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garykong  
#1 Posted : Thursday, July 14, 2005 12:17:42 PM(UTC)
garykong

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Anyone who know to develop DTAFM system created by Philippe Cahen? Gary
Patrick  
#2 Posted : Friday, July 15, 2005 2:44:35 AM(UTC)
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Do you have any article or material we could work with? Patrick :mrgreen:
garykong  
#3 Posted : Friday, July 15, 2005 3:46:24 AM(UTC)
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Hi Patrick, It is a systematic trading system written by Philippe Cahen with two books, one in English called Dynamic Technical Analysis (DTAFM), and another one in French called Analyse technique et volatilité, Economica (ATDMF). Apparently, the ATDMF is an improvement of DTAFM adding a systematic stop loss and filtering of non-profitable trades. Unfortunately, I don't speak French, so I am not able to read the ATDMF. Here is the forum you can find most of the contents of the trading system. Appreciate if you can help me to develop the Expert Advisor under Metastock so it help to alert the entrance / exit of the system. http://www.strategybuild....php?t=12873&page=1&pp=8 Gary p/s any recommendations of real time expert advisor under metastock or anything worth reading to improve trading with metastock as I am new to the software which appears to be very good
Patrick  
#4 Posted : Friday, July 15, 2005 2:57:37 PM(UTC)
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If you are interrested in the Forex you should check Jack's template http://forum.equis.com/viewtopic.php?t=436 I have never used it but think of it as something that is FREE and there fore you have nothing to loose trying. Regarding the ATDMF, I'm French so I can read it just fine :D However I can't find the description of the system anywhere ... I will do more research and let you know. Patrick :mrgreen:
garykong  
#5 Posted : Friday, July 15, 2005 3:53:24 PM(UTC)
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Hi Patrick, Thanks for your reply. For your info, I've just got to know that, DTAFM (Dynamic Technical Analysis of Financial Markets) and ADTMF (en France) is the same trading system with the latter (or newer) one with addition features, like moving averages, to improve or screen out bad trades. This is a bollinger band breakthrough system. Please have a look at the French book and let me know the improvements on the former version of DTAFM. Also, do you know ACD methodology developed by Mark Fisher. I was told that the two systems supplement each other very well. If you do, can you help developing the Expert Advisor? Cheers! Gary :D
Patrick  
#6 Posted : Monday, July 18, 2005 2:11:19 AM(UTC)
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I pulled all the information that I could from the thread you pointed out ... Well it is going to be messy unless I buy the book ... The other option is to get a copy of the formulae that have been created for the other software and see if we can figure it out ... In any case I have not forgotten, might just be a little a longer than expected. Patrick :mrgreen:
garykong  
#7 Posted : Monday, July 18, 2005 6:58:37 AM(UTC)
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Hi Patrick, Thanks for helping me to develop it. Well, I don't have a copy of the formulae created for another software for DTAFM / ATDMF and you may notice that the people in the thread are trying to prepare one under Metatrader. Well, it should be a complicated one with different criteria and involves different timeframes to indicate and buy and exit signals. The French book should be the most updated one as a reference. Secondly, I have the formulae for ACD Methodogy for Metatrader. Can the formulae work in Metastock or need adjustment? I can give you a copy if needed. Gary
Patrick  
#8 Posted : Monday, July 18, 2005 2:43:32 PM(UTC)
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Quote:
Can the formulae work in Metastock or need adjustment?
It will need adjustements, please post a copy if you can of the formula. Patrick :mrgreen:
wabbit  
#9 Posted : Monday, July 18, 2005 3:03:55 PM(UTC)
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Yippee - another project!!! wabbit :D
Patrick  
#10 Posted : Monday, July 18, 2005 3:26:27 PM(UTC)
Patrick

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:D Don't be jealous Wabbit, you can help if you want :D
garykong  
#11 Posted : Tuesday, July 19, 2005 10:22:03 AM(UTC)
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Patrick, Here are the formulae. you may refer to the following thread for details of the development. http://www.strategybuild....php?t=14986&page=1&pp=8 Gary
garykong  
#12 Posted : Tuesday, July 19, 2005 10:27:51 AM(UTC)
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forget to attach them..... Gary
Patrick  
#13 Posted : Tuesday, July 19, 2005 2:26:28 PM(UTC)
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Thank you, I will look at the files when things slow down here :D
garykong  
#14 Posted : Wednesday, July 27, 2005 4:44:18 PM(UTC)
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Hi Patrick, Any news on the ACD methodology? Any recommendation to read if I want to write an Expert Advisor which require cross reference on different time frame of indicators (i.e., a buy on 15-min chart with a stop loss refers to a 5-min lower bollinger band value)? Is it possible to be written in Metastock say on v. 7.2? I just want to finish the DTAFM (or ATDMF) Expert Advisor. May be I detail it down on a flow chart with criteria to let you help me finish it..... I know that it is not easy as it refers to different indicators and conditions.... Gary
Patrick  
#15 Posted : Thursday, July 28, 2005 1:15:44 AM(UTC)
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I looked at the code a few times. it's confusing but I will get there ...
Quote:
Any recommendation to read if I want to write an Expert Advisor which require cross reference on different time frame of indicators (i.e., a buy on 15-min chart with a stop loss refers to a 5-min lower bollinger band value)? Is it possible to be written in Metastock say on v. 7.2
My only advice is to work from the smaller periodicity up. So write you formula as if you were going to use a 1 minute chart, this way it will easier to adjust. If it is the DATFM you are talking then we can work through it.
Quote:
May be I detail it down on a flow chart with criteria to let you help me finish it..... I know that it is not easy as it refers to different indicators and conditions...
That would be fantastic ... I unfortunately do not have the time to do everything and that would really speed up everything. Patrick :mrgreen:
garykong  
#16 Posted : Thursday, July 28, 2005 2:56:54 PM(UTC)
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Hi Patrick, I will post the details of DTAFM / ATDFM later. Also, anything that you would recommend me to read to develop the Expert Advisor. Would the "Formula Primer" and / or the user manual? .... I am totally new to it. Any more to read? If the user manual manner is useful, please pinpoint the chapter(s) to save time!! Cheers! Gary
Patrick  
#17 Posted : Thursday, July 28, 2005 3:02:41 PM(UTC)
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Just read the formula primer, maybe take a look at the formula training I made ... Patrick :mrgreen:
wabbit  
#18 Posted : Tuesday, August 2, 2005 12:38:10 PM(UTC)
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garykong wrote:
Also, anything that you would recommend me to read to develop the Expert Advisor. Would the "Formula Primer" and / or the user manual? .... I am totally new to it. Any more to read? If the user manual manner is useful, please pinpoint the chapter(s) to save time!!
As you sound like you ar starting out with MS, I would recommend everyone start at the beginning of the MS Users Manual, and then work their through until they get to the end, then repeat. Then I would practice every exercise in the formula primer and then read the MS users manual again. Then I would keep both by your side when working at the computer. Then have a gentle peruse of: http://forum.equis.com/viewtopic.php?t=933 Hope this helps. wabbit :D
wabbit  
#19 Posted : Tuesday, August 2, 2005 2:03:45 PM(UTC)
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I was doing some work on the ACD code provided in an earlier post and could barely make sense of what it was tring to achieve, so I did a quick Google to fond out more. The results were, to say the least, surprising: What is this ACD thing anyway? http://www.dacharts.com/...ates/descr/ACDmethod.htm Some more about ACD http://www.investopedia..../technical/04/032404.asp BUT then read some of the comments about his book! http://www.financial-adv...l-advice/0471215511.html If you have the time, and broadband connection view/listen to the webcast! http://www.moneytec.com/...ms/showthread.php?t=8692 (he does make some good comments about the non-existence of a holy grail system) Hope these help. wabbit :D
garykong  
#20 Posted : Tuesday, August 2, 2005 4:18:00 PM(UTC)
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Wabbit, Thanks for your post which will let us know more about ACD method. Well, I will be able to have the book soon to have a look on it. Well, the DTAFM / ATDMF is also a Bollinger breakthrough approach, similar to ACD approach, but using different indicators. I was told that they seem to produce same signal sooner or later when a breakthrough happens. DTAFM / ATDMF is a multi-timeframe approach that use "Triptych" (diving into principal, major and control timeframes, say 15min, 5-min and 1-min). One uses major major timeframe to trade while using indicators in principal and control to filter entry and cut loss. I have the book on DTAFM and am trying to figure out a clearer flowchart to seek help from you guys to develop an alert. BTY, here is a preliminary development on the entry (far from perfect), by one of the guys in another forum, under the platform of Virtual Trader from CMS Forex. The formula language seems very similar to MS. See below: {Bollinger Bands} MB := Mov((H+L+C)/3,20,s); UB := BLines((H+L+C)/3,mov((H+L+C)/3,20,s),20,2.0,0); LB := BLines((H+L+C)/3,mov((H+L+C)/3,20,s),20,2.0,1); BS :=(UB-LB); Outboll:=if ((UB>c and c>LB),0,1); {Keltner} UKband := Mov( TP(), 20, S) + 1.5* Mov((H-L),20,S); DMA:= Mov( TP(), 20, S); LKband:= Mov(TP(), 20, S) - 1.5* Mov((H-L),20,S); KS:= UKband-LKband; LowVol:=if(Mov(KS,6,S)>Mov(BS,6,S),1,0); {Candle} CandleBuy:=if((c-o)>((o-l)+(h-c)),1,0); CandleSell:=if((o-c)>((h-o)+(c-l)),1,0); {Parabolic SAR} SR:=SAR(0.02,0.2); SRL:=SR<C; SRS:=SR>C; {Moving Averages} M7 := Mov(C,7,S); M23 := Mov(C,23,S); MH7 := Mov(C,(7*Per),S); MAL:= M7>M23 and M7>ref(M7,-1) and MH7>ref(MH7,-1); MAS:= M7<ref(MH7,-1); {Slow Stochastic} StK := Mov( ( ( ( C - LLV( L,14 ) ) /( HHV( H,14 ) - LLV( L,14) ) ) * 100 ) ,3 ,s ); StDK:= Mov(StK,3,s); StDD:= Mov(StDK,3,s); STL:= STDK>STDD; STS:= STDK<STDD; {MACD} FL:= Mov(c,9,e) - Mov(c,19,e); SL:= Mov(Mov(c,9,e) - Mov(c,19,e),6,e); MACDL:=FL>SL; MACDS:=FL<SL; Long:=SRL and MAL and STL and MACDL; Short:=SRS and MAS and STS and MACDS; Buy:=if(Long and (OutBoll=1) and (LowVol=1) and (CandleBuy=1) and (c>UB),1,0); Sell:=if(Short and (OutBoll=1) and (LowVol=1) and (CandleSell=1) and (c<LB),1,0); Is that compatible to MS? BTY, can MS refer to different timeframes?... I think "MH7 := Mov(C,(7*Per),S);" is referring to upper (or principal unit) timeframe. Gary
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