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Baluda Slope Strength auto-trader
https://www.stevehopwoodforex.com/phpBB3/viewtopic.php?t=603		 Page 12 of 27
Author:  Zypip [ Fri Jun 15, 2012 5:48 am ]
Post subject:  Re: Baluda Slope Strength auto-trader
dentiok wrote:
garyfritz wrote:forexripper, remind me -- where did Paul post that "true" CSS? I tried searching for it but currency, slope, strength, and true were all "too common" and rejected by the search tool... :lol:
CSS True as I know, was made by zznbrm.
could some of you tell me if CCSDiff is reliable to visual back testing? I mean, it recalculate (repaints) the past?
Hi Dentiok,

yes it does repaint. The "true" version shared by Forexripper above doesn't. Remember guys don't focus the debats on this repainting issue because that is not how the TMAslope indis should be used anyway.
When a visual backtesting looks to good to be true i.e. it looks like it somehow "predicts" the market moves, then it is too good to be true :lol:
Author:  NeoTrader [ Fri Jun 15, 2012 6:06 am ]
Post subject:  Re: Baluda Slope Strength auto-trader
Hi Gary, Dentiok
garyfritz wrote:forexripper, remind me -- where did Paul post that "true" CSS? I tried searching for it but currency, slope, strength, and true were all "too common" and rejected by the search tool... :lol:
Paul didn't post the true CSS it was zznbrm on FF.
See here: http://www.forexfactory.com/showthread. ... ost5744200
dentiok wrote:CSS True as I know, was made by zznbrm.
could some of you tell me if CCSDiff is reliable to visual back testing? I mean, it recalculate (repaints) the past?
For what i have seen till now CSS True from zznbrm does not repaint...or if it does it only repaints minimal.
The original version from Baludas does repaint as the TMA Slope repaints, since it is based on the same calculations.

I tried to redo his work but aren't able to find a algorithm that matches the numbers as accurate as zznbrms algo. I tried different algos but with no succes.

The best algorithm that comes close to his slopes is based on LWMA. The slopes looks very similar but are slightly of as the numbers are ... anyone here has an TMAtrue algo that could produce the same numbers? or is anyone able to decompile csstrue? my decompiler is to old for this version... :(

happy trading

NeoTrader
Author:  NeoTrader [ Fri Jun 15, 2012 6:34 am ]
Post subject:  Re: Baluda Slope Strength auto-trader
Hi Zypip,
Zypip wrote:Remember guys don't focus the debats on this repainting issue because that is not how the TMAslope indis should be used anyway.
When a visual backtesting looks to good to be true i.e. it looks like it somehow "predicts" the market moves, then it is too good to be true :lol:
I don't think that the repainting is the issue here...as you said the TMAslope and other indis based on it should be used only to see the current strength of a move.

Since we can not back test CSS with strategy tester (multi currency) it would be great to have a non repainting version to do at least a visual back testing. This is for me the primary objective to have a true css version.

happy trading,

NeoTrader
Author:  Zypip [ Fri Jun 15, 2012 7:40 am ]
Post subject:  Re: Baluda Slope Strength auto-trader
NeoTrader wrote:Hi Zypip,
Zypip wrote:Remember guys don't focus the debats on this repainting issue because that is not how the TMAslope indis should be used anyway.
When a visual backtesting looks to good to be true i.e. it looks like it somehow "predicts" the market moves, then it is too good to be true :lol:
I don't think that the repainting is the issue here...as you said the TMAslope and other indis based on it should be used only to see the current strength of a move.

Since we can not back test CSS with strategy tester (multi currency) it would be great to have a non repainting version to do at least a visual back testing. This is for me the primary objective to have a true css version.

happy trading,

NeoTrader
Hi Neo, you are probably way ahead of me on this but you said yourself that the true CSS was shared by zznbrm on FF and here that you are looking for a true CSS version for visual backtesting :?: I have done some visual backtesting with the true version already and to me it's a looser.....look forward to seeing what you guys can come up with :)
Author:  NeoTrader [ Fri Jun 15, 2012 9:46 am ]
Post subject:  Re: Baluda Slope Strength auto-trader
Hi zypip,
Zypip wrote:Hi Neo, you are probably way ahead of me on this but you said yourself that the true CSS was shared by zznbrm on FF and here that you are looking for a true CSS version for visual backtesting :?: I have done some visual backtesting with the true version already and to me it's a looser.....look forward to seeing what you guys can come up with :)
I don't think i'm ahead of you... maybe only a little crazier ;).
And you are right, if I was only interested in csstrue slopes the indi from zznbrm could do it. But I'm also interested in the strength difference between two currencies ( this is actually the third line on my CSS version) and so the overall strength of a single currency pair. This is what I want to test visually. Yeah i could visualize this line if i have the other lines but it would be great to see how this line correlates to the market on its own.

see attachment for an example.

- bottom indicator is CSS based on baludas standard repainting version (only diff line showed)
- 2nd from bottom is the testversion based on lwma but numbers are of (only diff line showed).
- 3rd from bottom is csstrue from zznbrm.
- the red vertical lines are aligned on the 0.4 and -0.4 crossings of the 2nd indicator from bottom.

This is only an example to show what kind of analysis i want to accomplish.

happy trading,

NeoTrader
Author:  Baluda [ Fri Jun 15, 2012 10:02 am ]
Post subject:  Re: Baluda Slope Strength auto-trader
New version 1b in post 1.

Trading style 'TradeByDifference' introduced. Check post 1 for specs.

Paul
Author:  Zypip [ Fri Jun 15, 2012 1:08 pm ]
Post subject:  Re: Baluda Slope Strength auto-trader
NeoTrader wrote:Hi zypip,
Zypip wrote:Hi Neo, you are probably way ahead of me on this but you said yourself that the true CSS was shared by zznbrm on FF and here that you are looking for a true CSS version for visual backtesting :?: I have done some visual backtesting with the true version already and to me it's a looser.....look forward to seeing what you guys can come up with :)
I don't think i'm ahead of you... maybe only a little crazier ;).
And you are right, if I was only interested in csstrue slopes the indi from zznbrm could do it. But I'm also interested in the strength difference between two currencies ( this is actually the third line on my CSS version) and so the overall strength of a single currency pair. This is what I want to test visually. Yeah i could visualize this line if i have the other lines but it would be great to see how this line correlates to the market on its own.

see attachment for an example.

- bottom indicator is CSS based on baludas standard repainting version (only diff line showed)
- 2nd from bottom is the testversion based on lwma but numbers are of (only diff line showed).
- 3rd from bottom is csstrue from zznbrm.
- the red vertical lines are aligned on the 0.4 and -0.4 crossings of the 2nd indicator from bottom.

This is only an example to show what kind of analysis i want to accomplish.

happy trading,

NeoTrader
Still think that you are heading off in the wrong direction when getting entries and exits based on TMA-related true indis. Entries/exits will work out in trending conditions but will be loosers when ranging. In your pic I see winners on the big down/up moves and loosers when mkt is going side ways. Better use Shelley for that, at least it does it basket-like so that if you get it wrong on one pair the others can buffer it.

Not trying to have an argument here, just my personnal thoughts. Anyway, good luck with your endavours Neo.

Cheers
Author:  forexripper [ Fri Jun 15, 2012 1:48 pm ]
Post subject:  Re: Baluda Slope Strength auto-trader
garyfritz wrote:forexripper, remind me -- where did Paul post that "true" CSS? I tried searching for it but currency, slope, strength, and true were all "too common" and rejected by the search tool... :lol:
Pls see my post (few posts above yours) for CSS true indi. If that is what you are looking for.
Author:  forexripper [ Fri Jun 15, 2012 2:59 pm ]
Post subject:  Re: Baluda Slope Strength auto-trader
Baluda wrote:New version 1b in post 1.

Trading style 'TradeByDifference' introduced. Check post 1 for specs.

Paul
Excellent work Baluda.

However, I am still not sure if this is how the EA should work with slope #s.
I think it should be ratio of slopes of 2 currencies (weak over the strong one) that should be measured and see if it is increasing or decreasing. I don't know the magic number on the ratio to be monitored but this is what I think it should do. e.g. NZDUSD is not showing buy on D1 or H4 slope differences EA but it was a clear buy doing NN10.2 manually. So I took the trade and am in pips++++
This way we will know if the weaker one is getting weaker or stronger.
Author:  NeoTrader [ Fri Jun 15, 2012 3:07 pm ]
Post subject:  Re: Baluda Slope Strength auto-trader
Hi zypip,
Zypip wrote:Still think that you are heading off in the wrong direction when getting entries and exits based on TMA-related true indis. Entries/exits will work out in trending conditions but will be loosers when ranging. In your pic I see winners on the big down/up moves and loosers when mkt is going side ways. Better use Shelley for that, at least it does it basket-like so that if you get it wrong on one pair the others can buffer it.
Who said that i am looking for entry's and exits solely on this indis?

My primary goal is to analyze how these indis correlate with the market.
If it gives me more or better information on how to enter a trade its ok...if it helps me to see an trend develop or end earlier it is also ok...and if it helps me to exit a trade to a better time, this is also ok...and if not ... then this is also ok... ;)

I think this currency strength indis are a very reliable tool to select tradeable pairs much better. if it can give me some more information that would be great...but like i said at this moment i just try to analyze what kind of further information i can get out of this indis.
Zypip wrote:Not trying to have an argument here, just my personnal thoughts. Anyway, good luck with your endavours Neo.
No problem...we are here to discuss and any constructive input is appreciated, especially if it helps us all to become better traders. ;)

happy trading,

NeoTrader.

P.S. Baluda has a new versions of his indis in a new thread.
http://www.stevehopwoodforex.com/phpBB3 ... f=37&t=629
He has now an external parameter "ignoreFuture" on his slope indis that should avoid repainting...I will test and see what he has com up with.
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