PipMaker v1 - Price action based EA - Page 98

Lemyx · #**971** (**permalink**) 04-26-2008, 01:33 PM

Quote:

Originally Posted by Perky

forgot to add ea

adaptive rsi is the indicator

hm... your ea is really... mysterious

So many strange variables, so many brackets... brrrrrr....

Enforcer · #**972** (**permalink**) 04-26-2008, 03:56 PM

Quote:

Originally Posted by Lemyx

hm... your ea is really... mysterious

So many strange variables, so many brackets... brrrrrr....

LOL, stay tuned for PipMaker_v14

varmax · #**973** (**permalink**) 04-26-2008, 06:39 PM

Quote:

Originally Posted by montedoro

With ARSI we are looking for more profit than CCI. ARSI will not reduce the DrawDowns. This is the other step. To reduce the DD we need to manage the spacing. Have a look at my post #945. Don`t worry now for DD, look for more profit. And thanks for your help.

Hi at all,
this is my first post and I tanks all of you for great job.
I try to manage the spacing with ATR.
i.e. Bull market ... when first sell is placed and the volatility rise, second sell is placed only when the volatility decrease, usually at the top of flag.
The chart below is with the same Montedoro's setting shows in post #945. DD is 30%.
I think we are in right way to create EA with low DD and high profit.

P.S. I'm sorry for my english

Lemyx · #**974** (**permalink**) 04-26-2008, 07:16 PM

Quote:

Originally Posted by varmax

Hi at all,
this is my first post and I tanks all of you for great job.
I try to manage the spacing with ATR.
i.e. Bull market ... when first sell is placed and the volatility rise, second sell is placed only when the volatility decrease, usually at the top of flag.
The chart below is with the same Montedoro's setting shows in post #945. DD is 30%.
I think we are in right way to create EA with low DD and high profit.

P.S. I'm sorry for my english

Which timeframe do you suggest to use for ATR?

Thanks.

varmax · #**975** (**permalink**) 04-26-2008, 07:30 PM

Quote:

Originally Posted by Lemyx

Which timeframe do you suggest to use for ATR?

Thanks.

I use ATR for increase spacing when volatility is high ... ATR must be most reactive as possible. I use 2 period.

Lemyx · #**976** (**permalink**) 04-26-2008, 08:19 PM

Quote:

Originally Posted by varmax

I use ATR for increase spacing when volatility is high ... ATR must be most reactive as possible. I use 2 period.

I don't understad. Do you mean that ATR has a period=2?
I've asked about timeframe.

Thanks.

varmax · #**977** (**permalink**) 04-26-2008, 08:51 PM

Quote:

Originally Posted by Lemyx

I don't understad. Do you mean that ATR has a period=2?
I've asked about timeframe.

Thanks.

Sorry, I dont't understud your question.
In chart posted I've used same setting shows in post #945 to see if ATR reduce DD.

Tester period: 3th march 08 - 17 april 08, GBPUSD/M5, Initial deposit=10000.

I like H1 also. PF=1.66, DD=15%.

Thanks.

Lemyx · #**978** (**permalink**) 04-26-2008, 09:48 PM

Quote:

Originally Posted by varmax

Sorry, I dont't understud your question.
In chart posted I've used same setting shows in post #945 to see if ATR reduce DD.

Tester period: 3th march 08 - 17 april 08, GBPUSD/M5, Initial deposit=10000.

I like H1 also. PF=1.66, DD=15%.

Thanks.

In the EA you've wrote the next string:

Code:

if (Ask <= LowestBuy - (iATR(NULL, 0, ATR_Period, 0) * ATR_K * 10000 * Point))

I asked about TimeFrame on which ATR is calculates (bold zero in the code).

For every other indicator there is its own TimeFrame.

Code:

double MA3_0 = iMA(NULL, MAperiod, 3, 0, 3, PRICE_CLOSE, 0);
cci=iCCI( NULL, CCI_Period, CCI_lenght, PRICE_TYPICAL, 0);
double B1_1 = iCustom(NULL, iTrendPeriod, "i_Trend", 0, 0, 0, 20, 2, 13, 300, 0, 0);

How do YOU think which TF will be much better for ATR?

Thanks.

varmax · #**979** (**permalink**) 04-26-2008, 10:16 PM

Quote:

Originally Posted by Lemyx

In the EA you've wrote the next string:

Code:

if (Ask <= LowestBuy - (iATR(NULL, 0, ATR_Period, 0) * ATR_K * 10000 * Point))

I asked about TimeFrame on which ATR is calculates (bold zero in the code).

For every other indicator there is its own TimeFrame.

Code:

double MA3_0 = iMA(NULL, MAperiod, 3, 0, 3, PRICE_CLOSE, 0);
cci=iCCI( NULL, CCI_Period, CCI_lenght, PRICE_TYPICAL, 0);
double B1_1 = iCustom(NULL, iTrendPeriod, "i_Trend", 0, 0, 0, 20, 2, 13, 300, 0, 0);

How do YOU think which TF will be much better for ATR?

Thanks.

I understand the question, now. I'm sorry.
I think that best TF is current chart timeframe.

Thanks

Enforcer · #**980** (**permalink**) 04-26-2008, 10:37 PM

PipMaker_v14 with ARSI and AutoSpacing

Quote:

// - Added AutoSpacing, default spacing will be calcualted by StdDev
// - removed VarySpacing by number of orders
// - Added ARSI indicator (Adaptive RSI - external)

if AutoSpacing = true Spacing will be calculated using StDev, also TrendSpacing if is != 1000 (1000=disabled)

StDev is more responsive and more configurable than ATR.

Depending on settings you can get pretty different results.
Period tested: 2008-01.01 to 2008.26.04

or

Run optimizer to find proper settings for desired pair.