⭐ Meow Posted April 17, 2014 Report Share Posted April 17, 2014 westvleteren you can save the results after generating report in account performance tab. Right click on any field+grid+export to excel or print our as pdf. westvleteren 1 Quote Link to comment Share on other sites More sharing options...
westvleteren Posted April 17, 2014 Report Share Posted April 17, 2014 Meow, Thanks for your suggestion. Unfortunatly it requires me to export EVERY screen individualy for future reference. It is a pity NT has no otrion to save the whole summary/Graphs/Executions/Trades/Periods/Orders with one mouse click and allowing to change views interactively Quote Link to comment Share on other sites More sharing options...
yamantaka Posted April 17, 2014 Author Report Share Posted April 17, 2014 Anyone planning to take customers from this business to create a business of their own should have their IP banned. Starting with the person who has repeatedly claimed to have plans to do so. It is indicative of the ungrateful attitude that is destroying the cohesiveness of this forum and these projects. I think a small fee for access to a private area on this forum is a good idea. It would filter out all the deadbeats and ingrates. Those who just want to take the code and run to another site. Little basterds. If I had to name one person I think is the chief suspect it would be Gavetso. I couldn't have said it any better. Quote Link to comment Share on other sites More sharing options...
user33 Posted April 17, 2014 Report Share Posted April 17, 2014 Anyone planning to take customers from this business to create a business of their own should have their IP banned. Starting with the person who has repeatedly claimed to have plans to do so. It is indicative of the ungrateful attitude that is destroying the cohesiveness of this forum and these projects. I think a small fee for access to a private area on this forum is a good idea. It would filter out all the deadbeats and ingrates. Those who just want to take the code and run to another site. Little basterds. If I had to name one person I think is the chief suspect it would be Gavetso. Charging a fee would only stop the cheap freeloaders, but won't stop the vendors and opportunists stealing our work (they don't mind pay the little fee to get into a private area). A better solution is to create a private area for only those who are active participants: contribute ideas, share their testing parameters and/or strategies, develop codes... because there is no private area feature in this site, and it would not be very efficient to just use pm, one idea I have is that we can continue to discuss the subject here, but key details, screen shots, strategies, and and codes, will not be posted here, but only via pm to active participants, this would prevent our labors to be stolen by the thieves who turn around sell them for their own gains. admis 1 Quote Link to comment Share on other sites More sharing options...
thaomoua Posted April 17, 2014 Report Share Posted April 17, 2014 Here's my version of the box. http://www.sendspace.com/file/6zhm9n The strategy include a button to toggle autotrader ON/OFF, close the current trade (if any), and toggle between ATR and Fib target. Work in progress. kon, thedriver, ⭐ chripu and 10 others 13 Quote Link to comment Share on other sites More sharing options...
Trading1903 Posted April 17, 2014 Report Share Posted April 17, 2014 (edited) @THEOMOUA Thanks for your contribution. I do get a error - the box is blank I did trade the box with real money last fall ( when it first sufficed here ). I did really good the first few days trading the 6E and ES. I had 1k plus days....with one contract. However the markets slowed down and the moves not so great. I give most of it back. Reversing positions was the biggest fall.... It is a great system that needs fine tuning - do not trade in slow markets. Perhaps setting trading start/end time will or tie it to the VIX will help. But when it goes the right way , o boy .... Edited April 17, 2014 by Trading1903 yamantaka, thedriver, westvleteren and 1 other 4 Quote Link to comment Share on other sites More sharing options...
thaomoua Posted April 17, 2014 Report Share Posted April 17, 2014 trading1903, what error are you getting? You need the pptbox indi and the atrtrailing stop indi (provided by meow at the top of this page.) Quote Link to comment Share on other sites More sharing options...
dbz1713006267 Posted April 18, 2014 Report Share Posted April 18, 2014 My programming skills are 0 but one thing i can suggest is to use VPOC of the swing as the start of the BOX and trade just the retracements to that area... of course measure the swing is not and easy task to do auto. Also will suggest to use the VPOC of the day as an important point don´t know how.... but Boxes around the VPOC will help a lot since i think this is the key point where are boxes start to form. Thanks a lot for your hard work, whish i can help more, sorry. Quote Link to comment Share on other sites More sharing options...
westvleteren Posted April 18, 2014 Report Share Posted April 18, 2014 DBZ: I looked at your suggestion, but I see no relation between VPOC and the box creation. But I am no VPOC guru at Ninja !. Perhaps can you visually see if there is a relationship between the VPOC and the Box? Both seem related to congestion (although a VPOC not always implicate that the market congested there for time). Quote Link to comment Share on other sites More sharing options...
dbz1713006267 Posted April 18, 2014 Report Share Posted April 18, 2014 perhaps i am looking more at medium term... see the impulse, trace the volume profile of that impulse and now see what happends at the VPOC ... is more or less the same as using fibos but based on volume that is the real thing that moves the market... impulse-retro-new impulse, of course we can do it also intraday with the VPOC of the day. If you trade just in the direction of the new impulse the % of winners is always much bigger, don´t know if i explain it correctly.... admis, westvleteren and ⭐ Meow 3 Quote Link to comment Share on other sites More sharing options...
windo Posted April 18, 2014 Report Share Posted April 18, 2014 (edited) .............................. Edited April 19, 2014 by windo Quote Link to comment Share on other sites More sharing options...
user33 Posted April 18, 2014 Report Share Posted April 18, 2014 My programming skills are 0 but one thing i can suggest is to use VPOC of the swing as the start of the BOX and trade just the retracements to that area... of course measure the swing is not and easy task to do auto. Also will suggest to use the VPOC of the day as an important point don´t know how.... but Boxes around the VPOC will help a lot since i think this is the key point where are boxes start to form. Thanks a lot for your hard work, whish i can help more, sorry. VPOC is the most traded price level for the day, meaning a lot of trades above and below the vpoc back and forth to form the highest volume level at vpoc, this is the price level to NOT TO TRADE the box! Your idea to trade the box signals at the most whipsaw price level of the day, is a recipe for disasters, I hope you know what you are talking about. If you think my comments are wrong, please post your explanations why do you think vpoc is good place to trade the box signals, and support you explanation with some examples (charts). Quote Link to comment Share on other sites More sharing options...
dbz1713006267 Posted April 18, 2014 Report Share Posted April 18, 2014 VPOC is the most traded price level for the day, meaning a lot of trades above and below the vpoc back and forth to form the highest volume level at vpoc, this is the price level to NOT TO TRADE the box! Your idea to trade the box signals at the most whipsaw price level of the day, is a recipe for disasters, I hope you know what you are talking about. If you think my comments are wrong, please post your explanations why do you think vpoc is good place to trade the box signals, and support you explanation with some examples (charts). Was just trying to give ideas... anyway i was trying to talk about the POC not VPOC sorry for my confusion. Volume is the key, what makes the price move is people buying and selling so why don´t use it and just go with the trend... here is a visual example of EURUSD this week.... just draw the MP of the swing high and the MP of the swing low and see what happens in high and low volume areas. http://img845.imageshack.us/img845/4837/yx8s.png Saw if we start to draw the boxes on that points and make it work the same way as they are now maybe we can make them better. No idea if this is possible to code... what i can tell you is that i use it on my trading and it works better than any other thing i have tried... just follow the peaks and valleys and you have the road map. This is for a swing but for intraday trading it works the same way... obviously the TPs and SL for a swing trade and for a intraday trade have to be different and the trigger to enter the trade can be many things... for example just a pinbar or just a pinbar inside the area with big volume or .... there are many many ways of watching it. What i am trying to find is the best place to start to draw the boxes and the best direction to search (only sells or only buys) and not just draw it in the middle of nowhere and try if we are lucky and the market moves in our direction and also try to think in something different because if not we are just trading a simple break out strategy that with fail specially in forex where you can find lately tons of false break outs just to go for the stops and then go the opposite way (i trade forex, my knowledge with index is very limited). For example the are tons of systems that just draw a box before london market open and buy-sell the breakout of the box and they always fail ... lately there are few clean breaks. Perhaps if we all try to give ideas we can make something different... windo and yamantaka 2 Quote Link to comment Share on other sites More sharing options...
westvleteren Posted April 19, 2014 Report Share Posted April 19, 2014 (edited) I noticed during testing that there is a difference when one takes only the first trade of the box, or take all trades of the Box. Edited April 30, 2014 by westvleteren Quote Link to comment Share on other sites More sharing options...
admis Posted April 19, 2014 Report Share Posted April 19, 2014 Need some small help on Ninja command. ... Hi westvleteren, You did a little mess in the source... but don't worry about it. 1. Variable0 is used in an "if" condition but not assigned to its value. 2. I didn't get your idea with a block of High <-> AtrTrailingStop (... kind of stop trailing?) 3. I think, for now, it's better to optimize trailing stop and again make a tests BTW: Happy Easter! westvleteren 1 Quote Link to comment Share on other sites More sharing options...
westvleteren Posted April 19, 2014 Report Share Posted April 19, 2014 (edited) Admis: Spaghetti plates are usually a mess, so I just comply (smile). Happy Easter to you as well! Edited April 30, 2014 by westvleteren enzofox and admis 2 Quote Link to comment Share on other sites More sharing options...
admis Posted April 19, 2014 Report Share Posted April 19, 2014 (edited) ... :) The most important thing to be always in a good mood! ;) Your arguments are really interesting and I have to rethink them. Variable0 certainly does not work in your current source... Forgive me please, but I'm not in a position for next two days to work at the computer (family matters...). So, let's try to get a rest and we can return very soon to that. btw: I'm close to find a final (a simple) solution how we (not only we both) can communicate securely.8-) Once again: Happy Easter to all of members who celebrate it. Edited April 19, 2014 by admis newbie0101, gorbat, ⭐ elishar and 6 others 9 Quote Link to comment Share on other sites More sharing options...
westvleteren Posted April 19, 2014 Report Share Posted April 19, 2014 (edited) Anyone else did any testing with Market Replay/realtime over longer timeframe and is willing to share ???? Edited April 30, 2014 by westvleteren yamantaka 1 Quote Link to comment Share on other sites More sharing options...
yamantaka Posted April 19, 2014 Author Report Share Posted April 19, 2014 Here some test results for todays testing. I tweaked the previous shared strategy. Reason for posting is to show that there is potential in the Box. 1 contract target first 168 level SL is box high/low All trades in consideration Timeframe March 17 - April 11 (despite logmessage) See http://hidemyass.com/img/iudc6/ and http://hidemyass.com/img/SbXgo/ and http://hidemyass.com/img/jEooX/ and http://hidemyass.com/img/qNSwU/ Anyone else did any testing with Market Replay/realtime over longer timeframe and is willing to share ???? Have you witnessed slippage in Market Replay? When trading TF in Sim, I have seen slippage up to 3 ticks. Quote Link to comment Share on other sites More sharing options...
westvleteren Posted April 19, 2014 Report Share Posted April 19, 2014 Yamantaka, I have not noticed the slippage you mention. I use the CQG live datafeed as input for SIM. However, I also have DTN datafeed. For the Market replay test I use the Market Replay data of Marker replay Data Downloade - a website (so no import from Ninja). All test results are on Market Replay. So I do not use the SIM test as it makes me a millionaire as well like the backtesting. Please provide me with guidelines as how to spot the slippages so I can better look and provide you with a better answer. Quote Link to comment Share on other sites More sharing options...
westvleteren Posted April 19, 2014 Report Share Posted April 19, 2014 (edited) Anyone else did any testing with Market Replay/realtime over longer timeframe and is willing to share ???? Edited April 30, 2014 by westvleteren Quote Link to comment Share on other sites More sharing options...
thaomoua Posted April 19, 2014 Report Share Posted April 19, 2014 Need some small help on Ninja command. So, how can I check if the Box signal (+1 or -1) is generated within the drawn box on the screen? In other words: The Box indicator decides to start drawing a box on the screen. That bar I call bar 1. I only want to trade if the Box signal is between e.g. bar 2 and e.g. 13. If the numbers 2 and 13 can be changed in the strategy code, that would be great! This approach reduces the number of trades, but seem to eliminate more losses (please acknowledge that this view was derived from manually checking so I can not refer to a long timeframne period with multiple chart settings, I only would like to test this scenario automated). Funny thing as I was already thinking of the same thing. So far I was able to modify the indi source to return the time when the signal bar was trigger (fairly simple.) I'm already working on determining when the box started forming (in the indi) as well as determining overlapped box (in the strategy.) Quote Link to comment Share on other sites More sharing options...
westvleteren Posted April 19, 2014 Report Share Posted April 19, 2014 (edited) Manually visually checking the log gave me the impression it is worthwhile testing for trades only taken from drawn box at screen. In other words: the market reacts quickly on the formation criteria and only then we would like to take the trade. Just like in real trading: not good to sit in a sideways trade for a very long time. Odds may change and it seems then a flip coin decides where the trade goes. Also overlapping boxes seem generate less succesfull trades. Why? I have no clue. Edited April 30, 2014 by westvleteren Quote Link to comment Share on other sites More sharing options...
thaomoua Posted April 19, 2014 Report Share Posted April 19, 2014 westvleteren & admin, check your mail Quote Link to comment Share on other sites More sharing options...
yamantaka Posted April 20, 2014 Author Report Share Posted April 20, 2014 (edited) Yamantaka, I have not noticed the slippage you mention. I use the CQG live datafeed as input for SIM. However, I also have DTN datafeed. For the Market replay test I use the Market Replay data of Marker replay Data Downloade - a website (so no import from Ninja). All test results are on Market Replay. So I do not use the SIM test as it makes me a millionaire as well like the backtesting. Please provide me with guidelines as how to spot the slippages so I can better look and provide you with a better answer. Anytime you get a fill which is more than 1 tick above the open of the next bar after trigger (which is ALWAYS the close of the bar out of the box), you have slippage. Sim has never made me a millionaire nor pauper. I find the NT Sim engine very close to live trading in that price usually has to trade through Limit price. If market replay isn't giving any slippage in TF, then I would seriously doubt it's accuracy. I suggest you trade this in Sim for a few days and then compare with Market Replay to see if the slippage shows there as well. Edited April 20, 2014 by yamantaka westvleteren 1 Quote Link to comment Share on other sites More sharing options...
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