logo
Welcome Guest! To enable all features please Login or Register.

Notification

Icon
Error

Options
Go to last post Go to first unread
MS Support  
#1 Posted : Friday, July 28, 2017 10:54:56 PM(UTC)
MS Support

Rank: Advanced Member

Groups: Moderators, Registered, Registered Users, Subscribers
Joined: 10/8/2010(UTC)
Posts: 1,960

Thanks: 91 times
Was thanked: 155 time(s) in 150 post(s)

Domenico D’Errico & Giovanni Trombetta's article, “Artificial Intelligence for System Development” presents a trading system created through genetic algorithms. The system is fully explained in their article and only the code is provided here. As designed, the system gives entry and exit signals to be acted upon on the following bar. The formulas below were written to look for the signal on the previous bar and then enact them on the current bar.  The effect is the same but the logic is easier to implement.

General tab:

Name: Gandalf AI System

Notes: 

Created by Roberto Giaccio. Based on previous version by Giovanni Trombetta.

Buy Order tab:

Formula:

Code:
avgp:= (open + high + low + close)/4;
medp:= (high + low)/2;
medbp:= (open + close)/2;
entrySignal:=
(Ref(avgp < medp, -1) AND
ref(medp,-2) <= ref(avgp,-1) AND
ref(medbp,-2) <= ref(avgp, -3))
OR
(ref(avgp,-1) < ref(medp, -3) AND
ref(medbp,-1) < ref(medp, -2) AND
ref(medbp,-1) < ref(medbp, -2));
ref(entrySignal, -1)

Order Type: Limit

Limit or Stop Price: Ref(low, -1) + 0.08

Entry Size: 10000

Expiration: Good for Day

Sell Order tab:

Formula:

Code:
avgp:= (open + high + low + close)/4;
medp:= (high + low)/2;
medbp:= (open + close)/2;
profit:= Simulation.CurrentPositionProfit;
time:= Simulation.CurrentPositionAge;
exitSignal:=
(profit >0 AND time >= 6) OR
(profit <=0 AND
(time >= 8)
OR
(Ref(avgp < medbp, -1) AND
ref(medp, -2) = ref(medbp, -3) AND
ref(medbp, -1) <= ref(medbp, -4))
OR
(ref(avgp,-2) < medbp AND
ref(medp,-4) <= ref(avgp,-3) AND
ref(medbp <= avgp, -1) )
OR
(ref(avgp,-2) < medbp AND
ref(medp,-4) <= ref(avgp,-3) AND
ref(medbp <= avgp, -1)));
Ref(exitSignal, -1)

Order Type: Stop Limit

Limit or Stop Price: Open

Edited by user Monday, July 31, 2017 5:19:48 PM(UTC)  | Reason: Not specified

Users browsing this topic
Forum Jump  
You cannot post new topics in this forum.
You cannot reply to topics in this forum.
You cannot delete your posts in this forum.
You cannot edit your posts in this forum.
You cannot create polls in this forum.
You cannot vote in polls in this forum.