The box

[admis]

this file i must put in the strategy folder

 

thx you

 

Yes, copy it into Strategy folder and then in NT:

Tools -> Edit NinjaScript -> Strategy ... (open the file) and compile it.

[westvleteren]

Anyone did testing as well for the Box? Any recommendation - based on testresults - for instruments or testsettings? Edited April 30, 2014 by westvleteren

[westvleteren]

Trader34:

Thanks for responding to my question. Perhaps I was not clear when asking my question. I meant to ask: what do you do in the case there are no targets plotted at a box? Sometimes a box has no targets plotted. But trades are taken........

[admis]

Trader34:

Thanks for responding to my question. Perhaps I was not clear when asking my question. I meant to ask: what do you do in the case there are no targets plotted at a box? Sometimes a box has no targets plotted. But trades are taken........

 

If the box is not drawn but new trade is open it should means the previous box is still valid and its high or low level was broken.

[yamantaka]

First target is always the blue line its Target1, it puts a red line through the box which is mid, then it plots in a fibo type sequence Blue Target1, Lime Target2, Orange Target3, Teal Target4.

Then it has Dark Violet Sean level, what is Sean level? I don't think its a target I think its a maximum extension used to divide the targets.

Sean level is the pie-in-the-sky target named after the developer.

[thaomoua]

From what I can tell, if you have two overlapping boxes, usually the larger fib levels (aka target level) is displayed on the screen. This is what I see on some of my trades.

 

http://s28.postimg.org/f3vjtxdst/boxfib.jpg

 

In this trade, the breakout took place in the second box and my strategy exit at Target1 (the 61.8% at 9350) when it should have exit at the larger target at 9353.5

 

Might have to add code to check for overlapping boxes

[westvleteren]

Thaomoua,

 

Which chartype/setting do you use? I do not recognize the bartype.

[thaomoua]

Thaomoua,

 

Which chartype/setting do you use? I do not recognize the bartype.

 

Settings

yamantaka's setting RJ renksospectrum 5-1 on fdax ====> thanks yamantaka!!!

exit at first target

stop-loss at the other side of the box

 

These are todays win/loss. I'm on the west coast so trading will probably need to stop before the US session to max profit. Need to collect more data to confirm this.

 

http://s18.postimg.org/k7mi3aya1/boxfib2.png

 

I won't post any backtest data as someone already said, it will make you a millionaire in no time. Playback is good only if you have ALL the data.

 

Will update each day's progress if anyone is interested.

[admis]

Settings

yamantaka's setting RJ renksospectrum 5-1 on fdax ====> thanks yamantaka!!!

exit at first target

stop-loss at the other side of the box

....

 

1. Do you mean the first default target = 162%?

2. Of course try to publish your daily results, I'd like to see in your table the DrawDown column (now it is too narrow)

3. Could you explain, what did you measure by using a fibonacci ext. on your chart?

4. Do you like work with RJ spectrum 2?

Cheers,

Edited April 15, 2014 by admis

[yamantaka]

Settings

yamantaka's setting RJ renksospectrum 5-1 on fdax ====> thanks yamantaka!!!

exit at first target

stop-loss at the other side of the box

 

These are todays win/loss. I'm on the west coast so trading will probably need to stop before the US session to max profit. Need to collect more data to confirm this.

 

http://s18.postimg.org/k7mi3aya1/boxfib2.png

 

I won't post any backtest data as someone already said, it will make you a millionaire in no time. Playback is good only if you have ALL the data.

 

Will update each day's progress if anyone is interested.

 

My experience using the opposite side of the box for a stop isn't favorable. Are you also taking the reverse trades?

[thaomoua]

1. Do you mean the first default target = 162%?

2. Of course try to publish your daily results, I'd like to see in your table the DrawDown column (now it is too narrow)

3. Could you explain, what did you measure by using a fibonacci ext. on your chart?

4. Do you like work with RJ spectrum 2?

Cheers,

 

1. Yes. My trade exits at the first default target (162%). Now the code is tweak to exit at 80% (1point) of the target to min loss. I notice a few trades made it within 1-2ticks of the target and then reverse. But most trades usually shoot through the target with no problem.

2. I will post the DrawDown in future posts.

3. My earlier post shows overlapping boxes. When the first box is formed, you see your target levels (aka fib levels) which are just fib extension of the entire box. Now when you get a second box that happens to overlap the previous box, the target level for the second box is not drawn. However, the target levels returned by the indi (that Mr. admis nicely wrote for us) are for the second box. Took me a while to figure why my target exit was always below the target drawn on the screen. But when I draw the fib extension on the second box, it matches nicely with the indi's calculated target at 162%. Analysis shows for overlapping boxes, the second box's Target1 is hit and the price stopped momentarily and then shoots upward to reach the prior box's Target1 level. I'll need to see more overlapping boxes to verify this statement.

5. Have I use RJ spectrum 2? Not yet.

[thaomoua]

My experience using the opposite side of the box for a stop isn't favorable. Are you also taking the reverse trades?

 

The strategy takes both long/short trade. Since the target is 8ticks/4points, hitting it will not be an issue. But you're right, the box is 7-9points (I measured them most of them) while the profit is 4points to the first target. Not a very good ratio...

 

I noticed at the beginning of the London session, once price breaks out of the box it tends to retrace almost the entire box before heading back in the direction of your trade. Need to collect more data to confirm this.

[admis]

....

Could this be a problem in the PPTBox indicator?

 

IMO yes. It seems to be problem related with a drawing new levels when the boxes are overlapped. But it must be checked if the new levels are calculated even if they are not drawn.

[admis]

So this could be a NT limitation? There are lots of them.....

 

I don't think it's a next NT limitation. Simply it is most probably related to the code of this indicator. For me much more important is whether the levels are calculated properly even if they are not drawn. I mean it is much important from a point of strategy view.

[admis]

On other side, it is really frustrating how many members in the past was "crying" about a sources and now none of them is participating here. With over 13.000 viewers of this thread I don't believe no one knows C#.... It is not the first time.

 

I'm sorry, but it push me up to make the decision not to share anything here public or open anymore.

 

Too many unknown persons use our forum like a cheapest source of supplies and knowledge without giving anything what I don't like and personally I cannot accept.

 

Not so long ago a part of members was willing to pay for coding services. Do you think the work we did here in many areas (you can recall those active other members) was and is something different?

 

A small group of active users have no capabilities here to work closely in a limited circle.

Edited April 16, 2014 by admis

[hliboi]

admis,

 

I just want to say that its sad that you made that decision. I was one that asked for cs, none related to this thread. I come to this thread but like many other members come to read, to see the progress, to observe. I'm starting to learn c# and it will take some time i guess.

You know we praise you and you do a damn fine job in a short amount of time.

 

Reconsider your decision.

 

Thanks

[admis]

Thank you for your nice words. Don't worry hliboi, you are miles away from the members I was writing about.

btw: You didn't write about your discoveries in a_c_m_e...Do you think they are not worth to share with others?

Cheers,

[enzofox]

you have my solidarity and benevolence

 

when I said I'm disappointed, I was referring to this

[hliboi]

admis,

Im still setting up the variables. Just banging my head around how to make excel see if price went up or down after some trigger so that i can make the analyses out of that and then add indicator values to check for influence. Also trying to call the g0mdelt@mom and g0mdelt@volume for strategies using the Ninjatick option and not binaries. Maybe its useless what im trying to do but its fun.

 

I look at:

sites.g00gle.com/site/gratalis/es-stats

linnsoft.c0m/homework/

[email protected]/category/price-vs-volume/

 

 

for ideas.

 

So, long story short, i didn't share because its not yet available. :)

 

PS:Sorry to invade this thread with this off-topic.

[westvleteren]

Admis,

 

Sad to hear about your decision.

Edited April 30, 2014 by westvleteren

[westvleteren]

.......... Edited April 30, 2014 by westvleteren

[admis]

@westvleteren: Unfortunately I don't know another place where the close community can safely share their knowledge and "resources". Remember we are now at Indonesian forum where probably a*c*t*a has still too short hands. I'd love to discuss and share our discoveries but I'm not happy with too many hidden eyes watching us and use us. So I didn't write that I'm going to leave this forum but I have to stop or limit my sharing. Always I'll try to answer selected members questions in PM.(tht's another story with a 100 messages limit - ridiculous!) I would like to be properly understood - as I wrote: Too many unknown persons use our forum like a cheapest source of supplies and knowledge without giving anything what I don't like and personally I cannot accept. Edited April 16, 2014 by admis

[Guest gavetso]

i want help with this poeple for some personal problems and delay in my work im not completing the blog to begin the work i alredy have ready the strat and the indicator with some modifications i see the best method to use is with TF AND CL also i think these system is ideal to risk only 1 contract and get real good profits also is necesary understund sometimes yoiu will begin losing 50% of 1 contract becasue is the nature of this method i think we need close ideas to filter some bad entrys in some boxes and define the bext Timeframe to operate it.

finally i think is ideal method to build in in to semiautomatic system imnot saying is imposible do it 100% automatic but some movements tell you the price never go to targets and is better close the position sometimes the stoploss is ovious and you can getout your entry fast but finally the system can get a + curve

[tradernate]

Hi Admis, I feel you are 100% correct in your assessment of the situation. That is one reason I have slowed down...in all aspects. I think you are wise to do the same.

TY for your help here.

 

@westvleteren: Unfortunately I don't know another place where the close community can safely share their knowledge and "resources". Remember we are now at Indonesian forum where probably a*c*t*a has still too short hands. I'd love to discuss and share our discoveries but I'm not happy with too many hidden eyes watching us and use us. So I didn't write that I'm going to leave this forum but I have to stop or limit my sharing. Always I'll try to answer selected members questions in PM.(tht's another story with a 100 messages limit - ridiculous!) I would like to be properly understood - as I wrote: Too many unknown persons use our forum like a cheapest source of supplies and knowledge without giving anything what I don't like and personally I cannot accept.

[⭐ Meow]

Hey admis, the fact that some of us not posting code/strategies does not mean we are not working on it. Me for once sent auto strategy to the original poster in order to compare 2 versions, but didnt hear from him yet. Anyway, let me assure you that your work and contribution is very much appreciated. Respect !

 

@westvleteren: Unfortunately I don't know another place where the close community can safely share their knowledge and "resources". Remember we are now at Indonesian forum where probably a*c*t*a has still too short hands. I'd love to discuss and share our discoveries but I'm not happy with too many hidden eyes watching us and use us. So I didn't write that I'm going to leave this forum but I have to stop or limit my sharing. Always I'll try to answer selected members questions in PM.(tht's another story with a 100 messages limit - ridiculous!) I would like to be properly understood - as I wrote: Too many unknown persons use our forum like a cheapest source of supplies and knowledge without giving anything what I don't like and personally I cannot accept.