Jim Dean Sage   Posts: 3022 Joined: 9/21/2006 Location: L'ville, GA  User Profile | I'll assume that you want to proceed with this ... let me know if not ... it takes time to put this stuff together but I'm OK with that if it's actually HELPING someone :~) Recap - you've asked about using two Exponential crossovers (two different pairs of EMA's) together in a strategy. We've been working with a Strategy flowchart that does exactly that ... two instances of M2V-C-D in separate System Blocks (necessary to have two since the same System is being used twice with two diff param's: 5x20 and 10x40 were the arbitrary selections that I proposed we start with. We've made the Strategy as simple as possible ... only System, Vote and Order blocks were used. We've identified how to turn OFF optimization of the systems and to keep the voting very simple. We've played with some options on the Order block, and are using the simplest possible Exit ... an arbitrary 10-day life for each trade. Also, a we took a small rabbit-trail to illustrate how to capture snapshots and attach them to Posts so that they show up with the text. Moving forward: MY goal is to use this as a strawman to provide some "tutorial" info about how to build and work with strategy components, WITHOUT haring off into strange and wonderful rabbit-trails. YOUR goal, presumably, is to learn stuff like this for future use, but also to get some kind of viable solution to your original DoubleDualEMA crossover idea. The next steps: 1. There is another way of setting up the Strategy that will accomplish exactly the same thing that we've just worked on, using a different strategy component - the Confirm block. I'll lay that out for you first. 2. If we step back a little bit and look at what you're trying to do, there is another way to approach it without using two Systems ... it will give almost the same signals, but I think you will like it better ... also it will introduce still another component - the Filter block. So, that's where I'm going next. 3. Finally, while we are looking at alternatives that are similar but a tad more versatile, I suggest that we look at substituting the Trade Plan block for the Orders Block and fiddle around with TP's in some rudimentary ways. That will cover all the core Strategy blocks except for Performance ... which is only used with multi-System strategies, and gets into a whole lot of other areas that would be too far offtrack to try to fold in here. If you decide to hang in there through all this, then the next natural step would be to work with one of the three Strategy variants (double-sys, sys+confirm, or sys+filter) to IMPROVE ITS PERFORMACE. At that point, we'll probably want to start a new thread :~) This is the direction I'd like to head - seems to me that it would be beneficial to a wide scope of "lurkers" (present and future). I'll use you as a sounding-board along the way ... asking you to scratch your head and figure out things as we go. Does that sound like a viable plan to you? | |
