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TTM bars with Caterpillar SSA engine

TTM bars with Caterpillar SSA engine
By JohnLast 3876 days ago Comments (12)
От 23 септември 2011


This is TTM bars with Caterpillar SSA engine. Keep in mind as I use not the end - pointed version of SSA but the regular version this indicator does not perform as it will be indicated when you plot on the chart.

That is why the screen shot here is not when I apply but I have used the Strategy tester where I plot bar per bar. As when the current bar is calculated and is plotted the already plotted bars are not changes. You may need more lag SSA bars in order to achieve a smoother result. The same if you apply less computations SSA computations you would achieve smoother results.

More lag SSA bars: Smoother results

Less lag SSA bars: Sharper results

More number of compuations: Sharper result

Less number of computations: Smoother results 

Installation: If you have the Caterpillar SSA libraries do not update them they are the same. I put the libraries for ease of installation.

Trading strategy. 

I did not define yet, you can replace them in any strategy with coloured bars of your choice. Maybe we should consider a strategy when there will be an entry at the change of bar colour at the close. In that way we can use an optimizer to find out what are the best parameters, and we will find if we have a robust solution. Anyway it looks nice on the chart.