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LinkBack (70) | Thread Tools | Display Modes |
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Quote:
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);
}
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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). Last edited by nix; 09-14-2007 at 10:45 PM. |
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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? |
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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 *************} |
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Money Management
Quote:
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);
}
burn0050
__________________
He who laughs last thinks slowest
Last edited by burn0050; 09-15-2007 at 12:45 AM. |
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Quote:
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 |
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[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.
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Quote:
I'll work on this over the weekend. |
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LinkBack to this Thread: http://www.forex-tsd.com/suggestions-trading-systems/8728-follow-bouncing-pip.html
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