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NEVER LOSE AGAIN!! - TheRumpledOne


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NEVER LOSE AGAIN!! - TheRumpledOne

 
 vegasfoster 
las vegas
 
Experience: Intermediate
Platform: Sierra Chart
Broker: Velocity/IB
Trading: 6E
Posts: 1,145 since Feb 2010
Thanks Given: 304
Thanks Received: 844

I will increase the bars tomorrow, it will just take longer to calculate. If you can post the futures data you want to test, I will figure figure the multiplier I need to do make it work, it may be a fraction, i.e. ".10", but not sure till I look at it. I have a couple of things I want to add to it, if anyone has any other ideas I can add it at the same time.


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Big Mike's Avatar
 Big Mike 
Manta, Ecuador
Site Administrator
Developer
Swing Trader
 
Experience: Advanced
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Broker: IBKR
Trading: Stocks & Futures
Frequency: Every few days
Duration: Weeks
Posts: 50,397 since Jun 2009
Thanks Given: 33,173
Thanks Received: 101,537


vegasfoster View Post
I will increase the bars tomorrow, it will just take longer to calculate. If you can post the futures data you want to test, I will figure figure the multiplier I need to do make it work, it may be a fraction, i.e. ".10", but not sure till I look at it. I have a couple of things I want to add to it, if anyone has any other ideas I can add it at the same time.

Cool, thx. I posted a small portion yesterday, I'd like to get that working before I run a bigger series.



Mike

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 zeller4 
Orlando Florida
 
Experience: Intermediate
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vegasfoster View Post
I have a couple of things I want to add to it, if anyone has any other ideas I can add it at the same time.

The couple items I remember TRO using were range of hourly /daily bars and comparing range of the current hourly / daily bar to the average of the sametime hourly /daily bar in the history.

example 1 - if it's Monday at 10-11 am and the average range was 52 pips over the sample set, compare if the current hour has already moved 48 pips so that I know historically there's not much of a move available in this current hours candle.

example 2 - Tuesday moves relatively large after a small Monday - yesterday only moved 35 pips and therefore, if my other setups work, today could be a good trending day.

hope that makes sense. if you need more examples, i'll try to add more later.

Kirk

 
 vegasfoster 
las vegas
 
Experience: Intermediate
Platform: Sierra Chart
Broker: Velocity/IB
Trading: 6E
Posts: 1,145 since Feb 2010
Thanks Given: 304
Thanks Received: 844

Been working on another project, I just quickly changed it so it would calculate 25000 bars, takes longer. Yeah, the time of day makes a big difference with this one, so I will add that and put the calculations in a macro so you can enter as many bars as you like. Probably be this weekend. It would be nice if someone could program this in nt.

 
iwannatoscript
Budapest
 
Posts: 34 since Jun 2009
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Is there a version to use in multicharts, with the manual?

 
 vegasfoster 
las vegas
 
Experience: Intermediate
Platform: Sierra Chart
Broker: Velocity/IB
Trading: 6E
Posts: 1,145 since Feb 2010
Thanks Given: 304
Thanks Received: 844

I don't know if anyone is still looking at this or not, sorry, I got obsessed with the following thread [COLOR=#0068cf]http://www.forexfactory.com/showthread.php?t=107119[/COLOR], I'm thiiiis close to getting the whole thing figured out!

New template is almost complete. I rewrote all the formulas to make it fast and I just have to write the macro tomorrow (ok, probably Saturday). It can calculate 100000 bars and I added hourly info, but I couldn't remember the other stuff I wanted to add, so I have to think about it. If anyone has any other ideas let me know.

 
 vegasfoster 
las vegas
 
Experience: Intermediate
Platform: Sierra Chart
Broker: Velocity/IB
Trading: 6E
Posts: 1,145 since Feb 2010
Thanks Given: 304
Thanks Received: 844

I attached the next versions. One will calculate 100,000 bars, the other will do 1 Million Bars(Muuuuuaaaahhhh, Muuuuuaaaahhhh!), but I am not sure it will actually work with that many bars though. On my machine I can't do much over 100,000 rows or it simply won't calculate. I added more hourly info than I was initially was contemplating, so the macro takes a while to run.

I am still a little unclear what you guys want the multiplier to do. I am using it to convert currencies from 5 decimals to 1 decimal or 3 decimals to 1 decimal. For example, if USD.JPY went from 89.005 to 88.500, then that is 50.5 pips, so a multiplier of 100 will convert the difference of .505 to 50.5. For futures if 73.0-72.0 = 1 point, then I am thinking that you wouldn't need to use the multiplier, but I am not sure so let me know and I can change it however you like.

Also, if you only want analyze futures, for the hourly data, you can safely delete the rows on the output sheet for the off hours and it will calculate faster. I left all 24 hours for currencies or anyone who's data is not EST. I wouldn't recommend making any other changes before understanding how everything flows.

The instructions sheet has the worksheet password and other notes.

Attached Files
Elite Membership required to download: Bar Stat Template -V3.1 - 100000 Bars.zip
Elite Membership required to download: Bar Stat Template -V3.1 - 1000000 Bars.zip
Thanked by:
 
 vegasfoster 
las vegas
 
Experience: Intermediate
Platform: Sierra Chart
Broker: Velocity/IB
Trading: 6E
Posts: 1,145 since Feb 2010
Thanks Given: 304
Thanks Received: 844

-Fixed day of the week calculations
-Added negative split distributions
-Added date and time filters to split and detailed distributions by amount
-Removed sheet protection (was getting annoying)
-Added Saturday (had a few bars coming through as Saturday on my data feed for an unknown reason)
-Changed the low and high from prior bar's close to low and high from current bar's open figures to reduce the effects of gapping
-Added close from open figures (could be imputed from the bar size, but this makes it easier to analyze)
-Some other minor fixes

Attached Files
Elite Membership required to download: Bar Stat Template -V4 - 10000 Bars.zip
Elite Membership required to download: Bar Stat Template -V4 - 100000 Bars.zip
Elite Membership required to download: Bar Stat Template -V4 - 1000000 Bars.zip
Thanked by:
 
 
er2wizard's Avatar
 er2wizard 
Chicago Burbs
 
Experience: Master
Platform: NT, TS
Trading: TF, 6E, SI, CL, FDAX, ZN, ES
Posts: 114 since Nov 2010
Thanks Given: 119
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PTG1 View Post
Unfortunately, TRO has been banned from this forum.

The FORM of his messages are apparently more important than the CONTENTS.

THINK about this, VERY HARD.



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Last Updated on March 20, 2011


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