Signal clarity

[FibbGann]

Thanks Alex I do already have them.

I just want to imply that this compilation of studies I was thinking of was not just for my satisfaction. If that is the case we can stop here.


Fibbgann

[dloomis]

Re: Reply to post 'Signal clarity'

Yes I did, but some of the studies are manually added with Basic Studies

>

[dloomis]

FGall.efs now outputs the data with this format..

see picture

[dloomis]

FibbGann -

too late to turn back now

Whatever your intentions, I am sure this will be of interest to others.

[ACM]

FibbGann
I completely agree with David.
Alex

[Doji3333]

My Contribution..

Here you go guys.. Just a simple addition to the formula output results to make things easier to understand.

David, looks very interesting. Noticed the drawdown can be a bit excessive though. Will continue to add my suggestions in the future.

Brad

[ACM]

FibbGann
To download an ach with the embedded efs(s) you need to use the "Get file from FileShare" tool in the eSignalCentral Toolbar.
Alex

[FibbGann]

I am good. I tried what you implied Alex (and thank you!) After I downloaded the efs's everything worked great. It just was'nt working without downloading the efs's.

Fibbgann

[Gavishti]

I've been following your work. Nice job.

I ran a quick test on YM for last week during the CBOT Pit hours using 1 min and 5 min bars. The 1 min was nearly twice as profitable as 5 min. I closed positions at the end of week on 5 min and end of day on 1 min.

The largest loss was -30 ticks on 1 min and -3 ticks on 5 min. 16 out of 23 trades were profitable on 1 min. 3 out of 4 trades were profitable on 5 min. The largest profit was 44 ticks on 1 min and 69 ticks on 5 min.

[dloomis]

Re: Reply to post 'Signal clarity'

Brad

thx for that addition re the dates and time, etc. I added your code
verbatim and it works great.

Once we get some of this basic stuff done, we'll need to start adding the
pieces to do some analysis of draw downs etc, maybe the backtesting
capabilities of eSignal will come in handy then.

Maybe we can find a backtesting code expert around here somewhere.

Every one is good at something.


>

[dloomis]

Gavishti

Can you post the debug picture and a picture of the one and 5 min charts, might be a neat comparasion, thx.

[FibbGann]

Not sure where your going to find a good backtester. Thats a pretty hard job!

Fibbgann

[Gavishti]

I did the quick test by hand. It only took a few minutes. Your code doesn't allow for end of day closing (I don't like to hold overnight). I may add that for you if I get the time. No promises. The Grandkids are here this weekend.

The 5 min had a net profit for the week of 116 Ticks less 4 round trip commissions. The 1 min had a net profit for the week of 248 ticks less 23 round trip commissions.

[dloomis]

One last picture before I go to sleep....

Each of the individual signals do not repeat - eventually the histograms will come off too. I think these signals are coded correctly.

The profit results (red for losses, green for gains) and cumulative profit (in blue) are reported on the chart. Makes daily reporting of the results very easy. Will work on sending info to a text file soon

Debug Window shows lots of detail re time and date and sym and interval - picture not shown. Debug Window out put will be replaced by text file out put.

[dloomis]

Ah what the heck, here is the debug window...

10 trades, 9 gains, 68 es points @ $50 per point since 11/26/03 at 11:35 am