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Ramblings of a Data Scientist!

  • #1
  • First Post: Edited Dec 14, 2017 8:25am Nov 24, 2017 4:34am | Edited Dec 14, 2017 8:25am
This is too much like hard work now I'm in trading journals!

  • #2
  • Nov 24, 2017 5:15am Nov 24, 2017 5:15am
well well well, what we have here
glad that you made your own thread, happy to subscribe and exchange ideeas
MAKE IT RAIN
  • #3
  • Edited 5:45am Nov 24, 2017 5:24am | Edited 5:45am
Quoting mihai1986
well well well, what we have here glad that you made your own thread, happy to subscribe and exchange ideeas
Cheers buddy!

it's good to see you here!

EURUSD: 1 HOUR MODEL IS ENTER LONG.

11:43: EA ex4 file attached. It goes on a 30min chart, more details about the global variables etc to follow. The magic number is calculate automatically and is 3832042.
Attached File(s)
File Type: ex4 EURUSD T Strategy 0.3832042.ex4   127 KB | 396 downloads
  • #4
  • Nov 24, 2017 5:58am Nov 24, 2017 5:58am
Quoting mbrown
{quote} Cheers buddy! it's good to see you here! EURUSD: 1 HOUR MODEL IS ENTER LONG. 11:43: EA ex4 file attached. It goes on a 30min chart, more details about the global variables etc to follow. The magic number is calculate automatically and is 3832042. {file}
how do i open the file?
MAKE IT RAIN
  • #5
  • Nov 24, 2017 6:03am Nov 24, 2017 6:03am
Quoting mihai1986
{quote} how do i open the file?
An .ex4 file isn't for open ... Just copy it in your experts folder.
MT4/MT5 EAs/Indicators/Alerts coder
  • #6
  • Nov 24, 2017 6:04am Nov 24, 2017 6:04am
Quoting FerruFx
{quote} An .ex4 file isn't for open ... Just copy it in your experts folder.
yes, that is what i ment. in wich folder di i have to copy it?
MAKE IT RAIN
  • #7
  • Nov 24, 2017 6:07am Nov 24, 2017 6:07am
Quoting mihai1986
{quote} in wich folder di i have to copy it?
Answer in my previous answer ...
MT4/MT5 EAs/Indicators/Alerts coder
  • #8
  • Edited 7:05am Nov 24, 2017 6:10am | Edited 7:05am
Quoting mihai1986
{quote} how do i open the file?
You can't open the file. The rule is simple and I calculate the GB daily which will be posted here.
// ENTRY RULES
// LONG: Highest(60) < GB And GB > GB

This will not be ideal for everyone. I can release traditional EAs with code but I don't trade traditional EAs because I find them unreliable.

Tell me the type of EA you're after and I'll check my traditional EA warehouse to see if I have one:
1. what type of indicators do you like?
2. what timeframe do you want to trade?
3. what time do you want to trade?
4. which days do you want to trade?
5. what is an acceptable stop-loss and profit target level?
6: what is the lowest winning percentage acceptable to you?
7: how many days between equity peaks and troughs can you stomach?

Quoting FerruFx
{quote} Answer in my previous answer ...
Hi FerruFX,

What are you thoughts on walk forward analysis?


12:27: 1 hour model - enter long

Quoting mbrown
{quote} Cheers buddy! it's good to see you here! EURUSD: 1 HOUR MODEL IS ENTER LONG. 11:43: EA ex4 file attached. It goes on a 30min chart, more details about the global variables etc to follow. The magic number is calculate automatically and is 3832042. {file}

Please download the attached file called NewGV, copy it to the scripts folder then compile. Drag the file onto a chart then press F3 to confirm a numbered list appears from 1 to 22. If it doesn't tell me.

I will provide the following each morning, you should copy and paste it over code line 22 in the NewGV file.

Inserted Code
double D1=1.1857; double D2=1.1823; double D3=1.1753; double D4=1.1745; double D5=1.174; double D6=1.1794; double D7=1.1772; double D8=1.178; double D9=1.1857; double D10=1.1892; double D11=1.1823; double D12=149.2173; double D13=148.8306; double D14=151.4697; double D15=151.1034; double D16=149.4192; double D17=149.3112; double D18=149.2864; double D19=149.781; double D20=149.2173; double D21=149.3352; double D22=149.0994;


12:45: the 1 hour model seems to be relentless in calling the correct direction. Who knows perhaps it just luck, but 5700 trades since 2010 with a 78% hit rate...the law of large numbers disagrees. So I have no choice, I will open an additional broker account to trade nothing but the signals from the 1 hour model with a 40 pip SL otherwise I'll be driven crazy if this thing continues to generate so many pips while I am just watching or second guessing it.

The 4 hour hour model is at "exit shorts". That model has a 94.63% success rate since 2010; you obviously understand why I'm a little skeptical about these results. However, I am sat watching it in real-time calling it correctly. @ SuperTrader, I am not bragging but simply rambling.

13:04: 4 hour model made the call here: https://www.forexfactory.com/showthread.php?p=10509919#post10509919 then that happened in the chart.
Attached Image(s) (click to enlarge)
Click to Enlarge Name: EURUSDM1.png Size: 8 KB
Click to Enlarge Name: EURUSDM1 (1).png Size: 6 KB
Attached File(s)
File Type: mq4 NewGV.mq4   3 KB | 388 downloads
  • #9
  • Nov 24, 2017 6:44am Nov 24, 2017 6:44am
all this is too advanced for me
MAKE IT RAIN
  • #10
  • Edited 8:14am Nov 24, 2017 6:59am | Edited 8:14am
Quoting mihai1986
all this is too advanced for me
Only until you try it. Any questions you feel awkward about asking on the thread just PM me.


Sorry, I need to collate my posts written on FF! If anyone has any question about the algo post it here or PM me. have a good trading day!

@ Made the call here: https://www.forexfactory.com/showthread.php?p=10475763#post10475763 then that happened in chart C.
@ Daily and weekly model made the call here: https://www.forexfactory.com/showthread.php?p=10509694#post10509694 then that happened in chart D
@ 1 hour and 4 hour confirmed the following day: https://www.forexfactory.com/showthread.php?p=10510677#post10510677
@ Models predict new uptrend: https://www.forexfactory.com/showthread.php?p=10510766#post10510766
@ Declining model strength hints at slowing momentum: https://www.forexfactory.com/showthread.php?p=10511148#post10511148
@ panel giving high probability long signal. https://www.forexfactory.com/showthread.php?p=10511983#post10511983
Chart E, from A1 to A2 correctly predicted, from A2 to the peak correctly predicted. From the peak to A3 the panel continue to generate enter long signals as the price declined the signal became stronger. At the time I thought the model was incorrect but subsequent price action suggests it was a good signal with no risk management. There should have been an exit at the peak and a long reentry at A3.
@ Using models and panel with Andrews Pitchfork: https://www.forexfactory.com/showthread.php?p=10518810#post10518810
NOTE: 14:48 - EURUSD: IT IS NOT GOING DOWN FROM THOSE LEVELS. CONSIDER ADDING TO YOUR POSITION WITH A STOP AT 1765.
Why was that said, because the monthly, weekly and daily are in alignment and the force at which the median lines were being breached.
@ Using 4 hour model to correctly forecast time and price https://www.forexfactory.com/showthread.php?p=10516959#post10516959
https://www.forexfactory.com/showthread.php?p=10504731#post10504731



MODEL UPDATES: 14:05 1 HOUR MODEL ENTER LONG.
Attached Image(s) (click to enlarge)
Click to Enlarge Name: EURUSDH1111.png Size: 53 KB
Click to Enlarge Name: EURUSDM15X.png Size: 45 KB
Attached Image
  • #11
  • Nov 24, 2017 8:11am Nov 24, 2017 8:11am
Quoting mbrown
{quote} You can't open the file. The rule is simple and I calculate the GB daily which will be posted here. // ENTRY RULES // LONG: Highest(60) < GB And GB > GB This will not be ideal for everyone. I can release traditional EAs with code but I don't trade traditional EAs because I find them unreliable. Tell me the type of EA you're after and I'll check my traditional EA warehouse to see if I have one: 1. what type of indicators do you like? 2. what timeframe do you want to trade? 3. what time do you want to trade? 4. which days do you want to trade?...

Hi mbrown,

I am very interested in your indicator. Can you teach me how to figure out the changes daily so I can enter the code for line 22?
Do you use 1hr and 4hr indicators together and when both align only trade?

You stated that the ALGO does only long trades? Is that for the 1 hr indicator only?

Have you tried other low spread pairs as well? Gbp usd, usd jpy, etc. thank you.

Been looking for an indicator to help me make better desicions in my trading. At this age it gets hard to read charts and not have some help in my analysis.
  • #12
  • Nov 24, 2017 8:17am Nov 24, 2017 8:17am
Quoting TrueStoryfx
{quote} Hi mbrown, I am very interested in your indicator. Can you teach me how to figure out the changes daily so I can enter the code for line 22? Do you use 1hr and 4hr indicators together and when both align only trade? You stated that the ALGO does only long trades? Is that for the 1 hr indicator only? Have you tried other low spread pairs as well? Gbp usd, usd jpy, etc. thank you. Been looking for an indicator to help me make better desicions in my trading. At this age it gets hard to read charts and not have some help in my analysis.
Hi TrueStoryFX,

I am glad to communicate with you. In truth, there are no indicators involved and the actual model is proprietary and worth a fortune so I won't be lifting the hud for anyone. I don't mind sharing model signals or structuring EAs so folk can benefit but their will be no sharing of IP.


Fortunately!!! I have opened an additional broker account and I'm long from 1.1864, closed a few positions to cover my short losses and intend to ride my models signals where ever they take me.

MODEL UPDATES: 14:05 1 HOUR MODEL ENTER LONG.
  • #13
  • Nov 24, 2017 8:32am Nov 24, 2017 8:32am
This is certainly one of those informative and interesting threads i've read in a good while....

subscribed just to see how things develop from here
  • #14
  • Edited 8:57am Nov 24, 2017 8:36am | Edited 8:57am
Quoting Rafaz1
This is certainly one of those informative and interesting threads i've read in a good while.... subscribed just to see how things develop from here


Thank you.


15min model is still enter long.

14:41: I made my first model that made multi-million pound in profits within two years in 2006 but do you know the funny part....wait for it...I watched it or in algo parlance I forward tested it. So nearly every trade was correct for a very long time and I was on the sideline watching like a bloody moron! Not this time!
  • #15
  • Nov 24, 2017 8:46am Nov 24, 2017 8:46am
mbrown

I trade 100% mechanically but wanted your input and guidance from your experience on how to use your model/indicators, etc.

As I said I don't want to trade via EA but if your EA can give me signals on trades that would be great.

Thank you
  • #16
  • Nov 24, 2017 8:52am Nov 24, 2017 8:52am
Quoting Rafaz1
mbrown I trade 100% mechanically but wanted your input and guidance from your experience on how to use your model/indicators, etc. As I said I don't want to trade via EA but if your EA can give me signals on trades that would be great. Thank you
If you like this model just use a global variable to trade in the direction of the daily model so you'll use your standard EA rule but just take the trades in the direction of the daily model's trend. The daily model signal will be updated daily on this thread.
  • #17
  • Nov 24, 2017 8:54am Nov 24, 2017 8:54am
mbrown

We all SHOULD learn from our mistakes/experiences, some do some don't. So I wouldn't take it to heart at least you have a plan of action from this point going forward and I wish you all the success in that.

I would consider myself a newbie when it comes to trading (12 months only it has been) and that has been on and off for various reasons. However, I wish to now dedicate my time (like a full-time job) to Forex so always open to share and acquire knowledge.

I am based in UK and hence trade the UK session.

I really don't know what else to say at this stage but would definitely welcome any input/advice from you
  • #18
  • Nov 24, 2017 8:57am Nov 24, 2017 8:57am
Quoting Rafaz1
mbrown We all SHOULD learn from our mistakes/experiences, some do some don't. So I wouldn't take it to heart at least you have a plan of action from this point going forward and I wish you all the success in that. I would consider myself a newbie when it comes to trading (12 months only it has been) and that has been on and off for various reasons. However, I wish to now dedicate my time (like a full-time job) to Forex so always open to share and acquire knowledge. I am based in UK and hence trade the UK session. I really don't know what else to...

Don't get me wrong...I made a bit...it was just ban extremely small bit of what was on the table. Funny though at the heart of this model is the 2006 model. So the next job is to build an multi-timeframe ensemble model combining the M,W,D models. Then we'll roll the same template out to other pairs and instruments but only by request, I'm not doing all the leg work plus it gives me a challenge.

When you're ready to ask a question, I am here at your service.


Sorry missed the hour:
1 hour: enter long
  • #19
  • Nov 24, 2017 9:01am Nov 24, 2017 9:01am
ok so I use mt4 platform to trade, can you give me some simple/basic instructions on how to setup/use your file
  • #20
  • Nov 24, 2017 9:08am Nov 24, 2017 9:08am
so I have copied your file and it generates a table 1 to 22 and click ok, is something supposed to appear or happen?
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