ZiBoll Indicator system

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  • #120025 quote
    Zigo
    Participant
    Master

    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

    USDJPY-5-uren.png USDJPY-5-uren.png
    #120030 quote
    Zigo
    Participant
    Master

    Indicator ZiBoll applied to other instruments.

    You find the code by clicking on the page on mytopics (Zigo)

    DAX-30-minZiboll.png DAX-30-minZiboll.png DOW-30-minZiBoll.png DOW-30-minZiBoll.png XAUUSD-3-dagen.png XAUUSD-3-dagen.png
    #120101 quote
    Nicolas
    Keymaster
    Master

    The indicator can be found here: ZiBoll Style Execution

    #120155 quote
    Zigo
    Participant
    Master

    I will show you another vieuw of this new indicator.

    DAX-7-Ticks.png DAX-7-Ticks.png
    #120168 quote
    Nicolas
    Keymaster
    Master

    As long as it is useful for trading, why not? 😉

    #120175 quote
    Zigo
    Participant
    Master

    @Nicolas, a 7 ticks graph is not meant for trading , but sometimes  use a very low tickframe for learning the behaevings of an indicator, it’s only for studying.

    It can also like this (see attachement) and then its for trading.

    USDJPY-30-minuten.png USDJPY-30-minuten.png
    #120260 quote
    Nicolas
    Keymaster
    Master

    What 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.

    #120273 quote
    Zigo
    Participant
    Master

    @Nicolas

    Indeed, what I did was calculate at first 2 WMA, calculated on the high and the low, and took the Boll+ from the High and took the Boll-  from the low, and those are the trigger lines.

    In a way very simple.

     

    Regards

    Carl

    #120688 quote
    Zigo
    Participant
    Master

    ZiBoll indicator in an automatic 3 min graph (Demo) , its still running till 17u00

    Automatic-trading-dax.png Automatic-trading-dax.png
    #120694 quote
    Zigo
    Participant
    Master

    The automatic system is stopped.

    The closed orders (see attachement)

    Automatic-trading-dax-1.png Automatic-trading-dax-1.png
    #120702 quote
    GraHal
    Participant
    Master

    Looks very interesting (new techniques!) @Zigo … might you share the System please or are you just teasing us? 🙂

    #120704 quote
    Zigo
    Participant
    Master

    @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:

     

    // Settings
    Defparam cumulateorders=false
    Defparam flatbefore =080000
    Defparam flatafter =180000
    
    p=11
    s=0.5
    
    // Computes the basic moving average from the low and from the high
    
    BollMALow = 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 HighMA
    BupH = 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 values
    
    
    if close < BdnL then
    ZHL=-1
    elsif close> Buph then
    ZHL=1
    else
    ZHL=ZHL[1]
    endif
    
    //First check the trend by means of the regressionslope
    
    zbsl=sin(LinearRegressionSlope[p](bdnl)+LinearRegressionSlope[p](buph))/2
    
    //The Boolean value of ZHL
    
    if zbsl > 0 then
    if ZHL crosses over 0 then
    buy 1 contract at market
    endif
    elsif zbsl < 0 then
    if zhl crosses under 0 then
    sellshort 1 contract at market
    endif
    endif
    
    if longonmarket then
    if zhl crosses under 0 then
    sell at market
    endif
    elsif shortonmarket then
    if zhl > 0 then
    exitshort at market
    endif
    endif
    
    // Stops en targets (No Target)
    set stop ploss 40
    
    //No defined target
    #120706 quote
    GraHal
    Participant
    Master

    What timeframe and instrument are the settings intended for?

    Looks good on the DJI H4 TF … see attached.

    If I come up with any improvements, I’ll report back.

    Thank You

    Zigo.jpg Zigo.jpg Zigo-2.jpg Zigo-2.jpg
    #120734 quote
    Zigo
    Participant
    Master

    @GraHal

    I don’t know yet, I didn’t testeted yet, because there will be a version 2.0 soon.

    The results are different from yours. I have to much losing trades. Do you have any suggestion?

    DJ-4u.png DJ-4u.png
    #120740 quote
    GraHal
    Participant
    Master
    I 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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ZiBoll Indicator system


ProOrder: Automated Strategies & Backtesting

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Zigo @zigo Participant
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This topic contains 19 replies,
has 4 voices, and was last updated by Zigo
6 years ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 02/20/2020
Status: Active
Attachments: 16 files
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