Zach Journal

[ZachSwann]

I skipped the journal part until now
Things I found challenging and what helped
Looping – I end up going back and using the “//” to write down what every section did made it heaps easy to understand although I didn’t get all the looping tasks 1st go
Now up to Section 27
My current challenge is trying to plot volume and standard price chart from the formula editor
This is What I have so far

_SECTION_BEGIN(“Chart Plotting”);
SetChartOptions(0,chartShowArrows|chartShowDates);
_N(Title = StrFormat(“{{NAME}} – {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}”,O,H,L,C, SelectedValue(ROC(C,1))));
//Chart Parameters
ChartType = ParamList(“Chart Type”,”OHLC Bar|Candle|Line”,0);//Parameter OHLC Bar, Candle and Line Chart Drop Down Box

SetChartBkColor(ParamColor(“Background Colour”,colorBlack));//Parameter Background colour
//Colours
Upcolour = ParamColor(“Bar/Candle Up Colour”,colorBrightGreen);//Candle up Bright Green
Downcolour = ParamColor(“Bar/Candle Down Colour”,colorRed);// Candle Down Red
Colour1 = IIf(C>Ref(C,-1),upcolour,downcolour);// Colour Green if today close is greater than yesterday close otherwise red
Colour2 = IIf(C>O,upcolour,downcolour);//Colour Green if Close is greater than open otherwise color red
colour3 = ParamColor(“Line Chart Colour”,colorRed);//Line Chart colour red
TextColour = ParamColor(“Text Colour”, colorWhite);
//Paramlist Chart Options Allocation
if(charttype == “OHLC Bar”) Chartoption = styleBar;
if(charttype == “Candle”) Chartoption = styleCandle;
if(charttype == “Line”) Chartoption = styleLine;
//Paramlist Colour Allocation
if(charttype == “OHLC Bar”) colouroption = colour1;
if(charttype == “Candle”) colouroption = colour2;
if(charttype == “Line”) colouroption = colour3;

Plot(Close,”Close”,colouroption,styleNoTitle|ChartOption|ParamStyle(“Chart Style”));//stylenotitle removes “Name” part of the Plot function

GraphXSpace = 10;//Percent blank above and below the Chart
//Plot Signals

---

PlotShapes(shapeUpArrow*LESetup,colorGreen,0,L,-80); //plots an arrow for a setup bar
PlotShapes(shapeHollowSmallSquare*Buy,TextColour,0,BuyPrice,0); //plots a small hollow square right at the buy price
PlotShapes(shapeHollowSmallSquare*Sell,TextColour,0,SellPrice,0); //plots a small hollow square right at the sell price
//

---

Plot(flagexit,”Stale Exit”,ParamColor(“Stale Exit Colour”,colorBlue),ParamStyle(“Trail Stop Style”,styleLine));//Plot Trailing Stop
PlotShapes(shapeHollowSmallCircle*buysetup,colorGreen,0,High);//Plots buysetup
//

---

//Index Filter ON/OFF Plotting
//

---

RibbonColour = IIf(indexfilterup,colorGreen,colorRed);
Rib = IIf(indextog,Null,1);// Links with index filter toggle- if off, null – if ON
// plot 1 (ribbon height in percent of pane width)
Plot(Rib,””,ribboncolour, styleArea|styleOwnScale|styleNoLabel,-0.0001,190);
//

---

Firstvisiblebar = Status(“FirstVisibleBar”); //indentify bar number of 1st visible bar
LastVisiblebar = Status(“LastVisibleBar”); // identify bar number of last visible bar

for( b = firstvisiblebar; b <= Lastvisiblebar AND b < BarCount; b++)// Loop created for bar index b
{
if(Buy)PlotText(“n Buyn “+NumToStr(BuyPrice,1.3),b,BuyPrice*0.9985,textcolour);
else
if(Sell)PlotText(“n Selln “+NumToStr(SellPrice,1.3),b,SellPrice*0.9985,textcolour);
}
_SECTION_END();
//==============================================
//Volume Plotting
//=============================================
_SECTION_BEGIN(“Volume Plotting Parameters”);
//Volume Colour and Style=======================
VolumeCondition = Close >= Ref(Close,-1);
VolumeUpColour = Param(“Volume Up Colour”,colorBrightGreen);
VolumeDownColour = Param(“Volume Down Colour”,colorRed);
VolumeColour= IIf(VolumeCondition, VolumeUpColour,VolumeDownColour);

VolumeStyle = ParamStyle(“Volume Style”,styleHistogram,maskHistogram);
//

---

//MovingAverage Colour and Style==========================
MAColour = ParamColor(“MA Colour”,colorBlue);
MAStyle= ParamStyle(“MA Style”,styleLine);
//

---

//Standard Deviation Colour and Style=====================
StdDevColour = ParamColor(“Standard Dev Colour”,colorAqua);
StdDevStyle = ParamStyle(“Standard Dev Style”,styleLine);
//Plot

---

Plot(vol,”Volume”,Volumecolour,volumestyle);
Plot(Averagevolume,”Volume MA”,MAcolour,MAstyle);
Plot(Stddevvolume,”Volume Standard Dev”,stddevcolour,stddevstyle);
//================================================
_SECTION_END();

[ZachSwann]

Currently building a short term roc based system.
In the process of reducing selection bias.
I have successfully blown up my first system with Monte Carlo awesome. Now I know MCS actually works excellent.
I think I have found myself the everlasting puzzle good fun.

Also am building a Longer term Rsi system in the background.

[ZachSwann]

Have figure out my roc based system is only good for a small account balance.

Have started playing with couple of different mean reversion systems one short rsi based and the other with lower averages

Had a thought while doing this a trend following system with hold(buycondition) and a short term rsi entry idea for testing another day

[ZachSwann]

MR system so far at about carg 15-16 and mdd about 11-12

Chasing some ideas on MOC systems

Last idea I had with MOC was ref(rsi(2),-1)-rsi(2) > lvl with a Ma
Results carg 4% mdd >20% terrible but

[TrentRothall]

Hey Zach look up alverez trading he tests different systems sometimes (Nick’s too), might trigger something anyway..

[ScottMcNab]

Said’s and Brent’s journals have many ideas listed too

[ZachSwann]

Have been Said’s some pretty good ideas, now for Brent’s.

[ZachSwann]

MR System Orders placed with a VPS and API running.
One thing I did find was with .csv file you import to the API the name couldn’t have any dots other than the one before the csv

[ZachSwann]

Since I started trading have found out cash accounts and more orders than the account balance won’t let you place the orders. So for now I have halved position size till I get a margin account sorted

[ZachSwann]

One week Since I started and result are as follows.
ASX MR at half positon = -0.2%

I fell asleep before I could get my trades on Friday so I missed the buy side of trading my error I though I had done it.

Any suggestions on the easiest way to fix a day that you missed?

I am going to buy the 2 shares I missed hopefully at a lower rate then I would have paid for them

[JulianCohen]

Zach Swann wrote:

One week Since I started and result are as follows.
ASX MR at half positon = -0.2%

I fell asleep before I could get my trades on Friday so I missed the buy side of trading my error I though I had done it.

Any suggestions on the easiest way to fix a day that you missed?

I am going to buy the 2 shares I missed hopefully at a lower rate then I would have paid for them

If they are lower then sure go for it. Otherwise just move on. There will be plenty of other trades.

[ZachSwann]

MOC Systems Chasing a benchmark for the all trades avg. profit/loss%???

[ScottMcNab]

I think most try for win rate over 55%, profit factor>1.5 and payoff ratio >1…ave profit/loss prob want 0.3% or higher over longer backtest (can vary significantly short term)…is this what you were wondering Zach ?

[ZachSwann]

0.3% was what I was after currently .22%

[SaidBitar]

mine are in the range of 0.2 to 0.25

these number vary with the trade freq

[Author]

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