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Adaptive Cycle Toolkit plugin

Last post 08-09-2007, 14:31 by gawdib. 19 replies.
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  •  09-27-2006, 17:27 21151

    Adaptive Cycle Toolkit plugin

    http://www.equis.com/products/thirdparty/?3PC-ADD-ACT "ACT also revolutionizes the classic indicators – making them “Adaptive” - opening up a whole new realm of trading potential! Indicators like the moving average, CCI, or RSI, have a “lookback period” that has traditionally been constant, such as 14 bars or 20 bars, a property that makes these indicators static. The new ACT indicators are Adaptive, allowing you to dynamically change with the market as it speeds up, slows down, and changes direction – keeping you in-sync and on the right side of the market!" $400 for an updated version of the ForumDll? ...
    My Site
  •  09-27-2006, 17:31 21152 in reply to 21151

    Re: Adaptive Cycle Toolkit plugin

  •  09-27-2006, 18:24 21155 in reply to 21152

    Re: Adaptive Cycle Toolkit plugin

    Who wants to compare the commercial code versus the freely distributed (and posted) source code provided by Patrick?  I wager they are exceptionally close, maybe too close?


    wabbit Big Smile [:D]


    MS: 6.52 EOD, 7.x EOD, 8.0 PRO, 9.2 PRO w/QC, 10 PRO w/QC & MDK
    For custom MetaStock programming : http://www.wabbit.com.au
    My SkyPE status : wabbit.com.au SkyPE online status
    My SkyPE account : wabbit.com.au

  •  09-27-2006, 18:34 21158 in reply to 21155

    Re: Adaptive Cycle Toolkit plugin

    Nah ... I doubt the source code is like mine ... more like Brad Ulrich's code ...
     ACT = ADSI if you ask me ... It just now has a better marketing and more functions ...



    My Site
  •  09-27-2006, 18:45 21159 in reply to 21158

    Re: Adaptive Cycle Toolkit plugin

    Did you ever finish that review of the Forum.dll functions that you were going to do, all that time ago?

    Are we going to see an updated version anytime soon?  I had some stuff to include if you are still interested?






    MS: 6.52 EOD, 7.x EOD, 8.0 PRO, 9.2 PRO w/QC, 10 PRO w/QC & MDK
    For custom MetaStock programming : http://www.wabbit.com.au
    My SkyPE status : wabbit.com.au SkyPE online status
    My SkyPE account : wabbit.com.au

  •  09-27-2006, 19:14 21160 in reply to 21159

    Re: Adaptive Cycle Toolkit plugin

    Nope never got around to it ... I ended doing so many things that I did not really care about it ... But after seeing this new plugin I may reconsider ... Unfortunately right now I'm still swamped between my mom's website/business, Interbankfx, Trading, my blog, the mistigri project ...

    I will post an updated version on my new site :) Once the forum is done, once the site is done etc ...  :D

    Anyways it seems you should keep your work protected ;) You do have the source code to both the forumDll and the ASI dll so nothing stops you from taking over ...


    My Site
  •  09-29-2006, 11:51 21216 in reply to 21160

    Re: Adaptive Cycle Toolkit plugin

    Hello All,

    I wanted to say hello to everyone and just type a quick message to everyone to let you know what the ACT product is. 

    First I would like to thank Patrick, Marilyn, Wabbit, everyone for all their hard work to making this forum a great place.  Although I do not post to much I often use it for its wealth of information.  It truly is a great place to exchange trading ideas and code.

    I work in New Business Development and I am in charge of adding the ACT to the lineup.  I am very excited about this product and there is a little confusion about what the product is and what is available.

    To give you a little story about how I found ACT last year when Marilyn still worked with us she told me about the company that developed ACT.  I sat right next to Marilyn and I miss her quite a bit.  She was always fun to work with, but since part of my job is to bring on new products she would send me referrals to people that had products that where good and one of those was Brad Ulrich of the Dynamic Market Labs. 

    I have to say that immediately I was excited about the product.  The work that he had done on ASI  and the ADSI was revolutionary and I truly believe this is a great product for sophisticated investors.  ASI is still available for free (you can also download the source code if you want.) The main problem I had with this product was that it was really a collection of indicators.  The indicators were really good, but it didn't have some of the things that would truly help beginning traders.  That is experts, systems, and scans.  So we went to work creating some systems built around Dr Ehlers trading methodologies that begininning traders could use with success. 

    The things that really excite me about the program are its something for everybody--our very sophisticated investors can utilize the John Ehlers tools in there trading and all of the functions.  This being said even new users to the program can use these really amazing tools to their advantage as well.

    John Ehlers really did a great job of taking some really complex mathematics and applying it to the trading markets.  Likewise I feel Brad Ulrich and Mike Burgess did a great job of taking those concepts and making them available for MetaStock users of most skill levels. 

    So the ACT product consists of really three components:

    ASI

    ADSI

    New trading methodologies to make it easier for beginning and intermediate traders.  Three of which were created by John Ehlers.

    I truly believe this is a great product and the thing that really excites me about it is I think what excites me about MetaStock.  With both products you can begin basic and as you build skill the program grows to meet those needs.  As you know ADSI until now has sold for $395.  If you would like to purchase the whole package you can buy it for just $295 with your MetaStock upgrade.

    I really hope that our Advanced users of MetaStock embrace this product.  From the beginning I have felt this would be a great product for you.  I have always felt that if I could find a product that would fit the needs of Basic, Intermediate, and Advanced users that I would be doing them a service.

    I am always open to suggestions for products you would like to see and anybody who has any comments, questions, concerns may contact me at jeffrey.gibby@reuters.com.

    I would just like to thank all the contributors here for there enthusiasm about technical analysis, our customers who put food on my table, and especially Marilyn and Patrick for giving us such a great resource.

     

     

     

  •  10-19-2006, 12:14 21552 in reply to 21216

    Re: Adaptive Cycle Toolkit plugin

    Here is a real world experience with ACT plugin. After hearing about it at a Metastock seminar I ordered it. Installed it, ran the exploration talked about at the seminar. (FAMA/MAMA)  Loaded 2000 stocks, it rejected 3.  Does not give buy/sell signals based on that days data.  Did the online support with Metastock tech support and was told they are not familiar with the product, I should contact the developers directly.  I did and have yet to receive a response from them.   First question, why would you release a product you can't support? Second question why should the customer have to scramble to get support?  Then I sent an email to the person who last posted, describing the problem and have not received a response.

    Anyone considering the ACT plug-in might want to consider this before ordering.
     
  •  10-19-2006, 13:32 21554 in reply to 21552

    Re: Adaptive Cycle Toolkit plugin

    There are many plug-ins that are not supported directly by Equis International.  However, if you are not getting feedback from their support please let us know and we will investigate the issue.  Knowing which email address you sent to, and which email address you were sending from will help in resolving this breakdown in communication.  If you prefer to give the information to us and not have it posted here, please contact support and we will look into this further.
  •  10-19-2006, 22:15 21562 in reply to 21552

    Re: Adaptive Cycle Toolkit plugin

    hey kffff .... i have no ties to equis or the adaptive cycle toolkit but do have the plugin  if your talking about the one from dynamic market labs....

    actually never installed it till tonite after reading your note a couple minutes ago.... i put it on v10 but the version shouldn't matter....

    the fama/mama exploration  gives both buys and sells for me on the s&p 500.....

    by 'Does not give buy/sell signals based on that days data  '  , what are you refering to .....are you perhaps setting a specific date for the exploration rather than allowing it to choose the most recent date available......  

    are you including a filter of any kind.... some other questions come to mind......  holler back if ya have the time and don't get it straight.....h

  •  10-20-2006, 9:13 21571 in reply to 21562

    Re: Adaptive Cycle Toolkit plugin

    Using most recent date. Running it like any other Meta exploration. It gives a 1.000 long or short but it does not give buy or sell based on market close data.  Does not help me to see a long or short on something that was generated two weeks ago.  I don't have the time to open every chart every night to see if a long or short signal has happened.


  •  10-20-2006, 19:25 21580 in reply to 21571

    Re: Adaptive Cycle Toolkit plugin

    hey kffff.... now i see what your refering to.... instead of a new buy it shows all open buys including any new ones today.... that is unusual....

    we would need to just add a couple more columns for those 2 new conditions.... similar to columns c and d below ....h

      
    Exploration notes A trend following strategy based on the crossover of 
     MAMA and FAMA. 
      
     This strategy does not enter into trades when the 
     market is noisy, which is determined by the 
     Signal-to-Noise Ratio (SNR).  The following two lines 
     can be changed to adjust the level to which the 
     strategy "stays out of the market": 
      
     LE:=Signal>0 AND SN > 9; 
     SE:=Signal<0 AND SN > 9; 
      
     Try replacing the constant, "9" with a lower number to 
     enter into more trades, and a higher number to stay out 
     of more trades.  However, be sure to change it in all 
     locations, both on the Highlights Tab and the Symbols 
     Tab. 
      
     ** DISCLAIMER ** - This tool is for not guarenteed for 
     accuracy or correctness of any kind, and is 
     experimental. 
      
    Col A: Long

      x:=ExtFml( "ADSI.MAMA_Cyber", MP(), .5, .05); 
     y:=ExtFml("ADSI.FAMA_Cyber",MP(),.5,.05,.5);  
     Signal := x - y; 
      
     LE:=Signal>0; 
     SE:=Signal<0; 
     LX:=0; 
     SX:=0; 
     B:= ExtFml("Forum.Latch",LE,LX,SE,SX); 
     B = 1 AND Ref(B,-1) <> 1 
    Col B: Short 

    x:=ExtFml( "ADSI.MAMA_Cyber", MP(), .5, .05); 
     y:=ExtFml("ADSI.FAMA_Cyber",MP(),.5,.05,.5);  
     Signal := x - y; 
      
     Signal<0; 


    Col C: new buy

     x:=ExtFml( "ADSI.MAMA_Cyber", MP(), .5, .05); 
     y:=ExtFml("ADSI.FAMA_Cyber",MP(),.5,.05,.5);  
     Signal := x - y; 
      
     signal>0 AND Ref(signal,-1)<=0 


    Col D: new sell 

    x:=ExtFml( "ADSI.MAMA_Cyber", MP(), .5, .05); 
     y:=ExtFml("ADSI.FAMA_Cyber",MP(),.5,.05,.5);  
     Signal := x - y; 
      
     signal<0 AND Ref(signal,-1)>=0 


      
    Filter enabled Yes 
    Periodicity Daily 
    Records required 2000 

  •  10-21-2006, 16:18 21589 in reply to 21580

    Re: Adaptive Cycle Toolkit plugin

    H - thanks for the response, I really appreciate it.  Tried adding what you had for Col C and Col D, but the result was the same for me, rejected 6 out of 2170.  Did you get a valid exploration just getting the long/short signals generated at Friday's close?

  •  10-22-2006, 7:03 21593 in reply to 21589

    Re: Adaptive Cycle Toolkit plugin

    hey mike....  yes mine works.... exploration returned that day new valid signals..... your probably not using a filter and those 6 not returned probaly have a msx dll error, data not available or something like that...

    to reduce the results down to minimun filter like, cola or colb or colc or cold , and to get just the new signals , filter just for ,  colc or cold.....

     

    but you know whats really wierd.... my mama fama exploration now returns proper new day signals even without my added columns.... and before mine listed all just like yours..... now i can't get it to not work no matter what.....

    possibly i was looking at the act mama fama (no noise) exploration before...?????.. really confused now...

    anyway, the extra codes for new signals on the no noise varity are added below.... the new buys will be in column c and new sells will be in colunm d..... h

     

      
    Exploration notes A trend following strategy based on the crossover of 
     MAMA and FAMA (no noise). 
      
    Col A: Long 

    periods2:= ExtFml( "ADSI.CyclePeriod",MP() ,.07 ,.1 
     ,1.1 ); 
     x:=ExtFml( "ADSI.MAMA_Cyber", MP(), .5, .05); 
     y:=ExtFml("ADSI.FAMA_Cyber",MP(),.5,.05,.5);  
     Signal := x - y; 
      
     SN := ExtFml( "ADSI.SNR",MP() ,periods2 ,.33); 
      
     Signal>0 AND SN > 9; 


    Col B: Short

     periods2:= ExtFml( "ADSI.CyclePeriod",MP() ,.07 ,.1 
     ,1.1 ); 
     x:=ExtFml( "ADSI.MAMA_Cyber", MP(), .5, .05); 
     y:=ExtFml("ADSI.FAMA_Cyber",MP(),.5,.05,.5);  
     Signal := x - y; 
      
     SN := ExtFml( "ADSI.SNR",MP() ,periods2 ,.33); 
      
     Signal<0; 


    Col C: new buy 

    periods2:= ExtFml( "ADSI.CyclePeriod",MP() ,.07 ,.1 
     ,1.1 ); 
     x:=ExtFml( "ADSI.MAMA_Cyber", MP(), .5, .05); 
     y:=ExtFml("ADSI.FAMA_Cyber",MP(),.5,.05,.5);  
     Signal := x - y; 
      
     SN := ExtFml( "ADSI.SNR",MP() ,periods2 ,.33); 
      
     a:=Signal>0 AND SN > 9; 
     a=1 AND Ref(a,-1)=0; 


    Col D: new sell 

    periods2:= ExtFml( "ADSI.CyclePeriod",MP() ,.07 ,.1 
     ,1.1 ); 
     x:=ExtFml( "ADSI.MAMA_Cyber", MP(), .5, .05); 
     y:=ExtFml("ADSI.FAMA_Cyber",MP(),.5,.05,.5);  
     Signal := x - y; 
      
     SN := ExtFml( "ADSI.SNR",MP() ,periods2 ,.33); 
      
     Signal<0 AND Ref(signal,-1)>0; 


    Filter colA OR colB OR colC OR colD 
      
    Filter enabled Yes 
    Periodicity Daily 
    Records required 2000 

  •  10-23-2006, 8:37 21603 in reply to 21593

    Re: Adaptive Cycle Toolkit plugin

    H - Added the filter, thanks. This time the exploration rejected 485 out of 2174 so a little better.  Went through ColC and ColD for new buy and sells, many were valid but still getting a bunch that were neither buy or sell.  Are you getting the same result?


  •  10-24-2006, 14:06 21622 in reply to 21603

    Re: Adaptive Cycle Toolkit plugin

    hey kfff... not sure which one your talking about, the mamafama or the no noise version....

    sometimes there will be securities returned that do not belong.... most often its due to needing more records loaded.... one way to double check would be to run the exploration with 2 extra columns, one containing todays signal value and another containing yesterdays..... then we can see if the number went from positive to negative, or viceversa, which would indicate a cross....

    column a and b below are the plugins codes...

    column c and d are the signal values...

    column e and f should be new buys and sells...

    try those and see it there are still some securities that are included incorrectly..... to further reduce the returned results, temporarily filter for just columns e,and f......h

     

      
      
    Col A: Long

     x:=ExtFml( "ADSI.MAMA_Cyber", MP(), .5, .05); 
     y:=ExtFml("ADSI.FAMA_Cyber",MP(),.5,.05,.5);  
     Signal := x - y; 
      
     LE:=Signal>0; 
     SE:=Signal<0; 
     LX:=0; 
     SX:=0; 
     B:= ExtFml("Forum.Latch",LE,LX,SE,SX); 
     B = 1 AND Ref(B,-1) <> 1 


    Col B: Short

     x:=ExtFml( "ADSI.MAMA_Cyber", MP(), .5, .05); 
     y:=ExtFml("ADSI.FAMA_Cyber",MP(),.5,.05,.5);  
     Signal := x - y; 
      
     Signal<0; 


    Col C: todays signal value

    x:=ExtFml( "ADSI.MAMA_Cyber", MP(), .5, .05); 
     y:=ExtFml("ADSI.FAMA_Cyber",MP(),.5,.05,.5);  
     Signal := x - y; 
     signal; 


    Col D: yesterdays signal value

     x:=ExtFml( "ADSI.MAMA_Cyber", MP(), .5, .05); 
     y:=ExtFml("ADSI.FAMA_Cyber",MP(),.5,.05,.5);  
     Signal := x - y; 
     Ref(signal,-1); 


    Col E: new buy 

    x:=ExtFml( "ADSI.MAMA_Cyber", MP(), .5, .05); 
     y:=ExtFml("ADSI.FAMA_Cyber",MP(),.5,.05,.5);  
     Signal := x - y; 
      
     Cross(x,y); 


    Col F: new sell 

    x:=ExtFml( "ADSI.MAMA_Cyber", MP(), .5, .05); 
     y:=ExtFml("ADSI.FAMA_Cyber",MP(),.5,.05,.5);  
     Signal := x - y; 
      
     Cross(y,x); 


    Filter colA OR colB OR colE OR colF 
      
    Filter enabled Yes 
    Periodicity Daily 
    Records required 2000 

  •  10-25-2006, 9:13 21634 in reply to 21622

    Re: Adaptive Cycle Toolkit plugin

    Hayseed - running the no noise MAMA/FAMA.  Did the filter for ColE and ColF and results were a dramatic improvement.  Just about every stock listed in new buy/sell was a signal for that day.  Just a handfull were not.  And the exploration rejected 94% to begin with.

    Are you running the no noise MAMA/FAMA?

    Thanks again for the help, now lets see if we get some good trades out of this.


  •  10-25-2006, 21:25 21645 in reply to 21634

    Re: Adaptive Cycle Toolkit plugin

    hey kffff.... both.... i had combined them both along with the adaptive ema into a single exploration.... then we can see a differing signals at a glance....h
  •  10-27-2006, 17:26 21698 in reply to 21645

    Re: Adaptive Cycle Toolkit plugin

    Hayseed - what seems to be happening now is I get valid signals on the longs but when I open short/sell signals I get just as many "sell" as "buy exit" signals.  This happening for you?

  •  08-09-2007, 14:31 24975 in reply to 21151

    Re: Adaptive Cycle Toolkit plugin

    My experience with all the moving averages based on asi.dll or forum.dll, etc, end up with explorer rejecting huge numbers in unpredictable ways... Mostly saying a problem with a floating point error.  I ended up having to remove anything in my custom indicators that used the variable period input moving average function. Other variable functions, such a HHV, do not seem to cause this problem.  Geo
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