New SCALPING SYSTEM

#1
hello

scalping system in easy language is attached

http://jonathankinlay.com/wp-content/uploads/Easylanguage-code-for-ES-scalping-strategy.txt

Buy/Sell Rules

LONG VOLATILITY
If upsideVolatilityForecast > upperVolThrehold, buy at the market with wide PT and tight ST (long market, long volatility)
If downsideVolatilityForecast > upperVolThrehold, sell at the market with wide PT and tight ST (short market, long volatility)

SHORT VOLATILITY
If upsideVolatilityForecast < lowerVolThrehold, sell at the Ask on a limit with tight PT and wide ST (short market, short volatility)
If downsideVolatilityForecast < lowerVolThrehold, buy at the Bid on a limit with tight PT and wide ST (long market, short volatility)

PT Represents Profit Taget and SL Represent Stop Target.

PS --1) -ANY CODER MAY CONVERT IN AFL FOR BENEFIT OF AMI USERS

2) I HAVE TAKEN ABOVE FROM MARKET CALLS
 
#3
hello

scalping system in easy language is attached

http://jonathankinlay.com/wp-content/uploads/Easylanguage-code-for-ES-scalping-strategy.txt

Buy/Sell Rules

LONG VOLATILITY
If upsideVolatilityForecast > upperVolThrehold, buy at the market with wide PT and tight ST (long market, long volatility)
If downsideVolatilityForecast > upperVolThrehold, sell at the market with wide PT and tight ST (short market, long volatility)

SHORT VOLATILITY
If upsideVolatilityForecast < lowerVolThrehold, sell at the Ask on a limit with tight PT and wide ST (short market, short volatility)
If downsideVolatilityForecast < lowerVolThrehold, buy at the Bid on a limit with tight PT and wide ST (long market, short volatility)

PT Represents Profit Taget and SL Represent Stop Target.

PS --1) -ANY CODER MAY CONVERT IN AFL FOR BENEFIT OF AMI USERS

2) I HAVE TAKEN ABOVE FROM MARKET CALLS

any one please convert in afl .
 
#4
Is not hard to convert in afl, but the problem is: how do he calcs the volatility, for the precision the forecast volatility, is all there the problem, you have reported only buy/sell rules this is good but not sufficient,we could calculate by ourself but it not would be never like the original
 
#5
i try to covert only the data known posted:

upperVolThrehold=5;// for example???
lowerVolThrehold=10;// for example??
pcntVolThrehold=...;

upsideVolatilityForecast=...?;//unknown
downsideVolatilityForecast=...?;//unknown

Buy=upsideVolatilityForecast > upperVolThrehold;
Sell=downsideVolatilityForecast > upperVolThrehold;
Short=upsideVolatilityForecast < lowerVolThrehold;
Cover=downsideVolatilityForecast < lowerVolThrehold;

ProfitBuy=...//wide like reported, but how much?
ProfitShort=..//tight like reported, =
StopLossBuy=...// tight like reported, =
StopLossShort=...// twide like reported, =

somebody can try to complete formula or post a strategy calculation forecasting
 

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