Australian (ASX) Stock Market Forum

My simple thing

VSA for long entry work best for alert then signal

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Whereas the short part is a lot more compatible without alert function. Alas both are signifying a trend change

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Hope everybody have a good weekend
 
This is a universal volume indicator that is fit for all TFSs . The main concept is capitalizing volume (how many people accumulate and dumping) in relation to spread. Despite the trend is down the distribution value is + then it is long and vice versa. Lets pick up an example 3xT on 24/9/24 the trend is down and distributing( how can we know)? only from this calculation we know because a + value of 18.5%+. Lucky today is my day off!

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Hello Everyone,

Another trend indicator B&Q with piecewise function! I change it into onepiece( similar to anime ) :). Faster to react and with half of the recommended original parameters value, this indi able to perform as a noise reduction. have a look at January to march 2002. first soft green is a modified and the second one is the original. Ignore that arrow signal. after both combination, it has the ability to pick up and to predict the early trend from early price volatility. Just need to do a bit of latching for modified signal !

Have a good weekend everyone!

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Hello Everyone,

Another trend indicator B&Q with piecewise function! I change it into onepiece( similar to anime ) :). Faster to react and with half of the recommended original parameters value, this indi able to perform as a noise reduction. have a look at January to march 2002. first soft green is a modified and the second one is the original. Ignore that arrow signal. after both combination, it has the ability to pick up and to predict the early trend from early price volatility. Just need to do a bit of latching for modified signal !

Have a good weekend everyone!

View attachment 201564





View attachment 201563
I am interested in the field @bettamania but probably too green to understand the last few posts.
Focusing on your last one above:
Is your first screen shot: the one piece the end result? And if so the second screenshot displaying the b indicator alone with 2 different parameters?
With the one piece coupling it with..volume?
Very confused....
Only if you have time to explain/break down for people like me
 
I am interested in the field @bettamania but probably too green to understand the last few posts.
Focusing on your last one above:
Is your first screen shot: the one piece the end result? And if so the second screenshot displaying the b indicator alone with 2 different parameters?
With the one piece coupling it with..volume?
Very confused....
Only if you have time to explain/break down for people like me
The name one piece is not just a mere name . It is a combo of B indicator and Q indicator with preferred new set up bench mark that is found by me. Each post from me is focus on 1 new indicator or " an improved version from the traditional or existing coding". One-piece can be coupled with any TF systems or supporting indicators as it aims to strain out noise. I remember you got a TS that is called MOA? :)

You are good my friend. take it easy enjoy your weekend & don't stress too much
 
Here is another look ( looks like chicken scratch :) ) but this scratchy looking can be converted into money. This is what I meant by avoiding "noise during compression setting"

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Percentage trail stop or Volatility Stop. There will be a lot pros and cons arguments. For me depends on the TS that I develop. for shorter timeframe data input I prefer volatility exit with a few mix of my own conditions as it provides a good win loss ratio and for longer timeframe I prefer percentage trail stop. The main intention of percentage trail stop is to stay in a trade as long as we can with " a reasonable and acceptable" stop loss amount ( It is not too busy). On the other hand, sometime it ignores a small profit and giving back to the market a.k.a way too generous. Below is a same system but different trail stop.

Have a great night everyone!

%stop

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volatility stop

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A new prototype of Mean reversal short specifically designed for CFD market

Concept:
Price surge
OB
Complimentary: a few traditional indicator and my own limit entry indicator similar to ATR which I called as " spread ranger"

System S

1752234069750.png
 
Fast version of R(ick)E(hler)LaglessMA

1. Original version

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2. a bit of my extra ingredients walaah the speed up version
1753023584125.png

have a great night
 
Another ingredient been added up which is the step that help to calculate the MA slope. This is in fact restoring the original function while at the same time minimising an overshoot signal

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Modified Weekly Bollinger band TS.


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Report exclude delisted securities


Backtest started.
Profit = 9096794.51 (9096.79%), CAR = 14.44%, MaxSysDD = -961020.59 (-26.19%), CAR/MDD = 0.55, # winners = 243 (36.93%), # losers = 415 (63.07%)
Notice 802: Trade size limit of 10% of entry bar volume has been hit 548 times. Check your Settings 'Portfolio' tab, position sizing and/or data.o
Completed in 13.37 seconds. Number of rows: 658
( Timings: data: 5.10, setup: 0.01, afl: 18.69, job: 1.48, lock: 0.20, pbt: 0.57, UI thread: 5.68, worker threads: 20.17/19.97 )

Complete report



Statistics

All tradesLong tradesShort trades
Initial capital100000.00100000.00100000.00
Ending capital8500843.538500843.53100000.00
Net Profit8400843.538400843.530.00
Net Profit %8400.84% 8400.84% 0.00%
Exposure %66.31% 66.31% 0.00%
Net Risk Adjusted Return %12669.30% 12669.30% -nan(ind)%
Annual Return %14.17% 14.17% 0.00%
Risk Adjusted Return %21.38% 21.38% -nan(ind)%
Transaction costs0.000.000.00

All trades692692 (100.00 %)0 (0.00 %)
Avg. Profit/Loss12139.9512139.95-nan(ind)
Avg. Profit/Loss %16.14% 16.14% -nan(ind)%
Avg. Bars Held90.3590.35-nan(ind)

Winners245 (35.40 %)245 (35.40 %)0 (0.00 %)
Total Profit13539350.8713539350.870.00
Avg. Profit55262.6655262.66-nan(ind)
Avg. Profit %63.88% 63.88% -nan(ind)%
Avg. Bars Held201.72201.72-nan(ind)
Max. Consecutive10100
Largest win856039.87856039.870.00
# bars in largest win1591590

Losers447 (64.60 %)447 (64.60 %)0 (0.00 %)
Total Loss-5138507.34-5138507.340.00
Avg. Loss-11495.54-11495.54-nan(ind)
Avg. Loss %-10.02% -10.02% -nan(ind)%
Avg. Bars Held29.3129.31-nan(ind)
Max. Consecutive13130
Largest loss-77837.59-77837.590.00
# bars in largest loss330

Max. trade drawdown-378960.67-378960.670.00
Max. trade % drawdown-43.86-43.860.00
Max. system drawdown-1148390.33-1148390.330.00
Max. system % drawdown-25.49% -25.49% 0.00%
Recovery Factor7.327.32-nan(ind)
CAR/MaxDD0.560.56-nan(ind)
RAR/MaxDD0.840.84-nan(ind)
Profit Factor2.632.63nan
Payoff Ratio4.814.81nan
Standard Error986741.86986741.860.00
Risk-Reward Ratio0.200.20-nan(ind)
Ulcer Index8.278.270.00
Ulcer Performance Index1.061.06-inf
Sharpe Ratio of trades0.330.330.00
K-Ratio0.020.02-nan(ind)

Ingredients

Weekly BBand

Percentage trail stop

Normal position sizing

Daily volume plus one argument from me
 
Backtest started.
Profit = 27244392.23 (27244.39%), CAR = 18.23%, MaxSysDD = -2199824.08 (-17.54%), CAR/MDD = 1.04, # winners = 408 (38.97%), # losers = 639 (61.03%)
Notice 802: Trade size limit of 10% of entry bar volume has been hit 1043 times. Check your Settings 'Portfolio' tab, position sizing and/or data.o
Completed in 14.01 seconds. Number of rows: 1047
( Timings: data: 5.06, setup: 0.01, afl: 18.49, job: 1.50, lock: 0.23, pbt: 0.68, UI thread: 5.75, worker threads: 19.99/19.76 )


there after polishing the top part result
 
Backtest started.
Profit = 27244392.23 (27244.39%), CAR = 18.23%, MaxSysDD = -2199824.08 (-17.54%), CAR/MDD = 1.04, # winners = 408 (38.97%), # losers = 639 (61.03%)
Notice 802: Trade size limit of 10% of entry bar volume has been hit 1043 times. Check your Settings 'Portfolio' tab, position sizing and/or data.o
Completed in 14.01 seconds. Number of rows: 1047
( Timings: data: 5.06, setup: 0.01, afl: 18.49, job: 1.50, lock: 0.23, pbt: 0.68, UI thread: 5.75, worker threads: 19.99/19.76 )


there after polishing the top part result
The missing info: which period/ tome range?
And i assume all ordinary (xao), just using the defined indicator you built for entry/ exit,?
 
The missing info: which period/ tome range?
And i assume all ordinary (xao), just using the defined indicator you built for entry/ exit,?
As the post suggested, this is my custom thing so regardless whether I tell you the magic number set up there are main ingredients that make a lot of differences for the final result. Regarding the parameters time frame there are quite a lot and I leave that puzzle for you to sit down and relax and consider a few parameters below

1. Main blue print is Unholygrail which set up is 100 with magic number is not limited to 2 & 1 and 2&2 or 3&1
2. Back in those days when reefcap forum still on there is a bollinger band system weekly set up 20 2 exp setting ( I think from Stevo?)
3. There is another forum from incredible charts and the author has done some modification set up; I forgot but it is quite simple b band top and bband bot exit if I am not mistaken
4. There is another coders guru in this forum and he uploaded the way he code this system on youtube just have a browse

While this system aligns with my TLWE like any other BO system it sometimes lands you at the end of trend and you might find your self in a "bull trap condition". Overall, this is a good strategy trade at a very liquid stock and I am going to include this entry into my TLWE. This also includes WETT. I just need to adjust the style toward my preferences!

Cheers
 
As the post suggested, this is my custom thing so regardless whether I tell you the magic number set up there are main ingredients that make a lot of differences for the final result. Regarding the parameters time frame there are quite a lot and I leave that puzzle for you to sit down and relax and consider a few parameters below

1. Main blue print is Unholygrail which set up is 100 with magic number is not limited to 2 & 1 and 2&2 or 3&1
2. Back in those days when reefcap forum still on there is a bollinger band system weekly set up 20 2 exp setting ( I think from Stevo?)
3. There is another forum from incredible charts and the author has done some modification set up; I forgot but it is quite simple b band top and bband bot exit if I am not mistaken
4. There is another coders guru in this forum and he uploaded the way he code this system on youtube just have a browse

While this system aligns with my TLWE like any other BO system it sometimes lands you at the end of trend and you might find your self in a "bull trap condition". Overall, this is a good strategy trade at a very liquid stock and I am going to include this entry into my TLWE. This also includes WETT. I just need to adjust the style toward my preferences!

Cheers
Not asking details but saying a system double its entry is very different if it is in 10 years or 10 weeks, in a falling or rising market, on the ASX or NYSE.
I try to be interested but without these duration, these numbers are a bit meaningless even to compare vs own systems or indicators.
I hope you understand
 
I might get condemned for saying this but I've been thinking it for so long and I just can't hold it in any longer. This thread is rubbish and I think it's misleading.
 


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