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Perrys Trading -> Strategy - development
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Perrys Trading -> Strategy - development

  #151 (permalink)
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moin,

i looked into the code of the last posted version of the signal-indicator
and extracted the conditons + actions for setup1 out of it.

the orange lines are comments to explain what is done there,
the blue things are the code itself.

maybe this helps for non-coders to have a look at it
+ to compare the conditions to what they see on the charts
also for the understanding of the rules how the indicator is making its decissions.

maybe this way its easier to find out if we all have the same interpretation of the main original Perry-rules
compared to the coded condition in the indicator.
and to see if the code is done like the rules want it to be.
and to see if the code really DOES what he is suposed to do

cause something is not in sync yet it seems.

this is only for longs for setup1 now - if wished i can do the same for shorts and/or setup2.
but for now i think its easier to follow this if we do it step by step or separatly.


 
Code
                            
    if (    setup1    )         //  if setup 1 is set to true
            
{
                if   (

               
                    
Rising(sMALong)     // long EMA going up
&&    
                  
                    
Rising(sMAMid)       // mid EMA going up
&&
                  
                    
sMAShort[0] > sMAShort[1] && sMAShort[1] > sMAShort[2]   
                                                                     
// short EMA going up at least two bars
 
&&



                    
low <= sMAShort[0]  
&&
                    
high sMAMid[0]         // The Setup bar LOW must be LESS than or touching
                             //the EMA(5) and the Setup bar HIGH must be greater than the EMA(20).
&&
                 
                    
sForce[0] == 1      // Force is green
&&
                    
close open       // up Bar



                    
)

                   
//  if all the above conditiuons are true the indicator does the following things : 
                  //    uses   BarColor = UpColor + Draws a BLACK line + plays a sound

                
{

                    
SU1_Long.Set(sMALong[0])         //    BarColor = SU1_UpColor;

     
DrawLine("entry1"+CurrentBar,4,MAX(High,5)[0]+(1*TickSize),0,MAX(High,5[(1*TickSize),Color.Black,DashStyle.Solid,2);

                    if (
audibleAlertPlaySound(soundFile);







         
//  and if in addition the following things are true it paints a up-Color-line - Green i think
                   
              
if (         


                        
Rising(sADX)             // ADX Rising     
 
&&        
                      
                        
Rising(sDMIPlus)         // Rising DMI
 
&&
                    
                        
sDMIPlus[0] > sDMIMinus[0])         // DMI Green



                    
{
       
DrawLine("entry1"+CurrentBar,4,MAX(High,5)[0]+(1*TickSize),0,MAX(High,5)[0]+(1*TickSize),SU1_UpColor,DashStyle.Solid,2);
                    }
       
    } 

-

max-td

Last edited by max-td; October 26th, 2010 at 04:40 AM.
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  #152 (permalink)
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MWinfrey View Post
Thanks to fusion, I think he found an error in the Method 2 rules. I made the change and believe it is correct now.

Mike, just wanted to say, very nice work on this. I have really enjoyed perry's method and to have it so visual is certainly an added help. Thanks for your hard work.
Jeff

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  #153 (permalink)
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DMPlusSignals_v4


DMPlusSignals_v4 addresses the rounding issue talked about several time which apparently is causing confusion. I added a parameter that allows you to either enable or disable the rounding. The parameter is called RoundFastMA. The default is true which means the indicator performs as it has in the past. Set this to false and the rounding is disabled. Hopefully that will reduce the confusion about what is or isn't a signal.

Mike Winfrey

Attached Files
Register to download File Type: zip DMPlusSignals_v4_nt65.zip (20.2 KB, 41 views)
Register to download File Type: zip DMPlusSignals_v4_nt7.zip (21.4 KB, 119 views)
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  #154 (permalink)
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fusion View Post
Hi Mike,

I have few questions to ask you regarding indicator DMPlusSignals_v3. The attached chart was generated with NT 6.5.

1. The bar is 2nd falling bar; yet, no signal. The readings (1188.79 - two bars before bar 1; 1188.78 - one bar before bar 1) of EMA5 can prove my observation. I’m wondering if there‘s rounding issue here?

2. This bar meets rule of Method 2, Short; but, no signal fired.

3 & 4. Two gravestone doji bars; but, no signals marking here. Please read Perry’s explanation regarding doji---
https://futures.io/journals-daily-charts-chart-reading/3514-perrys-trading-platform-63.html#post71828 post# 630

5. The bar is 2nd rising bar; yet, no signal. The readings (1186.89 - two bars before bar 1; 1186.92 -one bar before bar 5) of EMA5 can prove my observation. Is there rounding issue here again?

6. Although it is in End Trend zone, it is Setup bar for Method 1, Long, no signal found.

The six cases stated above happen daily; and, I’m not capable of solving the problem. I present them here are mainly for discussion; and, they may be helpful for your further improving the indicator. It is possible that I misunderstand Perry’s rules. However I appreciate your hard work. TIA!






See post https://futures.io/ninjatrader-programming/5220-perrys-trading-strategy-development-16.html#post72169

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  #155 (permalink)
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Reading code

Hi max-td,

Thank you so much for presenting a brief lesson (post # 151) for those people, including me. who are eager to learn how to read code.

I know what MA, Force, ADX, DMIPlus and DMIMinus stand for. The problem is the upper case letter "s". For example, what does "s" mean in sMA?

Could you continue your lesson of reading code of Shorts of Setup 1; and, Setup 2, please? TIA!

Attached Thumbnails
Perrys Trading -&gt; Strategy - development-letter-s.gif  
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  #156 (permalink)
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Doji


MWinfrey View Post
DMPlusSignals_v4 addresses the rounding issue talked about several time which apparently is causing confusion. I added a parameter that allows you to either enable or disable the rounding. The parameter is called RoundFastMA. The default is true which means the indicator performs as it has in the past. Set this to false and the rounding is disabled. Hopefully that will reduce the confusion about what is or isn't a signal.

Mike Winfrey

Hi Mike,

Thank you for the newest improved indicator to help futures.io (formerly BMT) members to study Perry method efficiently. My observation shows Doji got no signal even rules were met.

Chart A: Explanation of Doji by Perry. this is the link---
https://futures.io/journals-daily-charts-chart-reading/3514-perrys-trading-platform-63.html#post71828 post #630

Chart B: Today's ES, 4 Range, RoundFastMA was set to "false". No Setup bar signals for Doji.

TIA!

Attached Thumbnails
Perrys Trading -&gt; Strategy - development-charta.gif   Perrys Trading -&gt; Strategy - development-chartb.gif  
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  #157 (permalink)
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hey fusion,
before i post more conding-things or before you post more of your "observations" i would like you to check + report if the things that you realized in the version 3 are behaving better now in Version 4 -
we need a feedback if the changes solve the points you found!

so please compare those situations you described in this post
https://futures.io/ninjatrader-programming/5220-perrys-trading-strategy-development.html#post72125
with version 3+4 and let us know if you realize changes there.

looking forward to your feedback to this !

max-td
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  #158 (permalink)
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again to fusion,

please have a look at your settings of the force_index and let us know :

- has your force_Index that we see in the chart the same setting / parameter then the force in the Signal-indicator ?
- how are the original Perry-settings for the force_index ? - you have to use these in both then - in the ploting force & in the signal-force !

these things must be clear defined + synced before you seriously check + compare signals or work on a code to find issues + all that stuff. if you compare signals with diff indicator-settings you will have messed up results.

allthough it maybe makes no huge different at the end, that makes no sense.

and it seems that these things are not the OK in your charts.

max-td
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  #159 (permalink)
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fusion View Post
Hi max-td,

Thank you so much for presenting a brief lesson (post # 151) for those people, including me. who are eager to learn how to read code.

I know what MA, Force, ADX, DMIPlus and DMIMinus stand for. The problem is the upper case letter "s". For example, what does "s" mean in sMA?

Could you continue your lesson of reading code of Shorts of Setup 1; and, Setup 2, please? TIA!

the "sMALong[0]" etc are just replacements for the original calculations of these indicators in this case -
you find them a in the upper section of the indicators code.

iE : sMALong.Set ( EMA ( iMAPeriodLong ) [0]);

so you only have to calculate them once at the beginning and you can call this value as sMALong
later in the code again + again without having to calculate it again.

hope thats understandable

max-td
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DMPlusSignals_v5


Ok I think the doji deal is fixed. Let's keep whittling at this thing and maybe it'll turn into something useful.

Attached Files
Register to download File Type: zip DMPlusSignals_v5_nt7.zip (21.4 KB, 131 views)
Register to download File Type: zip DMPlusSignals_v5_nt65.zip (20.2 KB, 67 views)
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