adx....

[ACM]

Re: Reply to post 'adx....'

Michael

I believe the problem is consistent with those in this thread...

In part it is the same problem except that in the case of the adxdm.efs I was actually able to create the expression in FW by forcing it into the Returned Data Points.

Using the Editor look at the efs and in Line48 you should see the following expression
return vADXDM.getValue(ADXDMStudy.PDI)-vADXDM.getValue(ADXDMStudy.NDI)
That is what creates the histogram but if you open the same efs with FW it does not acknowledge it and in the Returned Data Points you will see only vADXDM.getValue(ADXDMStudy.PDI).

If you were creating the efs just as an indicator then you can actually fool the FW into accepting the expression.
Just as an experiment try the following:
In the Returned Data Points highlight the expression
vADXDM.getValue(ADXDMStudy.PDI)
Then hit Ctrl+C (for Copy) on your keyboard
Now place the cursor at the very end of that expression
Type - (minus sign) and hit Ctlr+V (for Paste)
You will notice that the second variable of the expression is the same as the first though.
So go to the end of the whole expression and navigate to where it has the second .PDI and place the cursor to the right of the P.
Backspace and type N.
Now you have the whole correct expression in the Returned Data Points box and FW will save it as such.
This is what I meant by "jumping through hoops" in one of my messages in this thread.

Now, if at this point you try to do anything else in FW it will delete the expression in Returned Data Points and just leave the PDI variable of the DM, so you will be back at square one.

But, you can still create the blueprint of the strategy using FW - where it will be easier to do - and then edit it with the Editor.
Therefore we know that the FW will only recognize one variable of the expression for example this one
vADXDM.getValue(ADXDMStudy.PDI).
We also know that the expression we really want is this one
vADXDM.getValue(ADXDMStudy.PDI)-vADXDM.getValue(ADXDMStudy.NDI)
So in the FW create the Sets for the conditions just using
vADXDM.getValue(ADXDMStudy.PDI).

So Set1 will have the conditions as in the following image



where IF vADXDM.getValue(ADXDMStudy.PDI,-1) of the prior bar is < 0 AND IF vADXDM.getValue(ADXDMStudy.PDI) of the current bar is > 0 (ie you have a crossing up of 0) THEN apply whatever strategy you want ie doLong at this bar, next bar, etc.

In Set2 you will do the opposite where IF the PDI,-1 >0 and the PDI <0 as in the following image.
This is for the crossing down. Again apply your strategy.



At this point save the formula even though the efs is clearly wrong.
Now open the saved efs with the Editor and where you see
vADXDM.getValue(ADXDMStudy.PDI,-1)
cut and paste the following
vADXDM.getValue(ADXDMStudy.PDI,-1)-vADXDM.getValue(ADXDMStudy.NDI,-1)
and where you see
vADXDM.getValue(ADXDMStudy.PDI)
cut and paste the following
vADXDM.getValue(ADXDMStudy.PDI)-vADXDM.getValue(ADXDMStudy.NDI)
Remember to also adjust the expression in the return line in function main() as that is what plots the indicator.
Note: I have not actually verified that the above process works with this specific efs, but I have applied the same process in another efs and it did work.

Anyhow Dion has acknowledged that future iterations of the FW will have to include user defined variables and expressions in some form or another.
For now this is the "creative" cut and paste that David Loomis was referring to in one of his replies in the same thread you pointed to in the beginning of your message.
Hope this helps

Alex

[ACM]

Michael

Following up.
I have applied the process outlined in the prior message and have used the FW to create the conditions whereby if the ADXDM crosses up the 0 line it will paint the bar blue and if it crosses down it will paint it red.
Then, with the Editor I replaced all the instances of the PDI with the appropriate expression and the resulting efs is attached here.



At this time, although the process is a bit tedious, using the FW to lay down the conditions and then edit them in Editor is actually easier - for an "efs-challenged" person like myself - than creating the whole procedure in Editor.

Alex

[michaelm]

IT"S ALIVE! Thank you, Alex. and arrrggghhh...how tideous. thankfully I'm not into neural networks on editor...I'd have no hair, and probably a computer in smithereens.

Question...re: your last adxdm3.efs...is their a way to paint all bars lime once signal > 0 and red < 0? I only see trigger bars - blue and red while remainder dissapear? Or perhaps easier to have the plotted indicator change color ( + = lime, - = red)?

Also, on another note...have you experienced result errors with actual Max Run Ups and Max Draw Downs when backtesting? I've noticed it with other systems I've developed with FW. For instance, in reviewing trade by trade, I notice that Draw Down on an individual trade seems to take into account the previous bar's low, when the strategy is taking trade on market of nextbar.

Furthermore, is there a way to program this ADXDM to ignore signal until first x-over intraday, take all signals then on, and closeout at end of day...for daytrade purposes?

I won't get into the setting stops and limits, yet.

[ACM]

Michael

I only see trigger bars - blue and red while remainder dissapear?

Forgot to tell you about another little issue in the FW <g>
Look at the attached adxdm4.efs in Line29 and you will see the following statement
setColorPriceBars(true);
For some reason FW omits to put it in and it is required. Dion is already aware of this issue and has said he will correct it.

is their a way to paint all bars lime once signal > 0 and red < 0

In the attached efs I have painted the bars lime when above 0 but the first bar that meets the condition is blue and the bars are painted pink below 0 with the first one in red. See following image



Open the formula with Editor and notice that I have now set the conditions differently.

As to backtesting questions the answers will have to come from some system trader.

I won't get into the setting stops and limits, yet.

No please don't <VBG>

Lastly - as I have already said - it is tedious but Dion now is getting more and more feedback from users which will help him tailor the FW to the needs of most.

Alex

[michaelm]

gracias!