## Group activity

• JohnLast bookmarked Swami Stochastic 3894 days ago
The SwamiCharts are latest indicators from J.Ehlers ToolBox. SwamiCharts is an evolutionary step forward, providing a 3D heatmap view of a technical indicator over a wide sequential range of lookback periods. SwamiCharts are a type of 3D...
• JohnLast commented on the file Basic Ehlers Cycle Strategy 4280 days ago
Ok here is the new EA, you need to log in in order to open the link
• JohnLast commented on the file Basic Ehlers Cycle Strategy 4280 days ago
So the next logic question was about the alpha. First we see that modifying the values of the alpha affects greatly the cycle period evaluations and that affects irectly the results of the expert. Second and that was the second idea why not to use...
• JohnLast commented on the file Basic Ehlers Cycle Strategy 4280 days ago
Hi, this is explained here. This is a pure cycle system (supposing that there are cycles in the prices and exploiting them). When doing tests I see regularly more than 55 % of winners. That means to me without going any longer that there is...
• jaguar1637 commented on the file Basic Ehlers Cycle Strategy 4280 days ago
Question : Why a different period regarding both MAs ?    double FastMAPeriod= iCustom(Symbol(),Period(),"CyclePeriod",Alpha,0,0);   double SlowMAPeriod= iCustom(Symbol(),Period(),"CyclePeriod",Alpha,0,0)/2; I would have got...
• JohnLast commented on the file Basic Ehlers Cycle Strategy 4280 days ago
Just while I was talking about cycles I realized that there is a parameter within the cycle period indicator that is affecting the output greatly. And making some quick simulations I see that under some parameters of alpha the expert turns out to...
• JohnLast commented on the file Basic Ehlers Cycle Strategy 4280 days ago
Some 206 days later I made again some tests.  The daily frame was a mess, but as the market was in trend mode that is not surprising The 4 h time frame had some very strong points but finishes with 292 losson a 10000 account with 0.1...
• JohnLast commented on the file Basic Ehlers Cycle Strategy 4464 days ago
Do not trade cycles below 4 h time frames based on ehler's type of cycle analysis on EUR/USD. On this sample it worked on daily because we had cycle activity. However when those cycles are present they are calculated very well. I did that because I...
• Hubert commented on the file Basic Ehlers Cycle Strategy 4464 days ago
• JohnLast commented on the file Basic Ehlers Cycle Strategy 4473 days ago
I used this to test if the cycle theory works or not, and at what time frames we could expect tradable cycles.
• isuborsky commented on the file Basic Ehlers Cycle Strategy 4473 days ago
very interesting with control of main trend, thanks.
• JohnLast uploaded the file Basic Ehlers Cycle Strategy 4486 days ago
От 24 септември 2011 This is the expert I used to test the basic Ehlers basic Cycle Strategy. More details about this EA you can find here.  Installation: You need to install the Cycle period indicator unless you already have...
• JohnLast 4280 days ago

Hi, this is explained here. This is a pure cycle system (supposing that there are cycles in the prices and exploiting them).

When doing tests I see regularly more than 55 % of winners. That means to me without going any longer that there is something.

Some market frequencies (time frames) do not offer trading cycles: the very long (daily) and the very short (15m and below).

The medium market frequencies of 30m and 1 h represent a certain interest for trading cycles

That of course are results of tests on EURUSD on the recent market data from the last 6 - 8 months.

• JohnLast 4280 days ago

So the next logic question was about the alpha.

First we see that modifying the values of the alpha affects greatly the cycle period evaluations and that affects irectly the results of the expert.

Second and that was the second idea why not to use a neural network, or a basic kernel in order to use the the maximum the genetic algorythm of mt4.

That is what I did, as the stock values is 0.07 I used the chaotic kernel (you can use others too) to calculate the best value of smoothing giving the most optimal results in back-tests.

For the moment I can't make any objective evaluations because the results are hard to believe and also because when I see the actual trades they are counter-intuitive and some of them very stupid to me. And despite that the equity curve is nice.

But that can be explained easily by the fact that the market according to Ehlers has two basic modes cycle mode and trend mode.

In this expert ea we use only the cycle mode, and that is logic that it would counter the trend. But despite that it is able to generate a positive equity curve. Hmm.

So it is possible to make two things.

1. We can implement the Ehlers filter. He uses the Instanetious trend line combined with cycle period evaluation in order to classify between trend mode and cycle mode.

2. We can see easily that the expert is performing greatly within choppy periods and high volatility swings but fails to perform into hard unidirectional movements.

2.1 So a manual intervention would be needed.

2.2 Or this expert may be used to hedge the risks of another expert that performs greatly in hard unilateral movements.

So that is all for the moment. I will release the expert pretty soon so you can test it.

• JohnLast 4280 days ago

Ok here is the new EA, you need to log in in order to open the link

• JohnLast published a blog post Ehlers Cycle Strategy 4486 days ago
Ehlers Basic Cycle Strategy
• От 23 септември 2011   Empirical Mode Decomposition with Hilbert transform adaptation of the dominant cycle. You need to install also this indicator.
• JohnLast commented on the blog g 4502 days ago
If you look at the history most of the most brilliant scientists were recruted.
• londontrader published a blog post g 4502 days ago
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