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Macd Stochastic Fractal MA5/25 Daily Marylin
https://www.stevehopwoodforex.com/phpBB3/viewtopic.php?t=1448		 Page 101 of 141
Author:  Zypip [ Thu Oct 03, 2013 11:22 am ]
Post subject:  Re: Macd Stochastic Fractal MA5/25 Daily Marylin
matt_32 wrote:
I've read that there will probably be no NFP news coming out tommorow, due to US shutdown.

http://www.cnbc.com/id/101071730

Matt

Thanks Matt. This is some serious stuff going on in the US then !!!
Author:  milanese [ Thu Oct 03, 2013 11:53 am ]
Post subject:  Re: Macd Stochastic Fractal MA5/25 Daily Marylin
Hi all,

i found a bug in checking whether the bars number is enough for further calculation, the old value was to high, please download the corrected version.
Edit:This version has the SS_SupportResistance indicator integrated, so there is no need to put the indicator at the chart, please make sure that you have more than 100 bars in chart, if not the EA will not work correct.

Cheers :)

Tommaso
Author:  phil_trade [ Fri Oct 04, 2013 6:45 am ]
Post subject:  Re: Macd Stochastic Fractal MA5/25 Daily Marylin
matt_32 wrote:Guys

I noticed that sometimes the entry signal in Marilyn is a little bit offtime. Wouldn't it be better if you could use an allignment of stochastics, therefore for entry all stochastics in Daily/4hr/1hr timeframes are in the same direction.

I noticed that sometimes your stochastic entry signal (on Daily) is somewhat distorted because a lower timeframe (1hr) the direction is the opposite !


Just a thought ..
Matt

Ps check out the pictures
Hi everybody

I code with success in FT a delayed filter for stoch H4 to be align with main signals. what your thought :

just confirm main signals with :
1 - Stoch H4 direction (Fast > Slow and Fast up and Slow up for BUY)?
2 - Stoch H4 direction and levels (idem 1- + Min level and/or max Level )?
3 - Stoch H4 and wind speed ?
4 - other ?

I have one param : Nb hour to clear signal if Stoch H4 not align. Just begin test with 24H to 120H.

Now that I have this technics to delay trade entry by waiting other indications, may be we can imagine new things ?

I'm waiting your brainstorming ;)

cheers

Philippe
Author:  phil_trade [ Fri Oct 04, 2013 6:52 am ]
Post subject:  Re: Macd Stochastic Fractal MA5/25 Daily Marylin
grat001 wrote:Hi,


Because if you tried Marylin on multiple charts, you always have to change the Magic.

here is my modification for the lazy. MagicNumber is generated by the symbol. Dont try on graf with open order!

So, i also change dynamic lot - from 0.0004 to 0.0001


Grat
Hi Grat

Because if you tried Marylin on multiple charts, you always have to change the Magic. Are you sure ? and why ?
I thought Niepce code this to allow multiple EA.
Is there no problem if you split Marilyn pairs with different Magic Number ?
What about function that count or sum trade for all account and filter them by Magic ?

cheers

Philippe
Author:  phil_trade [ Fri Oct 04, 2013 6:56 am ]
Post subject:  Re: Macd Stochastic Fractal MA5/25 Daily Marylin
zTB wrote:
zTB wrote:One of my favourite performance metric is Sunny Hariss's CPC Index:

Profit Factor*Percentage of Winning Trades*(Average Win/Average Loss). Pass mark is 120.

Basis this Index, Empty4-907238-JPG, in my opinion, rates very good:

1.94*54.55*1.617=171.22.

Z
And here a 10,000 run random equity curve generation. Entirely in agreement with the 171 CPC Index.

So much for "groan", and "work could be possible for you, no?", and "tearful people", and "not rich after two hours of trading".

Or, does this Forum allow snapping at people without even understanding what they write :?: :?: :?:

Z
Hi Z

I prefer this very constructive post ;) Where can we find this test and information about Sunny Hariss's CPC Index ?

Let's REstart together with good feeling :D

cheers

Philippe
Author:  milanese [ Fri Oct 04, 2013 8:04 am ]
Post subject:  Re: Macd Stochastic Fractal MA5/25 Daily Marylin
phil_trade wrote: Hi everybody

I code with success in FT a delayed filter for stoch H4 to be align with main signals. what your thought :

just confirm main signals with :
1 - Stoch H4 direction (Fast > Slow and Fast up and Slow up for BUY)?
2 - Stoch H4 direction and levels (idem 1- + Min level and/or max Level )?
3 - Stoch H4 and wind speed ?
4 - other ?

I have one param : Nb hour to clear signal if Stoch H4 not align. Just begin test with 24H to 120H.

Now that I have this technics to delay trade entry by waiting other indications, may be we can imagine new things ?

I'm waiting your brainstorming ;)

cheers

Philippe
Hi Philippe,

really good news :),for me the first one Stoch H4 direction (Fast > Slow and Fast up and Slow up for BUY) seems the most interessant for first testings, maybe it would be too make sense to test if it is need for the first trade, or makes specially more sense using this delay only for stack trades..

About the magic in my opinion there is no need for different magic numbers for different pairs on same Empty4 because openpair ist always checked too..

Cheers :)
Tommaso
Author:  grat001 [ Fri Oct 04, 2013 8:33 am ]
Post subject:  Re: Macd Stochastic Fractal MA5/25 Daily Marylin
Hi Philippe,

ugh, this my mistake.

I don't noticed that everything in pairs with symbols.

Grat
Author:  zTB [ Fri Oct 04, 2013 2:01 pm ]
Post subject:  Re: Macd Stochastic Fractal MA5/25 Daily Marylin
phil_trade wrote:
Where can we find this test and information about Sunny Hariss's CPC Index ?
All one needs to know is this:

Profit Factor*Percentage of Winning Trades*(Average Win/Average Loss).

It is simple mathematics the inputs for which are available to every Empty4 user. The higher the Index the better the system; at least in theory.

Of course, you may visit Sunny's commercial sites via Google.

As for the 'test', also Google "Monte Carlo simulation".

Honestly, there are many better ways of evaluating a trading system than running the omnipotent forward test. :roll:

Peace.

Z
Author:  Mike [ Fri Oct 04, 2013 3:04 pm ]
Post subject:  Re: MACD STOCHASTIC FRACTAL MA5/25 DAILY EA
Mike wrote:
niepce wrote:... getting the strategy plan .... might ... help. Jerome
Is anybody out there who has written a strategy plan of Marylin for non-coders? I would be really happy if you'ld share :D , thanks Mike
Well, my request was not answered, so I try to do it myself. Thanks to the very clear information given by phil_trade, niepse (where have you gone?) Milanese and others I have been able to get some of the strategy, but there are still many bits and pieces I do not understand. So I wrote it up (mostly copy paste :-), thank you)
Within the attached document Marylin Marilyn, there are some red texts: please verify, modify, add and let me know, I would appreciate your feedback very much
Best Mike

PS I add my XU trade, which made an impressive profit and would have made 150% to 180% with shadow trades ;-)
Also I wonder, why does Marilyn close a trade by many small trades (15 at the same time. Marilyn opened only one and there was no stacking.)
Author:  milanese [ Fri Oct 04, 2013 4:13 pm ]
Post subject:  Re: MACD STOCHASTIC FRACTAL MA5/25 DAILY EA
Mike wrote: Also I wonder, why does Marilyn close a trade by many small trades (15 at the same time. Marilyn opened only one and there was no stacking.)
Hi Mike,

if you use a lotsize >0.1 Marylin uses part closing, maybe it would be better to let the user decide if he will use this partclosing function, I will have a look at weekend.. :)

Cheers and thanks for the document will read it too at the weekend:)


Have a nice weekend
Tommaso
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