[Ranger]

The purpose of this posting is as follows:

a) demonstrate our use of Chaos Hunter as we apply it to an intra-day scalping strategy for the ES;

b) generate interest and possibly gain support from other forum members;

c) collaboration with the objective of designing a better predictive algorithms; better money management & risk rules.


Notes:

d) BEFORE YOU LOAD THE ELD files, please view the screen shots for the ELD Files. If you have Functions with the same names, importing the file may lead to over-writing.

e) Before you try to demo the strategy, please open the Strategy txt file and read our notes.

f) We encourage forum members to trade this strategy only in simulation mode.


Loading instructions:

g) Import functions. The Locked function is the Haar Wavelet and it will expire on 12/25/10 rendering itself and the strategy unusable. {If we collaborate, we're happy to extend this time frame or we may elect to give you the indicator.}

h) Cut and Paste the strategy into a new strategy. Please use NWA_ES_R3.(Thanks)

i) From the screen shots, please follow the setup with particular attention to the DATE RANGE for the data set. The date range is important because variables are initialized in the strategy by a start bar. First bar = 09/26/2010 18:05 EST.

We hope you enjoy the strategy; we'll endeavor to post more in the future.

We would appreciate your comments and questions.

RANGER & ZACHARYDW00

[Ranger]

We neglected to put full credits in our code for the contributions of unknown authors for their code snippets; indicators and functions. The new revision attached here contains those credits.

We also removed the daily/profit and loss because it's unnecessary for testing purposes. We will add that functionality after the risk management question is better addressed.

Fairly good past 2 weeks sim trading 1 x ES; today was an impossible day or so it seemed but we still finished up.

Any questions or comments are appreciated.

RANGER

[dave11]

Can't use this system on MT4?

[mengelbrecht]

Hi
I followed your instructions and wanted to try out your system

When I compile your strategy i get an error when I get to this place in the strategy
//////START CALCULATION FOR SCALED HAAR
_HWT = (HaarWT(jtHMA(Close,3),4, 2,FALSE)/10);
_HWT3 = (HaarWT(jtHMA(Close,3),4, 3,FALSE)/10);

I get this error:
------ Compiled with error(s): ------
Invalid number of parameters. 0 parameter(s) expected
errLine 136, errColumn 10, errLineEnd 136, errColumnEnd 10
causal study: (Function)

All the functions is imported and compiled without any errors

pls advice

rgds
mengelbrecht

[Ranger]

No mate ... it was written in EL for tradestation and MC. Sorry about that .... RANGER

[Ranger]

Can you tell me which Platform you're using.

The strategy runs fine in TS, but while attempting to load the strategy in MC we got a "sqrt" function error. We checked the related functions and they appear correct. We need to sort this issue with MC tomorrow.

Pertaining to your error it's likely related to the JtHMA. Can you kindly check to see if you have this function and advise. For whatever reason, it did not export from TS, and TS doesn't permit users to see exported functions like MC. Ooops.

Anyway, we'll sort both of these issues shortly and repost.

Thanks for your posting!!!!!

RANGER

Originally Posted by mengelbrecht »

Hi
I followed your instructions and wanted to try out your system

When I compile your strategy i get an error when I get to this place in the strategy
//////START CALCULATION FOR SCALED HAAR
_HWT = (HaarWT(jtHMA(Close,3),4, 2,FALSE)/10);
_HWT3 = (HaarWT(jtHMA(Close,3),4, 3,FALSE)/10);

I get this error:
------ Compiled with error(s): ------
Invalid number of parameters. 0 parameter(s) expected
errLine 136, errColumn 10, errLineEnd 136, errColumnEnd 10
causal study: (Function)

All the functions is imported and compiled without any errors

pls advice

rgds
mengelbrecht

[mengelbrecht]

Hi ranger
I am using MC 6.1

As for jtHMA i have it both as a function and an indicator. Below is code for the jtHMA function. I assume it is the same in TS.


{jtHMA - Hull Moving Average Function}

Inputs: price(NumericSeries), length(NumericSimple);
Vars: halvedLength(0), sqrRootLength(0);

if ((ceiling(length / 2) - (length / 2)) <= 0.5) then
halvedLength = ceiling(length / 2)
else
halvedLength = floor(length / 2);

if ((ceiling(SquareRoot(leng th)) - SquareRoot(length)) <= 0.5) then
sqrRootLength = ceiling(SquareRoot(length ))
else
sqrRootLength = floor(SquareRoot(length)) ;

Value1 = 2 * WAverage(price, halvedLength);
Value2 = WAverage(price, length);
Value3 = WAverage((Value1 - Value2), sqrRootLength);

jtHMA = Value3;

I hope this helps

rgds
mengelbrecht

[mengelbrecht]

Hi Ranger
I actually posted my reply earlier. I don't know why it didn't show up ??

I am Using MC 6.1. I have jtHMA both as a function and an indicator. Below is the code for the jtHMA.function. I assume it is the same function that is used in TS

rgds
mengelbrecht

{jtHMA - Hull Moving Average Function}
{Author: Atavachron}
{May 2005}

Inputs: price(NumericSeries), length(NumericSimple);
Vars: halvedLength(0), sqrRootLength(0);


if ((ceiling(length / 2) - (length / 2)) <= 0.5) then
halvedLength = ceiling(length / 2)
else
halvedLength = floor(length / 2);

if ((ceiling(SquareRoot(leng th)) - SquareRoot(length)) <= 0.5) then
sqrRootLength = ceiling(SquareRoot(length ))
else
sqrRootLength = floor(SquareRoot(length)) ;

Value1 = 2 * WAverage(price, halvedLength);
Value2 = WAverage(price, length);
Value3 = WAverage((Value1 - Value2), sqrRootLength);

jtHMA = Value3;