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Re: ACD

Posted: Sat May 20, 2017 7:30 am
by Pava
and get some Avatar MrPip

Re: ACD

Posted: Wed Jun 07, 2017 3:27 am
by MrPip
Here are the results from backtest on ACD EA for a basket of pairs.
Now testing live for 2 months with flat results so far but it has caught several big moves.

Re: ACD

Posted: Wed Jun 07, 2017 3:35 am
by Pava
Impressive results...indeed...

Re: ACD Trading Method

Posted: Fri May 01, 2020 2:25 am
by stoletov
Hi everyone,

I read the correspondence on this topic in previous years and found that there is interest in indicators for the ACD system. I have programmed several indicators and scripts related to ACD. I also backtested and researched this system and made some improvements to it. Backtesting was conducted using 1-minute bars for 10 years. Points A and C were determined based on the maximum profit for a 1000-day history. It turned out that Point A thus obtained does not correlate with volatility measured by H-L (20-25% of H-L for 30 days is proposed as a good approximation for Point A for stocks on mbfcc.com). It also turned out that waiting for half the opening range before opening a trade is better than opening immediately after reaching Point A. I also studied the dynamics of Points A and C: their change in time and dependence on the calculation period. It turned out that it did not make sense to recalculate Points A and C daily, and recalculation every six months is enough. Many other conclusions have been made that cannot be described in this post. A description of indicators and scripts that implement the ACD method and not only it, as well as the results of backtesting and research.

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