D_DSP (Detrended Synthetic Price) Strategy 2 Backtest

E-mini S&P 500 FuturesCME

描述

⋅ 2017年3月20日早上2點40分

Detrended Synthetic Price is a function that is in phase with the
dominant cycle of real price data. This DSP is computed by subtracting
a half-cycle exponential moving average (EMA) from the quarter cycle
exponential moving average.
See "MESA and Trading Market Cycles" by John Ehlers pages 64 - 70.

You can change long to short in the Input Settings
Please, use it only for learning or paper trading. Do not for real trading.

評論

soulstar

⋅ 2020年6月25日早上7點12分

sir, hpotter , how to use this script in currency pair? in currency pair this script not give signal

HPotter

⋅ 2020年6月25日下午5點07分

@soulstar, I do not know. You should to test it.

soulstar

⋅ 2020年11月23日早上7點44分

@HPotter, sir why this script not give signal in forex pair

HPotter

⋅ 2020年11月26日下午2點40分

@soulstar, Try to change inputs.

shahidabbas

⋅ 2020年6月22日晚上6點45分

I cannot understand two points here :
1: Detrended Synthetic Price is a function that is in phase with the dominant cycle of real price data.
2: You can change long to short in the Input Settings

soulstar

⋅ 2020年6月13日早上6點19分

this is repain?

HPotter

⋅ 2020年6月15日早上6點29分

@soulstar, I think - yes

soulstar

⋅ 2020年6月17日早上6點50分

@HPotter, sir, i try this script many instrument but this script no repaint
sir, how to use this script in forex currency pair?

kchannar

⋅ 2017年3月21日上午11點19分

Hi

I'm not getting the Buy/Sell arows. Tried different assets

HPotter

⋅ 2017年3月21日中午12點26分

@kchannar, You can see on the indicator chart. And if chart do not made correlation around zeroo then signals can be ignored. Also watch a max values of correlation and to change inputs for your levels.