Search found 15 matches

by kurthulse
Fri Jan 01, 2016 11:41 pm
Forum: Tools and Techniques
Topic: Genetic algorithm for intraday trading
Replies: 5
Views: 8932

Genetic algorithm for intraday trading

Development of an evolutionary genetic process to find intraday trading setups This is the first of what will be a series of posts about my attempts to develop a trading system using an evolutionary genetic process. I'm sharing these notes in the Wave59 forum for several reasons: 1) They might be u...
by kurthulse
Wed Dec 16, 2015 5:10 pm
Forum: General
Topic: Tesla's multiplication spiral
Replies: 3
Views: 5913

Tesla's multiplication spiral

by kurthulse
Fri Nov 06, 2015 4:10 pm
Forum: Mechanical Systems
Topic: Systems Workshop: "Buttonwood" E-mini daytrading system
Replies: 116
Views: 426229

Thoughts about the date ranges for input data

First, addressing the question posted above: I want to ask you if 6 years of data ( since 2009 ) is enough ? And why did you start with 2009 and not any other year ? Earik mentioned this concern briefly in an earlier comment, saying: I started in 1/1/2009, which gives us almost 8 years to test on. 2...
by kurthulse
Sun Oct 04, 2015 1:00 am
Forum: Tools and Techniques
Topic: Energy Bar Fix, and SAR Dots
Replies: 7
Views: 8834

Re: Energy Bar Fix, and SAR Dots

If energy bars are a simple function of price and volume, then it looks as though it might be fairly easy to calculate the "energy" SAR dot value inside a script that could run on a regular bar chart. That kind of script would be useful to me. If I can get it to work, I'd be happy to share it with o...
by kurthulse
Thu Jul 23, 2015 4:34 pm
Forum: Tools and Techniques
Topic: Energy Trading - July 22
Replies: 32
Views: 42680

Re: Energy Trading - July 22

To supplement the momentum crossover indicator, you might also like the clean signals that come from training the adaptive CCI on ask-bid volume. Here's an example showing the ES 2-minute chart for the same day. Setting the CCI's alpha input to a very small number stabilizes the signal some. I love ...