the code in a PM if you want.

 

Thank you Blu-Ray. I have understood the concept.

 

I don't use tradestation; I just read "ela"; no need for the eld file.

 

What are your results on an exit strategy? Have a look at the DAX chart on http://www.traderslaboratory.com/forums/24/walter-s-forex-vma-trend-scalps-2558-10.html#post23897 and join the discussion if you feel like it.

 

cheers.

Unicorn.

[Blu-Ray 10]

Thank you Blu-Ray. I have understood the concept.

 

I don't use tradestation; I just read "ela"; no need for the eld file.

 

What are your results on an exit strategy? Have a look at the DAX chart on http://www.traderslaboratory.com/forums/24/walter-s-forex-vma-trend-scalps-2558-10.html#post23897 and join the discussion if you feel like it.

 

cheers.

Unicorn.

 

I'll take a look at those over the weekend, as it's 1am here and I need some:sleep:

 

Cheers

 

Blu-Ray

[sundowner 10]

Hi Walter,

 

You gotta love the enthusiasm and quality of this thread.

 

You asked about the red line. It is PYenner's ADXVMA6_4bar (4).

 

PYenner, more power to you... glad you've found more effective tools.

 

Regards

[walterw 10]

Hi Walter,

 

You gotta love the enthusiasm and quality of this thread.

 

You asked about the red line. It is PYenner's ADXVMA6_4bar (4).

 

Regards

 

 

I tell you Sundowner, I never dreamed of enjoying so much this great collaboration process... great people, great inputs ¡¡

 

I will check on adding that red line, as it confirms trend very nice...

 

A question on how are you managing timing... are you using a smaller time frame for that, what specific criteria ? ... thanks Walter.

 

PD: how do you do with lyfestyle to follow 30 min ? certainly an issue for me... lol

[sundowner 10]

Hi Walter,

 

Walter, I have no experience live trading. My trades are all on a demo account. If things continue as well as they have the last three weeks I am intending to go live in a month or so...thanks guys.

 

I live in Vancouver, Canada (GMT -7) and work full time. I demo trade the eur/jpy exclusively.

 

I find the eur/jpy makes some profitable moves between 5:00 a.m and 8:30 a.m. my time. I also find profitable moves during the asian session...better later in the session, say between 9:30 p.m. PDT and midnight. (just before the European and London Opens)

 

My wife watches t.v. reads, bakes, and is involved in a lot of stuff in the community. I sit with my laptop...dark at 6:00 p.m. now... no golf, don't want to walk the dogs in the evenings any more and it rains a bunch in the fall/winter here. (lifestyle stuff)

 

I look for swing highs and lows on htfs and use your centifugal/centipedal setups (I am finding your icon trades work well on 15/30 min charts setups) combined with PYenners indicators to pinpoint turning points. I'm just trying to take a piece out of the trend.

 

I found the swings too quick on the 1 and five minute chart...I was in and out late...I'm too slow to react that fast.

 

With the 15 or 30 min I can take a piece of the trend and it's been successful so far... too soon to tell really.

 

Hope that answers your questions about lifestyle and such, not to clutter your thread.

 

Sorry for the length of the post.. Friday night and beer.

 

Regards

[walterw 10]

Thanks for this answer Sundowner... Its really a great topic for me...

 

I do see the advantage of playing with larger timeframes as I know the setups are much more reliable... on the other hand my scalping roots play a great psicological pressure to play each small efective swing...

 

So I like to see what you are doing on that time frame... I would apreciate if you can keep posting charts on the Chimp forex trades thread as I really would like to see your evolution on that time frame...

 

May I ask again exactly the inputs of each line... would apreciate that... thanks for interacting, you dont clott nothing here... please interact as much you want... cheers Walter.

[walterw 10]

Sparrow : Can I ask you another great favor ? ...

 

Apart from vma`s another good lead indicator I like to use is the Hull average... It has some roll normally on my researches...

 

Could it be possible to program a two line indicator where the first one will be a Hull average and the second a signal of the hull with type of ma alternatives : simple, exponential , linear weighted and Hull...

 

That would be of great help to what I am looking right now... thanks a lot for your comitment into this great process ¡¡ cheers Walter.

[sundowner 10]

Hi Walter

 

your request:

 

The charts are identical, just the 1 hr is minus the horizon line. (ADXVMA16)

 

Green ADXVMA6 Bar (6)

 

Red ADXMA4 (4)

 

Red line/green line interaction for trend on hourly.

 

The white line is a DECEMA 12, virtually identical to the HMA 9 you have been using.

 

The thick lines on the hourly mean I would look for set ups and enter / take profit according to the trend...thin lines on the 15 min are potential trades.

 

regards

[PYenner 10]

I found the swings too quick on the 1 and five minute chart...I was in and out late...I'm too slow to react that fast.

 

With the 15 or 30 min I can take a piece of the trend and it's been successful so far... too soon to tell really.

Have been using Chimp3_1 on 1min and 5min, scalping out on momentum peaks. Don't know if it would add anything to the 15min or 30min picture, one way to find out. It would also help to have an exhaustion meter that tells you how long this ladder is going to last...

[unicorn 10]

I am just playing Unicorn, nothing formal really... but it looks very nice...

 

Hello Walter;

 

can you test how close the signal vma(4,4,4) and its Hull(25),

are to your adxvma() and corresponding Hull?

 

similarly for the signal vma(5,5,5) and its Hull(25).

 

It is impossible for me to test it, as we do not have the same data.

 

 

cheers.

Unicorn.

[Sparrow 10]

Hi Walter,

 

After one failed attempt here's the HMA Smoothed indicator.

Not very difficult, but could have been done on MT4 by indicator on indicator much easier.

 

Cheers

HMAS_v1.0.zip

[walterw 10]

Hi Walter,

 

After one failed attempt here's the HMA Smoothed indicator.

Not very difficult, but could have been done on MT4 by indicator on indicator much easier.

 

Cheers

 

 

Thanks Sparrow ¡¡ I asked this to you as I was using this on mt4 and now on this migration to NT this type of indicators where fundamental...

 

Could you ellaborate a triple version ? with ma type alternatives for the original line and the two following as well ?... promise I will not bother that much more jejeje... thanks a lot for this... cheers Walter.

[walterw 10]

Hi Walter

 

your request:

 

The charts are identical, just the 1 hr is minus the horizon line. (ADXVMA16)

 

Green ADXVMA6 Bar (6)

 

Red ADXMA4 (4)

 

Red line/green line interaction for trend on hourly.

 

The white line is a DECEMA 12, virtually identical to the HMA 9 you have been using.

 

The thick lines on the hourly mean I would look for set ups and enter / take profit according to the trend...thin lines on the 15 min are potential trades.

 

regards

 

 

Thanks Sundowner for info... cheers Walter.

[Sparrow 10]

Here you go Walter, think you'll like these ones even better

 

Cheers

MAS_v1.0.zip

MAS3_v1.0.zip

[walterw 10]

Here you go Walter, think you'll like these ones even better

 

Cheers

 

Thanks Sparrow ¡¡... now I got a good support on this type of indis... you will soon see how I use it... its really nice how they get things simplified... cheers Walter.

[Sparrow 10]

You're welcome Walter, hope you'll get something cool out of it.

 

Cheers

[sundowner 10]

Have been using Chimp3_1 on 1min and 5min, scalping out on momentum peaks. Don't know if it would add anything to the 15min or 30min picture, one way to find out. It would also help to have an exhaustion meter that tells you how long this ladder is going to last...

 

Thanks PYenner,

 

I'll try it.

 

Cheers

[walterw 10]

You're welcome Walter, hope you'll get something cool out of it.

 

Cheers

 

 

Next week will be an incredible week on this process... ¡¡ no doubt..

 

Thanks to your translation of Bruce`s and Unicorn`s vma`s indicators to NT plus your HMA`s and fxsccit3`s programing.... my migration to NT is definitive as I find tick charts give a great edge to good trading and scalping...

 

So once again I have to say thanks to ALL of you guys who made possible this great arsenal of indicators that really give a tremendous edge to a serious professional trader... (superior by far to any comercial version)

 

Now the chimp is on the laboratory adapting new strategies derived from new time frames dimensions... will share soon his findings.... cheers Walter.

[unicorn 10]

It would also help to have an exhaustion meter that tells you how long this ladder is going to last...

 

Hello Bruce;

 

Which indicator do you have in mind for an exhaustion meter?

 

Take it easy.

Unicorn.

[PYenner 10]

Which indicator do you have in mind for an exhaustion meter?

Unicorn

Still vague thinking on that, I feel something should be possible but unsure where to look. Either momentum or momentum/volume gives a clear spike at the start of a ladder but neither gives a clear picture of progressive fatique toward the end of a ladder. Looked at OBV, found good and bad in that. Still need to look inside the code of conventional indicators to see how they might be improved or exploited. My education on conventional indicators is zero, I learn only what I need in order to do the job at hand. But that means my "mental library" is running near empty. Vague thoughts about using a reciprocal to invert a near zero reading on Chimp3-1 so there would be a second line that is near 1 when the Chimp3_1 line is near zero, but its only questioning, nothing clear. Volume alone might give more information if it is dissected in greater detail, OBV looks to be primative, there are probably more intelligent versions than obv in use but don't recall what they were called.

 

Also wondering if the narrowing of the "stochastic band" might be useful.

The number I am thinking of is HHV-LLV, this may get smaller as a trend weakens but there is the complication that the trend sometimes reverses without bothering to get exhausted first. HHV-LLV might not be "smart" enough, it might need to be made more sensitive to weakening of the current trend and kept less sensitive to pullback against that trend.

 

It might also be possible to run one stochastic on the plus stream and another on the minus stream and gain something useful about changing trend strengths from comparing the (HHV-LLV) numbers for plus and minus streams.

 

Off topic but the thought popped up that while signal/(HHV-LLV) works well for vma, an alternative like (signal -(HHV-LLV)/2)/(HHV-LLV) might give an axis line with less vma steps in it??? There are also aspects of vidya that might still be explored for getting axis lines or whatever, I think you mentioned stochastic(rsi) as an interesting one and I need to look into those suggestions. There are a number of swing indicators that might be turned into something far more general purpose if they could be adapted to work with trends better, made an attempt at one six months ago but went off in a different direction soon after.

 

Never used tick charts before so waiting for Walter to introduce his tick tactics so I waste less time finding out what works for the trader.

 

An advanced picture may depend on the access a platform gives to the native tick feed before it has been "interpreted" by the platform. A "full" picture needs access to enough chart pairs to analyse the currencies that are being traded to move the prices in the current chart. This is possible in the majors where the pairs are available, but currently not possible with AUD due to lack of other AUD pairs. This "currency" analysis would probably give the clearest exhaustion signal there is but I am only part way into understanding it and to understanding how tier1 trading actually operates. Can't find published info on how the trading system was designed so having to Sherlock Holmes my way towards understanding. There is no pot of gold here, the market remains devious at all levels of analysis, but the more tools you have to work with the better and the beauty of currency analysis is that it is in hard number real time prices, nothing vague about the numbers, only the tactical thinking behind them that remains the big challenge.

 

Its going to be clumsy steps at first but hope to gain some focus or direction from them.

 

After looking inside the stages of snipers T3 I got a surprise at how little lag it produced, had me wondering if dema, tema, T3 etc should be tried in place of emas with the adxvma but they already follow a ladder quite well so the only "improvement" might be in them breaking out of HE earlier and not sure if that would be an improvement or make things worse.

 

Off topic again, but in electronics there are a host of filters suited to different purposes and I am starting to find analogies in ema, dema etc, T3 looks seriously interesting for use in smoothing momentum indicators so that less price gets added into the momentum signal. This class of smoothing is known as zero phase shift or mimimal phase shift in electronics and T3 looks to be along the lines of a minimal phase shift filter so it may have uses for preserving "signal fidelity".

 

Doesn't pay to ask what I'm thinking because a ton of junk is likely to tumble out... Welcome to the confusion club...

 

Very impressed with NT documentation so far, promising.

Cheers

[unicorn 10]

Volume alone might give more information if it is dissected in greater detail, OBV looks to be primitive, there are probably more intelligent versions than obv in use but don't recall what they were called.

 

Twiggs Money Flow.

Google it.

 

cheers

Unicorn.

[walterw 10]

Hello Walter;

 

can you test how close the signal vma(4,4,4) and its Hull(25),

are to your adxvma() and corresponding Hull?

 

similarly for the signal vma(5,5,5) and its Hull(25).

 

It is impossible for me to test it, as we do not have the same data.

 

 

cheers.

Unicorn.

 

you got me mixed here Unicorn... I am doing so much inputs tests here on my desk that really forgot what I showed you exactly... I tell you, probably tomorrow I start new thread, you will see how the vma`s with hull signal really unleash a true POWER... sorry couldnt post this... cheers Walter.

[unicorn 10]

you got me mixed here Unicorn... sorry couldnt post this... cheers Walter.

 

Water;

it is actually very simple;

 

please:

chart 1 with

FantailVMA1(4,4,1,4), FantailVMA(5,5,1,5), ADXVMATst3(1,4,25,HMA,0,0,1,4,4,4,0)

 

chart 2 with

FantailVMA1(4,4,2,4), FantailVMA(5,5,2,5), ADXVMATst3(1,4,25,HMA,0,0,1,4,4,4,0)

 

a couple of minutes will do it. Thank you.

 

Unicorn.

[walterw 10]

Water;

it is actually very simple;

 

please:

chart 1 with

FantailVMA1(4,4,1,4), FantailVMA(5,5,1,5), ADXVMATst3(1,4,25,HMA,0,0,1,4,4,4,0)

 

chart 2 with

FantailVMA1(4,4,2,4), FantailVMA(5,5,2,5), ADXVMATst3(1,4,25,HMA,0,0,1,4,4,4,0)

 

a couple of minutes will do it. Thank you.

 

Unicorn.

 

Unicorn... any particular timeframe ?

[unicorn 10]

Unicorn... any particular timeframe ?

 

11 ticks and 1 minute

 

Thanks Walter