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Perrys Trading Platform

  #681 (permalink)
 
perryg's Avatar
 perryg 
Rechovot
 
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cbritton View Post
Right. This is for the second method, which you have rule #2 as this:

2. The EMA(5) - the black line - must have gone UP at least 2 Bars or more.

Regards,
-C

Ok, I thought you were refering to method 1. Just looking at the chart, for method 2, there is no trade. Method 2 is when you are in a down trend and then get a retrace (5 EMA goes up) and then a continuation. I cannot see from the chart, if the 20 EMA is going up or down and not sure if highest low of the last 5 bars is LESS than the 20 EMA. This does not seems to be the case from the chart. In any event looking at the price action your have no trade.

Started this thread
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  #682 (permalink)
 
cbritton's Avatar
 cbritton 
Atlanta, Georgia
 
Experience: Intermediate
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Broker: DDT
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perryg View Post
Ok, I thought you were refering to method 1. Just looking at the chart, for method 2, there is no trade. Method 2 is when you are in a down trend and then get a retrace (5 EMA goes up) and then a continuation. I cannot see from the chart, if the 20 EMA is going up or down and not sure if highest low of the last 5 bars is LESS than the 20 EMA. This does not seems to be the case from the chart. In any event looking at the price action your have no trade.

Yes, I agree. The computational values may be accurate and signaled a trade even if the MA's moved in that direction just slightly for a brief period of time. However, one should always look at the price action prior to blindly following the rules.

I'll post the code on the download section in a day or two. I need to clean it up a bit.

Regards,
-C

“Strategy without tactics is the slowest route to victory. Tactics without strategy is the noise before defeat.” - Sun Tzu
  #683 (permalink)
tonylipton
jennings missouri america
 
Posts: 24 since Sep 2010
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try this

Attached Files
Elite Membership required to download: PERRYADX.txt
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  #684 (permalink)
 
cbritton's Avatar
 cbritton 
Atlanta, Georgia
 
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Big Mike View Post
Nice work @ cbritton, I hope you will share the EasyLanguage code with nexusfi.com (formerly BMT) - you can upload it here:

Downloads - TradeStation - Big Mike's Trading Forum

Mike

Method #1 is posted here:

I will have #2 up soon.

Regards,
-C

“Strategy without tactics is the slowest route to victory. Tactics without strategy is the noise before defeat.” - Sun Tzu
  #685 (permalink)
 
cbritton's Avatar
 cbritton 
Atlanta, Georgia
 
Experience: Intermediate
Platform: NT
Broker: DDT
Trading: ZN, ZB
Posts: 230 since Mar 2010
Thanks Given: 152
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Big Mike View Post
Nice work @ cbritton, I hope you will share the EasyLanguage code with nexusfi.com (formerly BMT) - you can upload it here:

Downloads - TradeStation - Big Mike's Trading Forum

Mike

Method #2 is posted here:


Hopefully, there aren't any defects with these, but if there are, please let me know and I will fix them.

Regards,
-C

“Strategy without tactics is the slowest route to victory. Tactics without strategy is the noise before defeat.” - Sun Tzu
Thanked by:
  #686 (permalink)
 akshata 
Ahmedabad, India
 
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cbritton View Post
Method #2 is posted here:
Hopefully, there aren't any defects with these, but if there are, please let me know and I will fix them.

Regards,
-C

C -

Is Eld file for Tradestation 8.8 and above? I have tradestation 8.6 and tried to import, but on wizard it just show blank function/strategy and so there's nothing to import

Any way could get ELD code?

  #687 (permalink)
 
cbritton's Avatar
 cbritton 
Atlanta, Georgia
 
Experience: Intermediate
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Trading: ZN, ZB
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akshata View Post
C -

Is Eld file for Tradestation 8.8 and above? I have tradestation 8.6 and tried to import, but on wizard it just show blank function/strategy and so there's nothing to import

Any way could get ELD code?


Here you go.

Method #1:

 
Code
{
Perrys Trading Platform, Method 1

https://nexusfi.com/traders-hideout/3514-perrys-trading-platform.html, post #71

ENTRY RULES:

ONLY TRADE IN THE DIRECTION OF THE EMA(20). Never try anything else. This will keep you in the money and sane, with no stress.

Trading Method 1:

Long Entries:

1. The EMA(20) - the coloured line - must be going UP. Colour = BLUE

2. The EMA(5) - the black line - must have gone UP at least 2 Bars or more.

3. 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).

4. From the Setup bar, count 5 bars backwards including the setup bar.

5. ENTER the trade 1 tick/pip above the Highest High of the 5 bars.

6. Confirm that ForceIndex = BLUE


SHORT Entries:

1. The EMA(20) - the coloured line - must be going DOWN. Colour = RED

2. The EMA(5) - the black line - must have gone DOWN at least 2 Bars or more.

3. The Setup bar HIGH must be GREATER than or touching the EMA(5) and the Setup bar LOW must be less than the EMA(20).

4. From the Setup bar, count 5 bars backwards including the setup bar.

5. ENTER the trade 1 tick/pip below the Lowest Low of the 5 bars.

6. Confirm that ForceIndex = RED

To start out I would recommend using a 2 or 3 range chart because your stops can be very small. I would then recommend trading 2 contracts, with a proft target of 4 ticks for the first contract, and a 8 tick profit for the second contract. A total of 12. Your SL can then be 4 ticks. When the first target is reached, put SL to BE less 2 ticks. All this can be put into an ATM strategy. A trade like this can give you $150. A few of these a day can be good trading. Later on if your account grows you can put 4 or 6 contracts, and take less trades.

}

input: adxLength(5), forceLength(13), offset(.003), debug(0);
// set the offset relative to the instrument you are trading.  I.e.  If you trade 6E, then use something like 0.0002, for TF use 0.1
// set debug to 1 to get diagnostic information about the conditions

variables: 
    oDMIPlus( 0 ), 
    oDMIMinus( 0 ), 
    oDMI( 0 ), 
    oADX( 0 ), 
    oADXR( 0 ), 
    oVolty( 0 ) ;
    
value5 = XAverage(close, 5);
value20 = XAverage(close, 20);

// force
value1 = XAverage(((close-close[1])*volume), forceLength);

// adx
value2 = DirMovement( H, L, C, adxLength, oDMIPlus, oDMIMinus, oDMI, oADX, oADXR, 
 oVolty ) ;

// long conditions

// 1. The EMA(20) - the coloured line - must be going UP. Colour = BLUE
condition1 = value20 >= value20[1];
// 2. The EMA(5) - the black line - must have gone UP at least 2 Bars or more.
condition2 = value5 > value5[1] and value5[1] > value5[2];
// 3. 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).
condition3 = low <= value5 and high > value20;
// 4. From the Setup bar, count 5 bars backwards including the setup bar.
// 5. ENTER the trade 1 tick/pip above the Highest High of the 5 bars.
value30 = highest(high,5);
// 6. Confirm that ForceIndex = BLUE
condition4 = value1 > value1[1];
// 7. ADX > +DM or ADX > -DM
condition5 = oadx >= oDMIPlus or oadx >= oDMIMinus; // condition for trend

condition6 = condition1 and condition2 and condition3 and condition4 and condition5;

if debug = 1 then begin
    #beginCmtryOrAlert
        CommentaryCL("Condidition for PTPv1 Long");
        CommentaryCL("  L1: ", Condition1);
        CommentaryCL("  L2: ", Condition2);
        CommentaryCL("  L3: ", Condition3);
        CommentaryCL("  L4: ", Condition4);
        CommentaryCL("  L5: ", Condition5);
        CommentaryCL("enter at: ", value30:2:5);
    #End;
end;

// short condition
// 1. The EMA(20) - the coloured line - must be going DOWN. Colour = RED
condition10 = value20 <= value20[1];
// 2. The EMA(5) - the black line - must have gone DOWN at least 2 Bars or more.
condition11 = value5 < value5[1] and value5[1] < value5[2];
// 3. The Setup bar HIGH must be GREATER than or touching the EMA(5) and the Setup bar LOW must be less than the EMA(20).
condition12 = high >= value5 and low < value20;
// 4. From the Setup bar, count 5 bars backwards including the setup bar.
// 5. ENTER the trade 1 tick/pip below the Lowest Low of the 5 bars.
value31 = lowest(low,5);
// 6. Confirm that ForceIndex = RED
condition13 = value1 < value1[1];
// 7. ADX > +DM or ADX > -DM
condition14 = oadx >= oDMIPlus or oadx >= oDMIMinus;

condition15 = condition10 and condition11 and condition12 and condition13 and condition14;

if debug = 1 then begin
    #beginCmtryOrAlert
           CommentaryCL("Condidition for P1v1 short");
        CommentaryCL("  S1: ", Condition10);
        CommentaryCL("  S2: ", Condition11);
        CommentaryCL("  S3: ", Condition12);
        CommentaryCL("  S4: ", Condition13);
        CommentaryCL("  S5: ", Condition14);
        CommentaryCL("enter at: ", value31:2:5);
    #End;
end;

if condition6 then begin
    Plot1(high + offset, "Long1");
    #beginCmtryOrAlert
        CommentaryCL("Condidition for PTPv1 long is met. Enter at: ", value30:2:5);
    #End;
end else NoPlot(1);
if condition15 then begin
    Plot2(low - offset, "Short1");
    #beginCmtryOrAlert
        CommentaryCL("Condidition for PTPv1 short is met. Enter at: ", value31:2:5);
    #End;
end else NoPlot(2);
Method #2:
 
Code
{
Perrys Trading Platform, Method #2

https://nexusfi.com/traders-hideout/3514-perrys-trading-platform.html, post #72

ENTRY RULES:

To start out I would recommend using a 2 or 3 range chart because your stops can be very small. I would then 
recommend trading 2 contracts, with a proft target of 4 ticks for the first contract, and 
a 8 tick profit for the second contract. A total of 12. Your SL can then be 4 ticks. When the first 
target is reached, put SL to BE less 2 ticks. All this can be put into an ATM strategy. A trade like 
this can give you $150. A few of these a day can be good trading. Later on if your account grows you 
can put 4 or 6 contracts, and take less trades.

ENTRY RULES:

ONLY TRADE IN THE DIRECTION OF THE EMA(20). Never try anything else. This will keep you in the money and sane, with no stress.

Trading Method 2:

Long Entries:

1. The EMA(20) - the coloured line - must be going UP. Colour = BLUE

2. The EMA(5) - the black line - must have gone DOWN at least 2 Bars or more toward the EMA(20)

3. The Setup bar must be a Green candle.

4. From the Setup bar, count 5 bars backwards including the setup bar.

5. The Lowest High of the last 5 bars including the setup bar must be greater than the EMA(20)

5. ENTER the trade 1 tick/pip above the Setup bar.

6. Confirm that ForceIndex = BLUE


SHORT Entries:

1. The EMA(20) - the coloured line - must be going DOWN. Colour = RED

2. The EMA(5) - the black line - must have gone UP at least 2 Bars or more.

3. The setup bar must be a red candle

4. From the Setup bar, count 5 bars backwards including the setup bar.

5. The Highest Low of the last 5 bars including the setup bar must be less than the EMA(20)

6. ENTER the trade 1 tick/pip below the setup bar

7. Confirm that ForceIndex = RED
}

input: adxLength(5), forceLength(13), offset(0.003), debug(0);
// set the offset relative to the instrument you are trading.  I.e.  If you trade 6E, then use something like 0.0002, for TF use 0.1
// set debug to 1 to get diagnostic information about the conditions

variables: 
    oDMIPlus( 0 ), 
    oDMIMinus( 0 ), 
    oDMI( 0 ), 
    oADX( 0 ), 
    oADXR( 0 ), 
    oVolty( 0 ) ;
    
value5 = XAverage(close, 5);
value20 = XAverage(close, 20);

// force
value1 = XAverage(((close-close[1])*volume), forceLength);

// adx
value2 = DirMovement( H, L, C, adxLength, oDMIPlus, oDMIMinus, oDMI, oADX, oADXR, 
 oVolty ) ;

// long conditions

// 1. The EMA(20) - the coloured line - must be going UP. Colour = BLUE
condition1 = value20 >= value20[1];
// 2. The EMA(5) - the black line - must have gone DOWN at least 2 Bars or more toward the EMA(20)
condition2 = value5 < value5[1] and value5[1] < value5[2];
// 3. The Setup bar must be a Green candle.
condition3 = close > open;
// 4. From the Setup bar, count 5 bars backwards including the setup bar.
// 5. The Lowest High of the last 5 bars including the setup bar must be greater than the EMA(20)
condition4 = lowest(high,5) > value20;
// 5. ENTER the trade 1 tick/pip above the Setup bar.
value30 = high;
// 6. Confirm that ForceIndex = BLUE
condition5 = value1 > value1[1];
// 7. ADX > +DM or ADX > -DM
condition6 = oadx >= oDMIPlus or oadx >= oDMIMinus; // condition for trend

condition7 = condition1 and condition2 and condition3 and condition4 and condition5 and condition6;

if debug = 1 then begin
    #beginCmtryOrAlert
        CommentaryCL("Condidition for PTPv2 Long");
        CommentaryCL("  L1: ", Condition1);
        CommentaryCL("  L2: ", Condition2);
        CommentaryCL("  L3: ", Condition3);
        CommentaryCL("  L4: ", Condition4);
        CommentaryCL("  L5: ", Condition5);
        CommentaryCL("  L6: ", Condition6);
        CommentaryCL("enter at: ", value30:2:5);
    #End;
end;
        
// short condition

// 1. The EMA(20) - the coloured line - must be going DOWN. Colour = RED
condition10 = value20 <= value20[1];
// 2. The EMA(5) - the black line - must have gone UP at least 2 Bars or more.
condition11 = value5 > value5[1] and value5[1] > value5[2];
// 3. The setup bar must be a red candle
condition12 = close < open;
// 4. From the Setup bar, count 5 bars backwards including the setup bar.
// 5. The Highest Low of the last 5 bars including the setup bar must be less than the EMA(20)
condition13 = highest(low, 5) < value20;
// 6. ENTER the trade 1 tick/pip below the setup bar
value31 = low;
// 7. Confirm that ForceIndex = RED
condition14 = value1 < value1[1];
// 7. ADX > +DM or ADX > -DM
condition15 = oadx >= oDMIPlus or oadx >= oDMIMinus;

condition16 = condition10 and condition11 and condition12 and condition13 and condition14 and condition15;

if debug = 1 then begin
    #beginCmtryOrAlert
           CommentaryCL("Condidition for P1v1 short");
        CommentaryCL("  S1: ", Condition10);
        CommentaryCL("  S2: ", Condition11);
        CommentaryCL("  S3: ", Condition12);
        CommentaryCL("  S4: ", Condition13);
        CommentaryCL("  S5: ", Condition14);
        CommentaryCL("  S6: ", Condition15);
        CommentaryCL("enter at: ", value31:2:5);
    #End;
end;


if condition7 then begin
    Plot1(high + offset, "Long2");
    #beginCmtryOrAlert
        CommentaryCL("Condidition for PTPv2 long is met. Enter at: ", value30:2:5);
    #End;
end else NoPlot(1);
if condition16 then begin
    Plot2(low - offset, "Short2");
    #beginCmtryOrAlert
        CommentaryCL("Condidition for PTPv2 short is met. Enter at: ", value31:2:5);
    #End;
end else NoPlot(2);
I'm curious to know why you are still on 8.6. Is there an advantage?

Regards,
-C

“Strategy without tactics is the slowest route to victory. Tactics without strategy is the noise before defeat.” - Sun Tzu
Thanked by:
  #688 (permalink)
 akshata 
Ahmedabad, India
 
Experience: Intermediate
Platform: TradeStation
Posts: 6 since Nov 2010
Thanks Given: 6
Thanks Received: 3


cbritton View Post
[/code]I'm curious to know why you are still on 8.6. Is there an advantage?

Regards,
-C

Thanks

The reason I am still on 8.6 is i have another strategy running ( oexstreet ) and that is tested only on 8.6, so didn't took risk to upgrade it yet, although planning to do that pretty soon

Thanks again

  #689 (permalink)
 akshata 
Ahmedabad, India
 
Experience: Intermediate
Platform: TradeStation
Posts: 6 since Nov 2010
Thanks Given: 6
Thanks Received: 3


akshata View Post
Thanks

The reason I am still on 8.6 is i have another strategy running ( oexstreet ) and that is tested only on 8.6, so didn't took risk to upgrade it yet, although planning to do that pretty soon

Thanks again

C -

Got your PM, seems will have to wait for post count 5 before i can reply, so will revert to u then

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  #690 (permalink)
 
stifland's Avatar
 stifland 
Belcher, LA
 
Experience: Intermediate
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Trading: CL
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Have most of these been coded into 7?


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Last Updated on November 5, 2011


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