The curve fitting is a major risk with the optimization then I always test with the same setup on different timeframe and support.
The equity curve must remain ascending, it's the best proof (for me) that the system is robust.
I posted you one of my systems. You can test it with 60 min and 30 min timeframe (and others) and with eurusd and gbpusd. The equity curve stay good (but without slippage)...
Yes, this system is still in development, but you can see my approach in the optimization (and the potential of this system). Of course, I don't use it in real trading.
I'm learning the easylanguage then your research give me the knowledge which I don't have and a different approach. Yours indicators are very good.
Subject: [TrendLaboratory] Re: StepMA Strategy for TS
Hi, Breakeven gap is small value ( 0...20 pips ) which is added to the Order Open price if you have reached certain profit and so on for each step. This strategy must work on any timeframe after optimization. Now I prefer work with M30. In the near future I plan to develop usefull Signals for each Exit rule (StepMA TrailingStop, StepMA Trailing Profit, Stepped BreakEven).
Regards, Igor
--- In TrendLaboratory@yahoogroups.com, "Franck" <ender51200@...> wrote: > > Igor, > > Thank you for this strategies. > > I would like to know which timeframe you advise. > And, I'm sorry, but I don't understand what is "breakeven gap"? > > Sincerely,. > > Franck > > ----- Original Message ----- > From: igorad2003 > To: TrendLaboratory@yahoogroups.com > Sent: Wednesday, April 19, 2006 3:51 PM > Subject: [TrendLaboratory] StepMA Strategy for TS > > > Hi, > I have finished first version of StepMA Strategy for TS which I want > show to you after some weeks of hard work. Now you can download it. > Some instructions: > - for better results I have developed 2 EAs : Bullish and Bearish > - all inputs are described in the code > - you can test and optimize any input value > - entry rules: StepMA must change direction with strong momentum value > plus filter condition (EMA) > - for best results I use complex exit system (StopLoss, Trailing Stop, > TakeProfit, Trailing Profit, Stepped BreakEven). Please test them for > exit efficiency. > Attention. Stepped BreakEven give very! good results. > Any comments and proposals please. > > Regards, > Igor > > > > > > > > > ------------------------------------------------------------------------------ > YAHOO! GROUPS LINKS > > a.. Visit your group "TrendLaboratory" on the web. > > b.. To unsubscribe from this group, send an email to: > TrendLaboratory-unsubscribe@yahoogroups.com > > c.. Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service. > > > ------------------------------------------------------------------------------ >
I posted some information about this interesting indicator in a folder
under files. Included is a sample MQL text file and a recent article
about how Sequential can be used in Forex trading.
This method was developed by Tom DeMark and has been around a long
time. Do any of you have an interest in Sequential?
Best regards,
John
That's good news! I have the BrainTrading System for TradeStation,
which I understand is similar to ASCTrend. BrainTrading looks like a
profitable robust sytem. Unfortunately, it is password protected so
I can't develope an automated system or backtest it.
Best regards,
John
--- In TrendLaboratory@yahoogroups.com, "igorad2003"
<igorad2003@...> wrote:
>
> Hi,
>
> For fans of ASCTrend I offer the light version of this system.
> This system in MT4 code while, but I plan to rewrite it for TS
soon.
>
> Regards,
> Igor
>
Hi,
Breakeven gap is small value ( 0...20 pips ) which is added to the
Order Open price if you have reached certain profit and so on for each
step.
This strategy must work on any timeframe after optimization. Now I
prefer work with M30.
In the near future I plan to develop usefull Signals for each Exit
rule (StepMA TrailingStop, StepMA Trailing Profit, Stepped BreakEven).
Regards,
Igor
--- In TrendLaboratory@yahoogroups.com, "Franck" <ender51200@...> wrote:
>
> Igor,
>
> Thank you for this strategies.
>
> I would like to know which timeframe you advise.
> And, I'm sorry, but I don't understand what is "breakeven gap"?
>
> Sincerely,.
>
> Franck
>
> ----- Original Message -----
> From: igorad2003
> To: TrendLaboratory@yahoogroups.com
> Sent: Wednesday, April 19, 2006 3:51 PM
> Subject: [TrendLaboratory] StepMA Strategy for TS
>
>
> Hi,
> I have finished first version of StepMA Strategy for TS which I want
> show to you after some weeks of hard work. Now you can download it.
> Some instructions:
> - for better results I have developed 2 EAs : Bullish and Bearish
> - all inputs are described in the code
> - you can test and optimize any input value
> - entry rules: StepMA must change direction with strong momentum
value
> plus filter condition (EMA)
> - for best results I use complex exit system (StopLoss, Trailing
Stop,
> TakeProfit, Trailing Profit, Stepped BreakEven). Please test them for
> exit efficiency.
> Attention. Stepped BreakEven give very! good results.
> Any comments and proposals please.
>
> Regards,
> Igor
>
>
>
>
>
>
>
>
>
------------------------------------------------------------------------------
> YAHOO! GROUPS LINKS
>
> a.. Visit your group "TrendLaboratory" on the web.
>
> b.. To unsubscribe from this group, send an email to:
> TrendLaboratory-unsubscribe@yahoogroups.com
>
> c.. Your use of Yahoo! Groups is subject to the Yahoo! Terms of
Service.
>
>
>
------------------------------------------------------------------------------
>
Hi, I have finished first version of StepMA Strategy for TS which I want show to you after some weeks of hard work. Now you can download it. Some instructions: - for better results I have developed 2 EAs : Bullish and Bearish - all inputs are described in the code - you can test and optimize any input value - entry rules: StepMA must change direction with strong momentum value plus filter condition (EMA) - for best results I use complex exit system (StopLoss, Trailing Stop, TakeProfit, Trailing Profit, Stepped BreakEven). Please test them for exit efficiency. Attention. Stepped BreakEven give very! good results. Any comments and proposals please.
Igor,
Thanks for the innovative stategies.
I did some basic testing using 60 minute and daily Forex data.
Momentum Priod, EMA period and Breakeven variables seem to give good
results when optimized.
How are these strategies best used?
1) As a stan alone system?
2) As a research tool to identify a good stop system for use with
the StepMA_V2 indicator or sytem?
3) As part of another system?
What has anyone else found?
John
--- In TrendLaboratory@yahoogroups.com, "igorad2003"
<igorad2003@...> wrote:
>
> Hi,
> I have finished first version of StepMA Strategy for TS which I
want
> show to you after some weeks of hard work. Now you can download it.
> Some instructions:
> - for better results I have developed 2 EAs : Bullish and
Bearish
> - all inputs are described in the code
> - you can test and optimize any input value
> - entry rules: StepMA must change direction with strong momentum
value
> plus filter condition (EMA)
> - for best results I use complex exit system (StopLoss, Trailing
Stop,
> TakeProfit, Trailing Profit, Stepped BreakEven). Please test them
for
> exit efficiency.
> Attention. Stepped BreakEven give very! good results.
> Any comments and proposals please.
>
> Regards,
> Igor
>
Hi,
I have finished first version of StepMA Strategy for TS which I want
show to you after some weeks of hard work. Now you can download it.
Some instructions:
- for better results I have developed 2 EAs : Bullish and Bearish
- all inputs are described in the code
- you can test and optimize any input value
- entry rules: StepMA must change direction with strong momentum value
plus filter condition (EMA)
- for best results I use complex exit system (StopLoss, Trailing Stop,
TakeProfit, Trailing Profit, Stepped BreakEven). Please test them for
exit efficiency.
Attention. Stepped BreakEven give very! good results.
Any comments and proposals please.
Regards,
Igor
Happy Easter, Dear Friends!
With all my heart I wish you sunny and warm spring and every success
with TrendLaboratory.
Now I'm working hard on development of new versions of StepMAExpert
for MT4 and TS. I think you can see them next week.
With Best wishes,
Igor
Igor,
I think the StepMA_v2 for TS is a great indicator. Very fast, clear,
accurate, and robust with very few false siganls or whipsaws.
Do you have any plans to write a StepMA Signal / System for
TradeStation? I would like to use StepMA to backtest different
markets using different parameter values.
I am using StepMA_v2 together with StepSto_v1 and HistoFisher_v1 as
my core indicators.
Also, here is a link to TradersStudio, a powerful trading platform
that has testing, opimization and portfolio functionality that is
even better than TradeStation's. It has a Basic scripting language
and has a built-in Migration tool that translates Easylange code to
TradersStudio code.
www.TradersStudio.com
I have both platforms and am a Beta tester for TradersStudio. I have
no other interest in the company.
Igor, you have posted some great indicators.
Thanks,
John
--- In TrendLaboratory@yahoogroups.com, "igorad2003"
<igorad2003@...> wrote:
>
> Hi to all,
> maybe will be interesting for you to know some info concerning
> StepMAExpert_v1.4 ( last 3 weeks +672 pips for 4 major pairs).
> Today I wrote answers about this EA for Exclisive section on forex-
> tsd.com:
>
> 'Hi Sadaloma,
>
> I think that some questions in your post concern me not Newdigital.
> In this EA I try to use some new trade technique.
>
> Entry rules:
> 1. StepMA must change direction
> Optimized inputs : Length and Kv or StepSize.
> 2. EMA is used as the filter ( EMA Period must be optimized ).
> 3. Momentum of StepMA ( abs difference between StepMA[1] and StepMA
[2
> ]) must be more Delta (optimized parameter).
>
> Exit rules:
> 1. System Exit - StepMA must change direction, but here can be
used
> any other exit rule.
> 2. Exit by Trailing Stop - TS is calculated on the basis of StepMA
> displaced on value depending from the StepSize and Ks factor
> (optimized parameter ).
> You can see as it works if attach StepMA_v7 with ColorMode=1.
> 3. Exit by BreakEven - BreakEven and BreakEvenGap are optimized
> parameters. Some explanations concerning BreakEvenGap: if profit
> reaches Breakeven than StopLoss moves to Order Open Price +/-
> BreakEvenGap ( '+' for Buy, '-' for Sell).
> 4. Exit by Trailing Profit - I have developed this trade technique
> recently.
> I try to not limit profit by fixed TakeProfit. TP is calculated on
the
> basis of StepMA displaced on value depending from the StepSize and
Kp
> factor (optimized parameter ).
>
> Used presets I have received for MetaQuotes data. So for best
results
> you should receive optimized inputs for other brokers.'
>
> Last weekend I have finished new version of this EA (1.42) and
> made optimizations of inputs for North Finance data. This version
will
> participate in contest for EAs on forex-tsd.com.
> This version with presets you can download only here.
>
> Regards,
> Igor
>
Hi to all,
maybe will be interesting for you to know some info concerning
StepMAExpert_v1.4 ( last 3 weeks +672 pips for 4 major pairs).
Today I wrote answers about this EA for Exclisive section on forex-
tsd.com:
'Hi Sadaloma,
I think that some questions in your post concern me not Newdigital.
In this EA I try to use some new trade technique.
Entry rules:
1. StepMA must change direction
Optimized inputs : Length and Kv or StepSize.
2. EMA is used as the filter ( EMA Period must be optimized ).
3. Momentum of StepMA ( abs difference between StepMA[1] and StepMA[2
]) must be more Delta (optimized parameter).
Exit rules:
1. System Exit - StepMA must change direction, but here can be used
any other exit rule.
2. Exit by Trailing Stop - TS is calculated on the basis of StepMA
displaced on value depending from the StepSize and Ks factor
(optimized parameter ).
You can see as it works if attach StepMA_v7 with ColorMode=1.
3. Exit by BreakEven - BreakEven and BreakEvenGap are optimized
parameters. Some explanations concerning BreakEvenGap: if profit
reaches Breakeven than StopLoss moves to Order Open Price +/-
BreakEvenGap ( '+' for Buy, '-' for Sell).
4. Exit by Trailing Profit - I have developed this trade technique
recently.
I try to not limit profit by fixed TakeProfit. TP is calculated on the
basis of StepMA displaced on value depending from the StepSize and Kp
factor (optimized parameter ).
Used presets I have received for MetaQuotes data. So for best results
you should receive optimized inputs for other brokers.'
Last weekend I have finished new version of this EA (1.42) and
made optimizations of inputs for North Finance data. This version will
participate in contest for EAs on forex-tsd.com.
This version with presets you can download only here.
Regards,
Igor
Subject: [TrendLaboratory] Settings of StepSto_v1 for TS
Hi, if you want to receive StepMA_Stoch for FXiGoR Systems try to use StepSto_v1 with VoltyMode = 2 (it correspond ATR with Linear Weighting Smoothing) and don't change Kslow (default value=1). Thanks to John for interesting evaluation. Regards,Igor
Hi, if you want to receive StepMA_Stoch for FXiGoR Systems try to use
StepSto_v1 with VoltyMode = 2 (it correspond ATR with Linear Weighting
Smoothing) and don't change Kslow (default value=1).
Thanks to John for interesting evaluation.
Regards,Igor
All four averages were calculated at 10 periods on the 30 minute
GBP/USD chart of April 6, 2006.
The color coding is as follows:
Exponential Moving Average = Magenta
Jurik Moving Average = Yellow
Guassian Transform = Red
Hull Moving Average = Blue
All of the averages except Jurik are freely available on the web.
Depending on the intended use, selection of one type may be
preferable to another.
Common uses of moving averages and transforms are as surrogates of
price and in the calculation of functions, indicators and systems.
Characteristics to consider are:
Lead/lag
Overshoot/undershoot
Smoothness
Price fit
Predictive ability
I try to backtest entries and exits using various types of averages
to determine which is most profitable and robust in a system.
There is a lot of useful information at the Jurik Research site.
http://www.jurikres.com/
Regards,
John
Hi John,
you can find here two indicator about which you asked me:
HistoFisher_v1 (similar to SolarWind) and Fisher_v1 (original code
from John Ehlers article). In HistoFisher_v1 try to change FishMode
parameter ( 0 or 1).
Good news - two persons ( Gaspard from Holland and Franck from France
) are ready to become members of our club today.
Next good news - I have started to develop StepMA EA for TS (similar
StepMAExpert_v1.4 for MT4).
Regards,
Igor
Igor,
The PriceChannel_Stop system, and the indicators and paintbar you
have posted recently are great.
The PriceChannel_Stop system is very robust. I have used it both on
intraday and daily data and it is works well. It has few variables
and can be optimized to give good performance safely. I uploaded a
picture to the file area.
PriceChannel_Stop System
PriceChannel_Stop Indicator
StepRSI
StepSto
JMA_PFE
I like all the indicators a lot. I uploaded a picture of my standard
indicator template. Indicators shown:
StepChoppyBar with StepMA
StepRSI
StepSto
JMA_PFE
Hi,
For finding of settings for Step indicators I plan to develop a set of
experts for each of them. Now you can download StepMAExpert_v1.3 and
StepRSIExpert_v1.
Note. All my EAs contain library for trace of trades(Tracert.mqh).
This file should be in experts/include folder for the EA to compile it
with no problem.
Regards,
Igor
Hello John,
First of all thanks for good questions and interesting indicator.
Concerning PriceChannel_Stop indicators I want to say following:
- this indicator is more universal than BrainTrend1(Risk=0.47),
SilverTrend(Risk=0.3) and ASCTrend1(Risk=0.3) indicators, because it
works not only on breakout of OB/OS levels(Risk>0 and ChannelPeriod
=9) of the Price Channel, but also on breakout of borders of the
channel (Risk=0 with any ChannelPeriod).
- I have uploaded the Strategy(1st version) according
PriceChannel_Stop indicator for TS. Try to optimize settings of the
indicator.
- Concerning me I prefer use ChannelPeriod = 8, Risk=0, but I know
that more effectively to use ChannelPeriod=20,Risk=0 (Donchian settings).
Screen shots you can upload to corresponding thread in Files directory.
Regards,
Igor
P.S. Other answers will tomorrow.
--- In TrendLaboratory@yahoogroups.com, "jpreussen" <jpreussen@...> wrote:
>
> Hi,
> I am a new member of the Trend Laboratory group. I use both
> TradeStation 2000i and TradersStudio platforms.
>
> I am very interested in leaning more about and using the fine
> indicators developed by Igor at Trend Laboratory.
>
> I have uploaded the PFE Indicator which I use on just about all of
> my charts. It is a great confirming indicator. The version I
> uploaded is smoothed by a 3 period EMA. I use a 3 period Jurik JMA
> to smooth mine. The Jurik Moving Average (JMA) is locked and costs
> money so I uploaded the EMA version.
>
> I also use Trigger lines (5 period JMA on Open and Close) and the
> BrainTrading indicators.
>
> My goal is to replace BrainTrading indicators with similar
> indicators which are just as effective but not locked. The
> PriceChannel_Stop Indicator looks very good, but I would like to
> compare effectiveness vs. BrainTrading.
>
> Is the PriceChannel_Stop Indicator the same as SilverTrend?
>
> Igor, do you have any write-ups of settings for of the
> PriceChannel_Stop and all the Step Indicators?
>
> Are there any plans to code the SolarWind (Fisher_Yu4rik Indicator)
> to TradeStation?
>
> Is there any way I can attach a screen shot to a message or some
> other way of sending a chart picture?
>
> John
>
Hi,
I am a new member of the Trend Laboratory group. I use both
TradeStation 2000i and TradersStudio platforms.
I am very interested in leaning more about and using the fine
indicators developed by Igor at Trend Laboratory.
I have uploaded the PFE Indicator which I use on just about all of
my charts. It is a great confirming indicator. The version I
uploaded is smoothed by a 3 period EMA. I use a 3 period Jurik JMA
to smooth mine. The Jurik Moving Average (JMA) is locked and costs
money so I uploaded the EMA version.
I also use Trigger lines (5 period JMA on Open and Close) and the
BrainTrading indicators.
My goal is to replace BrainTrading indicators with similar
indicators which are just as effective but not locked. The
PriceChannel_Stop Indicator looks very good, but I would like to
compare effectiveness vs. BrainTrading.
Is the PriceChannel_Stop Indicator the same as SilverTrend?
Igor, do you have any write-ups of settings for of the
PriceChannel_Stop and all the Step Indicators?
Are there any plans to code the SolarWind (Fisher_Yu4rik Indicator)
to TradeStation?
Is there any way I can attach a screen shot to a message or some
other way of sending a chart picture?
John