Group Collaboration System Ideas

[Anonymous]

Darryl Vink wrote:

image resize test…
fail

fail

[Nick Radge]

600pxls wide are about as wide as you want. Anything over and the system tries to resize which causes the distortions.

[ChrisVirides]

I get similar results to Darryl and Said, but when I run it with 20 positions at 5% each (no margin) the system goes broke by about 2009. Does anybody else get a similar result?

[Nick Radge]

Quote:

the system goes broke by about 2009. Does anybody else get a similar result?

Check your commission settings

[Anonymous]

Nick Radge wrote:

600pxls wide are about as wide as you want. Anything over and the system tries to resize which causes the distortions.

yes i tried resizing to 600pxls horizontal with aspect ratio maintained. the images are now too small though to see the detail. said’s images all seem large (around 1000 pxls it seems) and clear :huh:

[TrentRothall]

Said Bitar wrote:

Code:

LongMAP = Param(“Long MA”,100,1,1000,1);
ShortMAP = Param(“Short MA”,5,1,1000,1);
LongMA = MA(C,LongMAP);
ShortMA = MA(C,ShortMAP);
//———————————————————————————
Cond1 = C > LongMA;
Cond2 = C < ShortMA; RegDura = Param("Linear Regression Duration",20,1,50,1); a = LinearReg(C,RegDura); b = a + 1 * ATR(RegDura); ATRMul = param("ATR Mult",2.5,1,10,0.5); g = a - ATRMul * ATR(RegDura); Cond3 = C < a; Cond4 = IndexFilt AND OptFilt AND HDBFilter ;

I used a as the linear regression line
b as the upper channel
and g as the lower channel

normally i use lousy names in the beginning then i make clean up if the system is ok

Hi Said

ggood work, what are you using the top channel for? My results are slightly different to you…. are yours a single run?

[ChrisVirides]

Bingo, thanks very much.

[ChrisVirides]

Does anyone actually plan on trading this system?
If not, why?

[SaidBitar]

Darryl Vink wrote:

Nick Radge wrote:

600pxls wide are about as wide as you want. Anything over and the system tries to resize which causes the distortions.

yes i tried resizing to 600pxls horizontal with aspect ratio maintained. the images are now too small though to see the detail. said’s images all seem large (around 1000 pxls it seems) and clear :huh:

I don’t attach the images I use photo bucket to insert the links to the forum

[SaidBitar]

Trent Rothall wrote:

Said Bitar wrote:

Code:

LongMAP = Param(“Long MA”,100,1,1000,1);
ShortMAP = Param(“Short MA”,5,1,1000,1);
LongMA = MA(C,LongMAP);
ShortMA = MA(C,ShortMAP);
//———————————————————————————
Cond1 = C > LongMA;
Cond2 = C < ShortMA; RegDura = Param("Linear Regression Duration",20,1,50,1); a = LinearReg(C,RegDura); b = a + 1 * ATR(RegDura); ATRMul = param("ATR Mult",2.5,1,10,0.5); g = a - ATRMul * ATR(RegDura); Cond3 = C < a; Cond4 = IndexFilt AND OptFilt AND HDBFilter ;

I used a as the linear regression line
b as the upper channel
and g as the lower channel

normally i use lousy names in the beginning then i make clean up if the system is ok

Hi Said

ggood work, what are you using the top channel for? My results are slightly different to you…. are yours a single run?

In the beginning I was planning for channel breakout this is why I added the upper channel

And yes my results are single run I will make mcs soon

[TrentRothall]

Paul Leavitt wrote:

Does anyone actually plan on trading this system?
If not, why?

Not at this stage, not enough capital at this stage to run multiple systems. Plus i haven’t looked too far into the system but i am thinking there may bee a lot of signals to manage which makes me nervous at the moment, a exploration of my version (might have a error) on the 13/6 has 468 lines of orders/open positions.

Might be able to put another MA of the MA(c,5) – atr*.25 to reduce the signals, no idea if it will work yet though….

That’s just me, looks to be good though

[TrentRothall]

Said Bitar wrote:

In the beginning I was planning for channel breakout this is why I added the upper channel

And yes my results are single run I will make mcs soon

I must have a error.. will keep hunting

[SaidBitar]

Trent Rothall wrote:

Paul Leavitt wrote:

Does anyone actually plan on trading this system?
If not, why?

Not at this stage, not enough capital at this stage to run multiple systems. Plus i haven’t looked too far into the system but i am thinking there may bee a lot of signals to manage which makes me nervous at the moment, a exploration of my version (might have a error) on the 13/6 has 468 lines of orders/open positions.

Might be able to put another MA of the MA(c,5) – atr*.25 to reduce the signals, no idea if it will work yet though….

That’s just me, looks to be good though

True there will be lots of signals because you are just putting orders and checking what will be bought.
The entry condition has no special rules just 2.5 ATR from the regression line

[TrentRothall]

Yeah i thougt that if we made the setup conditions tighter, it may reduce some signls.
Will test tomorrow

[ScottMcNab]

Maybe just try boosting volume requirement up to 1 mill for the day…and/or MA(volume,10)>1mil etc…extra liquidity when go to sell must be nice….

Just checking…sell is on next open following a higher close ? (or was it on the close itself?)

[Author]

Posts