The purpose of this posting is as follows:
a) demonstrate our use of Chaos Hunter as we apply it to an intra-day scalping strategy for the ES;
b) generate interest and possibly gain support from other forum members;
c) collaboration with the objective of designing a better predictive algorithms; better money management & risk rules.
Notes:
d) BEFORE YOU LOAD THE ELD files, please view the screen shots for the ELD Files. If you have Functions with the same names, importing the file may lead to over-writing.
e) Before you try to demo the strategy, please open the Strategy txt file and read our notes.
f) We encourage forum members to trade this strategy only in simulation mode.
Loading instructions:
g) Import functions. The Locked function is the Haar Wavelet and it will expire on 12/25/10 rendering itself and the strategy unusable. {If we collaborate, we're happy to extend this time frame or we may elect to give you the indicator.}
h) Cut and Paste the strategy into a new strategy. Please use NWA_ES_R3.(Thanks)
i) From the screen shots, please follow the setup with particular attention to the DATE RANGE for the data set. The date range is important because variables are initialized in the strategy by a start bar. First bar = 09/26/2010 18:05 EST.
We hope you enjoy the strategy; we'll endeavor to post more in the future.
We would appreciate your comments and questions.
RANGER(Tango_25) & ZACHARYDW00