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> Fractal Trader
cornelisfb
post Nov 4 2007, 08:31 PM
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This model uses an indicator that uses future values. Autotrading with such an indicator is not suposed to be possible. But somehow it works anyway. I tested it for a few minutes on the tickcharts. It worked but somehow erratically. Then I tried the 1 minute chart. It seems to do fine there. I would love to hear from others if the system works for them too and what reactions they get. (All testing and screenshots are from demo data, 1000 bars) One thing that I noticed is that the fractal oscillator indicator goes flat when the trading system is running.

Cornelis


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Attached File  QuickTemplate_Fractal_System.vttrs ( 2.03k ) Number of downloads: 938
Attached File  vt_ChaosFractals_clone.vtscr ( 1.42k ) Number of downloads: 819
Attached File  SignalStart.vtscr ( 756bytes ) Number of downloads: 769
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cskidmore
post Nov 5 2007, 10:15 AM
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Hello,

Note: I haven't looked at your code, but I do want to provide a few comments for general reference...

Just because the fractal indicator uses future values (for visual display purposes) doesn't mean that if it's used in a system that the system will not be able to auto-trade. The system, however, won't auto-trade if you try using those future values for conditional statements within the trading logic part of the system.

Assuming your using the newest version of the Fractal indicator included in VT Trader, it's code is divided into 2 sections, one that defines the fractals (no future values) and the other that displays the big dots over the highest/low bar of the fractals. It's the "big dot" portion of the indicator that uses "future" values to paint those dots on top of the candles after the fractal has been identified.

So, it is possible to use the UpFractal and DownFractal variables from the Fractal indicator without any side effects since those variables do not reference future values. However, it is not acceptable to use the Display_UpFractal and Display_DownFractal variables for conditional statements within the trading system when those conditional statements will be used 'in whole or in part' for defining the signaling and trading mechanics of the system.

Regards,
Chris
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cornelisfb
post Nov 5 2007, 11:48 AM
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[quote name='cskidmore' date='Nov 5 2007, 11:15 AM' post='32534']
Hello,

Note: I haven't looked at your code, but I do want to provide a few comments for general reference...

Thanks Chris, I hope that you will get a chance to look at the code since I am using the display values. I have tested this system on 1 minute and 30 minute charts and it seems to work well. On tick charts it works sometimes and at other times not.

Cornelis
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chagall1
post Nov 5 2007, 02:40 PM
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hi cornelis,
thanks for posting your system.
i tried to apply it but i got an error in indicator compiling in the following line:

Z0:=vt_ChaosFractals_clone();

to my opinion the variable vt_ChaosFractals_clone(); is not defined.
i posted the whole code of your system.
perhaps chris could help???

regards,
andre






_SymbolPoint:= SymbolPoint();
_Spread:= spr * _SymbolPoint;

Z0:=vt_ChaosFractals_clone();
Plot:=Z0;
ph:=ref((Highest(plot)),-1);
pl:=ref((Lowest(plot)),-1);
pf:=10/(ph-pl);

v2:= ((plot-pl)*pf)-5;


IVT:=(Exp(2*v2)-1)/(Exp(2*v2)+1);

Z1:= SignalStart( sgn, IVT);

{Define Final Trade Entry/Exit Criteria}

LongEntrySetup:=cross(Z1,-0.9);
LongExitSetup:= cross(0.9,Z1);

ShortEntrySetup:= cross(0.9,Z1);
ShortExitSetup:= cross(Z1,-0.9);

{***********************************************}
LongEntrySignal_count:=*beep*(LongEntrySignal);
LongExitSignal_count:=*beep*(LongExitSignal);
ShortEntrySignal_count:=*beep*(ShortEntrySignal);
ShortExitSignal_count:=*beep*(ShortExitSignal);

LongEntrySignal:= LongEntrySetup AND(LongEntrySignal_count=LongExitSignal_count) AND if (TRL=1,(ShortEntrysignal_count=ShortExitSignal_count),1);
LongExitSignal:= LongExitSetup AND(LongExitSignal_count<LongEntrySignal_count) ;

ShortEntrySignal:= ShortEntrySetup AND (ShortEntrySignal_count=ShortExitSignal_count)AND if (TRL=1,(LongEntrySignal_count=LongExitSignal_count),1);
ShortExitSignal:= ShortExitSetup AND (ShortExitSignal_count<ShortEntrySignal_count);

{***********************************************}
{That's it! You're done! There is no need to
edit below this point.}


{Create Auto-Trading Functionality}

OpenBuy:= LongEntrySignal and (eventCount('OpenBuy')=eventCount('CloseBuy'));
CloseBuy:= LongExitSignal and (eventCount('OpenBuy')>eventCount('CloseBuy'));

OpenSell:= ShortEntrySignal and (eventCount('OpenSell')=eventCount('CloseSell'));
CloseSell:= ShortExitSignal and (eventCount('OpenSell')>eventCount('CloseSell'));

{***********************************************}
LongEntryPrice:= valuewhen(1,LongEntrySignal,C) + _Spread;
LongExitPrice:= valuewhen(1,LongExitSignal,C);
ShortEntryPrice:= valuewhen(1,ShortEntrySignal,C);
ShortExitPrice:= valuewhen(1,ShortExitSignal,C) + _Spread;

{Profit/Loss Indicator}
NL_LINE:=0;
{***********************************************}

{Calculate Simulated Individual Trade Profit In Pips}

_TradeProfitInPips:= If(LongExitSignal=1,LongExitPrice - LongEntryPrice,
If(ShortExitSignal=1,ShortEntryPrice - ShortExitPrice,
0));

TradeProfitInPips:= if(SymbolDigits()=4, _TradeProfitInPips * 10000, _TradeProfitInPips * 100);

{Calculate Simulated Total Profit In Pips}

TotalProfitInPips:= *beep*(TradeProfitInPips);

{Calculate Number of Trades}


LosingTrades:= *beep*(If(TradeProfitInPips < 0,1,0));
WinningTrades:= *beep*(If(TradeProfitInPips > 0,1,0));
BreakEvenTrades:= if((LongExitSignal=1 or ShortExitSignal=1) and TradeProfitInPips=0, PREV+1, PREV);
TotalTrades:= *beep*(LongExitSignal) + *beep*(ShortExitSignal);
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cornelisfb
post Nov 5 2007, 05:49 PM
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[quote name='chagall1' date='Nov 5 2007, 03:40 PM' post='32543']
hi cornelis,
thanks for posting your system.
i tried to apply it but i got an error in indicator compiling in the following line:

Hello Chagall:

You have to import the two indicators I posted together with the system first in VT, and then run the trading system.

Cornelis
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chagall1
post Nov 6 2007, 05:39 PM
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thanks for your fast reply,
i got it then, when i imported the indators.

in live account itīs very good running at ej 5m charts at the moment.
the system is also autotrading, if you set barcount=0 instead of 1.
but 1m charts were not tradeable.
the system also works for gj 10m but only if the spread would be 3 -high spreads
are leading to immense drawdowns, because it is so much buying and selling -
are you in knowledge of settings or has someone ideas for modications to reduce this high amount
of trading activity? - especially for smaller timeframes.
ī
i posted your system

regards,
andre


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Attached File  _QuickTemplateFractal_trd.vttrs ( 2.33k ) Number of downloads: 499
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cornelisfb
post Nov 7 2007, 08:26 AM
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Hello Andre:

I have added a simple polarized fractal efficiency filter to the system, this may help improve trading performance on the smaller timeframes.

Cornelis


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Attached File  QuickTemplate_Fractal_System_2A.vttrs ( 2.29k ) Number of downloads: 662
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anddrew
post Dec 13 2007, 06:30 PM
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mm...... this seems to be good
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SHAIJUDEEN
post Dec 18 2007, 04:04 PM
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QUOTE(anddrew @ Dec 13 2007, 06:30 PM) *

mm...... this seems to be good



The arrows disppars....The arrows disappears while enter in new trade and exit the previous one...
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cornelisfb
post Dec 18 2007, 06:31 PM
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QUOTE(SHAIJUDEEN @ Dec 18 2007, 05:04 PM) *

The arrows disppars....The arrows disappears while enter in new trade and exit the previous one...


SHAIJUDEEN:

The fractal dreamtrader is a highly experimental trading system that uses future values. I am trying to find a way to calculate fractal point using a formula. If this succeeds it may be possible to create trading systems that perform like the fractal dreamtrader. I am attaching a screenshot that shows how fractalpoints can eventually be calculated with among other things the inverse fisher transfrom. It looks great on the screen but still lags one bar.

Cornelis


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junglee_99
post Jan 8 2008, 08:40 PM
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HI CAN YOU PLEASE TELL ME

WHAT IS VT_PFE(C, ..., ...) IN YOUR CODE?

APPRECIATE THIS
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cornelisfb
post Jan 9 2008, 07:58 AM
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QUOTE(junglee_99 @ Jan 8 2008, 07:40 PM) *

HI CAN YOU PLEASE TELL ME

WHAT IS VT_PFE(C, ..., ...) IN YOUR CODE?

APPRECIATE THIS


Junglee:

VT_PFE is the Polarized fractal efficiency indicator. This is one of the standard indicators on the VT-platform.

Cornelis
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AlbertoL
post Jan 29 2008, 07:27 PM
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The system looks great and it performs well consistenly over time , but i have some trouble executing the trades sometimes I will exit a trade without entering the next one when the xit and enter signal are in the same candle.

Have you experience this problem? On larger time frames like 4h.

Thanks
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oknedz
post Feb 10 2008, 01:04 PM
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Hi!

I have put this trader into 1H-USD/JPN live chart and looks fine. 1H is perfect 4 me becouse i got no time to trade smaller time frames.

Do you think is OK to trade with QT_Fractal trader?


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AlbertoL
post Feb 10 2008, 08:16 PM
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Hi

I would say that the problem with this trading system is that it uses future values in the entry points, these signals come and go therefore it opens trade that may not be valid signals, I guess this system would be practical untill somebody can calculate fractals without using future values.

Regards

Albert
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cornelisfb
post Feb 13 2008, 01:35 AM
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QUOTE(AlbertoL @ Feb 10 2008, 07:16 PM) *

Hi

I would say that the problem with this trading system is that it uses future values in the entry points, these signals come and go therefore it opens trade that may not be valid signals, I guess this system would be practical untill somebody can calculate fractals without using future values.

Regards

Albert



A neural net may be able to do that. I am trying to figure out how. On attached screenshot I have used VT data. The red line is the original data, the blue is what the neural net calculates. Somebody who knows XML and knows how to use the VT-API may be able to create a solution that uses this type of technology.

Cornelis


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cornelisfb
post Feb 17 2008, 11:24 PM
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Here is the latest incarnation of the fractal trader system

Cornelis


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Attached File  QuickTemplate_Fractal_System_4D2A.vttrs ( 2.64k ) Number of downloads: 655
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roblyn
post Feb 19 2008, 03:29 AM
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QUOTE(cornelisfb @ Feb 17 2008, 09:24 PM) *

Here is the latest incarnation of the fractal trader system

Cornelis


Hey

can you please tell me how to get this system to autotrad? I would love to try it out for education.

Best, Robin
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cornelisfb
post Feb 19 2008, 08:21 PM
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QUOTE(roblyn @ Feb 19 2008, 02:29 AM) *

Hey

can you please tell me how to get this system to autotrad? I would love to try it out for education.

Best, Robin



Robin:

Please see the attached pdf file for a few example settings. All screenshots are from a demo-server and contain 1000 bars of data. This system is inherently unstable (Arrows appear and dissapear). It will autotrade only when Fractal Type is set to 3-bar fractal. This system is only for demo-trading and should not be used on a live account.

Cornelis


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Attached File  Fractal_Trader_screenshots_02192008.pdf ( 401.15k ) Number of downloads: 728
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Talon1
post Feb 20 2008, 05:19 AM
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Hello, Cornelis.

Any problem happen change fractal bar# 0,1,2 from -1,0,1 ? I think signal will be stable, but profit will down.
I try to test this.
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