Well, there’s another side of this coin, too. You have not only decades of coding experience, but decades of trading experience as well and there’s a lot to be said for that. Like a seasoned programmer that can cut to the chase and write the smallest, simplest code to get even complex jobs done, I can see that you know what you’re looking at on the trading charts and price action and dialing it down to the bare essentials to make things fly.
I don’t know how long it would’ve taken me to realize that working with uncompressed data, one can still generate moving averages, RSI’s, and so forth that hold water just as much as when generated off the compressed data of a candle stick chart. That, to me, was an eye opener and probably one of the biggest takeaway I got from your shared code. above.
Another example is how I came to implement Ehler’s dominant cycle in order to know what the cycle lengths were whereas you had the much, much simpler solution of measuring iterations between ST and MT crossings to derive the proper settings. And who knows where 4xST for MT and 6xMT for LT came from, other than brute force testing to find the optimal settings there. Even classier, is the 9 bar average vs current value trick to figure out bias on the MA’s.
I would say you have very little competition because you have skills and the chops in this arena to absolutely crush it. Even though you’ve shared much above, there are still missing components – like incorporating volume data into the decision matrix, for example.
That’s just to say, there’s still much to learn and I, for one, hope you keep on sharing and look forward to your next installment. Every day, I’m building; I’m testing; I’m continuing to learn much about modeling price action successfully and automating the trades against those patterns.