HPotter

WAMI Strategy

649 5 62
The WAMI-based trading lies in the application and iteration of the
optimization process until the indicated trades on past market data
give consistent, profitable results. It is rather difficult process
based on Fourier analysis.
You can to change Trigger parameter for to get best values of strategy.
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////////////////////////////////////////////////////////////
//  Copyright by HPotter v1.0 08/07/2014
// The WAMI-based trading lies in the application and iteration of the 
// optimization process until the indicated trades on past market data 
// give consistent, profitable results. It is rather difficult process 
// based on Fourier analysis. 
// You can to change Trigger parameter for to get best values of strategy.
////////////////////////////////////////////////////////////
study(title="WAMI Strategy", shorttitle="WAMI Strategy")
Length_EMA = input(13, minval=1)
Length_WMA = input(4, minval=1)
Trigger = input(0)
hline(Trigger, color=purple, linestyle=line)
xWAMI = ema(ema(wma(mom(close, 1),Length_WMA),Length_EMA),Length_EMA)
pos =	iff(xWAMI > Trigger, 1,
	    iff(xWAMI < Trigger, -1, nz(pos[1], 0))) 
barcolor(pos == -1 ? red: pos == 1 ? green : blue )
plot(xWAMI, color=blue, title="WAMI")
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Over what time duration did you back test this on?
o you have this compiled in Ninja script as an EA? i'd like to do some tweaking on it
if thats cool with you?
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HPotter PRO IsraelDuvdavan
What kind tweaking?
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Just some parameter editing, seeing what kinda of results i'd get under different conditions :)
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HPotter PRO IsraelDuvdavan
I do not have a Ninja script. But I can try make parameters in this pine script.
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Oh I see, i'm not sure if i'll be able to find a way to work with that as I do robustness tests using Monte Carlo Analysis, Step Forward Analysis anti curve fitting etc
However i'll see what I can do and post a reply as to its edge over the market.
If its reliable it should have paralelism of at least 70% on different instruments, time frames and market conditions
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