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    Designing and Building a Profitable Automated Trading System

    Palinuro, response in bold below:
  2. S

    Designing and Building a Profitable Automated Trading System

    Attached is the Pace table as at 10 Dec 2008.
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    Designing and Building a Profitable Automated Trading System

    I created my own Pace and Awayness lookup tables for non stationary windows. Later I discovered Vorzo's very nice version, which is based on Mak's original work. I enhanced Vorzo's tool to work for Awayness. Attached is the Awayness table as at 10 Dec 2008.
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    Designing and Building a Profitable Automated Trading System

    Happy new year all. It’s very good to be back. Still in recovery mode, and improving steadily. Based on Jack’s guidance in this thread, I’ve taken the ATS code to the next level, as follows. New functionality: - Hold logic. - Non Stationary Data Export Module. New...
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    Designing and Building a Profitable Automated Trading System

    Apologies for my absence. I was in a car accident and got a little banged up. The pain is distracting and will slow me me down for a couple more days. No worries at all though, I will be perfectly fine. More than I can say for my vehicle. Anyway, I've read Jack's posts, which are...
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    Designing and Building a Profitable Automated Trading System

    Time Suppression applies generically to all potential entry and reverse conditions. Volume Supression applies generically to all potential entry and reverse conditions. MACD Supression is expressed for longs and shorts and applies generically to all potential entry and reverse conditions...
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    Designing and Building a Profitable Automated Trading System

    Renamed the old Trade Log to Signal Chart because its function and value have changed significantly for the good. Feel free to delete the old Trade Logs. Have made progress on the binary side. The Signal Chart is 2^3 (2 to the power of 3) times better than the prior version. The...
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    Designing and Building a Profitable Automated Trading System

    Here's the updated chart for 10 Dec 2008, which is the date we focus on to maintain consistent time series and to understand the effect of changes against a standard day. This chart shows the effect of changes of version 0.3 of the automated system. We do get some useful improvement and...
  9. S

    Designing and Building a Profitable Automated Trading System

    Latest CashCow automated trading system attached as a text file. Changes in this version New functionality: Context Supression Logic. Diagnostic Module. New enhancements: Better organized code structure for natural reading. Bug fixes: None. I'll post the corresponding chart...
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    Software Used to Trade Jack Hershey Methods

    Palinuro, you wrote some terrific stuff for Ninja -- thanks very much. A related question for you. Why do the Ninja Automated Pace Lines differ from the ones in Trade Navigator? Aren't the TradeNavigator lines the authoritative standard that we should try to match in our coding? Is the...
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    Designing and Building a Profitable Automated Trading System

    Thanks very much lj. As it turns out, I have read that doc in its entirety; it's from stockcharts.com and supports what I say above with regard to the middle parameter, and so on. The author introduces a concept of a "full" stochastic, which is simply the ability to define a middle parameter...
  12. S

    Designing and Building a Profitable Automated Trading System

    Fair comment, and I see what you're saying. At a future stage of development and testing, we plan to move from 5min close-of-bar decisions/actions to intrabar (tick-by-tick). That's why I have the code setup to operate on a "this bar" basis. I believe I need to maintain a "this bar"...
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    Designing and Building a Profitable Automated Trading System

    Attached is the updated Trade Log with cleaner notation. You can delete prior logs if you like. The log contains the following comment: In Stochastic(14,1,3) formula notation, we see the "Middle Parameter" is 1. In Technical Analysis from A to Z by Steven B. Achelis the Middle Parameter...
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    Designing and Building a Profitable Automated Trading System

    Updated Trade Log with Pace Shift and Volume Direction logic.
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    Designing and Building a Profitable Automated Trading System

    As suspected, the volume suppressor, which first appeared in v0.2, did not allow an entry at that time.
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    Designing and Building a Profitable Automated Trading System

    Signal-to-Noise ratio tool Technology enables some effective tools. Here's a tool that improves ET's Signal-to-Noise ratio: S/N Tool
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    Designing and Building a Profitable Automated Trading System

    Attached is an updated trade log. Contains the values for all indicators at the end of each bar. Most of the columns are raw data from the logic engine. The volume pace values in the far right hand columns are calculate by the spreadsheet.
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    Designing and Building a Profitable Automated Trading System

    Updated 10 Dec 2008 (yesterday) chart attached, showing trades from updated logic engine. As desired, we can focus on the same day to see how the code changes impact the same time series of data. Current screen technology allows one to see this stuff in its native resolution. It's nice...
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    Software Used to Trade Jack Hershey Methods

    Has anyone coded up Automated Pace Lines for MultiCharts / TradeStation? Please post your version of automated pace lines from whatever platform and I'll attempt to port it to MultiCharts. We need it for the CashCow automated trading system we're building in this thread...
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