Results 1 to 9 of 9
 5 Attachment(s)    

Thread: Donchian Cross EA

  1. #1

    Default Donchian Cross EA

    Hi Funyoo!

    To my knowledge, Donchian also used a subtile variation of Donchian bands, introducing the average of Upper and Lower band.


    I would need the following EA, if you pleased:

    Add to the standard Donchian Bands (40), the moving average (10) of both Upper and Lower band.


    At last, use another MA (20) based only on price, and take the crosses:

    if moving average (20) crosses up MA(10) go long.

    if moving average (20) crosses down MA(10) go short.


    Thank you for your patience...

    PS: If possible, I would like you to post the indicator (of donchian scalper) modified as I'm asking you.

    LV
    Last edited by Lordvader; 10-25-2009 at 15:59.

  2. #2
    Junior Member
    Join Date
    Feb 2009
    Posts
    25

    Default

    Quote Originally Posted by Lordvader View Post
    Hi Funyoo!

    To my knowledge, Donchian also used a subtile variation of Donchian bands, introducing the average of Upper and Lower band.


    I would need the following EA, if you pleased:

    Add to the standard Donchian Bands (40), the moving average (10) of both Upper and Lower band.


    At last, use another MA (20) based only on price, and take the crosses:

    if moving average (20) crosses up MA(10) go long.

    if moving average (20) crosses down MA(10) go short.


    Thank you for your patience...

    LV
    Hi, do you have a screen shot of the system you describe?

  3. #3
    Administrator funyoo's Avatar
    Join Date
    Sep 2008
    Posts
    7,003

    Default

    Quote Originally Posted by Lordvader View Post
    Hi Funyoo!

    To my knowledge, Donchian also used a subtile variation of Donchian bands, introducing the average of Upper and Lower band.


    I would need the following EA, if you pleased:

    Add to the standard Donchian Bands (40), the moving average (10) of both Upper and Lower band.


    At last, use another MA (20) based only on price, and take the crosses:

    if moving average (20) crosses up MA(10) go long.

    if moving average (20) crosses down MA(10) go short.


    Thank you for your patience...

    PS: If possible, I would like you to post the indicator (of donchian scalper) modified as I'm asking you.

    LV
    Hi Lordvader,

    Ok, here is the Donchian Cross EA and the indicator.
    Attached Files Attached Files

  4. #4

    Default

    Quote Originally Posted by funyoo View Post
    Hi Lordvader,

    Ok, here is the Donchian Cross EA and the indicator.

    Hi Funyoo!

    Almost perfect, could you modify the, indicator and the Ea, so the median Donchian line could be a MA instead of 1/2 Upper/lower band?

    Regards,

    LV

  5. #5
    Administrator funyoo's Avatar
    Join Date
    Sep 2008
    Posts
    7,003

    Default

    Quote Originally Posted by Lordvader View Post
    Hi Funyoo!

    Almost perfect, could you modify the, indicator and the Ea, so the median Donchian line could be a MA instead of 1/2 Upper/lower band?

    Regards,

    LV
    Hi Lordvader,

    Ok, here is another version with one MA for upper and one MA for lower.

    I'm not sure to understand, as the previous indicator was a MA (check the dmaperiod parameter).
    Attached Files Attached Files

  6. #6

    Default

    Quote Originally Posted by funyoo View Post
    Hi Lordvader,

    Ok, here is another version with one MA for upper and one MA for lower.

    I'm not sure to understand, as the previous indicator was a MA (check the dmaperiod parameter).

    Hi funyoo,

    Sorry, I didn't make myself clear:

    I need the "middle indicator" to be a configurable MA (of the upper and lower band) instead of average.

    Regards;

    LV
    Last edited by Lordvader; 10-26-2009 at 22:36.

  7. #7
    Administrator funyoo's Avatar
    Join Date
    Sep 2008
    Posts
    7,003

    Default

    Quote Originally Posted by Lordvader View Post
    Hi funyoo,

    Sorry, I didn't make myself clear:

    I need the "middle indicator" to be a configurable MA (of the upper and lower band) instead of average.

    Regards;

    LV
    Hi Lordvader,

    It is already a MA (a simple one), you just need to set dmaperiod.

    The first version is a MA of the (high level+low level)/2, the second version is a MA of the high level with another MA of the low level.

  8. #8

    Default

    Quote Originally Posted by funyoo View Post
    Hi Lordvader,

    It is already a MA (a simple one), you just need to set dmaperiod.

    The first version is a MA of the (high level+low level)/2, the second version is a MA of the high level with another MA of the low level.

    Hi Funyoo,

    Ok, then, could we have the option to set the type (exponential, etc...) of that MA?


    Regards,

    LV

  9. #9
    Administrator funyoo's Avatar
    Join Date
    Sep 2008
    Posts
    7,003

    Default

    Quote Originally Posted by Lordvader View Post
    Hi Funyoo,

    Ok, then, could we have the option to set the type (exponential, etc...) of that MA?


    Regards,

    LV
    Hi Lordvader,

    Here is the indicator updated.

    dmamethod=0 (SMA), 1 (EMA), 2 (SMMA), 3 (LWMA).
    Attached Files Attached Files

Similar Threads

  1. Donchian-RSI-MA Cross EA
    By Lordvader in forum Ideas for expert advisors
    Replies: 6
    Last Post: 11-11-2010, 18:22
  2. Donchian MA Trader
    By funyoo in forum Expert advisors backtesting
    Replies: 0
    Last Post: 11-25-2009, 12:47

Tags for this Thread

average, bands, donchian, funyoo, high, indicator, low, moving average, scalper, simple, sma, system

Posting Permissions

  • You may not post new threads
  • You may not post replies
  • You may not post attachments
  • You may not edit your posts
  •