stevehopwoodforex.com
https://www.stevehopwoodforex.com/phpBB3/
Print view

Spider: an auto-trader for spiderforex's VQ system
https://www.stevehopwoodforex.com/phpBB3/viewtopic.php?t=18		 Page 12 of 12
Author:  fx800 [ Tue May 15, 2012 4:18 pm ]
Post subject:  Re: Spider: an auto-trader for spiderforex's VQ system
Do not get too excited just yet. Remember the VQ indicator repaints, and the old arrows will look picture perfect on the charts while it may not be so in real time.

The GBPJPY long which was a counter trend trade got stopped out. The EURJPY long which failed to trigger due to trade context busy was entered manually. It too was a counter trend trade and was stopped out as well. No other trades today.
Author:  fx800 [ Wed May 16, 2012 7:48 am ]
Post subject:  Re: Spider: an auto-trader for spiderforex's VQ system
The short experiment has failed. Many buy and sell arrows on the H1 charts do not appear until the charts are reloaded using the template.

Now I will simply use H4 charts with the H4 indicator and see what happens.
Author:  Francis [ Wed May 16, 2012 9:04 am ]
Post subject:  Re: Spider: an auto-trader for spiderforex's VQ system
Simply use H4 charts with the H4 indicator should work well even with spider original EA.
Also often notice Spider EA did not capture the stoploss and target profit?
Author:  traderduke [ Wed May 16, 2012 12:03 pm ]
Post subject:  Re: Spider: an auto-trader for spiderforex's VQ system
if re-paint is the problem, then this VQ should solve it. It also save Processor time.
Author:  Carioca [ Thu Jun 28, 2012 8:39 pm ]
Post subject:  Volatility quality index thomas stridsman
If you do not understand something and blame google translator :)

The volatility quality index was first introduced by Thomas Stridsman in Technical Analysis of Stocks and Commodities magazine in the August 2002 edition.

The idea behind the volatility quality index is to discern bad and good volatility in order to create a better volatility indicator that can identify better trade opportunities.

This trading indicator is based on the true range and it is calculated using the latter indicator plus the open, close, high and low prices.

The function has no arguments and it creates and plots on the chart the following time-series:
- The sum of the volatility quality index values over the previous bar (Red Line)
- The 9-Bar simple moving average of the previous sum (Blue Line)
- The 200-Bar simple moving average of the previous sum (Green Line)

The volatility quality index function returns the first time-series.

Basic Trading System Example:
buy = perf(sVQI(), 10) > 0;
sell = perf(sVQI(), 5) < 0;

This strategy generates a buy signal if the sum of the volatility quality index increased in the previous 10 bars. It generates a sell signal if the sum of the volatility quality index decreased in the previous five bars.


Reference: http://www.quantshare.com/item-1033-vol ... z1z77O8WTm

Original Formula: http://www.amibroker.com/library/detail.php?id=205

Raff1410 converts the formula to. Mq4

Topic: http://www.forex-tsd.com/expert-advisor ... index.html

In this post Mladen append indicator in the original formula by Thomas Stridsman

"Thanks to great work of raff1410, it seems that people have forgotten what was Volatility quality index all about in the original. According to Thomas Stridsman original there were two more lines in the indicator : a short (fast) moving average and a long (slow) moving average. In combination of the 3 lines one finds the entries, and not in color..."

Read More: http://www.forex-tsd.com/expert-advisor ... post319901

Raff1410 interesting links:

http://www.forex-tsd.com/expert-advisor ... #post39890
http://www.forex-tsd.com/expert-advisor ... #post42161
http://www.forex-tsd.com/expert-advisor ... #post77743

From what you can see there are two indicator

Purchase / sale made ​​in the color change created by raff1410

It seems that more work if you try to configure the settings are based on what speaks raff1410 this post probably will not succeed.

http://www.forex-tsd.com/expert-advisor ... #post39890

So I think if for example we took the historical date of the previous month and the optimizer will use Empty4, The Following parameters: VqLength, VqMethod, VqSmoothing, VqFilter.

VqLength: Step - Stop 2-8
VqMethod: Step - Stop 0-3
VqSmoothing: 1 pattern
VqFilter: Step - Stop 0-10 Optional

And create a new version by changing the pointer to the modified version by Mladen that the signal to buy / sell at an intersection and not the color change, I have attached the indicator "VQ-NRP."
Author:  Nipponho [ Thu Aug 23, 2012 6:59 am ]
Post subject:  Re: Spider: an auto-trader for spiderforex's VQ system
Hi,

Was wondering if Tao or anyone else still trading Simple Spider?

I am demoing it on M15 EU ootb and it reached 0.16 lot yesterday. If not for Fed minutes which provide me a narrow escape, most likely it would have gone to 0.32 lot by now. Anybody experienced Spider closing 0.32 lots at a devastating loss & going back to 0.01? The default max size is 0.32 lot, meaning losing 6 levels. I have been demoing for 2+ weeks and this is second time it hits 0.16 lots.

My demo is on Cowboy IBFX. For first week, lots opened properly. Martingale doubles lot size at next level with each loss. But during second week, Spider opens 2 trades of 0.01 lots each time. And when it loses, it also opens 2 trades of double size for subsequent level. I have to quickly close one of the trades at break even once there is opportunity. I tried closing Empty4 & deleting both EA & VQ indicator from Empty4 folders, re-paste it back, re-launch Empty4, re-attach EA back to chart again. Problem doesn’t go away. It only went away when I uninstall the entire Empty4 & reinstall again. Anyone has this problem? I read through both spider threads in forex factory & here, no one ever complained about this before.

I realized Spider needs movements of a minimum distance & performs very badly during narrow range day like yesterday. Backtests results are unimpressive. But my forward demo for 2+ weeks is now up about 6% (net) base on $1000 for 0.01 lots. 10% net per month appears quite attainable. Anybody likes to share their results?

Spider cannot be used on GU M15. It wiped clean my first demo with a few 0.32 lots losses
Author:  SteveHopwood [ Thu Aug 23, 2012 10:59 am ]
Post subject:  Re: Spider: an auto-trader for spiderforex's VQ system
FWIW, I abandoned it a long time ago - seemed like a no-hoper to me.

:D
Author:  Nipponho [ Thu Aug 23, 2012 12:26 pm ]
Post subject:  Re: Spider: an auto-trader for spiderforex's VQ system
Hi Steve,

Back during forex factory days, at bottom of Post 1, you usually have a few lines of 'Most promising trading EA's'. You even indicated which are the ones that u went live. But over here, u stopped these comments.

For example, BEAST old & new are quite popular, but u didn't find it profitable. I'm sure followers here will be very interested to study & examine why you commented this way.
Author:  Nipponho [ Thu Aug 23, 2012 12:31 pm ]
Post subject:  Re: Spider: an auto-trader for spiderforex's VQ system
Oh no, just immediately after i submitted my post, i checked my spider. 0.16 lots SL hit. My next trade will be 0.32 last chance. Very bad day for spider today. :cry:
Author:  Carioca [ Thu Aug 23, 2012 8:38 pm ]
Post subject:  Re: Spider: an auto-trader for spiderforex's VQ system
SteveHopwood wrote:FWIW, I abandoned it a long time ago - seemed like a no-hoper to me.

:D
sorry for the English

Steve will never be profitable for the sale and made ​​the color shift and arrows.

Isse indicator and not "volatility quality" thomas stridsman.

Volatility quality and a cross of three lines 9 + SMA 200 and SMA line that you use the color change or arrows to buy and sell.

The line that changes color according raff and that created the display can be optimized in the following standards.

VqLength: Step - Stop 2-8
VqMethod: Step - Stop 0-3
VqSmoothing: one pattern
VqFilter: Step - Stop 0-10 Optional

He sosinho believe not enough.

Some filters that would help.

RSi period: 20> 55 <45
slope

Or use patterns candles, using vq cross of 3 lines as a filter.

I tried adding RSI and Moving Slope and Cross averege until more concegui not worked the way I wanted.

also multiply the lot

Code: Select all

double BaseMag = MathPow(10, MathFloor(MathLog(AccountBalance()) / MathLog(10))); // 4376.59 -> 1000
      double RoundDown = MathFloor(AccountBalance() / BaseMag) * BaseMag;
      SendLots = (RoundDown * 0.1) / 1000;

Strive also change the indicator VQ7 by VQ-nrp cross more lines have no idea how to do that and just know something like that.

Code: Select all

up = iCustom(NULL,0,"VQ-nrp",PriceSmoothing,PriceSmoothingMet,MA1Period,MA2Period,Filter,6,shift);
down = iCustom(NULL,0,"VQ-nrp",PriceSmoothing,PriceSmoothingMet,MA1Period,MA2Period,Filter,6,shift+1);
Image
All times are UTC Page 12 of 12

Powered by phpBB® Forum Software © phpBB Limited