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Re: Lapsa's very own thread
[Re: AndrewAMD]
#485631
04/04/22 00:40
04/04/22 00:40
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Joined: Aug 2021
Posts: 237
Lapsa
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re-reading a bit 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
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.
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Re: Lapsa's very own thread
[Re: Lapsa]
#485644
04/06/22 04:31
04/06/22 04:31
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Joined: Aug 2021
Posts: 237
Lapsa
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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
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.
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Re: Lapsa's very own thread
[Re: Lapsa]
#485667
04/11/22 15:19
04/11/22 15:19
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Joined: Aug 2021
Posts: 237
Lapsa
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sure, why not... 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
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Re: Lapsa's very own thread
[Re: Lapsa]
#485690
04/14/22 00:08
04/14/22 00:08
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Joined: Aug 2021
Posts: 237
Lapsa
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Joined: Aug 2021
Posts: 237
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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
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.
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Re: Lapsa's very own thread
[Re: Lapsa]
#485692
04/14/22 09:25
04/14/22 09:25
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Joined: Aug 2021
Posts: 237
Lapsa
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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
// 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.
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Re: Lapsa's very own thread
[Re: Lapsa]
#485702
04/15/22 17:11
04/15/22 17:11
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Joined: Aug 2021
Posts: 237
Lapsa
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Joined: Aug 2021
Posts: 237
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