Recent coding work

Have been working on the various .oct compiled functions and am happy to say that the work on MC re-optimisation of .oct functions for ucl & lcl for price, cybercycle, fisher transformed cybercycle, cybercylce relative to price bars and fisher transformed highpass filter has now been completed and the "to do page" updated accordingly.

Update on First Trades

The Feeder Cattle trade has been stopped out for a loss in both the Collective2 account and the live trading account. However, the EURCAD forex trade remains open and is showing an open profit of $1602 (on Sunday evening before the markets open) in the Collective2 account. The EURCAD trade was not taken in the live account because the risk was too great for the account size.

First Trades

Today, following signals given by the Bandpass filter, the first two trades of the revised Dekalog system have been opened in the Collective2 account; long Feeder Cattle and long the EURCAD forex pair. The feeder cattle trade has also been taken in a live trading account too. At the time of posting, both are still open. Details will be posted in a follow up blog post.

Highpass filter added

From the same source as indicated in the previous post I have now also added a compiled .oct function for a highpass filter and its adaptive Fisher transformation. Again this indicator is to be used when prices are determined to be cyclic in nature to help identify turning points.

Addition of new Bandpass Indicator

I have recently written a .oct function to calculate the Bandpass Indicator, the white paper for which can be found here. This indicator will be used with a leading signal to help pin-point price series turns when the said price series is determined to be cycling according to the Dekalog approach.