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script idea
Started:June 25th, 2009 (11:59 AM) by sharky Views / Replies:8,967 / 64
Last Reply:November 15th, 2009 (06:05 PM) Attachments:14

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script idea

Old June 28th, 2009, 11:05 AM   #21 (permalink)
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hey peter!
ThanX -
+ incl. perfect update-report !

max-td
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Old June 28th, 2009, 09:16 PM   #22 (permalink)
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peter its not a zerolag dma anymore i have my normal 7 zerolag on the chart and your new version and the 2 dmas are way different...sharky

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Old June 29th, 2009, 12:51 AM   #23 (permalink)
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Sharky, you got me very confused now.

I didn't change anything with regard to the DMAPaint.
All strategies in this thread were and are based on the DMPaint(7, ZeroLagEMA, 7 ZeroLagEMA).
The only thing that is changed is that the period settings of the ZeroLag's can be changed when running the strategy without having to edit the code.
This is often handy to tweak and optimize, until you really decide for one setting embedded in the strategy code.

Also the pictures in you first entry are the DMAPaint with that setting. Are those pics not from the settings you want?


---------------------------------------------------------------
Before I read Sharky's reaction I already worked on something else that the coders may want to look at.
All strategies before use the Signal dataseries of the DMAPaint indicator.
I didn't have market replay files to test, but I think using the Signal dataseries can result in delayed entries/exits (triggering like the arrows which are painted 2 bars backwards).
The strategy below uses the DMV dataseries in DMAPaint. You may want to try both simultaneously to see if v1.04 behaves differently (and better of worse for the purpose).
This is NOT tested, just a development version

Attached Files
Register to download File Type: zip SharkyMAstrategy_v1_04c_DMVversion.zip (45.8 KB, 27 views)

Last edited by Peter; June 29th, 2009 at 03:22 AM. Reason: New defaults
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Old June 29th, 2009, 12:53 AM   #24 (permalink)
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I didn't have market replay files to test

Thanks Peter for your code contributions. You can find Market Replay files in the Downloads section, NinjaTrader, Miscellaneous.

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Old June 29th, 2009, 12:55 AM   #25 (permalink)
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Futures Edge on FIO

Are you a NinjaTrader user?

 
peter i already went into my script and changed the zerolag tema to aerolag ema

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Old June 29th, 2009, 12:57 AM   #26 (permalink)
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look in your script line 69 it says tema it needs to say ema
and i changed the trailing to stop to 0 instead of 1 from line 177

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Old June 29th, 2009, 01:00 AM   #27 (permalink)
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and look at the dma paint indicator and put the 7 zero lag on your chart and then put yours on top of it and see the difference you have yellow in your and the normal dma paint is just 2 colors and sams version is the same as the dma paint.

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Old June 29th, 2009, 01:04 AM   #28 (permalink)
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Ah, I finally see what you mean.

The strategy itself was ok, it uses the ZLEMA to buy/sell.

Apparently I made a typo in the part that paints the line. I Added it as help for myself on blank charts ...
I'll change it to ZLEMA and reupload the Zip files.


OK, here are the latest.
Please read the previous post on the differences

Attached Files
Register to download File Type: zip SharkyMAstrategy_v1_03c.zip (45.6 KB, 27 views)
Register to download File Type: zip SharkyMAstrategy_v1_04c_DMVversion.zip (45.8 KB, 31 views)

Last edited by Peter; June 29th, 2009 at 03:28 AM.
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Old June 29th, 2009, 01:12 AM   #29 (permalink)
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peter set your zerolag on 12 for me please and put it on a chart

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Old June 29th, 2009, 02:09 AM   #30 (permalink)
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Sam,peter or anyone else

I am interested in testing this strategy Monday for quick scalps, and I would like to revise it to include the following:

I do not want to employ a TrailStop, so set TrailStop default = 0 (not = 1 as it currently is).

I do want an Auto Breakeven feature that once open profit = 2 ticks (set as variable), I want to automatically move my Stop Loss to Entry. This protects my position if my Profit Target is hit but I am not filled, and price then moves against me.

This feature in the ATM Stop Strategy would read as follows:

Auto breakeven (ticks)
Profit trigger: 2 (set as variable) Plus: 0 (set as variable)

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