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I know, I know.... top of the list. Compiling historical data and getting right to it.

Good thing you reminded me. Some good reading, http://www.esignalcentral.com/university/esignal/addons/arps/sigma.asp We use actual, historical is next so that the bands don't change shape in real time (historical). How much do they charge for that? too much. Again, I digress! Back to WL.

Understood. I will be compiling my EOD and intraday data tommorrow night so I can begin some system logic in WL, ATR will be on the list.

Now that I got it working, maybe too late, but this is a work in progress... Bounce off every yellow line

ES, are you long or short EURAUD and at what price? I am trying to post a pic but have trouble with my other machine (MT4), it may be interesting. Just watched it dip right into support and bounce back.

Also, I think you asked the question of shifting the CR indicator to the right to predict future movement. Note that although this can be done the nature of the CR indicator is that of forecasting. When we use linear regression we want to find a line y=mx+b such that it best fits the data...

ES, yes there definitely would be a way but I haven't come across it in my readings yet. Its fairly simple to do in WL. One thing MT4 does is define all timeframes in terms of minutes, i.e.: hourly = 60 daily = 1440 etc. so in theory 299*1440/5 should give you the daily equivalent on the 5...

Sorry was out for a while.. then of course computer troubles. ES, good to see its the same as expected, I will post the source for others. Ski, I still haven't had a chance to look at your amibroker code to do a compare, the version I will post is the mods made to the original links posted...

ES, Check your email at your domain. For those wondering, I have sent ES a patched file for the existing CR indicator with a few mods (MT4 code). Hopefully we get a confirmation that the indicator is identical to that of FXCM. If so, I will post the source here, until then Its throw away...

Definitely need to see all this on my platform to get a better understanding of whats actually going on. Been too focused on the indicators, haven't understood the system yet. But, will leave that to later when everything is in front of me to validate.

In my opinion (take it with a grain of salt as I am a noob), without leverage there is no meaningful gain. Every system eventually drys up so once a system is found to be profitable, leverage must be used (wisely of course) to milk it for what its worth. Having said that, obviously increasing...

lol. None taken. I know exactly what you mean and people often mistake me for an Engineer first and a finance/trader second because of my SW background. In reality, I am a finance/trader first who early on realized the need for SW systems in the market and went on to study engineering AFTER...

Thanks! That looks good. Will be some work merging it all but should definitley get the job done for now.

Doh! Ok will change to OPEN, completely missed that one. So I can assume the FXCM hard codes its period to 299 with no user input. In any case, I will make the following changes to MT4 code: Change input period to be bars regardless of timeframe(instead of hours) user adjustable.(already done...

One problem I am faced with right now is historical data for FOREX. I have been unsuccessful downloading EOD Daily data (whats the cut off anyhow, 11h59pm?). I can download intraday data from IB but I need a source for daily data longer than 4 years back for backtesting CR with period 299...

And one more....

Absolutely. I originally dowloaded this code when ES posted it and immediately began porting it to WL. Unfortunately I have been way too busy with other committments which should go away by next week. I downloaded MT4 on another machine (for some reason I don't trust it, although coding seems...

The WL source has been posted on the WL site so just download it. thx

Ahh, finally! Renamed my search to DeMarker instead of DeMark and got the description in the most obvious of places! Good description of the indicator can be found here since it is copyrighted: http://www.metaquotes.net/techanalysis/indicators/demarker And of course here is the...

Good detailed description. I'm looking for pseudo code or formulas or just detailed descriptions of the 2 indicators in question: CR and Demark. If anyone's got it, please PM me. I'll be porting it to Wealth lab in an attempt to recreated ES' setup and hopefully add value. thx p.s...