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DMA (Displaced Moving Average)


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  #11 (permalink)
 
brydubtrade's Avatar
 brydubtrade 
London UK
 
Experience: Intermediate
Platform: VK (Futures) & TS (FX)
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Hi anagami & cory

thanks for the information you gave here, all appreciated. I shall be digging deeper into using DMA's for the non-range trade setups... seems it has some legs indeed..!

I shall update when I have played a bit more and got some settings/timeframes that seem to work for me.

Again many thanks
Bry

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  #12 (permalink)
 
Anagami's Avatar
 Anagami 
Bangkok, Thailand
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brydubtrade View Post
Hi anagami & cory

thanks for the information you gave here, all appreciated. I shall be digging deeper into using DMA's for the non-range trade setups... seems it has some legs indeed..!

I shall update when I have played a bit more and got some settings/timeframes that seem to work for me.

Again many thanks
Bry

Yah, you're welcome. If you end up trading with it, post some trades.

You are never in the wrong place... but sometimes you are in the right place looking at things in the wrong way.
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  #13 (permalink)
 
brydubtrade's Avatar
 brydubtrade 
London UK
 
Experience: Intermediate
Platform: VK (Futures) & TS (FX)
Broker: Vankar + DTN.IQFeed (moved from Bloomberg)
Trading: Futures - Indices, Energy, Metals, Currencies (starting to look at some softs)
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hi guys

just a quick update as I haven't abandoned this thread, I just decided to take a whole summer break and only just back...
I shall be looking again at the DMA and will post some trades if I use..

Thanks again
Bry

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  #14 (permalink)
 
MWinfrey's Avatar
 MWinfrey 
Lubbock TX
 
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I have a strategy built on nothing but a displaced moving average. It's doing pretty well overall. It isn't as good as my other 2 strategies but it's working. I'm using it on CL with a 4 tick BetterRenko chart. I settled on an EMA(SMA(Median, 45),34) with a displacement of +6 bars. It's a stop and reverse system where the entries are the cross of the 2 moving averages. I did a lot of testing to come up with those settings for the period I trade but they are working. I haven't tried the way @perryg described but will do so.

By the way, I like using Median pricetype because it smooths the line a bit.

Mike

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  #15 (permalink)
 
brydubtrade's Avatar
 brydubtrade 
London UK
 
Experience: Intermediate
Platform: VK (Futures) & TS (FX)
Broker: Vankar + DTN.IQFeed (moved from Bloomberg)
Trading: Futures - Indices, Energy, Metals, Currencies (starting to look at some softs)
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Hi MWinfrey

Thanks, sounds like you tested a fair amount to get those settings - Do those settings apply on any timeframe?

Cheers
Bry

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  #16 (permalink)
 
MWinfrey's Avatar
 MWinfrey 
Lubbock TX
 
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brydubtrade View Post
Hi MWinfrey

Thanks, sounds like you tested a fair amount to get those settings - Do those settings apply on any timeframe?

Cheers
Bry

not necessarily...As you said I've done a fair amount of testing to get those settings for a 4 tick betterrenko brick. I spent no time testing other size bricks because I use the 4 tick brick almost exclusively. Just so you know, I tested over 2 years of historic data and almost 2000 trades to come up with those settings. Also, variations of those settings work as well. I don't remember what those settings are but I remember there is a relatively wide range of settings that work.

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  #17 (permalink)
 
brydubtrade's Avatar
 brydubtrade 
London UK
 
Experience: Intermediate
Platform: VK (Futures) & TS (FX)
Broker: Vankar + DTN.IQFeed (moved from Bloomberg)
Trading: Futures - Indices, Energy, Metals, Currencies (starting to look at some softs)
Posts: 18 since Jun 2012
Thanks Given: 32
Thanks Received: 10

thanks for sharing your hard effort, it is so much appreciated.

I shall test some more (once my main trading workstation is back online [that and my backup machine both blew-up this week so I am currently waiting on a replacement which is delayed..!])...

Thanks again
Bry

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  #18 (permalink)
 
MWinfrey's Avatar
 MWinfrey 
Lubbock TX
 
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brydubtrade View Post
thanks for sharing your hard effort, it is so much appreciated.

I shall test some more (once my main trading workstation is back online [that and my backup machine both blew-up this week so I am currently waiting on a replacement which is delayed..!])...

Thanks again
Bry

You're welcome...Also, I think I failed to make this clear. I tested for the times that I trade which are 8-11 am central time for CL. I only trade those times because that's what I personally want to do. Thought I'd mention that because CL outside of those times CL behaves differently.

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  #19 (permalink)
 
brydubtrade's Avatar
 brydubtrade 
London UK
 
Experience: Intermediate
Platform: VK (Futures) & TS (FX)
Broker: Vankar + DTN.IQFeed (moved from Bloomberg)
Trading: Futures - Indices, Energy, Metals, Currencies (starting to look at some softs)
Posts: 18 since Jun 2012
Thanks Given: 32
Thanks Received: 10

thanks for that...

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  #20 (permalink)
 
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 TempletonPeck 
Germany
 
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MWinfrey View Post
I have a strategy built on nothing but a displaced moving average. It's doing pretty well overall. It isn't as good as my other 2 strategies but it's working. I'm using it on CL with a 4 tick BetterRenko chart. I settled on an EMA(SMA(Median, 45),34) with a displacement of +6 bars. It's a stop and reverse system where the entries are the cross of the 2 moving averages. I did a lot of testing to come up with those settings for the period I trade but they are working. I haven't tried the way @perryg described but will do so.

By the way, I like using Median pricetype because it smooths the line a bit.

Mike

Just for clarification: Is this the way you set it up?

Thanks for sharing!



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Last Updated on September 20, 2012


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