TradersEdgeSystems.com

Consulting | Custom Trading Systems
Built-In Indicators | Custom Indicators

January 2014 Stocks and Commodities Traders Tips


Muscle Up Those Averages (substitute article for AIQ)

Predictive Indicators For Effective Trading Strategies (Traders Studio)

AIQ Version:

Original article by Ajay Pankhania
AIQ Code by Richard Denning

The code for John Ehlers’ article is not provided for AIQ. Instead I substituted an article from the September 2013 issue by Ajay Pankhania, “Muscle Up Those Averages”.

I thought this basic code might be useful to beginning AIQ Expert Design Studio users as it illustrates how to code multiple versions of the simple and the exponential moving averages as well as the MACD indicator. Also the simple moving average crossover system and the MACD crossover systems are coded.

EDS Code:
Averages.EDS
(right click and choose Save As)


 

Predictive Indicators For Effective Trading Strategies

Traders Studio Version :

Original article by John Ehlers
Traders Studio Code by Richard Denning

The following code files are contained in the download from the websites:

  • Function: SUPSMO – SuperSmoother filter returns smoothed value for the input “price”
  • Function: ROOF – Roofing filter returns two-pole high-pass filtered value which is then smoothed value by the first function, the “SUPSMO” for the input “price”
  • Function: MESASTOC – calculates a stochastic of the “price” input that uses both the roofing filter and the super smoother filters and returns a super smoothed value for the stochastic
  • Indicator: EHLERS_SUPSMO_IND used to plot the SuperSmoother on a chart
  • Indicator: EHLERS_ROOF_IND used to plot the Roofing filter on a chart
  • Indicator: EHLERS_MESASTOC_IND used to plot the MesaStochastic on a chart
  • System: EHLERS_MESASTOC_SYS a system (not in article) that I created to show an example of how to use the MesaStochastic indicator in a system.
In Figure 1, I show a chart of the S&P 500 futures contract using Pinnacle Data, symbol SP with the three indicators discussed by the author. In the main panel we see the SuperSmoother filter using the close as the “price” input. In the second panel we see the MesaStochastic indicator and in the bottom panel we see the Roofing filter. In Figure 2, I show the equity curve and underwater equity curve for the example system I wrote trading one contract long-only.

Captions:
Figure 1 - chart of the S&P 500 futures contract with the three indicators, SuperSmoothing, Roofing, and MesaStochastic.

Figure 2 – equity and underwater curves for the example system I wrote trading one contract of the SP long-only.

Traders Studio Code:
Ehlers_Predictive_2014_01.zip
(right click and choose Save As)

 

 

 

 

 

 

 

 

 

 

 

 

 

Disclaimer | Privacy Policy | Contact Us | Spam Blocker | ©2013 Traders Edge Systems