Conor Mcnamara
Conor Mcnamara
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1 年
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5
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5
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0
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I started learning C programming in 2010. From there I picked up many languages.
I have worked with MQL for just a year now. I pick up programming languages very quickly because I'm no stranger to programming.
I'm working on several indicator projects and EA concepts.
Conor Mcnamara
Conor Mcnamara
In this new indicator I built, I combined 3 worlds. I combine trend, volume, and tick trend into one indicator. The moving average is based on volume, the volume bars are colored by the heiken ashi trend, and the color of histogram bars are replaced by the tick trend during high volume events - to capture the trend of high bearish volume, and high bullish volume during the time that normal trend indicators would be lagging.
Conor Mcnamara
Conor Mcnamara
the future
Conor Mcnamara
已发布代码Volume MA with candle color tracking
A moving average of pure tick volume with histogram bars tracking bullish/bearish candle color
2 90
Conor Mcnamara
Conor Mcnamara
I automated my static zigzag based on macross. I did put this indicator on the codebase as well
backtest timelapse on the real ticks model- EURUSD H1- 8 months- Fast period length 2- Slow period length 30
Stop orders used in this simulation with 80 point offset
A different strategy will also be tested with limit orders
Conor Mcnamara
Conor Mcnamara
The dilemma with EA ideas sometimes is that after you build the new idea, it could be no good. Experimental strategies sometimes end up as failures
Lorentzos Roussos
Lorentzos Roussos 2025.04.15
Its more fun than watching Netflix sometimes though however ish
Conor Mcnamara
Conor Mcnamara 2025.04.15
All the work counts for something. You learn what works and what doesn't, and you get a deeper understanding of the dangers in the market and why some things aren't safe enough
Conor Mcnamara
Conor Mcnamara
PSAR strategy:
Signal trade entry at the psar trend change
Confirm entry with MA slope trend
Trail stop loss with psar acceleration and a small offset
Filter signals with ranging market detection
Conor Mcnamara
Conor Mcnamara 2025.04.19
There are still caveats with this strategy. Psar will fail in thin markets. Will try a time filter and remove summer months.
Conor Mcnamara
Conor Mcnamara
It looks like there's a strong support at 3017 on Gold now, but it's hard to know if it will hold
Yashar Seyyedin
Yashar Seyyedin 2025.04.05
Too choppy or too trendy are red line to me.
Conor Mcnamara
Conor Mcnamara
xauusd is no longer for trading, it's a casino now, it looks like there will soon be a new normal
Tiofelo Da Olga Gilbert Teles
Tiofelo Da Olga Gilbert Teles 2025.04.04
I believe in a "new normal"
Conor Mcnamara
Conor Mcnamara
It's fascinating how different engineering backgrounds can shape someone's perspective on market behaviour.Wilder, the person who created the Parabolic sar - had a background in mechanical engineering and he viewed markets as a vehicle that drive with prices. John Ehlers, the person who created interesting smoother non lagging moving averages had a background in Electrical Engineering, and he viewed market prices as electrical signals.
Rajesh Kumar Nait
Rajesh Kumar Nait 2025.04.01
I view market as proton neutron electron with electromagnetic concept.
Conor Mcnamara
Conor Mcnamara 2025.04.01
haha very nice
Conor Mcnamara
已发布代码PSAR Zigzag (Non lagging)
A zigzag based on the trend change of the parabolic sar
2 368
Conor Mcnamara
Conor Mcnamara
A zigzag sharper than your ex’s mood swings.
A zigzag that made hedge funds jealous and your neighbor reconsider Forex.
A zigzag that would make your granny yell ‘BUY!’

It's a zigzag coming soon to a codebase near you...
Anil Varma
Anil Varma 2025.03.31
seems good one, will wait on codebase near me :)
Lorentzos Roussos
Lorentzos Roussos 2025.03.31
nice
Conor Mcnamara
Conor Mcnamara 2025.04.07
had this idea in my mind for a while, but didn't really know how to code it to get it working right. I nearly went as far as thinking that I need to do a linear regression calculation to get a straight leg to the current bar, but it was much easier than that
Conor Mcnamara
Conor Mcnamara
last night I was building a zigzag which is non lagging and continuous to the current bar. It's not so obvious to make this work correctly. The zigzag drawing should maintain straight legs, but if you don't delete previous leg values when new highs and lows come, then it will turn into a line chart... I have it working now and I base the zigzag trend this time on psar which is non lagging
Conor Mcnamara
已发布代码Ranging Market Detector
An indicator which attempts to highlight a ranging market area
1 317
Conor Mcnamara
Conor Mcnamara
I built a non lagging ranging market detector
Conor Mcnamara
已发布代码Trend Zigzag (on ma cross)
A static zigzag which connects the intersections of a moving average crossover
1 368
Conor Mcnamara
Conor Mcnamara
I built a zigzag which connects the legs from two moving average crossover points. It's nothing to do with traditional zigzag and is fully about trend of the ma cross. It's more difficult than one may realize to make this good without noisy crossovers ruining the cycle. Moving averages are victim to market noise as you know, especially on short periods. The vertices also should also follow the cycle of LL - HL - LH - HH in sequence for each connecting leg to be in harmony. Invalid legs are inevitable in this one, and I colour them gray
Lorentzos Roussos
Lorentzos Roussos 2025.03.13
what if you only accept crosses of "leaves" that have reached a minimum % of the atr in delta
Conor Mcnamara
Conor Mcnamara 2025.03.13
definitely possible..I mainly just wanted to make a new zigzag template which could be used for many things and not just a simple ma cross, all the cycles are organized by an enum, the code is nice and simple, maybe I should publish it
Conor Mcnamara
Conor Mcnamara
At some point you have a folder full of random indicators. I try to organize it like this in MetaEditor, and in turn, this also organizes the indicators in the software. It's a bit of work, but it's very annoying to have random indicators all within the examples folder
mapdonemap
mapdonemap 2025.03.10
cool categorization. I tend to create 4 folders: mine (contains anything I add manually. also contains folders of course), stock (anything comes preinstalled with MT that is not going to be needed as a include), market (anything Ive downloaded from the official market OR from the internet that I dont have the source code for it), downloads (anything that I have source code for it AND I have got it from somewhere else AKA "not mine")
Conor Mcnamara
Conor Mcnamara
Making a channel between zigzag points is easy, just map the peak and bottom zigzag buffers to two individual "draw_section" drawing styles
Conor Mcnamara
Conor Mcnamara
It's disheartening to see an EA scalping configuration working well on the OHLC model, but going to zero on real ticks model. I tried to discover the exact reasons. Initially I thought that the live floating spread and slippage are an issue, but this is actually not the issue. Live bid and ask prices are much more unpredictable. A tight trailing stop is then much more rarer to be profitable because of that. A wide trailing stop can be even more damaging to the account if the EA makes a few bad trades. What is the solution? After countless testing, it seems that you will have to use a modest take profit, and that is the real solution if you want to keep the drawdown low. Then use a trailing stop that feels right for the timeframe that the EA trades on.
Rajesh Kumar Nait
Rajesh Kumar Nait 2025.03.06
"A trading system that takes longer trades on H1 could be unaffected by the volatility of bid and ask prices, but a trading system on M1 or M5 will be extremely affected no matter what the system is. " Its because spread is most effective on LTF such as 1minute timeframe, I trade crypto so i am saved with spread manipulation as in crypto brokers spread are negligible. Crypto brokers do not earn from spread unlike forex brokers.
Conor Mcnamara
Conor Mcnamara 2025.03.06
I tested a few different strategies and found that sometimes you will get a quite similar result on tick models & OHLC model if the strategy uses a higher timeframe like H1 or H2, this is mostly because the trades are held for a good time. The rule will always be that sell position can only close at available ask price and buy position can only close at available bid price, so OHLC model simulates a non-volatile spread, making it very easy to make a strategy look like it can turn 1k into 400k in one month. Now we have majorly unrealistic backtest graphs all over the marketplace.
Rajesh Kumar Nait
Rajesh Kumar Nait 2025.03.06
True bro. Spread and broker makes a major difference in profits. Ohlc is only a way to backtest your strategy. Ohlc data can be consistent and may work according to logic but spread and bid ask tick data can never be consistent and it's very rare that any logic for studying may apply on it