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Alt 25.01.2009, 18:22   #2191
"Move your Money"
 
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Standard AW: xtick

Zitat:
Zitat von TOM.R Beitrag anzeigen
Hi Romain

schön das du mit meinem code arbeitest aber das ist so nicht umsetzbar mußt noch paar dinge ändern

gruß tom

Zitat:
Zitat von falo1955 Beitrag anzeigen
Hallo Tom,
und Du bist natürlich nicht bereit, sie mitzuteilen....nicht wahr?!
Gruß
Falo
wie wärs auf wochenbasis zu handeln


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Musterdepot von A.Greenspan i.R Mit Zitat antworten
Alt 26.01.2009, 23:29   #2192
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Standard AW: ProRealtime/CMC Script Programmierung

Hi all

Maybe this helps
http://www.weeklystocktrader.com/

Read the discussion, who has enough faith in this sytem to sit on his hands when a system takes 15% against him before reverse? I dont....;-)

Still Ive seen systems do that, and work like a charm overall..

But who needs a system when we've got this kind over averaging:
The Median

Posted it before, this is a modified version. Looks like a Renko on a pricechart.

Unlike ZigZag this one does not turn against you when price develops.
Needs a bit of tuning and confirmation with e.g Inv Fisher.

@ Alan greenspan: It can be used to enter atrade, just like RossHooks.
http://www.aktienboard.com/forum/sho...31#post2047331
This would be part of the idea I offered you earlier. Give it a go and let me know what you think.

Cheers
Dutchy

----------

//MEDIAN Estimate needs large # elements
//Autors: Dima Feldman and Yuval Shavitt
//Reference: http://www.eng.tau.ac.il/~dimaf/Publications/FS06.pdf
// Works also on Volume
//Parameter: Percent = 0.00-0.1 default 0.02
//Parameter: X = 997-1003 default 999


Data = TotalPrice //Volume

ONCE M = High // input dataset to calculate MEDIAN Estimate
ONCE Minstep = Low // minimal initial step. In case of Data = Volume, then choose Minstep = Volume-(Volume*9/10) and High = Volume
ONCE Step = M-Minstep

IF (M[1] > (1+Percent) * Data[1]) AND (M > (1+Percent) * Data) THEN
M = M - Step
ELSIF (M[1] < (1-Percent)*Data[1]) AND (M < (1-Percent)*Data) THEN
M = M + Step
ENDIF
IF ABS(Data - M) < Step THEN
Step = Step * X/1000
ENDIF

RETURN M AS "Median Estimate (on Price)"
Miniaturansicht angehängter Grafiken
medianonprice.png  



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Geändert von Dutchy (27.01.2009 um 14:15 Uhr)
 
  Mit Zitat antworten
Alt 27.01.2009, 22:57   #2193
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Standard A Quantile Approach to Money Flow

In the blog below is an interesting article about Moneyflow analysis

http://www.traderslog.com/money-flow.htm

I created the indicator in PRT. In the image you can see what it does.
It needs some aid from other indicators.
April 9 th would be D-day: what do you believe? Inv.Fisher & Median or the CQA? In hindsight it clearly was not a top. Had you stayed long it would have prevented a shake-out

Maybe this is an answer to weekend trading systems..

I found out it needs optimising, similar to curve fitting, therefore it does not suit my kind of trading. Maybe its usefull in a later stage.

Cheers, Dutchy

---------------------

//Parameter: Period = 20
//Parameter: Trigger = 0.5

//TrueRange
A = MAX((High - Low), (ABS(High - Close[1])))
TRa = MAX(A, ABS(Low - Close[1]))

//Closing Position Difference
ClosingPositionDifference = Close - Close[1]
SignedClosingPositionDifference = SGN(ClosingPositionDifference)

//Closing Position Bias
ClosingPositionBias = ClosingPositionDifference / TRa

IF ClosingPositionBias >= Trigger THEN
PositiveSignedVolume = Volume
ELSIF ClosingPositionBias <= -Trigger THEN
NegativeSignedVolume = Volume
ELSE
PositiveSignedVolume = 0
NegativeSignedVolume = 0
ENDIF

PositiveCQA = Close * PositiveSignedVolume * TRa * SignedClosingPositionDifference
NegativeCQA = Close * NegativeSignedVolume * TRa * SignedClosingPositionDifference
SumPositiveCQA = SUMMATION[Period](PositiveCQA)
SumNegativeCQA = SUMMATION[Period](NegativeCQA)

Histo = SumPositiveCQA + SumNegativeCQA

RETURN SumPositiveCQA AS "SumPositiveCQA", SumNegativeCQA AS "SumNegativeCQA", 0 AS "0", Histo AS "CQA Total - Histo"
Miniaturansicht angehängter Grafiken
aex-cqa.png  



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"No matter how thin you slice it, there are always two sides"

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Geändert von Dutchy (27.01.2009 um 23:04 Uhr)
 
  Mit Zitat antworten
Alt 27.01.2009, 23:07   #2194
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Standard DAX Long?

Anyone who likes to discusss the DAX on a regular basis with PRT supported Indis?

Would you go Long on the DAX with the indicators mentioned above?

Hmm, although signals go North, I serious doubt its gonna last..

Why?
Volumes are too low, that is below its EMA50. The Median on Volume goes south. And this last Candle stick looks bearish as well.

Who agrees on short ?


Cheers, Dutchy
Miniaturansicht angehängter Grafiken
dax-performanceindex-.png  



__________________
ProRealTime, Chartnet, CMC: Indicators, BackTests & Screeners

"No matter how thin you slice it, there are always two sides"

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Geändert von Dutchy (27.01.2009 um 23:13 Uhr)
 
  Mit Zitat antworten
Alt 27.01.2009, 23:36   #2195
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Standard Ehlers Cycle Tutorial

The Ehlers project moved on

I found this document which describes what the Sineave indicator does.

I have created Support and Resistances lines on Price with the help of the crossovesr as discussed earlier. Looks promising, below are some results.

Issue is to know if a S/R is holding (Cycle mode) or broken (Trend mode). Both are present in the image.

The bottom (Green) that formed Nov 08, still holds. Might be a good bullish sign.

Have not yet found a clean mathematical way to interpret the Sinewave indicator.

By the way, the backtest refers to the CQA mentioned above. With fixed settings its out of phase in November..

Cheers,
Dutchy
Miniaturansicht angehängter Grafiken
dax-performanceindex-2.png  

Angehängte Dateien
Dateityp: zip Ehlers Cycles Tutorial 1.zip (107,8 KB, 386x aufgerufen)
Dateityp: zip Ehlers Cycles Tutorial 2.zip (101,3 KB, 272x aufgerufen)


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ProRealTime, Chartnet, CMC: Indicators, BackTests & Screeners

"No matter how thin you slice it, there are always two sides"

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Geändert von Dutchy (28.01.2009 um 22:32 Uhr)
 
  Mit Zitat antworten
Alt 28.01.2009, 20:57   #2196
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Standard AW: ProRealtime/CMC Script Programmierung

hallo programmier genies,

wie muss ich prorealtime programmieren damit ich signale angezeigt bekomme, wenn:

1. Long:
GD(2), GD(5) und GD(10) steigen

2. Short:
GD(2), GD(5) und GD(10) fallen

danke euch !!!
 
  Mit Zitat antworten
Alt 28.01.2009, 22:28   #2197
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Standard AW: ProRealtime/CMC Script Programmierung

Zitat:
Zitat von coverage Beitrag anzeigen
hallo programmier genies,

wie muss ich prorealtime programmieren damit ich signale angezeigt bekomme, wenn:

1. Long:
GD(2), GD(5) und GD(10) steigen

2. Short:
GD(2), GD(5) und GD(10) fallen

danke euch !!!
Hi

Sorry for English reply

Few options

1) Show indicators on the price chart, and use the Wizzard to get the Indicator would help you understand how things work. See help on PRT

2) See the Strategies page on PRT site (also check www.prorealtime.com/en, /fr, /es, /it etc)

3) Since thats not what you asked this would be a start

a = Average[x](close)
b = Average[y](close)
c = Average[z](close)

if Momentum[1](a) > 0 AND Momentum[1](b) > 0 AND Momentum[1](c) > 0 then
i=1
elsif Momentum[1](a) < 0 AND Momentum[1](b) < 0 AND Momentum[1](c) < 0 then
i=0
endif

return i as "MA crossover detector"



Cheers, Dutchy


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"No matter how thin you slice it, there are always two sides"

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  Mit Zitat antworten
Alt 28.01.2009, 22:43   #2198
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Standard AW: ProRealtime/CMC Script Programmierung

Zitat:
Zitat von Dutchy Beitrag anzeigen
Hi
...



Cheers, Dutchy

hi dutchy

thanks for your fast reply...
i will try this... and let you know...

regards
 
  Mit Zitat antworten
Alt 29.01.2009, 06:16   #2199
j_c

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Standard AW: ProRealtime/CMC Script Programmierung

Hi dutchy,

I`ve checked the site http://emini-watch.com and i found the "better volume indicator" very powerfull (even better, if combined with the sinewave you are developing).
I´ve tried to pass the code (wich is in "easy language" (tradestation)) for the prorealtime language, but i couldn´t.
Could you help me doing that?
I would be very happy if so.

The code (for tradestation) and the conditions are the followns:


Inputs: Color(Cyan), LowColor(Yellow), ClimaxColor(Red), ChurnColor(Green), ClimaxChurnColor(Magenta), LowChurnColor(White), AvgColor(Red);
Variables: BarColor(Cyan);

BarColor = Color;

Value1 = V;
Value2 = V*Range;
If Range <> 0 then Value3 = V/Range;
Value4 = Average(Value1,100);

If Value1 = Lowest(Value1,20) then BarColor = LowColor;
If Value2 = Highest(Value2,20) then BarColor = ClimaxColor;
If Value3 = Highest(Value3,20) then BarColor = ChurnColor;
If Value2 = Highest(Value2,20) and Value3 = Highest(Value3,20) then BarColor = ClimaxChurnColor;
If Value3 = Lowest(Value3,20) then BarColor = LowChurnColor;

Plot1(Value1,"Volume",BarColor);
Plot2(Value4,"Avg",AvgColor);



And the conditions:

"TradeStation EasyLanguage code for the Better Volume indicator is shown above. The typical volume histogram can be improved by coloring bars based on 5 criteria:"

Climax volume - high volume and high range
High volume churn - high volume but low range
Climax volume plus High volume churn - both the above conditions (rare)
Low volume churn - low volume and high range
Low volume - just low volume but not a low volume churn bar


Volume Climax is identified by multiplying volume with range and then looking for the highest value in the last 20 bars. In the code above, Value2 is used to make the calculation and comparisons. Volume Climax indicates large volume demand that results in bidding up prices. The bars are colored red.

Volume Churn is simply the bar's volume divided by the bar's high to low range. When Volume Churn is high it indicates demand is being met by new supply at tops or supply is being met by new demand at bottoms - in effect, price is not able to advance as new supply or demand enters the market.

When Volume Churn is low it indicates that price has moved quickly on very little volume. In the code above, Value 3 is used to make the Volume Churn calculation and comparisons. A look-back period of 20 bars is used and the bars are colored green.

Occasionally Volume Climax and High Volume Churn bars coincide and these bars are colored magenta. Lastly, any low volume bars (and not Low Churn bars) are colored yellow. When there are no volume signals to highlight the default bar coloring is cyan.

The Better Volume indicator uses a look-back period for determining high and low values of 20 bars - a typical cycle length. I have "hard coded" the value of 20 but it is easy enough to change or use an input variable instead.


For aditional help check the site :
http://emini-watch.com/free-stuff/volume-indicator/

Thank you very much for the atention.
 
  Mit Zitat antworten
Alt 29.01.2009, 18:15   #2200
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Standard AW: ProRealtime/CMC Script Programmierung

Zitat:
Zitat von j_c Beitrag anzeigen
Hi dutchy,

I`ve checked the site http://emini-watch.com and i found the "better volume indicator" very powerfull (even better, if combined with the sinewave you are developing).

Thank you very much for the atention.
Hi,

Thanks for yr reply on the subject

Emini does great work with the Sinewave indicator. I really like his S/R lines, and created a PRT version posted few days ago.
It took some homework to get a proper functioning code, the results are posted earlier. What would be awsome is a mathematical way to interpret it, to exclude the "emotional" element alltogether . Thats what I am working on now.

About the Better Volume Indi here is a site with the 1:1 translated code.
http://hk-lisse.over-blog.com/article-19910982.html

Unfortunately, since two conditions may occur on the same day some colours override others. I created a slightly different version where the input period is replace with a measured sinewave period, and the barsize is altered to make them more visible. Also used CustomClose to visualise the impact of OHLC data.

The code for "Sinewave Period" has been posted before on this board.
What would complement the code is some more Volume patterns, again to get rid of any emotional element. I included a Stop Volume and Trampoline pattern in the code. Use Histograms to display the bars..
All it takes now is pattern knowhow to get it working properly ...

A combination of the CQA and Better Volume could also be worth investigating..

On the DAX, for now hardly any Volume of interest. A short lived rally I guess..

Cheers,
Dutchy

--------------
WavePeriod = CALL "My Sinewave Period"

//Factor = 0.5 //0.25 to 1
FOR T = 10 TO 100
IF T >= (WavePeriod) THEN
Period = ROUND(T*Factor)
BREAK
ENDIF
NEXT

IF WavePeriod < 10 THEN
Period = 10
ENDIF
IF WavePeriod > 100 THEN
Period = 100
ENDIF

vv1 = Volume
vv2 = Range * vv1
IF Range <> 0 THEN
vv3 = vv1/ Range
ENDIF
//vv4=average[Volume](vv1)
vv4 = (4*vv1 + 3*vv1[1] + 2*vv1[2] + vv1[3]) / 10

GreenBar = Open < Close // C > O
RedBar = Open > Close // C < O


//Volume ------------------------
// Condition 1
IF vv1 = LOWEST[Period](vv1) THEN
LowVolYellow = vv1
ELSE
LowVolYellow = 0
ENDIF
// Condition 2
IF vv2 = HIGHEST[Period](vv2) {AND GreenBar} THEN
ClimaxUpRed = vv1/2
ELSE
ClimaxUpRed = 0
ENDIF
// Condition 3
IF (vv3 = LOWEST[Period](vv3) OR ClimaxUpRed <> 0) {AND RedBar} THEN
ClimaxDownWhite = vv1
ELSE
ClimaxDownWhite = 0
ENDIF

//Churn --------------------------------
// Condition 4
IF vv3 = HIGHEST[Period](vv3) {AND NOT LowVolYellow <> 0} THEN
ChurnGreen = vv1
ELSE
ChurnGreen = 0
ENDIF
//IF (CustomClose > CustomClose[1]) AND (Volume < Volume[1]) THEN
IF ChurnGreen <> 0 AND ((ClimaxUpRed <> 0 AND GreenBar) OR (ClimaxUpRed <> 0 OR ClimaxDownWhite <> 0) AND RedBar) THEN
ClimaxChurnMagenta = vv1
ELSE
ClimaxChurnMagenta = 0
ENDIF


//StopVolume
IF (CustomClose > CustomClose[1]) AND (Volume > Volume[1]) AND (Range < Range[1]) THEN
StopVolBlue = vv1/2
ELSE
StopVolBlue = 0
ENDIF

//Trampoline
FOR i = 0 TO 2
IF ((ChurnGreen[i] > 0 OR ClimaxUpRed[i] > 0) AND (ChurnGreen > 0 OR ClimaxUpRed > 0)) AND ((CustomClose[i] > Open[i] AND CustomClose < Open) OR (CustomClose[i] < Open[i] AND CustomClose > Open) )THEN
TrampolineBlack = vv1/3
BREAK
ELSE
TrampolineBlack = 0
ENDIF
NEXT

//LowColor (Yellow)
//ClimaxColor (Red),
//ChurnColor (Green),
//ClimaxChurnColor (Magenta),
//LowChurnColor (White),

RETURN vv1 AS "Volume", LowVolYellow AS "LowVol -Yellow", ClimaxUpRed AS "ClimaxUp - Red", ClimaxDownWhite AS "ClimaxDown - White", ChurnGreen AS "Churn - Green", ClimaxChurnMagenta AS "ClimaxChurn - Purple", StopVolBlue AS "StopVol - Blue", TrampolineBlack AS "Trampoline - Black", vv4 AS "Average Volume - Red"
Miniaturansicht angehängter Grafiken
dax-performanceindex-better-volume.png  



__________________
ProRealTime, Chartnet, CMC: Indicators, BackTests & Screeners

"No matter how thin you slice it, there are always two sides"

Translate http://translate.google.com

Geändert von Dutchy (29.01.2009 um 18:55 Uhr)
 
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