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Formula to code conversion.

  • #1
  • First Post: Dec 13, 2007 11:49am Dec 13, 2007 11:49am
Im really stuck i have a formula i am trying to convert to indicators.

1st one is this

m1*(x1+m2)^(x2^m3)/(sin(x3))^m4;

except mt4 complains operand ^ i think is exclusive XOR is only for integers. How can i change this formula or rewrite the code to MQL?

i have another i need to do too

m1*x1^m2+m3*x2^m4+m5*x1^x2+x3^m6+x1*x2*x3*m7;
  • #2
  • Dec 13, 2007 12:25pm Dec 13, 2007 12:25pm
Hi Bolt,

I am not familiar with ^.

Can you post a simple sample equation using ^ and real numbers along with its result?

I read in the MetaEditor help file and it does specify that ^ only works with integers.

Regards,
lucidlamp
  • #3
  • Dec 13, 2007 12:47pm Dec 13, 2007 12:47pm
Quoting lucidlamp
Hi Bolt,

I am not familiar with ^.

Can you post a simple sample equation using ^ and real numbers along with its result?

I read in the MetaEditor help file and it does specify that ^ only works with integers.

Regards,
lucidlamp

Power x^y The Power operator returns the value of x raised to the power y.
  • #4
  • Dec 13, 2007 4:30pm Dec 13, 2007 4:30pm
Quoting Bolt
Im really stuck i have a formula i am trying to convert to indicators.

1st one is this

m1*(x1+m2)^(x2^m3)/(sin(x3))^m4;

except mt4 complains operand ^ i think is exclusive XOR is only for integers. How can i change this formula or rewrite the code to MQL?
MathPower(MathPower(m1*(x1+m2),(x2^m3))/(sin(x3)),m4);

in short... x^y ----> MathPower(x,y)
  • #5
  • Dec 13, 2007 5:15pm Dec 13, 2007 5:15pm
Hi,

Why does:

Print(2^2);

return:

0

Regards,
lucidlamp
  • #6
  • Dec 15, 2007 12:42am Dec 15, 2007 12:42am
Quoting pippero
MathPower(MathPower(m1*(x1+m2),(x2^m3))/(sin(x3)),m4);

in short... x^y ----> MathPower(x,y)
Pippero thankyou for throwing some light on this to use MathPow it makes sense to do so but math is not my strong point LOL

I been trying to fully convert this formula so that MT is happy but still im struggling. Please can you or anyone else rewrite this formula fully into a MathPow expression instead of the ^ operand.

YData=m1*(x1+m2)^(x2^m3)/(sin(x3))^m4;
  • #7
  • Dec 15, 2007 1:14am Dec 15, 2007 1:14am
Quoting Bolt
Pippero thankyou for throwing some light on this to use MathPow it makes sense to do so but math is not my strong point LOL

I been trying to fully convert this formula so that MT is happy but still im struggling. Please can you or anyone else rewrite this formula fully into a
MathPow expression instead of the ^ operand.

YData=m1*(x1+m2)^(x2^m3)/(sin(x3))^m4;
to do this you should breakdown the formula into smaller part; then build it backup

--- breakdown ------------------
part0 = m1;
part1 = x1 + m2;
part2 = MathPower(x2, m3);
part3 = MathSin(x3);
part4 = m4;

YData = part0 * MathPower(part1, part2) / MathPower(part3, part4);

--- buildup ---------------------
YData = m1 * MathPower(x1 + m2, MathPower(x2, m3)) / MathPower( MathSin(x3), m4);
  • #8
  • Dec 15, 2007 1:19am Dec 15, 2007 1:19am
mpurdy1973 Thankyou for the very fast reply! I will try this now and see what happens. Many thanks.
  • #9
  • Dec 15, 2007 3:00am Dec 15, 2007 3:00am
OK im getting close the indicator will clear of errors now but the number of bars loaded needs to be limited to say 100 of someone can help me fix this.

DO NOT attempt to load up this indicator with having bars limit fixed otherwise your PC will lockup or crash!

This is a very special time series regression indicator once i can get it working properly is should prove useful.

//+------------------------------------------------------------------+
//| PSO.mq4 | copyright Bolt Systems 2007
//| Copyright 2007, MetaQuotes Software Corp. |
//| Forex Trading Software: Forex Trading Platform MetaTrader 4 |
//+------------------------------------------------------------------+
#property copyright "Copyright 2007, MetaQuotes Software Corp."
#property link "http://www.metaquotes.net"

#property indicator_chart_window
#property indicator_buffers 1
#property indicator_color1 Red
//---- input parameters


extern int lag =1; //try other lags ie 2 to 5

//WARNING DONT TRY TO USE UNLESS BARS LIMIT LOADED HAS BEEN CHANGED OTHERWISE YOUR PC WILL CRASH!

//For use on 1 hour euro chart only.
//Anything else has not been modelled! The wights are good for about 30 days without retraining.

//time regression wieghts

extern double m1= 0.946810686;
extern double m2= 0.06926630268;
extern double m3= 0.05131711951;
extern double m4= -0.03569052383;

//---- buffers
double out[];


//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
//---- indicators
IndicatorBuffers(1);
SetIndexStyle(0,DRAW_LINE);
SetIndexBuffer(0,out);
SetIndexLabel(0,"out");
//----
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
//----

//----
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int start()
{
//----

for(int i = 0 ;i <=i<Bars;i++)



{
out[i]= m1*MathPow((iOpen(NULL,0,i+lag)+m2),MathPow(iHigh(NULL,0,i+lag),m3))/ MathPow (MathSin(iLow(NULL,0,i+lag)),m4);
}



return(0);
}


//+------------------------------------------------------------------+

  • #10
  • Dec 15, 2007 4:09am Dec 15, 2007 4:09am
Getting real close now here is the indicator in action. Its cutting through the noise very well.
Attached Image (click to enlarge)
Click to Enlarge Name: euro.gif Size: 23 KB
  • #11
  • Dec 15, 2007 4:18am Dec 15, 2007 4:18am
Next step is to make a 15 min version and this will act as a filter. A close below the 15 min signal will be a short IF it agrees with the 1 hour filter being short too. The exit signals will be when the 15 min close is higher then 15 filter but the 1 hour signal is still short. This should keep the system in the bigger trends and will take the system out of all trades unless in agreement. Yesterday massive euro dump would have been captured perfectly!

There will be no TP's for this system as its impossible to know how far the market wants to go. We can only ensure we are heading the right way. Stops will be a function of 15 signal line plus 10 pips thresh.
  • #12
  • Edited 5:52am Dec 15, 2007 5:14am | Edited 5:52am
Bolt, the attached version works with limited Bars which is also editable.

Question: How do you generate these 4 time regression weights?
Are you using a digital filter of any sort?

Cheers
Herbert

Edit: PSO (Red on picture) seems to be just a lagging Line chart (Green) or is something wrong here?
Attached Image (click to enlarge)
Click to Enlarge Name: PSO.JPG Size: 35 KB
Attached File(s)
File Type: mq4 PSO.Mq4   2 KB | 639 downloads
  • #13
  • Dec 15, 2007 5:46am Dec 15, 2007 5:46am
HerbertH

thanks for that i just happened to work it out myself but anyways its good to compare. Yes the model is built using python script running under Linux. I dump the array out of MT i have running with WINE.

The solution is Particle Swarm Optimization which is a type genetic GP or evolution study thus the EA indicator is called PSO

The version above is rushed only 10 min training. The final version will take several hours.

I have another odd thing i cant get my head around. I built the 15 min version which cuts into the noise extremely well but when i change the time frame of the 1 hour version and try to apply it to the 15 min chart it still tries to use 15 min bars even when Period_Hour set.
  • #14
  • Dec 15, 2007 6:04am Dec 15, 2007 6:04am
OK its looks lagging but it really isnt. Well sort of LOL. The purpose is not to forecast but to act under the right conditions. If you look using bars you can see that the indicator tries to keep out of trouble by keeping as close to the price as possible but without tripping into a false reversal. You cant do this with a normal moving average. For coding purpose you should wait till the current 15 min bars closes over the line in the current bar and the bar before then its a valid signal.

Dont forget there will be 2 when i finished 15 min and 1 hour and both must agree.
  • #15
  • Dec 15, 2007 6:07am Dec 15, 2007 6:07am
Building a Multi TimeFrame indicator involves more than just changing the TF parameter of the iLow or iClose function.
The lower 15M TF has 4 times more bars than the 1H and therefore you need to put program code in place to position yourself on the right bar to display.
I would suggest to grab a common MTF indicator and have a look how that's done.

Cheers

Quoting Bolt
HerbertH

thanks for that i just happened to work it out myself but anyways its good to compare. Yes the model is built using python script running under Linux. I dump the array out of MT i have running with WINE.

The solution is Particle Swarm Optimization which is a type genetic GP or evolution study thus the EA indicator is called PSO

The version above is rushed only 10 min training. The final version will take several hours.

I have another odd thing i cant get my head around. I built the 15 min version which cuts into the noise extremely well but when i change the time frame of the 1 hour version and try to apply it to the 15 min chart it still tries to use 15 min bars even when Period_Hour set.
  • #16
  • Dec 15, 2007 6:19am Dec 15, 2007 6:19am
Oh bugger i thought there would be a catch. OK i might not worry with the indicators just call the values with my formula inside EA when required. I try just give them a function() each and see what happens. I can print the values to check it.

It would have been nice to have the 1 hour PSO show correctly on the 15 min chart though.
  • #17
  • Dec 15, 2007 6:42am Dec 15, 2007 6:42am
Bolt, attached you will find a "quick and dirty" MTF version.
It might have some refresh problems, but give it a try.

Cheers
Herbert

Quoting Bolt
Oh bugger i thought there would be a catch. OK i might not worry with the indicators just call the values with my formula inside EA when required. I try just give them a function() each and see what happens. I can print the values to check it.

It would have been nice to have the 1 hour PSO show correctly on the 15 min chart though.
Attached Image (click to enlarge)
Click to Enlarge Name: mtf_pso.JPG Size: 72 KB
Attached File(s)
File Type: mq4 MTF_PSO.Mq4   2 KB | 460 downloads
  • #18
  • Dec 15, 2007 7:04am Dec 15, 2007 7:04am
Thanks for your help but im not sure the MTF version is performing quite right compared to the separate 1 hour and 15 min versions. It occurred to me that it might be just as well to have a 15 min with a lag of 2 and another with a lag of 8. This will provide the same sort of filter as the one hour version. Again they both must agree to provide valid signal.

Breaches of the 2 lag will shut trades but wont reverse. I wont know the best settings till i build the EA and enter all the lags into optimizer.
Attached Image (click to enlarge)
Click to Enlarge Name: euro.gif Size: 22 KB
  • #19
  • Dec 15, 2007 7:16am Dec 15, 2007 7:16am
I'm afraid you do not see the real behavior of this MTF
Look at the attached picture which shows both TF in sync.
The 1H PSO on the 15M pricechart is just showing the lag from the 1H TF and because the PSO will only change every hour it is repeated 4 times on 4 consecutive 15M bars.



Quoting Bolt
Thanks for your help but im not sure the MTF version is performing quite right compared to the separate 1 hour and 15 min versions. It occurred to me that it might be just as well to have a 15 min with a lag of 2 and another with a lag of 8. This will provide the same sort of filter as the one hour version. Again they both must agree to provide valid signal.

Breaches of the 2 lag will shut trades but wont reverse. I wont know the best settings till i build the EA and enter all the lags into optimizer.
Attached Image (click to enlarge)
Click to Enlarge Name: mtf_pso.JPG Size: 84 KB
  • #20
  • Dec 15, 2007 7:22am Dec 15, 2007 7:22am
BTW, the picture you are showing in post #18 is NOT the MTF_PSO.
Can you indicate which indicators were loaded and with what settings?
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