A trading system based on the indicator One More Average MACD

soulintact · 2020-01-02T06:52:43+00:00

Good morning and a Happy New Year! I am trying to create a trading system based on the indicator posted by Nicolas, One More Average MACD, but I fail. I tried to tweak the different parameters but without any results. Any ideas why? Thanks!! //------------------------------------------------------------------------- defparam cumulateorders=false Defparam preloadbars=10000 amount = 10 //quantity of shares/contracts to open for each new order //--------------------------------------------------------------------------------// //Indicators //Indicator: PRC_OneMoreAverage MACD //Release date: 23.11.2016 //Web: https://www.prorealcode.com/prorealtime-indicators/one-more-average-macd/ //Coded by: Nicolas @ www.prorealcode.com //--parameters //>OMA parameters Sensibility = 1 Adaptive = 1 //>MACD periods FLength = 24 SLength = 52 //>signal line SigLength = 9 Sigma = 4 Offset = 0.85 //-------- Speed = Sensibility Speed = Max(Speed,-1.5) price = average[1](customclose) tconst=Speed //--Fast moving average FLength = Max(FLength,1) //adaptive period averagePeriod = FLength if adaptive=1 and averagePeriod > 1 then minPeriod = averagePeriod/2.0 maxPeriod = minPeriod*5.0 endPeriod = round(maxPeriod) signal = Abs((price-stored[endPeriod])) noise = 0.00000000001 for k=1 to endPeriod do noise=noise+Abs(price-stored[k]) averagePeriod = round(((signal/noise)*(maxPeriod-minPeriod))+minPeriod) next endif alpha = (2.0+tconst)/(1.0+tconst+averagePeriod) e1 = e1 + alpha*(price-e1) e2 = e2 + alpha*(e1-e2) v1 = 1.5 * e1 - 0.5 * e2 e3 = e3 + alpha*(v1 -e3) e4 = e4 + alpha*(e3-e4) v2 = 1.5 * e3 - 0.5 * e4 e5 = e5 + alpha*(v2 -e5) e6 = e6 + alpha*(e5-e6) Fast = 1.5 * e5 - 0.5 * e6 //------------------------------------ //--Slow moving average SLength = Max(SLength,1) //adaptive period averagePeriod = SLength if adaptive=1 and averagePeriod > 1 then minPeriod = averagePeriod/2.0 maxPeriod = minPeriod*5.0 endPeriod = round(maxPeriod) signal = Abs((price-stored[endPeriod])) noise = 0.00000000001 for k=1 to endPeriod do noise=noise+Abs(price-stored[k]) averagePeriod = round(((signal/noise)*(maxPeriod-minPeriod))+minPeriod) next endif alpha = (2.0+tconst)/(1.0+tconst+averagePeriod) e1 = e1 + alpha*(price-e1) e2 = e2 + alpha*(e1-e2) v1 = 1.5 * e1 - 0.5 * e2 e3 = e3 + alpha*(v1 -e3) e4 = e4 + alpha*(e3-e4) v2 = 1.5 * e3 - 0.5 * e4 e5 = e5 + alpha*(v2 -e5) e6 = e6 + alpha*(e5-e6) Slow = 1.5 * e5 - 0.5 * e6 //------------------------------------ //--Signal moving average OMAMACD = Slow-Fast SigLength = Max(SigLength,1) //---Signal MA n = (Offset * (SigLength - 1)) t = SigLength/Sigma SWtdSum = 0 SCumWt = 0 for k = 0 to SigLength - 1 do SWtd = Exp(-((k-n)*(k-n))/(2*t*t)) SWtdSum = SWtdSum + SWtd * OMAMACD[SigLength - 1 - k] SCumWt = SCumWt + SWtd next SIGMACD = SWtdSum / SCumWt //------------------------------------ stored=price //------------------------------------ BullSMA=(SIGMACD OMAMACD) //--------------------------------------------------------------------------------// //Conditions when to act if (not longonmarket and BullSMA)then buy amount shares at market endif if (longonmarket and BearSMA and positionperf>0) then sell at market endif

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01/03/2020 at 3:53 PM #115838 quote

GraHal
Participant

Legend

Read the above Post first!

All Gone! And More!

Glad I never put them on Live Forward Test! HAHAHAHHA

No trades closed with a Loss yet (8 winning trades so far) … so we’ll see how long it takes to get back in the money!?

sOUL-7.jpg

01/06/2020 at 10:18 PM #116093 quote

ALZ
Participant

Average

that’s the question …;) but if it wins all the time, put only $ 30,000 and let it on the market … ^^

01/06/2020 at 11:38 PM #116097 quote

GraHal
Participant

Legend

ALZ wrote:

only $ 30,000

ONLY $30,000!!?? 🙂

Can you go to sleep while there is a big drawdown going on??

01/07/2020 at 7:04 PM #116162 quote

ALZ
Participant

Average

before or after trump news.. ? 😀 , i i’m keeping my fingers .. 🙂

11 wins for the moment

I tried to optimize this system with traling stop or after x candles for example… but for the moment it’s not convincing..

01/07/2020 at 10:20 PM #116169 quote

GraHal
Participant

Legend

ALZ wrote:

11 wins for the moment

11 wins on what System?

I am still waiting for the System under discussion on this Thread to get back into profits … see attached.

Please share the System (with 11 wins) with us and we can discuss?

Soul-8.jpg

01/09/2020 at 8:23 PM #116336 quote

GraHal
Participant

Legend

GraHal wrote:

get back into profits

Back in the money now! 🙂

Soul-9.jpg
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