Recent content by AmCan

Now we can create a system This system does not have any exit logics yet. It just takes trades in the same places and at the same entry price as the indicator. Developing system this way, we can constantly monitor the behaviour of all components and is problem arises, we can easily use visual...

HiLo rongvald You are absoluterly correct, T3 is a Kalman Filter, but it is not an ADAPTIVE AVERAGE as mind tries to claim. Neither is Mark Juricks. In 1993 M.J. was publishing a cook book on how he created his average. After that he pulled all his explanations from the market. T3 is...

Lets recapitulate what we accomplished so far 1st We have generated average that is powered by statistically correct behaviour of data. 2nd We have generated average that is driven strictly by volume of the analyzed data 3rd We have generated 3 oscillators, each driven by different portion of...

HiLo Everest We establish a counter that starts with length of 3 and with every tick it increases the length untill the length from AutoLength algorithm is matched. Just like any other indicator that needs some lead to start working. We do have a set ot indicators that start ploting on first...

HiLo ntfs Our article is a copy of post on TradeStation Forum. If there is enough interest on ET forum, we will bring some of our posts here

When we are in trade, we now have a dilemma of establishing if it is a trend how strong etc. For this purpose we have developed a channel that is based on linear regression lines and averages that we created earlier. This is what we do. Project the linear regression to the left to create...

Part Two Now that we have several indications of possible trade, we must decide how to enter. Our system entries and exits have basically four modes. First entry is a “Scalper” mode. In this mode we try to execute a trade when the data crosses inside of the channel from the outside. This...

For illustration purposes we have attached a screen shot of our own automatic length (RED line) and Hilbert (BLUE line). Notice that Hilbert can not process correctly certain data situations and fluctuates causing havoc with the oscillators and linear regressions. For this reason we have...

Screen shot of AutoAve Pro forming a High and Low channel for entries confirmation.

Attached is also the screen shot of three resultant oscillators. Notice how the Magenta oscillator (based on Volume) leads.

Attached is a screen shot of the average created by 3 linear regression lines.

This article will deal with the development of a fully automatic (self-optimizing) system. We will not post any proprietary code but we will post samples if available based on what is now in public domain. To start. There are 4 areas (in our opinion) that must be addressed 1st. What will...