ASCTrend system - page 121

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coding

I continue to be impressed with this trend following system. I trade the S&P futures and would like to adapt this code. I am a new to C++ and not having much success yet. Has anyone been able to adapt this code to a platform that trades futures?

I am using Sierra chart to trade the S&P now.

Thanks Much

 

Try MT5 Platform for Futures Trading

whansen101:
I continue to be impressed with this trend following system. I trade the S&P futures and would like to adapt this code. I am a new to C++ and not having much success yet. Has anyone been able to adapt this code to a platform that trades futures?

I am using Sierra chart to trade the S&P now.

Thanks Much

Hi Whansen,

Have you looked at the new MT5 platform?

Similar coding to C++ and good code examples and MT5 forums are available.

Also there are at least two EA builder programs for MT5 that will help you learn the basics (Molanis and EA Tree).

MetaTrader 5 (MT5) Trading Terminal features:

* Forex, Futures, CFD in a single platform;

* Ability to trade on various stock exchanges and financial markets from one account;

* Instant Execution & Market Execution combined in a single platform;

* 38 technical indicators, 39 graphics and a lot MQL5-indicators;

* Integrated development interface for creating MQL5-based trading robots;

* Market depth and on-line quotations (currency, shares, futures, etc.) from world financial markets;

* All types of trading orders, expanded opportunities for orders on the stock market;

* A convenient, user-friendly interface to manage trading account;

* System and trading event alerts;

* Interface with multilingual support;

Hope this helps,

Robert

 

Concern

I just cannot understand the concern.

You can have E-mini S&P 500 with metatrader with FXPro.

You can trade soybeans futures, mini-sized Dow etc.

Salute,

 

Ama mod

Sorry,

I have forgotten to place " in the code. Now it is working.

Nice signals today. The second entry is not according to the rules because I used another system.

Files:
asct_ama.gif  25 kb
 

ASCTtrend 2 on SSA

Hi,

I was experimenting with another mod of ASCtrend.

This time I used the SSA of price as the heart of the system.

It is a well know fact that the SSA uses futures bars to calculate. So it is a non casual indicator. However it does not mean that is cannot be used. On the tread of Optimized Trend Trading in Forex Factory we have discussed again and again this.

Recently we are trying to experiment by applying a lot of lag bars on the SSA.

The result is a possible new generation of SSA based indicators. That is because when you use a lot of lag bars you minimize considerably the risk of recalculation and as a way of consequence the repainting.

However that necessitates a powerfull machine during high volatility the Metatrader crashes.

The Metatrader has never been intended as a number crunching machine. We try to push it to the limits. So

-use a separate Metatrader to run the SSA applications,

-do not run more than one SSA application.

-Use offline Charts, when you try to swing trade and that is the best use of this system this is perfectly OK.

- Preferably run the SSA applications on another machine.

I am sorry this file is free but it depends on Elite section indicator "SSA of price" of Mladen. And you need access to the Elite section to run it.

There is another SSA which is free but it is far more unstable.

On this shot I use 40 bars of lag (reasonable).

Less than 30 of lag is risky

50 of lag is the beginning of the safety zone.

The signals given are better than the signals from the jurik mod.

And fo me the best filter for this system is the SSA_squeeze of averages also from the Elite section.

https://www.mql5.com/en/forum

This is the advanced elite version.

And the normal is perfectly OK

https://www.mql5.com/en/forum

Yes, I know it is too good to be true.

You need to wait 2,3 bar dots for a signal. If it is volatile use more lag. When it changes usually it repaint the last dot.

When you see the clouds of points that is because the stops move dynamically in the current bar. So the SSA calculates the odds. The stop moves up and down in the current bar and are not hit normally only if the movement is extremely fast, and you cannot do anything in this case.

There is another version that looks on the chart better but in the current testing I do not like it too much.

 

Hi John

I can't imagine the ton of work behind here, and thanks for that !

Your indicators are very interesting and that's a long time we didn't have new ideas and new way to tune indics Thanks.

I just ask something, can you make a free available version of your ssa optimized trading (if it's possible of course), because i don't have access to elite nor the normal paying version of forex-tsd.

I know you have ton of work in front of you and it's not on your list for now, but i'm patient, so take your time.

Thanks !

 

Let's summarize

I want here to make a milestone point of the recent developments.

The original ASCTrend stop lines from the TSD version are based on a simple but sound idea. It is the cross over of two moving averages.

Fast 9, Slow = 18 + Risk

I used a simple expert (you have it it is from the TSD community database) that showed than on an 1 h time frame this combination is profitable. We have a sound statisticscal solution.

SMA =statistics.

Based on that calculation the ASCTrend stop calculates the stops based on the volatility.

I compared with the original ASCtrend. They use some kind of adaptive filter, which sometimes reacts like the SMA and sometimes not. Why like the SMA? Because SMA rules!

The second point is that I used a digital filter of jurik trying to fasten the signals and that could allow me to take more profitable signals especially when the ASCTrend sig has risk of 3.

However when I tested it with a cross - over of JJMA with expert, the result are not spectacular. I was not able to achieve a global sound solution. I am able to optimize with the genetic algorythm for the local conditions.

Next, the idea is OK we can use the SMA version on high frames giving us a solution in the trend. And locally with the JJMA version we try catch as early as possible with the digital version based on a local optimization.

Well I was not fully satisfied. Really, because I think the digital filter cross - over is not an optimal solution. I think that what is important is its slope. Think color coded JJMA.

Then I tried to make a simple adaptation of the code using only one degree of smoothing but one of the filter I lag with one bar. And when the filter and the lagged filter cross we have a signal.

Visually this gives cooler signals.

I was not satisfied and tryied with other types of moving averages. In fact I consider the ASCtrend as a carrier. You can have your own filter and put into it. I really like it because we can explore much more possibilities.

The AMA version is a hit.

However I was not satisfied and still I am not. I tried to put SSA using its slope. Well I know it recalculates. But when I added a sufficient amount of lag I achieved a workable result. I tested with a simulator how it works. If the market conditions are normal and the lag is set correctly we can expect three bars of recalculation. I think I can work with it.

However I am not able to make any real improvement to the ASCtrend signal. That is because by its design it does not try to catch the beginning of the trend and when we add digital smoothing we have a slower signal that does not help. However I thought to add more possibilities by adding a gradual change in the risk levels, and at every level we can apply a different degree of smoothing.

Well we have different signals from the original. With an expert we can optimize locally. But for a global high frame solution I still prefer the original.

 

It might be worth trying with ALMA.

Files:
alma_v1.mq4  7 kb
 

ASCTtrend 2 ALMA

Here it is.

I experimented with three versions.

Alma_Slope: We have one ALMA shifted and the cross of them is the signal.

you are free with the periods

Alma_Cross: This is classic The lower is set to 9 the higher is set to 18 + Risk

Alma Cross_free: You are free to determine the window settings for the faster and the slower Alma: for advanced users.

I like it but it is not better than the JJMA. However this is nice filter which is free and open source.

I add you an additional filter, you may need it with those fast digital filters. This is BB MACD CCT on ALMA. This is a nice oscilator.

You may use on lower time frames the settings 133 for the fast and 244 for the slow.

 

Ama mod 15 time frame

However my beauty is the AMA mod.

I really like the AMA. It filters really well the noise but reacts really fast when it has to.

Files:
asctrend_ama_mod.gif  36 kb
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