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salvo  
#1 Posted : Monday, February 22, 2010 6:12:09 PM(UTC)
salvo

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hi everyone.our big problems are not the trends ofcouse.the days without trends which makes our systems too much noise.i am looking for a good filter to remove these neccessary signals.my systems formula is like this: Entry Long: v1:= .1*(RSI(opt1)-50); v2:= Mov(v1,opt2,W); v3:=(Exp(2*v2)-1)/(Exp(2*v2)+1); y2:= Mov(v1,opt2,VAR); y3:=(Exp(2*y2)-1)/(Exp(2*y2)+1); n1:= .1*(RSI(opt1)-50); n2:= Mov(n1,11,VAR); n3:=(Exp(2*n2)-1)/(Exp(2*n2)+1)*-1; Cross(v3,0) Entry short: v1:= .1*(RSI(opt1)-50); v2:= Mov(v1,opt2,W); v3:=(Exp(2*v2)-1)/(Exp(2*v2)+1); y2:= Mov(v1,opt2,VAR); y3:=(Exp(2*y2)-1)/(Exp(2*y2)+1); n1:= .1*(RSI(opt1)-50); n2:= Mov(n1,11,VAR); n3:=(Exp(2*n2)-1)/(Exp(2*n2)+1)*-1; Cross(0,v3) what do you suggest to add to this system?
salvo  
#2 Posted : Tuesday, February 23, 2010 3:06:08 AM(UTC)
salvo

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any help please?
henry1224  
#3 Posted : Tuesday, February 23, 2010 4:48:53 AM(UTC)
henry1224

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your system

Entry Long:
v1:= .1*(RSI(opt1)-50);
v2:= Mov(v1,opt2,W);
v3:=(Exp(2*v2)-1)/(Exp(2*v2)+1);
y2:= Mov(v1,opt2,VAR);
y3:=(Exp(2*y2)-1)/(Exp(2*y2)+1);
n1:= .1*(RSI(opt1)-50);
n2:= Mov(n1,11,VAR);
n3:=(Exp(2*n2)-1)/(Exp(2*n2)+1)*-1;
Cross(v3,0)


Entry short:
v1:= .1*(RSI(opt1)-50);
v2:= Mov(v1,opt2,W);
v3:=(Exp(2*v2)-1)/(Exp(2*v2)+1);
y2:= Mov(v1,opt2,VAR);
y3:=(Exp(2*y2)-1)/(Exp(2*y2)+1);
n1:= .1*(RSI(opt1)-50);
n2:= Mov(n1,11,VAR);
n3:=(Exp(2*n2)-1)/(Exp(2*n2)+1)*-1;
Cross(0,v3)

the following variables are not being used y2,y3,n1,n2,n3

your long entry:

V3>0 and ???

Your short entry:

V3<0 and ???



salvo  
#4 Posted : Tuesday, February 23, 2010 6:58:49 AM(UTC)
salvo

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this formula is for expert advisor sorry not to mention that. for system tester its like this: Long: cross(mov(rsi(6),9,e),50) Short: cross(50,mov(rsi(6),9,e))
salvo  
#5 Posted : Tuesday, February 23, 2010 7:00:39 AM(UTC)
salvo

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you can test it but i need a good filter for this formula.to avoid the noises.do you prefer any suggestions?
henry1224  
#6 Posted : Tuesday, February 23, 2010 9:24:11 AM(UTC)
henry1224

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you have a basic indicator crossing a threshold line, a system that is always long or short .

if you are trying to trade with a trend, add a trend filter to your system.

to protect your gains add a trailing stop to your position

Trend:={If(your definition of uptrend,1,If(your definition of down trend,-1,0));}
Trailing Stop:={If(trend -1,your long trailing stop,If(trend=-1,your short trailing stop,C));}
Long:={entry condition} and {Trend is up}and {C is greater than or equal to the Trailing Stop};
Short:={entry condition} and {Trend is down} and {C is less than or equal to the Trailing Stop};
signal:=long-short;

a long entry will be signal = 1 and Ref(Signal,-1) is less than 1
a long exit will be signal = 0 and Ref(Signal,-1) = 1
a short entry will be signal =-1 and Ref(Signal,-1) is greater than -1
a short exit will be signal =0 and Ref(Signal,-1) =-1
salvo  
#7 Posted : Wednesday, February 24, 2010 4:26:57 AM(UTC)
salvo

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this system takes most of the trends.im ok with this but the days which are not trends are my problems.the formula you gave me that i didnt understand to be honest.can you give explain how to add this to my system please?
henry1224  
#8 Posted : Wednesday, February 24, 2010 4:53:31 AM(UTC)
henry1224

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Trade in the trend, look for a stock to retrace, back into the trend. Protect your position with a trailing stop,to maximize your profit. Days that are not in the trend are sideways markets and are subject to whipsaws which eat away at your trading capital. More winning trades and less losing trades, keep your in the black.
henry1224  
#9 Posted : Wednesday, February 24, 2010 5:49:36 AM(UTC)
henry1224

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salvo, a system will come down to a binary form of an expression +1 for a long position, -1 for a short position and 0 for when you are not in a trade. In the expert advisor , you could use the trend ribbon for this by defining a bullish condition for a long position, and the bearish condition for a short position.

in the bullish box enter

Trend:={If(your definition of uptrend,1,If(your definition of down trend,-1,0));}
Trailing Stop:={If(trend -1,your long trailing stop,If(trend=-1,your short trailing stop,C));}
Long:={entry condition} and {Trend is up}and {C is greater than or equal to the Trailing Stop};
Short:={entry condition} and {Trend is down} and {C is less than or equal to the Trailing Stop};
signal:=long-short;
Signal=1

in the bearish box enter

Trend:={If(your definition of uptrend,1,If(your definition of down trend,-1,0));}
Trailing Stop:={If(trend -1,your long trailing stop,If(trend=-1,your short trailing stop,C));}
Long:={entry condition} and {Trend is up}and {C is greater than or equal to the Trailing Stop};
Short:={entry condition} and {Trend is down} and {C is less than or equal to the Trailing Stop};
signal:=long-short;
signal=-1

now for the example in a system tester using the so called system that I described before

you have a basic indicator crossing a threshold line, a system that is always long or short .

if you are trying to trade with a trend, add a trend filter to your system.

to protect your gains add a trailing stop to your position

Trend:={If(your definition of uptrend,1,If(your definition of down trend,-1,0));}
Trailing Stop:={If(trend -1,your long trailing stop,If(trend=-1,your short trailing stop,C));}
Long:={entry condition} and {Trend is up}and {C is greater than or equal to the Trailing Stop};
Short:={entry condition} and {Trend is down} and {C is less than or equal to the Trailing Stop};
signal:=long-short;

a long entry will be signal = 1 and Ref(Signal,-1) is less than 1
a long exit will be signal = 0 and Ref(Signal,-1) = 1
a short entry will be signal =-1 and Ref(Signal,-1) is greater than -1
a short exit will be signal =0 and Ref(Signal,-1) =-1

in the buy order tab enter a formula {your long entry}

Trend:={If(your definition of uptrend,1,If(your definition of down trend,-1,0));}
Trailing Stop:={If(trend -1,your long trailing stop,If(trend=-1,your short trailing stop,C));}
Long:={entry condition} and {Trend is up}and {C is greater than or equal to the Trailing Stop};
Short:={entry condition} and {Trend is down} and {C is less than or equal to the Trailing Stop};
signal:=long-short;
signal = 1 and Ref(Signal,-1) is less than 1

in the sell order tab enter a formula {your long exit}

Trend:={If(your definition of uptrend,1,If(your definition of down trend,-1,0));}
Trailing Stop:={If(trend -1,your long trailing stop,If(trend=-1,your short trailing stop,C));}
Long:={entry condition} and {Trend is up}and {C is greater than or equal to the Trailing Stop};
Short:={entry condition} and {Trend is down} and {C is less than or equal to the Trailing Stop};
signal:=long-short;
signal = 0 and Ref(Signal,-1) = 1

in the sell short tab enter a formula{your short entry}

Trend:={If(your definition of uptrend,1,If(your definition of down trend,-1,0));}
Trailing Stop:={If(trend -1,your long trailing stop,If(trend=-1,your short trailing stop,C));}
Long:={entry condition} and {Trend is up}and {C is greater than or equal to the Trailing Stop};
Short:={entry condition} and {Trend is down} and {C is less than or equal to the Trailing Stop};
signal:=long-short;
signal = -1 and Ref(Signal,-1) is greater than -1

in the buy to cover tab enter a formula{your short exit}

Trend:={If(your definition of uptrend,1,If(your definition of down trend,-1,0));}
Trailing Stop:={If(trend -1,your long trailing stop,If(trend=-1,your short trailing stop,C));}
Long:={entry condition} and {Trend is up}and {C is greater than or equal to the Trailing Stop};
Short:={entry condition} and {Trend is down} and {C is less than or equal to the Trailing Stop};
signal:=long-short;
signal = 0 and Ref(Signal,-1) =-1

You can use the same formulas from the system tester tabs in the expert advisor to create signals to display on a chart

Again you have to determine the conditions and fill in the blanks and change some of the written symbols into > = and so forth due to web site errors some of the symbols don't appear correctly in this forum
salvo  
#10 Posted : Thursday, February 25, 2010 1:08:12 AM(UTC)
salvo

Rank: Newbie

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Joined: 2/22/2010(UTC)
Posts: 6

thank you so much for a detailed information.i will try this now
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