Rank: Advanced Member
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Joined: 4/27/2005(UTC)
Posts: 126
Location: Italy
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From various material available in the Internet plus reading the William's book "New Trading Dimensions" I have written the following system based on the first entry signal:
System:
Buy order:
H>ValueWhen(1, Fml("Chaos Long Fractal") =true,H) AND H>Fml( "Profitunity - PTG Alligator Red");{Alligator Mouth}
Sell Order:
Fml("Chaos BlueBl GreenBL Difference")>0 {Trend not over}
AND (C<Fml( "Profitunity - PTG Alligator Red") AND Ref(C,-1)>Ref(Fml( "Profitunity - PTG Alligator Red"),-1)) {Close below Red Line}
OR
Fml("Chaos Consecutive Green Bars")=5 AND C<Ref(C,-1) {5 consecutive bars of same color};
Sell Short Order:
L<ValueWhen(1, Fml("Chaos Short Fractal")=true,L); {Alligator Mouth}
Buy to cover:
Fml("Chaos BlueBl GreenBL Difference")<0 {Trend not over} AND
(C>Fml( "Profitunity - PTG Alligator Red") AND Ref(C,-1)<Ref(Fml( "Profitunity - PTG Alligator Red"),-1)) {close above red line}
OR
Fml( "Chaos Consecuive Red Bars") =5 AND C>Ref(C,-1);
I have a problem in writing an exploration with the above long / short entry signals because I receive an N/A message probably due to the two indicators below:
Fml("Chaos Long Fractal"):
High1 := Ref(HIGH,-2); High2 := Ref(HIGH,-1); High3 := Ref(HIGH,0); High4 := Ref(HIGH,1); High5 := Ref(HIGH,2);
(High3 > High1) AND (High3 > High2) AND (High3 > High4) AND (High3 >High5) AND High3> Fml("Chaos Red BL");
Fml("Chaos Short Fractal"):
Low1 := Ref(LOW,-2); Low2 := Ref(LOW,-1); Low3 := Ref(LOW,0); Low4 := Ref(LOW,1); Low5 := Ref(LOW,2);
(Low3 < Low1) AND (Low3 < Low2) AND (Low3 < Low4) AND (Low3 < Low5) AND Low3< Fml("Chaos Red BL")
Is it possible to formulate the exploration in a correct way? Thanks.
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Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers, Unverified Users
Joined: 10/28/2004(UTC)
Posts: 3,111
Location: Perth, Western Australia
Was thanked: 16 time(s) in 16 post(s)
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minnamor wrote:Fml("Chaos Long Fractal"):
High1 := Ref(HIGH,-2); High2 := Ref(HIGH,-1); High3 := Ref(HIGH,0); High4 := Ref(HIGH,1); High5 := Ref(HIGH,2);
(High3 > High1) AND (High3 > High2) AND (High3 > High4) AND (High3 >High5) AND High3> Fml("Chaos Red BL");
Fml("Chaos Short Fractal"):
Low1 := Ref(LOW,-2); Low2 := Ref(LOW,-1); Low3 := Ref(LOW,0); Low4 := Ref(LOW,1); Low5 := Ref(LOW,2);
(Low3 < Low1) AND (Low3 < Low2) AND (Low3 < Low4) AND (Low3 < Low5) AND Low3< Fml("Chaos Red BL")
Is it possible to formulate the exploration in a correct way? Thanks.
I personally hate seeing all the < and > symbols, they get too confusing. Try to see the bigger picture and find another to describe EXACTLY what you are looking for.
The Long Fractal formula above looks for a day with a high higher than the two days preceeding it and the two days following it. Try using something like:
H>Ref(HHV(H,2),-1) AND H>Ref(HHV(H,2),+2) AND H>Fml("Chaos Red BL")
Following the same lines for the Short Fractal:
L<Ref(LLV(L,2),-1) AND L<Ref(LLV(L,2),+2) AND L<Fml("Chaos Red BL")
Try plotting each of these an indicator ans see the results.
Hope this helps.
wabbit :D
P.S. I also dont like forward looking indicators! but if you need anymore help, just ask.
P.P.S. Also, PLEASE post ALL of your codes as we cannot see your alligator codes etc and are just running on blind faith that you havent modified them in any way from what is avaialble from many other sources.
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