TTM bars with Caterpillar SSA engine
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| 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.
Comments
not bad - will run it - see how it performs
I am still thinking about an EA based on this.
HOT!!!
i can stick this in my shell to see how it runs?
Right, my coding skills leave a lot to be desired.
Anyway - how do i call the TTM indie if its red or green? ive been printed the buffers on the screen - nothing sits empty while another moves...
help!!!!!!!!
2/3 = 3/4 but no joy... empty values...
ok francis, I will try to investigate on your coding problem tonight
(where is your EA ??? )
This EA is very simple, there are stuff to put as parameters to be sure about the checkSignals functions before the OpeningTrades function.
All the best
I am wondering if we can make an ttm_caterpillar bars ea, by directly calling the dll file.
I am asking this because when we use an SSAep based indicator it does not work directly.
I think that is the way to go.
Jaguar, i went on Camarons advice and just used the caterpillar buffers when it changes... as opposed to the tdi cat indie itself...
that works fine.
The problem is also that on SSA may be difficult to run many optimization passes. Is it true for you?
fuck optimization!
just do it yourself!! i spend months manually doing it...
Some times doing manually may be better actually.
its very painful and even more painful when the bot explodes or your code is wrong! i lost 3 months because of the latter.. hey ho...