Jump to content

Welcome to the new Traders Laboratory! Please bear with us as we finish the migration over the next few days. If you find any issues, want to leave feedback, get in touch with us, or offer suggestions please post to the Support forum here.

Clym

Members
 View Profile  See their activity

  • Content Count

    9

  • Joined

  • Last visited

Posts posted by Clym

  2. Posted · Edited by Clym
    add screenshot

    I have posted a ES trading simulator that I wrote in Excel. The chart is created from tick data so you can set the chart to the time frame of your choice. Then just use the buy/sell buttons to trade.

     

    I will probably add some features over time but right now it's really simple to use. You can download both the simulator and data here.

     

     

    SIM2.jpg

  5. Posted

    Thank you Clym

     

    Now an excel version of a 5min chart would need to run for nearly 1hr before it starts to give chart data. Bit of a pest so you will probably want to stick with 1min vma as you have. On 1min, a good 5min type pullback entry signal will go way past 1 min magenta, so you will need to work out your own rule for how much pullback is a good entry signal or when is that pullback actually the start of a trend in the opposite direction, meaning you want to be trading in the new trend direction, not against it.

     

    pyenner

     

    Right now, I have a workbook set to record both 5 and 1 minute data non-stop whenever Forex is open. I suppose I may occasionally have to import historical data (or wait :( )

     

    As for entry signals, I am testing several entries (that are variations of the research Walter is doing) using 5min & 1 minute vma1 and rainbow as a tool (& autotrading with excel in a live but simulated account). I am treating this as a side project but the way vma filters chop and finds trends makes it a nice tool to work with.

     

    Excel may become a thread on its own yet because it is capable of complex stuff and may become very useful. One advantage is that it is not tied to any one platform. Thanks for breaking the hard ground for others.

     

    pyenner

     

    That's exactly why I use it! In the past I used many different programs for back testing, live charting etc but I always felt limited in some way. Excel is the only program where I can do everything. I understand why most people don't like it but I am into automating as much as possible. Also my trading rules get pretty complex over time and for me it's the easiest/fastest way to program/implement something.

     

    Thanks a lot for the input you gave me a while back to correct the other .xls I posted!

     

    -Clym

  6. Posted

    and here is an updated vma1 in excel . I was reluctant to post it because even though I made quite a few changes and it looks right to me, I am not 100% sure I have the calculations exactly correct.

     

    When you say "Fantail", what are you referring to exactly?

     

    -Clym

    rainbow2.xls

  7. Posted

    just curious, how do you feed data into excel ?

     

    very interesting programing there, for what I see you got some nice chart there... feel free to interact.. cheers Walter.

     

    I use IB. Once I get all the formulas exactly right, I will automate this strategy in excel using a simulated account for testing, hopefully within a few days. thanks for sharing your work.

     

     

     

    Clym

    DL FantailVMA2.mq4 from the VMAR research thread and open it with Notepad, its a txt file. Its a faster version than Bemac but it may give some clues about signal flow.

     

    Thanks for the explanations, it will help me greatly in getting everything exact. I will see you in the other thread.

     

    Clym

  8. Posted

    I have traded equities for about 10 years but for the last three years I have completely automated my slightly evolving strategies with VBA in excel spreadsheets.

     

    I am only testing strategies for trading futures and forex, but so far I have not been able to achieve the same level of consistency that I have with stocks.

     

    In fact, I tried to upload my version of Walterw's rainbow vmar in excel in my very first post a couple of days ago but it never showed up in the forum. I figure that in light of the recent spam attack, maybe I was a red flag uploading files right away. Maybe now that I have introduced myself, I will be able to post files.

     

    I am glad I found this forum. It looks like the moderators do a great job keeping out the garbage :crap: posts. :)

     

    Clym

  9. Posted

    I have attached my attempt to duplicate the rainbow in MS excel in hopes that someone who has a complete understanding or the formulas may be able to see where I off and help me get it working correctly. I would like to get a full understanding of the calculations.

     

    I worked from Walters post here

     

    I labeled each column using the same name Walter posted for each variable so hopefully it will be easy to follow.

     

    Thanks for any help.

     

    Clym

    excelrainbow.thumb.jpg.7cb0826701baea21d0270ee57b6a9f7d.jpg

    Rainbow.xls

×
×
  • Create New...

Important Information

By using this site, you agree to our Terms of Use.

  I accept