Slow reply, sorry. A team of us traded a swing system in the late '80s when I was a trader on the London Future & Options Exchange (FOX) which is now defunct. We traded soft commodities using an entire swing system on daily charts, & a more discretionary system based around time counts. We won trader of the year doing around 100% return in 1986 using a mix of the 2 systems (if I recall, a long time ago now).
I always wondered how it would go on FX on shorter t/fs using automation.
If there is a coder around who would work with me, I would like to develop something & backtest it before putting it on general forum, no charge of course. I would just like to get it to working stage before it goes up, happy to share results & get other inputs as well. Not sure if we put it in this thread or start a new one, either way is fine. The Gann swing indicator on this thread is a good base, but needs a bit of work around outside bars, inputs etc. If anyone is interested PM me.
The following 3 users say Thank You to brightredmegaphone for this post:
Sorry, I'm busy with some non trading related stuff, so I'm not really able to answer questions here till the end of march. Maybe I find the time for some quick answers here and there.
By the way, I wanted to post a BIG THANK YOU for the 3rd place of the futures.io (formerly BMT) Best Indicator Of The Year for 2010 and all the nice comments and mails I've gotten the last weeks/months.
The following 2 users say Thank You to dorschden for this post:
Wow, this looks like a great piece of code, if I could get it to work correctly in a strategy. I have read all 16 pages of this thread and used several different cod snippets for the PSA indicator in a strategy within NJ 7. I tried post #84 combined with a new strategy strategy just to see if I could get this to work. No luck. Could someone post both the most current version of indicator code with a simple PSA strategy code that implements the PSA relative strength indicator? Not looking for something that makes money, just one that works without giving me errors? Here is the code. Thanks for your help here... This is probably some silly rookie coding error
#region Using declarations
// This namespace holds all strategies and is required. Do not change it.
/// Enter the description of your strategy here
[Description("Enter the description of your strategy here")]
public class PriceSwingRelationJeff : Strategy
// Wizard generated variables
private SwingMode calcMode = SwingMode.Standard;
private int calcSize = 8;
private int dtbStrength = 15;
private double psarAcceleration = 0.02;
private double psarAccelerationMax = 0.2;
private double psarAccelerationStep= 0.02;
private IDataSeries PriceSwingRel;
// User defined variables (add any user defined variables below)
protected override void OnStartUp()
// Set the PriceActionSwingRelation value to to the priceSwingRel series
PriceSwingRel = PriceActionSwing(Input, CalcMode, CalcSize, DtbStrength,
PsarAcceleration, PsarAccelerationMax, PsarAccelerationStep).PriceSwingRelation;
/// This method is used to configure the strategy and is called once before any strategy method is called.
protected override void Initialize()
//Add(PriceActionSwingRelation(PriceActionSwing.Utility.SwingMode.Standard, 8, 15, 0.02, 0.2, 0.02));
CalculateOnBarClose = true;
/// Called on each bar update event (incoming tick)
protected override void OnBarUpdate()
// Condition set 1
//Exit Condition based on PA Swing
if (PriceSwingRel > 0 )