Forex
Google
New signals service!

Go Back   Forex Trading > Discussion Areas > Suggestions for Trading Systems


Register in Forex TSD!
Trading Systems Leaders in this forum (automated trading systems) are winning more than 3000 pips in a month (30000$ investing one lot every time).
Click here to register and get more information

View Poll Results: What Do You Think?
Good 622 87.98%
Bad 85 12.02%
Voters: 707. You may not vote on this poll

Reply
 
LinkBack (70) Thread Tools Display Modes
  #1041 (permalink)  
Old 09-14-2007, 09:38 PM
nix nix is offline
Member
 
Join Date: Aug 2006
Posts: 91
nix is on a distinguished road
Quote:
Originally Posted by MrPip View Post
Try looking here.

There is a lot of stuff for Metastock.
This is only the Z page.

Trader.Online.pl - MetaStock Zone - Litera Z

Robert
I'll take a look.

BTW: here is my AutoLot management function. Maybe you can use it in your EA:


Code:
extern string MoneyManagement = "-------------------------------------";
extern double Lots = 0.1;
extern bool Auto_lots = true;
extern int  Risk = 10; // percent
extern double MIN_lots = 0.1;
extern double MAX_lots = 5;

double AutoLots()
{
   if(Auto_lots == false)
      return(Lots);
       
   int Decimals = 0;
   double MaxLotPurchase = 0;
   
   //
   // don't overleverage!
   // 
   
   //int AccLeverage = AccountLeverage();
   int AccLeverage = 100;

   //
   // Step for changing lots
   //
   
   double ModeLotStep = MarketInfo(Symbol(), MODE_LOTSTEP);
   double ModeLotSize = MarketInfo(Symbol(), MODE_LOTSIZE);
   
   if(ModeLotStep == 0.01)
      Decimals = 2;
   if(ModeLotStep == 0.1)
      Decimals = 1;
   
   //
   // Calculate auto lots
   //
   
   if(ModeLotSize != 0)
      MaxLotPurchase=((AccountEquity()*AccLeverage)/ModeLotSize)*(Risk*0.01);
   else
      MaxLotPurchase=MIN_lots;
      
   Lots = StrToDouble(DoubleToStr(MaxLotPurchase,Decimals));
  
   if (Lots < MIN_lots)
     Lots = MIN_lots;
   if (Lots > MAX_lots) 
     Lots = MAX_lots;}

   return(Lots);    
}
__________________
NiX
forex.home.pl
Digg this Post!Add Post to del.icio.usBookmark Post in TechnoratiFurl this Post!
Reply With Quote
  #1042 (permalink)  
Old 09-14-2007, 09:53 PM
nix nix is offline
Member
 
Join Date: Aug 2006
Posts: 91
nix is on a distinguished road
Quote:
Originally Posted by marko [IRL] View Post
So, will u do it? Will be very nice. Tx
Yes, if I can get the Zig indicator's code for MetaStock or if someone can point me to a different package which offers such indicators. I need the source (so far I have only MetaStock source) or the formula.

To put it in simple words

I need a ZigZag Percent indicator (Source or Compiled version is fine).
__________________
NiX
forex.home.pl

Last edited by nix; 09-14-2007 at 10:45 PM.
Digg this Post!Add Post to del.icio.usBookmark Post in TechnoratiFurl this Post!
Reply With Quote
  #1043 (permalink)  
Old 09-14-2007, 10:11 PM
nix nix is offline
Member
 
Join Date: Aug 2006
Posts: 91
nix is on a distinguished road
ZigZag Validity...

Check out this link:

Traders Tips - August 2002

"The zigzag % indicator in TradeStation 6 has been implemented in a way that obviates the need for a companion validation indicator."

Can anybody post the code for the ZigZag indicator found in TradeStation?
Maybe someone already transfered this code to MT4?
__________________
NiX
forex.home.pl
Digg this Post!Add Post to del.icio.usBookmark Post in TechnoratiFurl this Post!
Reply With Quote
  #1044 (permalink)  
Old 09-14-2007, 11:06 PM
ChampionFx's Avatar
Member
 
Join Date: Dec 2006
Location: Chicago
Posts: 90
ChampionFx is on a distinguished road
Google is our friend , but even after an hour of searching for MetaStock or
Tradestation ZigZag code source still nada , zilch , zero , nothing
Damn , where to get the code ?
Anybody around running Tradestation or MetaStock and wish to contribute code to the bouncing pip melting pot ?
Thanks
Digg this Post!Add Post to del.icio.usBookmark Post in TechnoratiFurl this Post!
Reply With Quote
  #1045 (permalink)  
Old 09-14-2007, 11:36 PM
Junior Member
 
Join Date: Mar 2007
Posts: 7
sypultraz is on a distinguished road
found this

hi guys....i jst found this code....but i dont no either this is the code that you all are looking for........i found it on the trade online metastock web

ZigZag Validity

{*********** Start of code *************}

{ZigZag validity by Spyros Raftopoulos
It validates the LAST LEG of the Zigzag indicator.
1=valid (not revisable), 0=invalid (revisable).
Do NOT use this indicator in systems.}

perc:=Input("Percent",0.2,100,10);

Z:=Zig(CLOSE,perc,%);
last:=ValueWhen(1,( Z > Ref(Z,-1) AND Ref(Z,-1) < Ref(Z,-2) )
OR
( Z < Ref(Z,-1) AND Ref(Z,-1) > Ref(Z,-2) ),
Ref(Z,-1));

pc:=(CLOSE-last) * 100 / last;
pc:= Abs(pc);

SD:=(z>Ref(z,-1) AND Ref(z,-1)>Ref(z,-2)) OR (z<Ref(z,-1) AND Ref(z,-
1)<Ref(z,-2));

res:=If(pc>=perc ,1,0);
If(Alert(res,2) AND SD,1,res)

{*********** End of code *************}
Digg this Post!Add Post to del.icio.usBookmark Post in TechnoratiFurl this Post!
Reply With Quote
  #1046 (permalink)  
Old 09-15-2007, 12:01 AM
burn0050's Avatar
Member
 
Join Date: Feb 2007
Location: Denver, CO
Posts: 32
burn0050 is on a distinguished road
Money Management

Quote:
Originally Posted by nix View Post
I'll take a look.

BTW: here is my AutoLot management function. Maybe you can use it in your EA:
Money management will probably lower the return, but should also lower the drawdown. Thanks, MrPip for your hard work. It looks like an 8% drawdown when using dxTrade's method? (nonlagdot, qqe, bigbear rules)
16449.36 214.09 783.30 2024.62 7.76 2 0 3 6
What's the starting account balance - 10k or 100k?

I think this is a better way to do money management. It follows Van Tharp's money management. If you want an explanation, I can give it, or find a link :
Code:
double LotSize(int stopInPips, double accountRisk){
 
       double lotMM = ( AccountFreeMargin() * (accountRisk/100) )/( MarketInfo(Symbol(),MODE_TICKVALUE) * stopInPips );
       //This can be used with discretion
       if (AccountIsMini) {
       //Round to the nearest 10th - AccountIsMini needs to be a bool set at the top level
         lotMM = MathFloor(lotMM*10)/10;
       } else {
       //Round to the nearest lot
 
         lotMM = MathRound(lotMM);
 
         //To be aggressive, use this one
         //lotMM = MathCeil(lotMM);
 
       }
       if (lotMM < 0.1) lotMM = .1;
       if (lotMM > 100) lotMM = 100;
 
   return (lotMM);
}
Thanks,
burn0050
__________________
He who laughs last thinks slowest

Last edited by burn0050; 09-15-2007 at 12:45 AM.
Digg this Post!Add Post to del.icio.usBookmark Post in TechnoratiFurl this Post!
Reply With Quote
  #1047 (permalink)  
Old 09-15-2007, 12:01 AM
ChampionFx's Avatar
Member
 
Join Date: Dec 2006
Location: Chicago
Posts: 90
ChampionFx is on a distinguished road
Thanks sypultraz,
something like two pages back I posted this code already
There is need to read through the previous posts in order to know what's going on with progress.
C'mon guys , keep up on reading

Sincerely,
ChampionFx
Digg this Post!Add Post to del.icio.usBookmark Post in TechnoratiFurl this Post!
Reply With Quote
  #1048 (permalink)  
Old 09-15-2007, 07:47 AM
Senior Member
 
Join Date: Mar 2006
Location: La Verne,CA
Posts: 556
MrPip is on a distinguished road
Quote:
Originally Posted by burn0050 View Post
Money management will probably lower the return, but should also lower the drawdown. Thanks, MrPip for your hard work. It looks like an 8% drawdown when using dxTrade's method? (nonlagdot, qqe, bigbear rules)
16449.36 214.09 783.30 2024.62 7.76 2 0 3 6
What's the starting account balance - 10k or 100k?

I think this is a better way to do money management. It follows Van Tharp's money management. If you want an explanation, I can give it, or find a link :
Code:
double LotSize(int stopInPips, double accountRisk){
 
       double lotMM = ( AccountFreeMargin() * (accountRisk/100) )/( MarketInfo(Symbol(),MODE_TICKVALUE) * stopInPips );
       //This can be used with discretion
       if (AccountIsMini) {
       //Round to the nearest 10th - AccountIsMini needs to be a bool set at the top level
         lotMM = MathFloor(lotMM*10)/10;
       } else {
       //Round to the nearest lot
 
         lotMM = MathRound(lotMM);
 
         //To be aggressive, use this one
         //lotMM = MathCeil(lotMM);
 
       }
       if (lotMM < 0.1) lotMM = .1;
       if (lotMM > 100) lotMM = 100;
 
   return (lotMM);
}
Thanks,
burn0050
I added AutoLot to the EA and ran with the settings that produced the best results with profit at $16K. With MM the profit is now over $60K with 10% Account Balance per trade. Drawdown is higher but has more to do with trading 10% instead of 1 lot. Account size is $25K. Running with $10K account shows profit of $27125.

Most of the profit was from Aug 1 to Sept 7.

There is still something not right with the EA. It clearly misses some trades that appear to meet the rules. I printed out the values of the zigzag indicators and there are times since Sept 7 when a trade should have been placed. I will be working on this problem next.

Robert
Digg this Post!Add Post to del.icio.usBookmark Post in TechnoratiFurl this Post!
Reply With Quote
  #1049 (permalink)  
Old 09-15-2007, 09:48 AM
nix nix is offline
Member
 
Join Date: Aug 2006
Posts: 91
nix is on a distinguished road
Quote:
Originally Posted by MrPip View Post

Most of the profit was from Aug 1 to Sept 7.
[Aug - Sept] had a lot of sharp reversals followed by long trending periods, but the drawdown visible on your backtest is not bad. All trading systems experience drawdown periods once in a while.
__________________
NiX
forex.home.pl
Digg this Post!Add Post to del.icio.usBookmark Post in TechnoratiFurl this Post!
Reply With Quote
  #1050 (permalink)  
Old 09-15-2007, 09:50 AM
nix nix is offline
Member
 
Join Date: Aug 2006
Posts: 91
nix is on a distinguished road
Quote:
Originally Posted by ChampionFx View Post
Google is our friend , but even after an hour of searching for MetaStock or
Tradestation ZigZag code source still nada , zilch , zero , nothing
Damn , where to get the code ?
Anybody around running Tradestation or MetaStock and wish to contribute code to the bouncing pip melting pot ?
Thanks
I found a "ZigZag Percent indicator" for MT4, so I'll try to base both indicators on it since I can't seem to find the Tradestation or MetaStock code.

I'll work on this over the weekend.
__________________
NiX
forex.home.pl
Digg this Post!Add Post to del.icio.usBookmark Post in TechnoratiFurl this Post!
Reply With Quote
Reply

Bookmarks

Tags
forex tsd, forex-tsd, bouncing pips, Bouncing Pip, follow the bouncing pip, Supernova, bouncing, nonlag zigzag, nonlagdot, bouncing pip ea, forex, BigBear, MrPip, signal_bars_v6, MACD-DIV, QQE_Alert_MTF_v5, signal_bars_v6.ex4, bear system forex tsd, Jacko, tsd forex, follow, mr pip

Thread Tools
Display Modes

Posting Rules
You may not post new threads
You may not post replies
You may not post attachments
You may not edit your posts

BB code is On
Smilies are On
[IMG] code is On
HTML code is Off
Trackbacks are On
Pingbacks are On
Refbacks are Off
Forum Jump

LinkBacks (?)
LinkBack to this Thread: http://www.forex-tsd.com/suggestions-trading-systems/8728-follow-bouncing-pip.html
Posted By For Type Date
yForexzMetaTrader PartXyCFD.&Futuresz This thread Refback 09-26-2008 04:41 PM
eNjJɂ‚Č낤Part5 This thread Refback 09-23-2008 08:07 AM
yuXzMetaTraderSҐpRyƂpz This thread Refback 09-21-2008 03:37 AM
??????MetaTrader????????????? - MetaTrader???Wiki This thread Refback 08-31-2008 08:27 AM
!! - This thread Pingback 07-13-2008 04:26 AM
ƥȥ졼 This thread Refback 06-29-2008 07:05 PM
eNjJɂ‚Č낤Part5 This thread Refback 06-18-2008 01:16 PM
neamtu_victor - Viewing Profile This thread Refback 02-26-2008 06:26 PM
zig zag !!! - 2 - This thread Refback 02-20-2008 10:02 PM
Real Forex For TSD: Signal Service This thread Refback 02-09-2008 08:06 AM
ZigZaguri - vamist.com - Forex forums and blogs This thread Refback 02-07-2008 04:35 PM
Jacko's Forex House of Pleasure and Pain - Page 107 This thread Refback 02-06-2008 04:06 PM
Jacko's Forex House of Pleasure and Pain - Page 107 This thread Refback 02-06-2008 01:57 PM
livemarket2 / eNjJɂ‚Č낤Part5 This thread Refback 02-06-2008 01:24 AM
Supernova GBP/JPY Mini Trend Catcher - Page 183 This thread Refback 01-28-2008 12:40 PM
yForexzMetaTrader PartXyCFD.&Futuresz This thread Refback 01-21-2008 12:18 PM
ZigZaguri - vamist.com - Forex forums and blogs This thread Refback 01-13-2008 05:59 PM
Real Forex For TSD: Results 12/27 This thread Refback 12-30-2007 05:24 PM
zig zag !!! - 3 - This thread Refback 12-29-2007 08:35 PM
zig zag !!! - 2 - This thread Refback 12-29-2007 02:09 PM
zig zag !!! - 2 - This thread Refback 12-29-2007 01:31 PM
ForexMetaTrader PartCFD.&Futures - MetaTraderޤȤWiki This thread Refback 12-26-2007 04:03 AM
ƥȥ졼 200710 This thread Refback 12-23-2007 05:51 PM
Diskuzn frum Financnik.cz :: Se Sidem o Forexu :: Indiktory a obchodn systmy This thread Refback 12-23-2007 05:50 PM
Real Forex :: View topic - FTC Post #1522 Refback 12-19-2007 12:00 PM
Real Forex :: View topic - FTC Post #1522