reverse engineering MACD-R2

Discussion in 'Strategy Building' started by nukethewhales31, Nov 1, 2008.

  1. Started work on two more ...

    1. noticed that MACD-R2 could be modified in the formula to produce better results because of how the EMAadjustments can change rates... Adding more signals with small drop to accuracy but not into proportion with the ema adjustment levels...

    started modified M-macd-R2

    2. realized a way to program the MACD-r2 into a condensed indicator tho none was produced from testing for retail traders...

    started work on building macd-r2 indicator with help from Programming by one of my friends.
     
    #11     Nov 3, 2008
  2. pclark

    pclark

    Nuke, What platform are you using?
     
    #12     Nov 3, 2008
  3. im using wealth lab developer 4
     
    #13     Nov 3, 2008
  4. figured out M-MACD and started testing M-MACD vrs. MACD1

    Finished - and rebacktesting to match results to make sure its right.
     
    #14     Nov 3, 2008
  5. Cool thread. Just read this:
     
    #15     Nov 3, 2008
  6. yup creating a usable indicator this is my source...
    but i modified the formula tho i called it M-MACD1
    Modified - MACD - original.

    im setting it up to test now
     
    #16     Nov 3, 2008
  7. I read the paper at the beginning of the year but i don't know what exactly the OP is trying to do, what ihe wants aas the end prodcut.
     
    #17     Nov 3, 2008
  8. OP - i guess your talkin about me so
    what im trying to do is replicate success,
    understand why,
    wrap up functions and create an indicator since one wasnt created from this study,
     
    #18     Nov 3, 2008
  9. sounds good. I think I will try to add some of this to what I'm working on from the SPM thread. The idea of waiting for a few bars from signal, and if signal is still valid by x% then you take the signal sure would smooth out the chop. I know then tho that you would about NEVER get signals in ES with this so would have to check some more trendy futs, maybe CME currency futs....
     
    #19     Nov 3, 2008
  10. yeah im a currency trader.. it was originally developed and tested for ES then modified for options trading to maximize results.

    i see def. options for currency trading built in tho so thats what i will be slowly modifying it for after i get it built
     
    #20     Nov 3, 2008