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    Strategy Parameters 2 Min CL PDF

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    AndreyBobrov
    The document contains over 500 parameters for a trading system broken into sections for indicator settings, trigger conditions, entry filters, same direction reset conditions, exits, and trade sizes. The parameters control things like indicator lengths, entry filter requirements, stop loss and take profit levels, and position sizing. The level of customization shown by the large number of adjustable parameters indicates this is a complex, highly parameterized trading system.

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    Strategy Parameters 2 Min CL PDF

    Uploaded by

    AndreyBobrov
    44 views4 pages
    The document contains over 500 parameters for a trading system broken into sections for indicator settings, trigger conditions, entry filters, same direction reset conditions, exits, and trade sizes. The parameters control things like indicator lengths, entry filter requirements, stop loss and take profit levels, and position sizing. The level of customization shown by the large number of adjustable parameters indicates this is a complex, highly parameterized trading system.

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    Strategy Parameters 2 min CL.pdf

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    The document contains over 500 parameters for a trading system broken into sections for indicator settings, trigger conditions, entry filters, same direction reset conditions, exits, and trade sizes. The parameters control things like indicator lengths, entry filter requirements, stop loss and take profit levels, and position sizing. The level of customization shown by the large number of adjustable parameters indicates this is a complex, highly parameterized trading system.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as pdf or txt
    44 views4 pages

    Strategy Parameters 2 Min CL PDF

    Uploaded by

    AndreyBobrov
    The document contains over 500 parameters for a trading system broken into sections for indicator settings, trigger conditions, entry filters, same direction reset conditions, exits, and trade sizes. The parameters control things like indicator lengths, entry filter requirements, stop loss and take profit levels, and position sizing. The level of customization shown by the large number of adjustable parameters indicates this is a complex, highly parameterized trading system.

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    of 4

    Parameters CL 2 Minute Chart

    1/6/2012
    UseControlPanel True or False
    ControlPanelName
    Parameters 1-Indicator Settings
    P101ScoreCardThreshold 5
    P102EBandsLinRegLength 21
    P103EBandsSmoothingLength 12
    Bollinger Price close
    Bollinger Length 12
    P105BollingerDevsUp 0.9
    P106BollingerDevsDn 0.9
    P107Pivot2TrendChangeTicks 2
    P108SnapbackLenDPO 8
    P109SnapbackLen1 8
    P110SnapbackLen2 16
    P111SnapbackLen3 3
    P113VRLength 10
    P114VRMALength 12
    P115VSLength 10
    P116MACDFastLength 12
    P117MACDSlowLength 26
    P118MACDLength 9
    P119StochLength 14
    P120StochSmoothingLength1 3
    P121StochSmoothingLength2 3
    P122RSILength 14
    P123CCILength 14
    P124FilterBBLength 20
    P125ADXLength 14
    P126FastMALength 20
    P127SlowMALength 50
    P128Trend2ChannelLength1 50
    P129Trend2ChannelLength2 13
    P130Trend2Length1 5
    P131MWAP1Length 1
    P132MWAP2Length 4
    Parameters 2-Trigger Conditions
    P201TriggerScoreCardColor 1
    P202TriggerScoreCardNoColor
    P203TriggerBollinger
    P204TriggerEBandCenter
    P205TriggerEBandExtreme
    P206 TriggerEBandReturn
    P207 TriggerEBandReturnBars
    P208TriggerAutoStop
    P209TriggerCycleDir
    P210TriggerKPA900
    P211TriggerSBWMA
    P212TriggerSBPrev
    P213TriggerPrevWMA
    P214TriggerVSWMA
    P215TriggerTriggerLine
    P216TriggerMedium
    P217AllowReversal 1
    P218EntryType 0
    P219EntryOffsetTicks 0
    P220AllowContinuation 0
    Parameters 3.01- Entry Filters-Overall
    P30101StartTime1 800
    P30102EndTime1 1200
    P30103UseFlatTime1 True
    P30104FlatTime1 1205
    P30105StartTime2 0
    P30106EndTime2 0
    P30107UseFlatTime2 FALSE
    P30108FlatTime2 0
    P30109AllowLong 1
    P30110AllowShort 1
    P30111VerifyBars 0
    P30112EntryFilterMaxBars 3
    P30113MaxBuySellCycleBars 3
    Parameters 3.02-Entry Filters-Bar
    P30201RequireBarDirection 1
    P30202RequireBarDirectionPercent 0
    P30203MinBarRangePercent 70
    P30204MaxBarRangePercent 100
    Parameters 3.03-Entry Filters-Pivot2Trend
    P30301RequirePivot2Trend 0
    Parameters 3.04-Entry Filters-Pivot2Color
    P30401RequirePivot2Color 1
    P30402Pivot2ColorTrendChangeTicks 2
    P30403MaxTradesPerPivot 1
    P30404RequirePivot2ColorSR 1
    P30405MaxSRBars 6
    Parameters 3.05-Entry Filters-SnapBack
    P30501RequireSnapbackRedBlue 1
    Parameters 3.06-Entry Filters-Medium
    P30601RequireMediumRedBlue
    P30602RequireMediumOutsideMA
    P30603RequireMediumInsideMA
    Parameters 3.07-Entry Filters-Fast2
    P30701RequireFast2RedBlue 1
    Parameters 3.08-Entry Filters-VS
    P30801RequireVSRedBlue
    P30802RequireVSRedBlueYellow
    Parameters 3.09-Entry Filters-TriggerLineVMA
    P30901RequireTriggerLineVMA
    Parameters 3.10-Entry Filters-MACD
    P31001RequireMACD 0
    P31002RequireMACDSign 0
    P31003RequireMACDSlope 0
    P31004RequireMACDBias 0
    Parameters 3.11-Entry Filters-Stochastic
    P31101RequireStoch 0
    P31102RequireStochBias 0
    P31103RequireStochFastSlope 0
    P31104RequireStochSlowSlope 0
    P31105RequireStochFastRange 0
    P31106StochFastRangeMin 0
    P31107StochFastRangeMax 100
    P31108RequireStochSlowRange 0
    P31109StochSlowRangeMin 0
    P31110StochSlowRangeMax 100
    Parameters 3.12-Entry Filters-RSI
    P31201RequireRSI 0
    P31202RequireRSISlope 0
    P31203RequireRSIRange 0
    P31204RSIRangeMin 0
    P31205RSIRangeMax 100
    Parameters 3.13-Entry Filters-CCI
    P31301RequireCCI 0
    P31302RequireCCISlope 0
    P31303RequireCCIRange 0
    P31305CCIRangeMax 500
    P313204CCIRangeMin 0
    Parameters 3.14-Entry Filters-BB
    P31401RequireBBEntryFilter 0
    P31402FilterBBMinDevs -5
    P31403FilterBBMaxDevs 5
    Parameters 3.15-Entry Filters-ADX
    P31501RequireADXRange 0
    P31502ADXRangeMin 0
    P31503ADXRangeMax 100
    Parameters 3.16-Entry Filters-New Up/Down
    P31601RequireNewUpDown 1
    Parameters 3.17-Entry Filters-Moving Averages
    P31701RequireMA 0
    P31702RequirePriceFastMA 0
    P31703RequirePriceSlowMA 0
    P31704RequireFastMASlope 0
    P31705RequireSlowMASlope 0
    P31706RequireFastSlowBias 0
    Parameters 3.18-Entry Filters-Ebands
    P31801RequireEBandExtreme
    P31802EBandExtremeTicks
    P31803EBandReturnTicks
    Parameters 3.19-Entry Filters-TriggerLine
    P31901RequireTriggerLineMid
    P31902RequireTLAutoSto 1
    P31903RequireTLVMAAutoStop
    P31904RequireCloseTLVMA
    Parameters 3.20-Entry Filters-Mrange
    P32001RequireMRange
    Parameters 3.21-Entry Filters-Trend2
    P32101RequireTrend2 1
    Parameters 3.22-Entry Filters-MWAP
    P32201RequireMWAP1
    P32202RequireMWAP2
    Parameters 4-Same Dir Reset Conditions
    P401ResetColorChange
    P402ResetMidline
    P403ResetAutoStop
    Parameters 5-Exits
    P501InitialStopTicks 18
    P502InitialTargetTicks 11
    P503SecondStopTicks
    P504SecondTargetTicks
    P505TrailTicks
    P506TrailFloorTicks
    P507TimeExitBars
    P508InitialTriggerLineVMAExit
    P509SecondTriggerLineVMAExit
    P510InitialAutoStopExit
    P511SecondAutoStopExit
    P512EBandExitTicks
    P513EBandExit
    P514ExitTriggerLine
    P515InitialFast2Exit
    P516SecondFast2Exit
    Parameters 6-Trade Sizes
    P601EntrySize 1
    P602InitialTargetSize 1
    Historical Fill Processing
    Liberal

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