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Magnify$500 Prize: Let's program the Holy Grail MA together

1 by ionone
OK so I've heard rumours that some hedge funds trade only with one special moving average of some sort.
I think it's possible, my hunch being that if you can find the right period of a simple adaptive moving average, then the reversals of the curve can be enough to trade profitably. The problem being finding that special period.
I've tried a lot of stuff with MAs. I actually got an engine that compute profit & drawdown automatically, based on close prices

do you think there is such an MA ? or am I completely mistaken...

So if you got any idea about an adaptive moving average, let me know and i'll program it.
the kind of logic that i'm asking :
If the high of the actual bar ISN'T the highest of the last 10 bars, then decrease MA period
if high[0] > high[1] then increase period
that kind of logic...

let's find the holy grail together ! :)

Jeff
These users thanked the author ionone for the post (total 5):
太虚一毫, Milad8732, RodrigoRT7, moey_dw, Jimmy
Scalping the Century TimeFrame since 1999

Re: $500 Prize: Let's program the Holy Grail MA together

2 by 太虚一毫
ionone wrote: Sun Jul 18, 2021 11:19 pm OK so I've heard rumours that some hedge funds trade only with one special moving average of some sort.
I think it's possible, my hunch being that if you can find the right period of a simple adaptive moving average, then the reversals of the curve can be enough to trade profitably. The problem being finding that special period.
I've tried a lot of stuff with MAs. I actually got an engine that compute profit & drawdown automatically, based on close prices

do you think there is such an MA ? or am I completely mistaken...

So if you got any idea about an adaptive moving average, let me know and i'll program it.
the kind of logic that i'm asking :
If the high of the actual bar ISN'T the highest of the last 10 bars, then decrease MA period
if high[0] > high[1] then increase period
that kind of logic...

let's find the holy grail together ! :)

Jeff

A website in China: https://datacenter.jin10.com/banks_orders

There is an investment bank order column. (I don’t know if there is something similar on the English website)


A few years ago, I often paid attention to the orders of investment banks, and found that their orders were not smart. The stupidity that will basically be eliminated. It's weird.

I once doubted the authenticity of investment banks' orders, and suspected that their public orders were not consistent with real orders.


I find it interesting that you initiated this post. Let's look at investment banks and hedge funds, who is smart!


I paid attention to this Chinese website before. As long as I saw the investment bank placing an order, I immediately simulated (marked it) on MT4, MT5 and other Chinese software. As a result, I found that their orders were very few. Most orders will be stopped or cancelled by the investment bank.
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moey_dw, naluvs01

Re: $500 Prize: Let's program the Holy Grail MA together

3 by 太虚一毫
In China's Chinese-translated financial book, "Interpreting Quantitative Investment: The Story of Simmons Using a Formula to Beat the Market" says that Simmons is very powerful. I am not interested in studying this book seriously. I don’t know if anyone in the forum knows about Simmons.

There is this Simmons on Wikipedia (Chinese version). I don't know if he has any public theories and is programmed into a certain computer language (indicators, formulas, etc.). https://zh.wikipedia.org/wiki/%E8%A9%B9 ... 9%E6%96%AF

IdeaRe: $500 Prize: Let's program the Holy Grail MA together

4 by moey_dw
ionone wrote: Sun Jul 18, 2021 11:19 pmpossible
i can the add on/off button to it............. if it is a main chart based!!!! code thx to kvak.......... 😻😻😻

Code: Select all

//template code
string GenerateIndicatorName(const string target)
{
   string name = target;
   int try = 2;
   while (WindowFind(name) != -1)
   {
      name = target + " #" + IntegerToString(try++);
   }
   return name;
}
//template code
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Re: $500 Prize: Let's program the Holy Grail MA together

5 by ionone
moey_dw wrote: Mon Jul 19, 2021 12:48 am i can the add on/off button to it............. if it is a main chart based!!!! code thx to kvak.......... 😻😻😻

Code: Select all

//template code
string GenerateIndicatorName(const string target)
{
   string name = target;
   int try = 2;
   while (WindowFind(name) != -1)
   {
      name = target + " #" + IntegerToString(try++);
   }
   return name;
}
//template code
THIS is truly a grail :D
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moey_dw
Scalping the Century TimeFrame since 1999

Re: $500 Prize: Let's program the Holy Grail MA together

6 by josi
ionone wrote: Sun Jul 18, 2021 11:19 pm OK so I've heard rumours that some hedge funds trade only with one special moving average of some sort.
I think that there are rumours that hedge funds, banks etc use algorithms because they have realized that they have the man power, the collective coding intelligence and the hardware to do it....

For discretionary traders adaptive MAs of any sort can be helpful to enter in continuation trades, for example....
As for trend bias: adaptive MAs often obfuscate the overall trend direction because they follow price to closely...
As to the rest: an indicator that could draw the perfect trendline for each swing or trend move would solve prarctically all problems as it would indicate the perfect entry area for the cheapest price.
If you added to that a calculation of how far price moves away from the TL after each touch of the TL then you'd know exactly how strong the trend move is (momentum) at any given moment (before price returns to the mean).
That means you would know when price runs into resistance of any kind and - if no newer highs (in an uptrend) or lows (in a downtrend) are established - you could even anticipate a possible trend reversal (after a TL-break + when a new lower low is established in an uptrend; when a new higher high is established in a downtrend - what Adam Grimes in his book on trading called "the Anti").
But then again - who am I to know...

Re: $500 Prize: Let's program the Holy Grail MA together

7 by Jimmy
ionone wrote: Mon Jul 19, 2021 4:01 pm THIS is truly a grail :D
$500 USD for the best effort

If this thing goes ahead, $500 USD to anyone who comes up with the best coded indicator from this project.

Requirements:

  • Non-repainting
  • No expiry
  • Not a blatant copy of another indicator
  • Can be a standalone code (no Alerts etc).
  • Not decompiled (obviously)
  • Source code must be sent to myself and Mrtools for review

What can we come up with? I know we have some talent amongst our coders and members here.

  • Jeff
  • Kvak
  • Darks
  • Rplus
  • Sky
  • Pacois
  • Anyone lurking

Winner gets $500 USD sent to you via PayPal or Skrill.

:)
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Myfxbook live trading results 📊

List of our most powerful reversal indicators + Guide to the "All Averages" Filters (ADXvma, Laguerre etc.)
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Re: $500 Prize: Let's program the Holy Grail MA together

8 by moey_dw
Jimmy wrote: Mon Jul 19, 2021 4:16 pm If this thing goes ahead, $500 USD to anyone who comes up with the best coded indicator from this project.
kk jimmy smarty pants.............. can u start us with filled ADX mountain thing???? llike background thats all i dunno i thinks adx is great to start to show volatiliy????
Official Forex-station GIF animator at your service 👨‍⚖️
See a GIF with Forex-station.com on it? I probably made it
The best divergence indicator in the world.
Real news exists: Infowars.com 👈

Re: $500 Prize: Let's program the Holy Grail MA together

9 by Jimmy
moey_dw wrote: Mon Jul 19, 2021 4:23 pm kk jimmy smarty pants.............. can u start us with filled ADX mountain thing???? llike background thats all i dunno i thinks adx is great to start to show volatiliy????
How is that going to help? Didn't you want it to be a main chart (MA style) indicator so you can add a button?

Anyway, try this and perhaps use the source code as a reference for filling other subwindow indicators.
Myfxbook live trading results 📊

List of our most powerful reversal indicators + Guide to the "All Averages" Filters (ADXvma, Laguerre etc.)
Fibonacci numbers for indicator settings + How to draw Fibonacci Extensions + How to draw Support & Resistance

Re: $500 Prize: Let's program the Holy Grail MA together

10 by moey_dw
Jimmy wrote: Mon Jul 19, 2021 4:34 pm How is that going to help? Didn't you want it to be a main chart (MA style) indicator so you can add a button?

Anyway, try this and perhaps use the source code as a reference for filling other subwindow indicators.
wheres button man???? cannot just have it like dis :lmao: :lmao: :lmao:
Official Forex-station GIF animator at your service 👨‍⚖️
See a GIF with Forex-station.com on it? I probably made it
The best divergence indicator in the world.
Real news exists: Infowars.com 👈

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