ZiBoll Indicator system
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- This topic has 19 replies, 4 voices, and was last updated 5 years ago by
Zigo.
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02/20/2020 at 11:44 AM #120025
Hi, I want to share this new Indicator. I have posted it yesterday in the library, unfortunately the graph is not in the postof yesterday.
As you can see in the attachement the arrows are at the wright place. Will someone help build a backtest with this Indicator.
Thanks
Zigo
02/20/2020 at 12:12 PM #12003002/20/2020 at 7:17 PM #120101The indicator can be found here: ZiBoll Style Execution
02/21/2020 at 12:49 PM #12015502/21/2020 at 3:49 PM #12016802/21/2020 at 6:02 PM #12017502/24/2020 at 9:18 AM #120260What you have done with this indicator is very similar to an hi/lo activator technique. When the price breach the upper line it is a long trigger and vice-versa for a short order. Indeed, very powerful when price is not retracing or staying in a short price range.
02/24/2020 at 10:26 AM #12027302/27/2020 at 4:02 PM #12068802/27/2020 at 5:31 PM #12069402/27/2020 at 8:25 PM #12070202/27/2020 at 9:56 PM #120704@Grahal
No, I am not teasing You. but it is a first try to automatisation the ZiBol Indicator and I would appreciate if you help me to perpect the Indicator.
Below you can see what I already have:
123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566// SettingsDefparam cumulateorders=falseDefparam flatbefore =080000Defparam flatafter =180000p=11s=0.5// Computes the basic moving average from the low and from the highBollMALow = WeightedAverage[p](Low)BollMAHigh= Weightedaverage[p](High)// Computes the Standard Deviation (You can also take fx for colculate the "StdSTD[20](close)")//Compute the Special Bollinger Bands.//Instead of two times the STDDEV we calculate 0.5 times the STDDEV , and subtract it from the LowMA//For the upper value we take 0.5 times the STDDEV and add it to the HighMABupH = BollMaHigh + (s * STD[p](high)) //Boll+BdnL = BollMALow - (s * STD[p](low))//Boll-//Compare the results with the close of each candle//Lower than the close its -1//Higher than the close its +1//Between the two values equals the previous valuesif close < BdnL thenZHL=-1elsif close> Buph thenZHL=1elseZHL=ZHL[1]endif//First check the trend by means of the regressionslopezbsl=sin(LinearRegressionSlope[p](bdnl)+LinearRegressionSlope[p](buph))/2//The Boolean value of ZHLif zbsl > 0 thenif ZHL crosses over 0 thenbuy 1 contract at marketendifelsif zbsl < 0 thenif zhl crosses under 0 thensellshort 1 contract at marketendifendifif longonmarket thenif zhl crosses under 0 thensell at marketendifelsif shortonmarket thenif zhl > 0 thenexitshort at marketendifendif// Stops en targets (No Target)set stop ploss 40//No defined target02/27/2020 at 10:36 PM #12070602/28/2020 at 11:39 AM #12073402/28/2020 at 11:54 AM #120740I have to much losing trades. Do you have any suggestion?
You have tested over 200k bars to 2010. I tested over 100k bars over to 2015.
Even so you seem to have loads more trades … you – 315 against my 34 … weird??
Did you change any variable values from your posted version (as I didn’t make any changes for my 4 hour results).
Hey if you agree to below then Mods will move the Topic and we may get more folk joining us to do a few tweaks?
Mods
Please move this Topic to the Systems Forum and re-title as below …
ZiBoll Indicator System
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