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Strategy Idea
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Created: by soumi71 Attachments:13

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Strategy Idea

  #1 (permalink)
Elite Member
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Strategy Idea

hi guys

how about creating a strategy based on everyone's experiences that we all would benefit from ? I am willing to post my setup and see if this can be automated as a stategy that we could all use ?
and when it's all nice and running we could donate to the forum ..
I mainly trade ES on tick charts so I will post screenshots and explanations later in the forum
Kind Regards

Sonia

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  #2 (permalink)
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i am with you !
post your stuff and we try to put it together in an auto-strategy.
i hope its not too complexe otherwise we have to cry for sam or so

if it basicly runs, the members can work on how to improve it.

max-td
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  #3 (permalink)
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This is my setup :

ADX-VMA tradezones 14
ADX DMI 14
EMA 30

I load the indicators on ticks charts , I basically scalp no overstaying , I target 2 pts in the ES and trail my stop manually if it goes in my favor if it does not I cover wand wait for next signal , I usuaally get 2 signals in the morning session ( 9:30 - 11:30 EST ) and this covers my daily goal of $ 200 - 250 , did not try it on other instrument but visually it will work better and profit wise it may give more on currencies , but being just new in the market I like to go step by step and lock in profits really quick .

Preventing whipshaw / consolidation area filter is a great issue here , so my idea wa to filter out with ADX value or CCI or anything that would just put the strategy to sleep until it gets a valid entry signal .

the screenshot is from yesterday , did not trade today because of the news and my mind is not really into it today ,

Thank you for everyone whoo is willing to help code this , we can all donate to the forum once it's up an running and we can use it to scalp a fre bucks , it's nothing fancy but worked for me and would like very much have it automated

Kind Regards

Sonia

Attached Thumbnails
Strategy Idea-es-12-09-11_24_2009-350-tick-.jpg  
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  #4 (permalink)
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Have you tried setting that up with the Strategy Wizard? That is usually a good first step. Think about what indicators you use, but also think about what parameters you would like to be able to change or optimse (would a 2 tick target/8 tick stop work better than a 2 tick target/6 tick stop, for example). That information is acutally used in the first screen of the Wizard.

On the indicator front, look at what specific plots of the indicators give you the signals as you will need to specify them create conditional logic in the second Wizard screen.

I'd suggest creating a "long only" version of the stratgey first to test your logic against a backtest. If the "long" system is trading where you want it to you can then add code for the short side.

Lastly, you might want to think about a logical naming convention for the various builds and iterations that come up, as well as a way to archive and note changes. I learned the hard way that if you edit and compile enough times without renaming your work you might reach a point where you want to go back to an earlier version but can't.

Just some general thoughts!

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  #5 (permalink)
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thanks MXASJ for the ideas - very good points in there (basic how-to-proceed the programming) !
- we do it in the wiziard
- we will do diff. named versions later
- we will start with a "long only" strategy until we have all stuff together

+ thanks soumi for the picture

i try to do this here as a step-by-step-process for coding-beginners so that everyone can reproduce the stuff --> building a strategy
-- so dont think to much further on at first -

my first focus is on how to do the basic strategy-coding-stuff.
if this is clear + done we can go on + try+ play diff variations later.

OK soumi, so how we gonna start ?

- we try to make the basic logic with the given indicators
(with wich conditions our trade is valid + how exactly our ENTRY-signal is triggered)

- then we put this into code + look if it works technicaly

- then we start to optimzie the logic/targets/stops + add more conditions/variations if nessecary

at first we need all indicators that we wanna use :
so please upload this ADX-VMA tradezones 14 or show us a link where to get it.

then you have to define :
1 - what exactly must be shown in each used indicators to allow a trade ?
2 - what exactly should be the ENTRY-point ?


looking forward to the journey here ....


max-td

Last edited by max-td; November 26th, 2009 at 05:06 AM.
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  #6 (permalink)
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Might I suggest you also start with indicators that are simple in the visual sense... ADXVMA is something I use and there are many different versions depending on what excites you visually, but in the end its a LINE which is a value that is either heading up or down or sideways. Diamonds, dots, soundfiles, etc is fluff in a an autotrading strategy.

One of the 'strats I'm forward testing now is based on a plain-vanilla ADXVMA line and an ADX value in different time frames, which looks similar to the chart posted above (minus the higher timeframe).

Would a good way to continue this thread be me creating a "from scratch" strat using those two indicators? My caveat is that I'm on NT 7/Visual Studio 2008 so I'd be posting cs or txt files and using Strat Wizard screen shots from NT 7 (which is not to far removed from 6.5).

It's late my time but my Friday is a holiday so I can play if you want.

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  #7 (permalink)
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Heck I've got nothing else to do right now. Wizard Screen One below...

Attached Thumbnails
Strategy Idea-wiz1.jpg  
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  #8 (permalink)
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Here is some logic for going LONG. Basically the ADXVMA has to be rising for the last two periods, the ADX has to be above 30 and rising, and the price of the instrument has to be rising. Next post will be some .cs code, generated by pressing the "view code" button, open to tweak.

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  #9 (permalink)
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Add the target and stop first in the Wizard based on our initial settings...

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Strategy Idea-wiz3.jpg  
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  #10 (permalink)
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Great tutorial MXA !

but , i also think we need some input from soumi now.

i want to build her idea as a strategy.
so i need the infos i aked for :

at first we need all indicators that we wanna use :
so please upload this ADX-VMA tradezones 14 or show us a link where to get it.

then you have to describe in words :

1 - what exactly must be shown in each used indicators to allow a trade ?

2 - what exactly should be the ENTRY-point ?

then we try to convert this in formulars.

or is this done yet with what MXASJ posted ? >> question to soumi !

max-td
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