Gamestudio Links
Zorro Links
Newest Posts
Instrument Price Zorro Chart
by felixfx. 10/19/19 20:48
Today real live account blown - my experience
by Clifford_B. 10/19/19 17:09
Building Diversified Portfolios - New Paper
by SnoopySniff. 10/18/19 16:23
Indices & metals easier to trade than FX???
by SnoopySniff. 10/18/19 10:08
What are you working on?
by txesmi. 10/17/19 07:00
Ducascopy exporter
by line7. 10/17/19 06:21
AUM Magazine
Latest Screens
The Space Between
Pogostuck: Rage With Your Friends
Worst Case Z
AckCon'18 - Lotter vs the World 2 - Preview Release
Who's Online Now
5 registered members (AndrewAMD, felixfx, Dalla, painkiller, ugofx), 658 guests, and 0 spiders.
Key: Admin, Global Mod, Mod
Newest Members
VillageTalkies, line7, Shutch, Clifford_B, Paulius
18310 Registered Users
Previous Thread
Next Thread
Print Thread
Rate Thread
CyberCycle Adaptive Cy #448932
02/26/15 07:07
02/26/15 07:07
Joined: Dec 2013
Posts: 13
T
tvas Offline OP
Newbie
tvas  Offline OP
Newbie
T

Joined: Dec 2013
Posts: 13
Here are two instantly profitable strategies which how

Re: CyberCycle Adaptive Cy [Re: tvas] #448933
02/26/15 07:13
02/26/15 07:13
Joined: Dec 2013
Posts: 13
T
tvas Offline OP
Newbie
tvas  Offline OP
Newbie
T

Joined: Dec 2013
Posts: 13
The TS code for the CyberCycle strategy as defined by Ehlers. The interesting thing is that this strategy can generate good returns when executed in reverse mode (do exactly the opposite as Mr. Ehlers suggested :)) on volatile instruments (best candidate is GBPJPY) and a time frame around 240 min in order ot avoid too frequent trading. Alternatively you can run it on range bars of ca. 50 pips. It shouldn't be difficult to port the strategy to Zorro and play with it.

////////////////////////////////////////////////////////////////
Inputs: Price((H+L)/2) ,alpha(.07), Lag(9), Reverse(false);
Vars: Smooth(0),
Cycle(0),
alpha2(0),
Signal(0);
Smooth = (Price + 2*Price[1] + 2*Price[2] + Price[3])/6;
Cycle = (1 - .5*alpha)*(1 - .5*alpha)*(Smooth - 2*Smooth[1] + Smooth[2]) + 2*(1 - alpha)*Cycle[1] - (1 - alpha)*(1 - alpha)*Cycle[2];

If currentbar < 7 then Cycle = (Price - 2*Price[1] + Price[2]) / 4;
alpha2 = 1 / (Lag + 1);
Signal = alpha2*Cycle + (1 - alpha2)*Signal[1];

If Reverse then begin
If Signal Crosses Over Signal[1] then Buy Next Bar on Open;
If Signal Crosses Under Signal[1] then Sell Short Next Bar on Open;
end Else begin
If Signal Crosses Under Signal[1] then Buy Next Bar on Open;
If Signal Crosses Over Signal[1] then Sell Short Next Bar on Open;
end;

If MarketPosition = 1 and PositionProfit < 0 and BarsSinceEntry > 8 then Sell This Bar;
If MarketPosition = -1 and PositionProfit < 0 and BarsSinceEntry > 8 then Buy To Cover This Bar;

////////////////////////////////////////////////////////////////

Re: CyberCycle Adaptive Cy [Re: tvas] #448934
02/26/15 07:28
02/26/15 07:28
Joined: Dec 2013
Posts: 13
T
tvas Offline OP
Newbie
tvas  Offline OP
Newbie
T

Joined: Dec 2013
Posts: 13
And here is a strategy which uses the Adaptive Cyber Cycle (Cyber Cycle's alpha1 parameter is based on the full Dominant Cycle). To make this strategy profitable you should run it in reverse mode (again: do exactly the opposite what Mr. Ehlers suggests :)) and combine it with a trailing stop exit method which is not included in the code because in TS I simply combine the strategy with the standard PercentTrailing strategy. A good result can be achieved on GBPJPY, time frame 240 min and a percent trailing exit which triggers when the profit exceeds 30 pips and risks 10% from the profit.

/////////////////////////////////////////////////////////////////////
Inputs: Price((H+L)/2) ,alpha(.07), Lag(9), Reverse(false);

Vars: Smooth(0),Cycle(0),Q1(0),I1(0),DeltaPhase(0),MedianDelta(0),DC(0),InstPeriod(0),Period(0),Length(0),Num(0),Denom(0),alpha1(0),Signal(0);

Smooth = (Price + 2*Price[1] + 2*Price[2] + Price[3])/6;
Cycle = (1 -.5*alpha)*(1 - .5*alpha)*(Smooth - 2*Smooth[1] + Smooth[2]) + 2*(1 - alpha)*Cycle[1] - (1 - alpha)*(1 - alpha)*Cycle[2];
If currentbar < 7 then Cycle = (Price - 2*Price[1] + Price[2]) / 4;

Q1 = (.0962*Cycle + .5769*Cycle[2] - .5769*Cycle[4] - .0962*Cycle[6])*(.5 + .08*InstPeriod[1]);
I1 = Cycle[3];
If Q1 <> 0 and Q1[1] <> 0 then DeltaPhase = (I1/Q1 - I1[1]/Q1[1]) / (1 + I1*I1[1]/(Q1*Q1[1]));
If DeltaPhase < 0.1 then DeltaPhase = 0.1;
If DeltaPhase > 1.1 then DeltaPhase = 1.1;
MedianDelta = Median(DeltaPhase, 5);
If MedianDelta = 0 then DC = 15 else DC = 6.28318 / MedianDelta + .5;
InstPeriod = .33*DC + .67*InstPeriod[1];
Period = .15*InstPeriod + .85*Period[1];
alpha1 = 2 / (Period + 1);
Signal = (1 - .5*alpha1)*(1 - .5*alpha1)*(Smooth - 2*Smooth[1] + Smooth[2]) + 2*(1 - alpha1)*Signal[1] - (1 - alpha1)*(1 - alpha1)*Signal[2];
If currentbar < 7 then Signal = (Price - 2*Price[1] + Price[2]) / 4;

If Reverse then begin
If Signal Crosses Over Signal[1] then Buy Next Bar on Open;
If Signal Crosses Under Signal[1] then Sell Short Next Bar on Open;
end Else begin
If Signal Crosses Under Signal[1] then Buy Next Bar on Open;
If Signal Crosses Over Signal[1] then Sell Short Next Bar on Open;
end;

If MarketPosition = 1 and PositionProfit < 0 and BarsSinceEntry > 8 then Sell This Bar;
If MarketPosition = -1 and PositionProfit < 0 and BarsSinceEntry > 8 then Buy To Cover This Bar;
////////////////////////////////////////////////////////////////////////////////

Re: CyberCycle Adaptive Cy [Re: tvas] #450478
04/15/15 13:17
04/15/15 13:17
Joined: Feb 2015
Posts: 45
Italy
forexcoder Offline
Newbie
forexcoder  Offline
Newbie

Joined: Feb 2015
Posts: 45
Italy
Tvas thanks for sharing your strategies! Much appreciated.
I don't know TS language. Can someone help me to translate that code in Zorro? Thanks in advance.

Re: CyberCycle Adaptive Cy [Re: forexcoder] #475021
11/19/18 04:26
11/19/18 04:26
Joined: Aug 2018
Posts: 87
O
OptimusPrime Offline
Junior Member
OptimusPrime  Offline
Junior Member
O

Joined: Aug 2018
Posts: 87
Hi Team:

Forgive the crude attempt, but I am trying to code the CyberCycle Internal Cycle.. It is giving an error message :
" Error 111: Crash in Function at Bar 0"
but I can't find the issue right now.


vars CyberCycleInternalCycle (var* Input, alpha)
{
vars ReversedSeries = rev(series(Input[0]));

vars RevCycle,iCycleCycle,Smooth = series();

int i=0;

for(i=0; i<(NumBars-1); i++)
{

if (i<3)
RevCycle[i]=Smooth[i]=ReversedSeries[i];

if (i<7 && i>2)
{
RevCycle[i]=(
ReversedSeries[i]
-2* ReversedSeries[i-1]
+ ReversedSeries[i-2]) /4;

Smooth[i] = (
ReversedSeries[i]
+ 2* ReversedSeries[i-1]
+ 2*ReversedSeries[i-2]
+ ReversedSeries[i-3]);

Smooth[i]=Smooth[i]/6;
}
else
RevCycle[i]=
(1 - .5*alpha)*(1 - .5*alpha)*(Smooth[i]
- 2*Smooth[i-1]
+ Smooth[i-2])
+ 2*(1 - alpha)*RevCycle[i-1]
- (1 - alpha)*(1 - alpha)*RevCycle[i-2];

}

iCycleCycle = rev(series(RevCycle[0]));

return iCycleCycle;

}


Thanks so much,

OptimusPrime

Re: CyberCycle Adaptive Cy [Re: OptimusPrime] #475122
11/23/18 20:39
11/23/18 20:39
Joined: Sep 2003
Posts: 861
Spirit Offline

Moderator
Spirit  Offline

Moderator

Joined: Sep 2003
Posts: 861
It is crashing with empty pointers. You have 4 pointers but only 2 have series assigned.

Re: CyberCycle Adaptive Cy [Re: Spirit] #475395
12/06/18 00:03
12/06/18 00:03
Joined: Aug 2018
Posts: 87
O
OptimusPrime Offline
Junior Member
OptimusPrime  Offline
Junior Member
O

Joined: Aug 2018
Posts: 87
Hi Spirit:

I have tried to write a Variable Moving Average. This one too is not working.

What am I missing when it comes to series creation inside a function?

// NOT WORKING
///////////////////////////////////////////////////

///// Variable Moving Average /////

///////////////////////////////////////////////////

vars VariableMovingAverage (var* Input, int MAPeriod, int CMOPeriod)
{

int factor = (2/((MAPeriod)+1));

vars VI = series(abs((CMO(Input, CMOPeriod))/100) );

int m = max(MAPeriod, CMOPeriod);

vars v = series(0);

int i;

for (i=(NumBars-1); i>0; i--)
{
if (i>(NumBars-1-m))
v[i]= Input[i];
else
v[i] = (factor*VI[i]*Input[i]) + ((1-factor* VI[i])* v[i+1]);
} //end of loop

return v;
} //end of function


Thanks so much,

OptimusPrime

Re: CyberCycle Adaptive Cy [Re: OptimusPrime] #475492
12/14/18 16:33
12/14/18 16:33
Joined: Aug 2018
Posts: 87
O
OptimusPrime Offline
Junior Member
OptimusPrime  Offline
Junior Member
O

Joined: Aug 2018
Posts: 87
thanks Andrew.. I will try with those changes.


Thanks so much,

OptimusPrime

Re: CyberCycle Adaptive Cy [Re: OptimusPrime] #475493
12/14/18 16:47
12/14/18 16:47
Joined: Feb 2017
Posts: 772
Chicago
AndrewAMD Online
User
AndrewAMD  Online
User

Joined: Feb 2017
Posts: 772
Chicago
I think this piece of advice might be more helpful:

Sometimes you have to build a script piece by piece to make sure it works correctly, rather than throwing everything together at once and wondering for days why it doesn’t work. Do diagnostics for every step.

Re: CyberCycle Adaptive Cy [Re: AndrewAMD] #475502
12/16/18 06:26
12/16/18 06:26
Joined: Aug 2018
Posts: 87
O
OptimusPrime Offline
Junior Member
OptimusPrime  Offline
Junior Member
O

Joined: Aug 2018
Posts: 87
Hi Andrew:

Thanks for your suggestion to make it work within the run() loop instead of giving it a separate function. Yes, it was much easier that way.


Much Appreciated.

Last edited by OptimusPrime; 12/17/18 16:06.

Thanks so much,

OptimusPrime


Gamestudio download | chip programmers | Zorro platform | shop | Data Protection Policy

oP group Germany GmbH | Birkenstr. 25-27 | 63549 Ronneburg / Germany | info (at) opgroup.de

Powered by UBB.threads™ PHP Forum Software 7.7.1