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  1. #1
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    Where is the thread for "Trading System for E-Mini S&P 500 Futures" by 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.

  2. #2
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    Quote Originally Posted by 51friend View Post
    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.
    http://indo-investasi.com/showthread.php/8464-Thanks-for-all-support...?highlight=eggzactly

  3. #3
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    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(c), 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.


    Quote Originally Posted by iwjw View Post
    http://indo-investasi.com/showthread.php/8464-Thanks-for-all-support...?highlight=eggzactly

  4. #4
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    Quote Originally Posted by 51friend View Post
    Does anyone develop the enter rules and exit rules based on the above indicators yet?
    These are two nice indicators (macd-bb and ergodic/TSI), but they show roughly the same thing. I suggest picking the one you like. Both are lagging indicators. Personally, I like accompanying this type of indicator (I like the macd-bb implementation, mainly because the spreading of the dots makes it easy to see momentum, but the TSI could be coded to do the same) with Stochastics of RSI. Stoch-of-RSi is a leading indicator, and can clue you in to a weakening trend well before the turn, so you can be prepared to enter when the other indicator shows the turn.

    But, of course, these are just indicators. They can help you get an edge, so that you get a decent entry and in the right direction, but most of the trade is in the management. I'm sure eggzactly nuked his own thread because people were expecting him to give them a magic formula. Folks, if it was that easy, we'd all just code up that strategy and head out to the beach or go for a round of golf while the computer made us money.

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    The joke short

    Humor

    This lady gets on a plane with her pet poodle. A man sits next to her.
    A few hours into the flight the man lights up a cigarette. The poodle
    starts to cough and weeze. The lady asks the man politly to put out the
    cigarette. He says"I paid for first class and I'm gonna smoke!"
    A few hours later the man lights up another cigarette. The poodle again
    starts to cough and wheeze. SO the lady asks, not so politley, for him
    to put the cigarette out. He again says,"I paid for first class lady,
    and I'm gonna smoke!", so she waits.
    Eventually the man lights up another cigarette. The dog almost chokes
    to death. The lady says,"Listen, I make a deal with you, I'll throw my
    poodle out the window if you will through your cigarette out the
    window.", well the man agrees its a fair bargian and the both toss out
    the window the poodle and the cigarette.
    When the plane lands, the lady gets of the plane and to her surprise the
    poodle is sitting on the wing of the plane! And guess what it has in
    it's mouth???

    _____________
    [url=http://thewinterprofit.com/?a=faq]libertyreserve investment[/url]

  6. #6
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    3 Little Pigs

    Humor

    A teacher was reading the story of the Three Little Pigs to her class.

    She came to the part of the story where first pig was trying to gather
    the building materials for his home.

    She read. 'And so the pig went up to the man with the wheelbarrow
    full of straw and said: 'Pardon me sir, but may I have some of that
    straw to build my house?'

    The teacher paused then asked the class: 'And what do you think
    the man said?'

    One little boy raised his hand and said very matter-of-factly...

    'I think the man would have said - 'Well, I'll be ******!! A talking pig!'

    The teacher had to leave the room.

    ________________
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