script idea

June 30th, 2009, 09:39 AM

The Bollinger Band Squeeze indicator has a good chop indicator built in. Chop is indicated by blue dots.

BBS(2,1.5,20) is a good setting.

David

June 30th, 2009, 09:43 AM

David

The Bollinger Band Squeeze indicator has a good chop indicator built in. Chop is indicated by blue dots.

BBS(2,1.5,20) is a good setting.

David

Thanks david I'll give it a look. Maybe Sharky will like this added.

June 30th, 2009, 10:41 AM

I think I found a bug w/ v.06 that I uploaded last night - not sure if it's moving the stop loss to break even correctly (when short). I'm running it now on live data so I will upload a fix once I confirm.

Edit: confirmed. Here's an updated version w/ the fix.

June 30th, 2009, 11:59 AM

Hello systrader,

please tell us what line(s) you fixed to help us learn in the process, didn't see any notes in the new version.
thx
kz

June 30th, 2009, 12:00 PM

do you have a zip file for everyone? and we will look at chop later as far as the atm is concerned feel free to add to it david if you like but just make it flrexible enough for everyones own style thanks...sharky

June 30th, 2009, 12:04 PM

zeller4

Hello systrader,

please tell us what line(s) you fixed to help us learn in the process, didn't see any notes in the new version.
thx
kz

Sorry, I fixed this section where it moves the stop loss if short to break even:

if (((Position.AvgPrice - Close[0]) / TickSize) >= autoBrkEvenTicks )

It used to read:

if (((Close[0] - Position.AvgPrice) / TickSize) >= autoBrkEvenTicks )

June 30th, 2009, 12:50 PM

New Version: v01.00.07

Changes:

Added a second DMA (fully configurable) to be used as the long-term trend filter. It will only take trades in the direction of this DMA. So if the long-term trend is down, it will only take short trades.

Status:

Beta - not fully tested so please do not trade w/ real $

June 30th, 2009, 06:16 PM

Looks good Systrader. Interesting to see how how you coded some stuff.

I will start using that 'private void Long()' in my own strategies, it looks much cleaner and more flexible than the way NT does in their examples.

June 30th, 2009, 06:34 PM

Thanks Peter.

June 30th, 2009, 07:20 PM

I just want to chime in here...

I am very impressed by you guys, your ability to take non-programmers and programmers alike and form a collaborative effort and to keep that effort organized.

Well done!

This is exactly what I envisioned when creating the site, and I am very happy to see it set in motion.

Remember the founding principle of the site:

Mike

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