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Page 23 of 23 1 2 21 22 23
Re: Lapsa's very own thread [Re: Lapsa] #485817
04/24/22 21:23
04/24/22 21:23
Joined: Aug 2021
Posts: 228
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Lapsa Offline OP
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Lapsa  Offline OP
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Joined: Aug 2021
Posts: 228
Quote

Monte Carlo Analysis... Median AR 1528%
Win 281$ MI 23.84$ DD 3.90$ Capital 18.52$
Trades 3191 Win 60.8% Avg +88.0p Bars 138
AR 1545% PF 1.90 SR 11.28 UI 0% R2 0.20

Re: Lapsa's very own thread [Re: Lapsa] #485863
04/30/22 19:46
04/30/22 19:46
Joined: Aug 2021
Posts: 228
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Lapsa Offline OP
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Lapsa  Offline OP
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Joined: Aug 2021
Posts: 228
Quote

Monte Carlo Analysis... Median AR 1520%
Win 286$ MI 23.92$ DD 3.90$ Capital 18.46$
Trades 3207 Win 61.0% Avg +89.3p Bars 139
AR 1555% PF 1.92 SR 11.45 UI 0% R2 0.24

Re: Lapsa's very own thread [Re: Lapsa] #485911
05/08/22 21:41
05/08/22 21:41
Joined: Aug 2021
Posts: 228
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Lapsa Offline OP
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Lapsa  Offline OP
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Joined: Aug 2021
Posts: 228
fuck trading

beyond stupid and lame

Last edited by Lapsa; 05/08/22 21:41.
Re: Lapsa's very own thread [Re: Lapsa] #485954
05/14/22 22:51
05/14/22 22:51
Joined: Aug 2021
Posts: 228
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Lapsa Offline OP
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Lapsa  Offline OP
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Joined: Aug 2021
Posts: 228
Code
// Ehlers Leading
// alpha1 .25
// alpha2 .33
// src hl2
float ELI(var alpha1, var alpha2, vars src) {
	vars lead = series(.0);
	lead[0] = 2 * src[0] + (alpha1 - 2) * src[1] + (1 - alpha1) * lead[1];
	
	vars leadingIndicator = series(.0);
	leadingIndicator[0] = 
		alpha2 * lead[0] + 
		(1 - alpha2) * leadingIndicator[1];
	
	return leadingIndicator[0];
}

Re: Lapsa's very own thread [Re: Lapsa] #485955
05/14/22 22:59
05/14/22 22:59
Joined: Aug 2021
Posts: 228
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Lapsa Offline OP
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Posts: 228

Re: Lapsa's very own thread [Re: Lapsa] #486072
06/07/22 11:47
06/07/22 11:47
Joined: Aug 2021
Posts: 228
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Lapsa Offline OP
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Lapsa  Offline OP
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Joined: Aug 2021
Posts: 228
quick & dirty (don't judge) status in tab title

Code
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
<html>
<head>
<title>Zorro Report</title>
<meta http-equiv="Content-Type" content="text/html; charset=iso-8859-1">
<meta http-equiv="refresh" content="30">
<link href="zorro.css" rel="stylesheet" type="text/css">
<script src="https://code.jquery.com/jquery-3.6.0.js"></script>
<script>
$(document).ready(function(){
  document.title = $("body").text().split("System State:  ")[1].split("\n")[0];
})
</script>
</head>
<body>
<br>
<table border="0">
  <tr>
    <td><strong>Trade</strong></td>
    <td><strong>ID</strong></td>
    <td><strong>Lots</strong></td>
    <td><strong>Entry Time</strong></td>
    <td><strong>Entry</strong></td>
    <td><strong>Price</strong></td>
    <td><strong>Stop</strong></td>
    <td><strong>Trail</strong></td>
    <td><strong>Target</strong></td>
    <td><strong>Risk</strong></td>
    <td><strong>Profit</strong></td>
    <td><strong>Pips</strong></td>
  </tr>
</table>
</body>
</html>

Last edited by Lapsa; 06/07/22 11:47.
Re: Lapsa's very own thread [Re: Lapsa] #486339
08/02/22 21:26
08/02/22 21:26
Joined: Aug 2021
Posts: 228
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Lapsa Offline OP
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Lapsa  Offline OP
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Joined: Aug 2021
Posts: 228
Code
// default Dampen = .5
float LaguerreRSI(var Dampen, var Close){
	vars L0 = series(0);
	vars L1 = series(0);
	vars L2 = series(0);
	vars L3 = series(0);
	vars CU = series(0);
	vars CD = series(0);
	var rsi = 0;

	L0[0]=(1-Dampen)*Close+Dampen*L0[1];
	L1[0]=-Dampen*L0[0]+L0[1]+Dampen*L1[1];
	L2[0]=-Dampen*L1[0]+L1[1]+Dampen*L2[1];
	L3[0]=-Dampen*L2[0]+L2[1]+Dampen*L3[1];
	CU[0]=0; CD[0]=0;

	if (L0[0]>L1[0]) {
		CU[0]=L0[0]-L1[0];
	}else{
		CD[0]=L1[0]-L0[0];
	}

	if (L1[0]>L2[0]) {
		CU[0]=CU[0]+L1[0]-L2[0];
	}else{
		CD[0]=CD[0]+L2[0]-L1[0];
	}

	if (L2[0]>L3[0]) {
		CU[0]=CU[0]+L2[0]-L3[0];
	}else{
		CD[0]=CD[0]+L3[0]-L2[0];
	}

	if (CU[0]+CD[0]>0||CU[0]+CD[0]<0) {
		rsi=CU[0]/(CU[0]+CD[0]);
	}

	return rsi;
}

Re: Lapsa's very own thread [Re: Lapsa] #486351
08/04/22 13:46
08/04/22 13:46
Joined: Aug 2021
Posts: 228
L
Lapsa Offline OP
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Lapsa  Offline OP
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Joined: Aug 2021
Posts: 228
Code
#include <rad_trig.c>

float CycleMeasure(vars Price){
	var Imult = .635;
	var Qmult = .338;
	vars InPhase = series(0);
	vars Quadrature = series(0);
	vars Phase = series(0);
	vars DeltaPhase = series(0);
	vars InstPeriod = series(0);
	vars Period = series(0);
	vars Value3 = series(0);


	if (Bar > 5) {
		Value3[0] = Price[0] - Price[7]; // 7 ?
		InPhase[0] = 1.25*(Value3[4] - Imult*Value3[2]) + Imult*InPhase[3];
		Quadrature[0] = Value3[2] - Qmult*Value3[0] + Qmult*Quadrature[2];

		if (abs(InPhase[0]+InPhase[1]) > 0){
			Phase[0] = ratan(
				abs(
					(Quadrature[0]+Quadrature[1]) / 
					(InPhase[0]+InPhase[1])
				)
			);
		}

		if (InPhase[0] < 0 && Quadrature[0] > 0) {
			Phase[0] = 180 - Phase[0];
		}

		if (InPhase[0] < 0 && Quadrature[0] < 0) {
			Phase[0] = 180 + Phase[0];
		}

		if (InPhase[0] > 0 && Quadrature[0] < 0) {
			Phase[0] = 360 - Phase[0];
		}

		DeltaPhase[0] = Phase[1] - Phase[0];

		if (Phase[1] < 90 && Phase[0] > 270) {
			DeltaPhase[0] = 360 + Phase[1] - Phase[0];
		}

		if (DeltaPhase[0] < 1) {
			DeltaPhase[0] = 1;
		}

		if (DeltaPhase[0] > 60) {
			DeltaPhase[0] = 60;
		}

		InstPeriod[0] = 0;
		var Value4 = 0;

		int count = 0;
		for (count = 0; count < 50; count++) {
			Value4 = Value4 + DeltaPhase[count];
			if (Value4 > 360 && InstPeriod[0] == 0) {
				InstPeriod[0] = count;
			}
		}
	}

	if (InstPeriod[0] == 0) {
		InstPeriod[0] = InstPeriod[1];
	}

	Period[0] = .25*(InstPeriod[0]) + .75*Period[1];
	return Period[0];
}

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