Now we can create a system This system does not have any exit logics yet. It just takes trades in the same places and at the same entry price as...
HiLo rongvald You are absoluterly correct, T3 is a Kalman Filter, but it is not an ADAPTIVE AVERAGE as mind tries to claim. Neither is Mark...
Lets recapitulate what we accomplished so far 1st We have generated average that is powered by statistically correct behaviour of data. 2nd We...
HiLo Everest We establish a counter that starts with length of 3 and with every tick it increases the length untill the length from AutoLength...
HiLo ntfs Our article is a copy of post on TradeStation Forum. If there is enough interest on ET forum, we will bring some of our posts here
When we are in trade, we now have a dilemma of establishing if it is a trend how strong etc. For this purpose we have developed a channel that is...
Part Two Now that we have several indications of possible trade, we must decide how to enter. Our system entries and exits have basically four...
For illustration purposes we have attached a screen shot of our own automatic length (RED line) and Hilbert (BLUE line). Notice that Hilbert can...
Screen shot of AutoAve Pro forming a High and Low channel for entries confirmation.
Attached is also the screen shot of three resultant oscillators. Notice how the Magenta oscillator (based on Volume) leads.
Attached is a screen shot of the average created by 3 linear regression lines.
This article will deal with the development of a fully automatic (self-optimizing) system. We will not post any proprietary code but we will post...
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