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Symmetry
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Created: by Maletor Attachments:9

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Symmetry

  #11 (permalink)
Member
Boston
 
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Maletor's Avatar
 
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My charts

All prime fib numbers. Because why the heck not?

Attached Thumbnails
Symmetry-picture-8-2-.png  
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  #12 (permalink)
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i have forget symmetrie but now is back in brain and i will insert in my simple strategy some points and add some variables for optimizing.

nice weekend

this is i was looking for onbarupdate

 
Code
// For direction
			if(direction == "long")
				if(Close[0] < DoubleMA(1, NinjaTrader.Indicator.MAV.MAType.ADXVMA, 15, NinjaTrader.Indicator.MAV.MAType.ZeroLagEMA).RisingPlot[0]) 
					direction = null;
				
			if(direction == "short")
				if(Close[0] > DoubleMA(1, NinjaTrader.Indicator.MAV.MAType.ADXVMA, 15, NinjaTrader.Indicator.MAV.MAType.ZeroLagEMA).FallingPlot[0]) 
					direction = null;
A other good point is to add in this strategy
 
Code
if(direction == null)
 if(DoubleMA(1, NinjaTrader.Indicator.MAV.MAType.ADXVMA, 15,   NinjaTrader.Indicator.MAV.MAType.ZeroLagEMA).Signal[0] == 0) 
 Go and smoke a cigarette come back in 10 minutes

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  #13 (permalink)
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Maletor View Post
All prime fib numbers. Because why the heck not?

28657 tick... awesome!

Your charts are very nice, clean, simple. Great job.

I'd like to see more of your daily charts if you don't mind taking some shots here and there as the days go by. We have a forum just for that:
Daily charts and profit/loss reports

Mike

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  #14 (permalink)
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maletor,

You said you want to stay out of "flat eco"... how are defining flat? Aren't you entering when eco is near the zero line - isn't that basically flat?

I really think the eco is a good indicator....

Todd

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  #15 (permalink)
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I just mean when the ECO is ranging between -10 and +10 for a relative amount of time.

I really want the thing to thurst through the 0 line like it's got a pair.

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  #16 (permalink)
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true.... but how do you program that into a strategy that can be backtested?

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  #17 (permalink)
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You don't.

We are human. We are infinitely smarter than computers. We just have to be "unconsciously competent".

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  #18 (permalink)
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Here is version 3. Buggy, and still just a prototype.

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Register to download File Type: zip Symmetry3.zip (61.5 KB, 97 views)
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  #19 (permalink)
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Todd,

I think it will depend on if you want an auto-strategy or a mechanical strategy.

For instance, instead of spending your life trying to program "chop", you can just watch the chart. If you are in chop, then don't have the strategy running. Once you exit, turn the strategy back on. This is the approach I favor. Roonius has something called Discretionary Buttons which put buttons right on your chart to make this incredibly easy, much easier than manually adding/removing a running strategy.

Mike

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  #20 (permalink)
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Maletor,

What I do in order to make my strategies not "jump in" is something like this:
 
Code
#variables
signal = "firstbar"

#onbarupdate

// looking for longs
if (signal == "firstbar")
blah
blah

EnterLong();

signal  = "long";

if (signal != "firstbar" && marketposition == position.flat)
signal = "justexited";
I don't have Ninja up so I had to adlib some of that, but you get the idea. Basically, once you EXIT a position you want the "signal" to change to "justexited". Then you can test for that, and make sure you have a valid NEW setup, not just a continuation of a previous setup.

Make sense?

As for pullbacks, you can record the value of one of your primary signals (say the DMA adxvma line), and then compare price to that value. If price has moved a certain distance you could consider it a pullback, etc.

Mike

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