51friend

OK, let's develop this strategy

Ok, I know that eggzactly has deleted this thread. Could we develop this strategy further?

As i know, the original strategy used two main indicators, Trend Director and Trade Activator. The following indicators are used in TradeStation8.

=============#TT Trend for futures only as Trend Director=================

[LegacyColorValue = true];

{

***** Study name: 'TT Trend'

}

{ ***** DLLs Section ***** }

{ ***** INPUTs Section *****}

Inputs: Length(52),upColor(green), dnColor(magenta);

{ ***** VARs Section ***** }

Variables: tactivator(0),mm(0),mm2(0);

{ ***** ARRAYs Section *****}

{ ***** CODE Section ***** }

tactivator = ((xaverage(VOLUME, Length)-xaverage (OPENINT, Length))*1.800000)/1000;

Plot4(tactivator, "S Trend");

Plot5(tactivator, "SB");

PLOT6 (tactivator, "TT Trend") ;

IF (PLOT6 >= 0) THEN SETPLOTCOLOR (6, upColor) ELSE SETPLOTCOLOR (6, dnColor) ;

Plot7 (0, "Zero") ;

=============#TT UTrend as Trend Director=========================

[LegacyColorValue = true];

{

***** Study name: 'TT - UTrend'

}

{ ***** INPUTs Section *****}

{ ***** VARs Section ***** }

Variables: FastLen(12), MMLen(34), SlowLen(26), Length(10), StDv(1), MidLine(0);

Variables: Average1(32), Average2(5), Smooth(5), PosColor(cyan), NegColor(magenta);

Variables: bbMacd(0), avg(0), sDev(0), upperBand(0), lowerBand(0);

Variables: bbHi(0), bbLo(0), t3Trnd(0), t3TrndSmth(0), smthFactor(2/(Smooth+1));

Variables: smooth01(0), smooth02(0), smooth1(0), smooth21(0);

Variables: smooth22(0), smooth23(0), price2(0), price3(0), xAvg01(0);

Variables: xAvg02(0), xAvg1(0), xAvg21(0), xAvg22(0), xAvg23(0);

Variables: xAvg31(0), xAvg32(0), xAvg33(0), sumSqr(0), mean(0);

Variables: ii(0);

{ ***** ARRAYs Section *****}

{ ***** CODE Section ***** }

IF true THEN

BEGIN

price2 = CLOSE-CLOSE[1] ;

price3 = ABSVALUE (price2) ;

IF (CURRENTBAR = 1) THEN

BEGIN

smooth01 = 2/(FastLen+1) ;

smooth02 = 2/(SlowLen+1) ;

smooth1 = 2/(Length+1) ;

smooth21 = 2/(Average1+1) ;

smooth22 = 2/(Average2+1) ;

smooth23 = 1 ;

xAvg01 = CLOSE ;

xAvg02 = CLOSE ;

xAvg1 = 0 ;

xAvg21 = price2 ;

xAvg22 = price2 ;

xAvg23 = price2 ;

xAvg31 = price3 ;

xAvg32 = price3 ;

xAvg33 = price3 ;

END ELSE

BEGIN

xAvg01 = xAvg01[1]+smooth01*(CLOSE-xAvg01[1]) ;

xAvg02 = xAvg02[1]+smooth02*(CLOSE-xAvg02[1]) ;

bbMacd = xAvg01-xAvg02 ;

xAvg1 = xAvg1[1]+smooth1*(bbMacd-xAvg1[1]) ;

xAvg21 = xAvg21[1]+smooth21*(price2-xAvg21[1]) ;

xAvg22 = xAvg22[1]+smooth22*(xAvg21-xAvg22[1]) ;

xAvg23 = xAvg23[1]+smooth23*(xAvg22-xAvg23[1]) ;

xAvg31 = xAvg31[1]+smooth21*(price3-xAvg31[1]) ;

xAvg32 = xAvg32[1]+smooth22*(xAvg31-xAvg32[1]) ;

xAvg33 = xAvg33[1]+smooth23*(xAvg32-xAvg33[1]) ;

END ;

sDev = 0 ;

IF (Length > 0) THEN

BEGIN

mean = 0 ;

sumSqr = 0 ;

FOR ii = 0 TO Length-1

BEGIN

mean = mean+bbMacd[ii] ;

END ;

mean = mean/Length ;

FOR ii = 0 TO Length-1

BEGIN

sumSqr = sumSqr+SQUARE (bbMacd[ii]-mean) ;

END ;

sDev = SQUAREROOT (sumSqr/Length) ;

END ;

avg = xAvg1 ;

upperBand = avg+StDv*sDev ;

lowerBand = avg-StDv*sDev ;

bbHi = bbMacd ;

bbLo = bbMacd ;

FOR ii = MMLen-1 DOWNTO 1

BEGIN

IF (bbHi < bbMacd[ii]) THEN bbHi = bbMacd[ii] ;

IF (bbLo > bbMacd[ii]) THEN bbLo = bbMacd[ii] ;

END ;

PLOT1 (bbMacd, "UTrend") ;

PLOT2 (bbMacd, "UTrend S") ;

PLOT3 (upperBand, "upper") ;

PLOT4 (lowerBand, "lower") ;

PLOT5 (0, "ZeroLine") ;

PLOT6 (0, "ZeroLine S") ;

PLOT7 (bbMacd, "UTrend H") ;

PLOT8 (bbMacd, "UTrend Line") ;

IF bbMacd < 0 then setplotcolor (5,NegColor);

IF bbMacd > 0 then setplotcolor (5,PosColor);

IF (xAvg33 <> 0) THEN t3Trnd = 100*xAvg23/xAvg33 ELSE t3Trnd = 0 ;

IF (CURRENTBAR = 1) THEN t3TrndSmth = t3Trnd ELSE t3TrndSmth = t3TrndSmth[1]+smthFactor*(t3Trnd-t3TrndSmth[1]) ;

IF (t3Trnd >= t3TrndSmth) AND (bbMacd > lowerBand) THEN SETPLOTCOLOR (1, PosColor) ;

IF (t3Trnd <= t3TrndSmth) AND (bbMacd < upperBand) THEN SETPLOTCOLOR (1, NegColor) ;

END ;

=========#TT TActivator as Trade Activator=============

{Ergodic Indicator:}

{from William Blau's book --- "Momentum, Direction and Divergence"

FORMAT: Ergodic_TSI(Price, r, s, u,, SmthLen)

where r = length of first EMA smoothing of 1 day momentum,

s = length of second EMA smoothing of 1 day smooting,

u = length of third EMA smooting of 1 daymomentum,

SmthLen = length of ema signal line.

This is plotting the Average only (value2)}

Inputs: Price©, r(7), s(27), u(1), SmthLen(7);

Value1= TSI(Price, r, s, u);

Value2= XAverage(TSI(Price, r, s, u), SmthLen);

plot1(value2,"XAverage");

plot2(value2,"SXAverage");

plot3(value1,"TSI");

IF (PLOT1 >= PLOT3) THEN

BEGIN

SETPLOTCOLOR (1, red) ;

SETPLOTCOLOR (3, red) ;

END ELSE

BEGIN

SETPLOTCOLOR (1, green) ;

SETPLOTCOLOR (3, green) ;

END ;

plot4(value1,"STSI");

plot5(value1,"Histogram");

====================================================

Does anyone develop the enter rules and exit rules based on the above indicators yet? Any idea welcome. Thanks.

http://indo-investasi.com/showthread.php/8464-Thanks-for-all-support...?highlight=eggzactly

Where is the thread for "Trading System for E-Mini S&P 500 Futures" by eggzactly? Yesterday i read the thread at http://indo-investasi.com/showthread.php/1959-Trading-System-for-E-Mini-S-amp-P-500-Futures. But today the thread doesn't exist any more.

I'm really interested in the indicators used by eggzactly. Does anyone remember the enter rules and exit rules in the "Trading System for E-Mini S&P 500 Futures" by eggzactly? Thanks.

Try ZF:ES 09-10

This will not work. I think "ZF:ESU0" should be correct. But i don't know what's wrong. Someone has successfully connected. Pls see it at http://www.bigmiketrading.com/vendors-commercial-products/4423-using-owndata-tradestation-2.html