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MN_investment_research
26 Posts
Posted - 01/10/2013 14:09:51    
quote:
Originally posted by MomentumTrader
Have these strategies been optimized?


The last 2 strategies were run through a walk-forward optimizer.
MN_investment_research
26 Posts
Posted - 01/10/2013 14:12:09    
All existing users: if you haven't already done so, please upgrade to PivotBuilder trading framework v1.6. The upgrade is free, and features a new moving average type - Hull.
MN_investment_research
26 Posts
Posted - 01/10/2013 14:21:26    
PivotBuilder v1.6 is an incremental but significant update to the trading suite. As previously mentioned, the main new feature is inclusion of the Hull moving average type - available in each of the 8 line configuration sections (7 pivots + Trigger).

Below are some screenshots of PivotBuilder's Indicator add-on. Naturally, HMA is also available in strategy, showme, and function (API) add-ons as well.

TradeStation Example: E-mini (@ES) 1-minute, all lines set to Hull MA, varying lengths (Trigger = 5, Pivots = 75-500), Volatility applied



MultiCharts Example: Euro/US Dollar (EURUSD) 121-tick, all lines set to Hull MA, varying lengths (Trigger = 5, Pivots = 75-500), Volatility applied



Using HMA: locate the MA.Type parameter for a desired pivot line and change it to 4. Recall: 0 (Simple – default), 1 (Exponential), 2 (Weighted), 3 (Triangular).

More information on PivotBuilder v1.6 can be found here: http://mnikolic.com/announcements/pivotbuilder-v1-6-released-feat-hull-ma-t-571.html

Marko Nikolic
MN_investment_research
26 Posts
Posted - 03/13/2013 23:17:17    
PivotBuilder Personal Trading Suite v1.7 introduces 2 major, user-requested features: a signal filter, and custom, pivot-specific position sizing. Both features are specific to the 4 included strategy (called signals in MultiCharts) add-ons: Long Entry (LE), Short Entry (SE), Long Exit (LX), and Short Exit (SX).

The ES (e-mini S&P500 futures) screenshot below demonstrates both of the new features. The Indicator add-on was added solely as a visual aid - with only 2 (out of possible 7) pivots active for the sake of simplicity. The third, green line, is the Trigger line.



All 4 strategy add-ons have the Stop Order Filter active, with Stop.Value set to 0.10. In plain English, we want:
  • Long entry (LE) signals where Trigger line (green) crosses over Pivot1 (blue) AND where price exceeds the Trigger line by at least 10 cents.

  • Short entry (SE) signals where Trigger line (green) crosses under Pivot1 (blue) AND where price is lower than Trigger line by at least 10 cents.

  • Long exit (LX) signals where Trigger line (green) crosses under Pivot6 (yellow) AND where price is lower than Trigger line by at least 10 cents.

  • Short exit (SX) signals where Trigger line (green) crosses over Pivot6 (yellow) AND where price exceeds the Trigger line by at least 10 cents.

MN_investment_research
26 Posts
Posted - 03/14/2013 09:39:45    
More on new features:

STOP ORDER FILTER

This feature was added to improve PivotBuilder's performance during times of extreme price consolidation (think tight channels, triangles, wedges).

The filter can be activated and controlled within each of the 7 pivot lines using 2 new parameters: Use.Stop.Order.Filter and Stop.Value. The first parameter activates it, while the second controls the degree of filtering.


FLEXIBLE ORDER SIZING

This feature was added to provide PivotBuilder users with greater flexibility in order management. PivotBuilder's custom position sizing, controlled by the Position.Size parameter (found in each of the 7 pivot configuration sections), allows users to specify the number of units, contracts, or shares they would like to buy, sell, or cover for INDIVIDUAL pivot level interactions.

Full details and a tutorial can be found on the PIVOTBUILDER v1.7 RELEASE PAGE.

All existing customers can download the new version from the DOWNLOAD PAGE.
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