Author Topic: Up/Down Trend graph line function maths / variable  (Read 1283 times)

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Up/Down Trend graph line function maths / variable
« on: Mon, 11 January, 2016, 23:34 »
 I've just rekindled a long lost interest in X-Feeder and I recall I never got an answer to the below question from way back in Dec 2013!  :( So here it is again:

"Hi, what is the formula behind the up/down trend line as shown on the "Change of Total Won/Lost over time" graph?" (See attachment)

I want to replicate it using a user variable.  Or better still, make it available as a X-Feeder variable that I can access in a trigger.

regards

Wez

 

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Re: Up/Down Trend graph line function maths / variable
« Reply #1 on: Tue, 12 January, 2016, 00:43 »
I think I've just sussed it - 0.1 EMA function?

Funny what a break of +3 years does!

Wez

  • Tim Vetrov
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Re: Up/Down Trend graph line function maths / variable
« Reply #2 on: Tue, 12 January, 2016, 08:34 »
It's "channel_trend" trigger variable.
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Re: Up/Down Trend graph line function maths / variable
« Reply #3 on: Tue, 12 January, 2016, 22:22 »
Hi Tim,

thanks for the reply but I have to disagree  :o

The trend variable can only have a value of +/- 1.
The grey trend line on the "Change of Total Won/Lost over time" chart/grpah clearly follows the balance which is greater than +/- 1 (or any other value between 1 and -1).

So whilst I appreciate the trend variable is affected by the last amount won/lost (I would be very interested in how that viarable is calcualted by the way), it doesn't follow/track the balance (real or test).

I managed to recreate the look of the grey line on the chart in excel using an EMA formula.  I don't know what I did different this time around to what I attempted 3 years ago but who carres, I now know how to recreate it using a User variable  ;D

regards

Wez

  • Tim Vetrov
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Re: Up/Down Trend graph line function maths / variable
« Reply #4 on: Wed, 13 January, 2016, 10:58 »
I disagree back ;)
Quote
Returns the numerical value of the channel's P/L Trend. It can be a number from -1.0 to 1.0 (e.g 0.10, -0.45, 0.24, -0.99).
As the trend descends, like in the square area coloured in pink, channel_trend returns a negative value. The steeper is the line, the closer is this value to -1.0.
If a trend starts ascending, like in the green area, channel_trend gains a positive value. The bigger is the growth, the closer this value is to 1.0.
If the trend doesn't grow or fall down (i.e. if P/L is not changing), this variable will return 0.0.

How to use this variable
The trend smoothes the irregular change of P/L over time, so using this variable you can tell whether you are on a wining or losing streak. This can be important if you want to change your tactics once you've started winning or losing. The value of the variable tells you how rapidly the P/L is changing.
Example:
Code: [Select]
Trigger Expression channel_trend is less than -0.6Checks whether you are losing money at a speed of 0.6. The value of -0.6 corresponds with a trend showed below:
Please note: channel_trend can be positive even if the current P/L is less than 0. It reflects the dynamics of P/L, not its current state.
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Re: Up/Down Trend graph line function maths / variable
« Reply #5 on: Sat, 06 February, 2016, 15:28 »
Tim,
can this trend variable be used to tell, the bot to bet or not bet in auto-trade type mode, depending on where the actual P/L (real or simulated) is in relation to the predetermined trend line Simple or Exponential  MA value?


I would like to be able to decide what the moving average should be for the trend line, and then the bot is then set to bet when actual (or simulated) P/L line is above the trend line (by the number of points I decide), and not bet when the actual P/L line moves under the trend line. This could get rid of the plummet in trading when the trend of the Poker game is in a downward spiral, as it does periodically over a day, and bet when it is in the upward arc.


Ideally this would be able to be used in sim mode (so it can be tested and tweaked)or live mode.


I hope this makes sense?