Проект Валерия Мальцева » Стратегии, вышедшие из конкурса » ТС "Nano"
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    3 Медалей
    Загвозка скорей всего в функциях CumUp и CumDown , которые являются гиперсылками на сайт:

    CumUp:

    http://wl4.wealth-lab.com/cgi-bin/We.../getdoc?id=125

    CumDown:

    http://wl4.wealth-lab.com/cgi-bin/We.../getdoc?id=124

    Это скажем так индикаторы, которые имеют собственное описание на сайте.

    Суть трендовости в кратце можно описать так - если имеем последующие 4 High, каждый из которых больше предыдущего, то считаем, что тренд растущий - совершаем сделку. То же самое для продаже - 4 Low, каждый из которых ниже. Только эта функция имеет какое-то накопительное значение, и нам интересно, когда она больше 1.

    Если бы я упомянул Stochastic, то по идее мне пришлось бы расписывать теорию и формулу индикатора, в данном случае я решил просто вставить гиперсылку на сайт. Для уточняющих вопросов.

    CumUp

    CumUp( Bar, Series, Period: integer ): float;
    CumUpSeries( Series, Period: integer ): integer;

    CumUp lets you test whether a specific number of consecutive bars have elapsed where the prices are greater than their value a certain number of bars ago. It was created to make it easier to implement systems such as TD Sequential (by Thomas Demark). The TD Sequential Sell setup requires 9 consecutive bars where the closing price is greater than the closing price 4 bars ago.

    The complete TD system encompasses both entry and exit strategies and an extensive number of TD indicators. The CumUp and CumDown indicators are use to find setup conditions indicating overbought and oversold market conditions. They are designed to anticipate trend reversals. The CumUp looks for a number new high periods with only few low periods. The CumDown looks for a number of new low periods with only a few high periods.

    In Candles sticks a new high or low is called Record Sessions. Candle theory, suggest if you have 8 to 10 near record sessions then the proceeding trend is due for a reversal. Record sessions count the bars slightly different to CumDown and CumUp.

    Interpretation

    There are three stages to a TD Sequential system, the Setup, the Intersection, and the Count down. After each stage is triggered move onto the next stage. The following for is for overbought markets.

    · The sell Setup consist of a series of at least nine consecutive closes greater than the close four trading bars earlier. This indicates a possible overbought market.

    · The sell Intersection, look for the low of bar 8 of the sell setup to be less than or equal to the high of bars 5, 4, 3, 2 or 1 of the sell setup. If this is not fulfilled, then each successive price bar is compared until its low is less then or equal to the high of the price bar three or more price bars earlier back to bar 1 of the sell setup. Protects against run away price action.

    · The sell countdown consists of a series of 13 successive closes greater or equal to the high two price bars earlier. Once that has been accomplished, the market generally is in a low-risk sell entry zone. Good time to go short.

    Calculation

    CumUp is a running count of the number of bars whose Series value is above the delayed Series; in other words, offset forward by the Period. The count is reset to zero when the Series is below its offset series. Run the following ChartScript for a visual clarification:

    { CumUp calculation demo }
    const L = 5;
    var Bar, n: integer;

    DrawLabel( 'CumUp(#High,' + IntToStr( L ) + ')', 0 );
    PlotSeriesLabel( OffsetSeries( #High, -L ), 0, #Blue, #Dotted, 'Offset(#High, -' + IntToStr( L ) + ')');

    for Bar := L to BarCount - 1 do
    begin
    n := Trunc( CumUp( Bar, #High, L ) );
    AnnotateBar( IntToStr( n ), Bar, true, 0, 8 );
    end;

    Notice that as long as the Series, #High, is above its CumUp-period offset series, CumUp is incremented. It is reset to 0 as soon as the Series falls below its offset.

    Example

    { Highlight extreme moves up }
    var Bar, n: integer;
    for Bar := 0 to BarCount - 1 do
    begin
    n := Trunc( CumUp( Bar, #Close, 3 ) );
    if n > 9 then
    n := 9;
    SetBarColor( Bar, n * 10 );
    end;
    CumDown

    CumDown( Bar, Series, Period: integer ): float;
    CumDownSeries( Series, Period: integer ): integer;

    CumDown lets you test whether a specific number of consecutive bars have elapsed where the prices are less than their value a certain number of bars ago. It was created to make it easier to implement systems such as TD Sequential (by Thomas Demark). The TD Sequential setup requires 9 consecutive bars where the closing price is lower than the closing price 4 bars ago.

    The complete TD system encompasses both entry and exit strategies and an extensive number of TD indicators. The CumUp and CumDown indicators are use to find setup conditions indicating overbought and oversold market conditions. They are designed to anticipate trend reversals. The CumUp looks for a number new high periods with only few low periods. The CumDown looks for a number of new low periods with only a few high periods.

    In Candles sticks a new high or low is called Record Sessions. Candle theory, suggest if you have 8 to 10 near record sessions then the proceeding trend is due for a reversal. Record sessions count the bars slightly different to CumDown and CumUp.

    Interpretation

    There are three stages to a TD Sequential system, the Setup, the Intersection, and the Count down. After each stage is triggered move onto the next stage. The following for is for oversold markets.

    · The buy Setup consist of a series of at least nine consecutive closes less than the close four trading bars earlier. This indicates a possible oversold market.

    · The buy Intersection, look for the high of bar 8 of the buy setup to be greater than or equal to the low of bars 5, 4, 3, 2 or 1 of the buy setup. If this is not fulfilled, then each successive price bar is compared until its high is greater than or equal to the low of the price bar three or more price bars earlier back to bar 1 of the buy setup. Protects against run away price action.

    · The buy Countdown consists of a series of 13 successive closes less than or equal to the low two price bars earlier. Once that has been accomplished, the market generally is in a low-risk buy entry zone. Good time to go long.

    Calculation

    CumDown is a running count of the number of bars whose Series value is below its delayed Series; in other words, offset forward by the Period. The count is reset to zero when the Series is above its offset series. Run the following ChartScript for a visual clarification:

    { CumDown calculation demo }
    const L = 5;
    var Bar, n: integer;

    DrawLabel( 'CumDown(#Low,' + IntToStr( L ) + ')', 0 );
    PlotSeriesLabel( OffsetSeries( #Low, -L ), 0, #Blue, #Dotted, 'Offset(#Low, -' + IntToStr( L ) + ')');
    for Bar := L to BarCount - 1 do
    begin
    n := Trunc( CumDown( Bar, #Low, L ) );
    AnnotateBar( IntToStr( n ), Bar, false, 0, 8 );
    end;

    Notice that as long as the Series, #Low, is below its CumDown-period offset series, CumDown is incremented. It is reset to 0 as soon as the Series rises above its offset.

    Example

    { Highlight extreme moves down }
    var Bar, n: integer;
    for Bar := 0 to BarCount - 1 do
    begin
    n := Trunc( CumDown( Bar, #Close, 3 ) );
    if n > 9 then
    n := 9;
    SetBarColor( Bar, n * 100 );
    end;
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    Мастер форумных наук

    5 Медалей
    по правилам конкурса - описание должно быть понятно неандертальцу

    т.е вместо кодинга лучше привести
    1) картинку
    2) текстовое описание действий
  3. 316
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    3 Медалей
    по правилам конкурса - описание должно быть понятно неандертальцу
    Я то же нацеливался на неандертальца. Для этого и исходный код. Запустил в Wealth-Lab, торгуй по стрелочкам, что проще. Тем более, что у вас Strategy Runner есть.

    Визуально показать попробую:
    На данном примере значение CumUp отображенно сверху бара, зеленым цветом. CumDown снизу бара, зеленым цветом. Значение, которые они принимают ">1" - "2", отображено красным цветом. На следующий бар совершается сделка по рынку (по open свечи). В некоторых случаях, когда на одном участке рынка возникают оба условия можно заметить возникновения условия на открытие сделки при значеннии не "2" а ">1" - "5" (27.03.2009).
     
  4. 316
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    3 Медалей
    Здесь мы видим только значения "CumUp ( Bar, #High, 4)".
     
  5. 4,808
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    Старожил

    5 Медалей
    Все хорошо, а теперь для неандертальца, и без ссылок. Потому что по сути, смысл Вашей стратегии я понимаю, по практике нет. А если я не понимаю, то денег не дам и Вы только потратите время. Если будет желание опишите все нормально и отпишитесь мне в личное.

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