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Re: Lapsa's very own thread [Re: AndrewAMD] #485631
04/04/22 00:40
04/04/22 00:40
Joined: Aug 2021
Posts: 237
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Lapsa Offline OP
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Lapsa  Offline OP
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Posts: 237
re-reading a bit

Originally Posted by Lapsa
smooth price close on 6 periods

pull out 3 period long RSIS out of it

do nothing unless rsis[0] != rsis[1]

boom! 172% -> 453%

makes no sense whatsoever


Code
vars smoothed = series(Smooth(series(Close), 6));
vars smoothRSIS = series(RSIS(smoothed, 3));
if (smoothRSIS[0] == smoothRSIS[1]) return;


as usual, Andrew is correct

1478% -> 704%

at the very least - trick's applicability ain't general whatsoever

although I don't remember what made me drop the idea

Last edited by Lapsa; 04/04/22 00:42.
Re: Lapsa's very own thread [Re: Lapsa] #485641
04/05/22 15:15
04/05/22 15:15
Joined: Aug 2021
Posts: 237
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Lapsa Offline OP
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Lapsa  Offline OP
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Posts: 237
Quote

Monte Carlo Analysis... Median AR 1468%
Win 262$ MI 23.47$ DD 3.90$ Capital 18.70$
Trades 3166 Win 60.6% Avg +82.7p Bars 131
AR 1506% PF 1.84 SR 10.90 UI 0% R2 0.18


Code
function VO(int ShortPeriod, int LongPeriod, vars VolumeSeries) {
	var s = EMA(VolumeSeries, ShortPeriod);
	var l = EMA(VolumeSeries, LongPeriod);
	return ((s - l) / l) * 100;
}

Re: Lapsa's very own thread [Re: Lapsa] #485644
04/06/22 04:31
04/06/22 04:31
Joined: Aug 2021
Posts: 237
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Lapsa Offline OP
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Lapsa  Offline OP
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Posts: 237
Quote

Monte Carlo Analysis... Median AR 1479%
Win 265$ MI 23.70$ DD 3.90$ Capital 18.70$
Trades 3124 Win 60.7% Avg +84.8p Bars 133
AR 1521% PF 1.86 SR 11.02 UI 0% R2 0.18


Code
function ACDI(var Close, var High, var Low, var Volume){
	vars ad = series(0, 2);
	var clv = ((Close - Low) - (High - Close)) / (High - Low);
	var cmfv = clv * Volume;
	ad[0] = ad[1] + cmfv;
	return ad[0];
}


accumulation / distribution

Last edited by Lapsa; 04/06/22 04:50.
Re: Lapsa's very own thread [Re: Lapsa] #485648
04/08/22 20:46
04/08/22 20:46
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Posts: 237
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Lapsa Offline OP
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Lapsa  Offline OP
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Posts: 237
Code
function KVO(var High, var Low, var Close, var Volume){
	vars hlc = series((High + Low + Close) / 3);	
	vars cumVol = series(0, 2);
	cumVol[0] = cumVol[1] + Volume;
	var hlcChange = hlc[0] - hlc[1];
	var sv = 0;
	if (hlcChange >= 0) sv = Volume;
	else sv = -Volume;
	
	var kvo = EMA(sv, 34) - EMA(sv, 55);
	//var sig = EMA(kvo, 13);
	return kvo;
}


Klinger's volume oscillator

Re: Lapsa's very own thread [Re: Lapsa] #485654
04/09/22 20:06
04/09/22 20:06
Joined: Aug 2021
Posts: 237
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Lapsa Offline OP
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Posts: 237
week in profits, red Wednesday

something something 5-10% capital gains or whatnot

Re: Lapsa's very own thread [Re: Lapsa] #485667
04/11/22 15:19
04/11/22 15:19
Joined: Aug 2021
Posts: 237
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Lapsa Offline OP
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Posts: 237
sure, why not...

Quote

Number of trades 11 (4659/year, 90/week, 18/day)
Percent winning 72.7%
Annual return 2788%
Profit factor 4.32 (PRR 1.77)


gonna lose it tomorrow anyway

perhaps faster

Re: Lapsa's very own thread [Re: Lapsa] #485690
04/14/22 00:08
04/14/22 00:08
Joined: Aug 2021
Posts: 237
L
Lapsa Offline OP
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Lapsa  Offline OP
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L

Joined: Aug 2021
Posts: 237
Quote

Monte Carlo Analysis... Median AR 1492%
Win 270$ MI 23.58$ DD 3.90$ Capital 18.62$
Trades 3128 Win 61.0% Avg +86.2p Bars 137
AR 1520% PF 1.87 SR 11.03 UI 0% R2 0.19


Code
function EFI(int Period, var Close, var Volume) {
  vars CloseSeries = series(Close);
  var change = CloseSeries[0] - CloseSeries[1];
  var efi = EMA(change * Volume, Period);
  return efi;
}


Elder's force index

Last edited by Lapsa; 04/14/22 00:09.
Re: Lapsa's very own thread [Re: Lapsa] #485692
04/14/22 09:25
04/14/22 09:25
Joined: Aug 2021
Posts: 237
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Lapsa Offline OP
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Lapsa  Offline OP
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Joined: Aug 2021
Posts: 237
Quote

Monte Carlo Analysis... Median AR 1509%
Win 272$ MI 23.78$ DD 3.90$ Capital 18.62$
Trades 3126 Win 61.1% Avg +87.0p Bars 138
AR 1533% PF 1.88 SR 11.12 UI 0% R2 0.22


Code
// default Length = 20, FilterLength = 48
function EhlersStochMESA(int Length, var* Price, int FilterLength){	
	var pi = 2 * asin(1);
	var* HP = series(HighPass2(Price, FilterLength));
	var a1 = exp(-1.414 * 3.14159 / 10);
	var b1 = 2 * a1 * cos(1.414 * pi / 10);
	var c2 = b1;
	var c3 = -a1 * a1;
	var c1 = 1 - c2 - c3;
	
	var* Filt = series(0);
	Filt[0] = c1 * (HP[0] + HP[1]) / 2 + c2 * Filt[1] + c3 * Filt[2];
	var HighestC = Filt[0];
	var LowestC = Filt[0];

	var i;
	for(i = 0; i < Length-1; i++) {
		if (Filt[i] > HighestC) HighestC = Filt[i];
		if (Filt[i] < LowestC) LowestC = Filt[i];
	}

	var* Stoc = series(0);
	
	if ((HighestC - LowestC) != 0) {
		Stoc[0] = (Filt[0] - LowestC) / (HighestC - LowestC);
	}
	
	var* MESAStochastic = series(0);
	MESAStochastic[0] = c1 * (Stoc[0] + Stoc[1]) / 2 + c2 * MESAStochastic[1] + c3 * MESAStochastic[2];
	
	return MESAStochastic[0]*100;
}


Ehler's MESA Stoch

Last edited by Lapsa; 04/14/22 18:26.
Re: Lapsa's very own thread [Re: Lapsa] #485702
04/15/22 17:11
04/15/22 17:11
Joined: Aug 2021
Posts: 237
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Lapsa Offline OP
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Lapsa  Offline OP
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Posts: 237
fuck trading

Re: Lapsa's very own thread [Re: Lapsa] #485703
04/15/22 21:34
04/15/22 21:34
Joined: Aug 2017
Posts: 294
Netherlands
G
Grant Offline
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Grant  Offline
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Posts: 294
Netherlands
Don't give up, you have plenty of good ideas.

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