EA development journal | Page 45 | Forex Factory

Options

Go to
Permalinks
Print Thread

Similar Threads

Trading Strategy Development Journal For EA 209 replies

Swing system development journal 41 replies

Psychological Development Journal 26 replies

Application Development - Journal of Building an equity millipede 14 replies

Moxy's System Development Journal 5 replies

Attachments: EA development journal
Exit Attachments

EA development journal

  • #881
  • Nov 8, 2018 5:23am Nov 8, 2018 5:23am
Quoting candyman752
I was asked to code the following easy logic SHORT TRADE RULES(opposite for buy) 1. We manually set the price level by clicking somewhere on the chart 2. Everything has to happen within the duration of one candle 3. Candle opens below the manually set price level 4. If it crosses above by X number of pips and then goes back below for X number of pips, then we enter short 5. Stop loss Y number of pips above the high of the same candle 6. Take profit 3 x SL 7. Max slippage setting {file}
Condition number 1 of manually setting a price level is done by inputting in the EA a buy level or sell level you desire.
Attached Image

as can be seen in the above image
  • #882
  • Nov 8, 2018 8:09am Nov 8, 2018 8:09am
Hi Ezios,

I have updated the EA with four more conditions to send a buy or sell.
Attached File(s)
File Type: mq4 EziAntiMartingale_V2.mq4   539 KB | 217 downloads

If you want the BuySignal stops opening A b=Buy Sell Buy at same level just put antimartingale pips to zero or 5.
I just spiced it up by giving that option of inputing in the pips. Who knows it could do make or beak the EA.

ciao
  • #883
  • Nov 8, 2018 1:25pm Nov 8, 2018 1:25pm
Hi ezios,
An update. Let me explain it.
When we have a buy signal three orders are sent
Buy Sell BUy. They were all stop orders.From back testing i was seeing there was a problem.
Finally figured it out. The sell is not suppose to be a stop order but a limit order.
I have now corrected this
Attached File(s)
File Type: mq4 EziAntiMartingale_V3.mq4   542 KB | 241 downloads

I have also uploaded a back test set file
Attached File(s)
File Type: txt GBPNZDantiMartingale.txt   21 KB | 188 downloads


I hope you fellow traders have noticed that I am now testing simones 3 bar in the Trade explorer.
Also i have now loaded the anti martingale on the other TE
  • #884
  • Nov 8, 2018 11:21pm Nov 8, 2018 11:21pm
Quoting candyman752
{quote} My buddy here is OUR toy{file}. Open the EA in meta Editor go to line 1842 it says ////#############################################The Condition to open a Buy // if(MarketSellsCount == 0) // if(MarketBuysCount == 0) if( MovingLowAverage(FirstMaTimeFrame,FirstMaPeriod,FirstMaMethod,0) > MovingHighAverage(SecondMaTimeFrame,SecondMaPeriod,SecondMaMethod,0) ) if( Bid > MovingLowAverage(FirstMaTimeFrame,FirstMaPeriod,FirstMaMethod,0) ) { B0 = MathMin( MovingHighAverage(FirstMaTimeFrame,FirstMaPeriod,FirstMaMethod,0) + (TradeMiniBuffer * 2 /...
ok. i will try tu backtest me too and to find some ideas... very kind of you to make this
  • #885
  • Nov 8, 2018 11:39pm Nov 8, 2018 11:39pm
I have done back test to see which combination of fast Moving average with slow moving average produces good profit and low draw down.
Attached Image (click to enlarge)
Click to Enlarge Name: GBPAUDfastMASLowMAProfitFactor.JPG Size: 127 KB

This image shows report of fast Ma slow MA based on profit factor.
Here are the set files of the two best according to profit factor
First one
Attached File(s)
File Type: txt GBPAUD405set.txt   21 KB | 196 downloads

Here is how the equity curve looked, very nice
Attached Image (click to enlarge)
Click to Enlarge Name: GBPAUD405.JPG Size: 83 KB

Second one
Attached File(s)
File Type: txt GBPAUD523set.txt   21 KB | 193 downloads

also nice equity curve
Attached Image (click to enlarge)
Click to Enlarge Name: GBPAUD523.JPG Size: 94 KB

Then here is back test report based on highest profit to low profit
Attached Image (click to enlarge)
Click to Enlarge Name: GBPAUDfastMASlowMAHiLoProfit.JPG Size: 147 KB

here is the set file of one of the high profit
Attached File(s)
File Type: txt GBPAUD565set.txt   21 KB | 211 downloads

and the equity curve looks like this
Attached Image (click to enlarge)
Click to Enlarge Name: GBPAUD565.JPG Size: 89 KB
not too smooth like the one above
  • #886
  • Nov 8, 2018 11:41pm Nov 8, 2018 11:41pm
Quoting Ezios
{quote} ok. i will try tu backtest me too and to find some ideas... very kind of you to make this
You welcome buddy and i truly appreciate your idea. The back tests are mind blowing and sure is looking like it will be a long time winner.
You making trading great again.
Looking forward to more of your ideas
  • #887
  • Edited 9:48am Nov 9, 2018 7:51am | Edited 9:48am
I have been doing some back testing and i noticed the third pending was not kicking in. Went to check code only to find i had frozen code.
I then unfroze it and have been back testing. Here are my findings .
Firstly when you do not set antimartingale on.(that is set to false) this is the back test report
Attached Image (click to enlarge)
Click to Enlarge Name: GBPAUDnoAntiMartingale.JPG Size: 117 KB

Ugly is it not.
Secondly
Then when you set anti-martingale but do not allow the third pending. I explain there is a buy signal EA sends 1stBuy pending 2nd Sell pending 3rd Buy pending.
This report is for when it sends 1st buy and 2nd sell and NOT 3rd Buy
Attached Image (click to enlarge)
Click to Enlarge Name: GBPAUDAntimartingaleNoThirdPendingsReport.JPG Size: 126 KB

Impressive wont you say. I mean to reverse the above report that was nose diving south just took simple adition of Limit order.Amazing Awesome,Don't you say. I am sure you would like the set file
Attached File(s)
File Type: txt GBPAUDAntimartingaleNoThirdPendings.txt   21 KB | 223 downloads

And this is the Ea updated , with which i am doing testings on
Attached File(s)
File Type: mq4 EziAntiMartingale_V4.mq4   550 KB | 209 downloads

Thirdly
Next i tested Antimartingale 1stBuy Stop 2ndSell Limit 3rd Buy Stop
Attached Image (click to enlarge)
Click to Enlarge Name: GBPAUDAntimartingaleYesThirdPendingsStopsReport.JPG Size: 133 KB

its ok but does not beat the second report

Fourthly
I tested Anti Martingale 1st Buy Stop 2nd Sell Limit 3rd Buy Limit
Attached Image (click to enlarge)
Click to Enlarge Name: GBPAUDAntimartingaleYesThirdPendingsLimitsReport.JPG Size: 140 KB

its ok also but does not beat second report.

Lastly
I tsted anti martingale 1st Buy Stop 2nd Sell Limit 3 rd Buy Stop 4 th Buy Limit
Attached Image (click to enlarge)
Click to Enlarge Name: GBPAUDAntimartingaleYesThirdPendingsStopsAndLimitsReport.JPG Size: 126 KB

It does not beat the second report but it does beat the above two.

Look forward to your testing
  • #888
  • Nov 9, 2018 8:03am Nov 9, 2018 8:03am
What i do not understand is how my best result comes from fast MA period 1 time frame Period M30 and slow MA period 5 Time Frame D1.

Once again I request idea from fellow traders on setups to place as conditions for buy and sell so we test them out.

ciao
  • #889
  • Nov 9, 2018 9:55am Nov 9, 2018 9:55am
Update of antimartingale.
The update is minor. When the EA closes sells basket that is in profit it also close BuyPendingOrders.
On back tests it improved profit marginally enough to warrant the update.
Attached File(s)
File Type: mq4 EziAntiMartingale_V5.mq4   551 KB | 236 downloads

I am doing more back tests on what MA fast and slow complement each with high profit and low draw down
  • #890
  • Nov 9, 2018 9:57am Nov 9, 2018 9:57am
I have updated the trade explorer with this latest update. V5
  • #891
  • Nov 9, 2018 10:03am Nov 9, 2018 10:03am
Have a nice weekend traders.
A big thank you to Ezios. Buddy you a star. Over the past weeks I been cracking my head on a certain pattern i was seeing in the back test.
I was not able to articulate the question regarding the same but your answer solved it.
Basically Market is trending south sell baskets are banking profit. Meanwhile buys are generating huge drawdown.
The question to ask was how do you get the balance? That is cut off the draw down while being profitable. We getting there people.
  • #892
  • Edited Nov 10, 2018 5:31am Nov 9, 2018 12:21pm | Edited Nov 10, 2018 5:31am
wind chaser Files Deleted
  • #893
  • Nov 9, 2018 3:30pm Nov 9, 2018 3:30pm
Quoting candyman752
Hi Ezios, I have updated the EA with four more conditions to send a buy or sell.{file} If you want the BuySignal stops opening A b=Buy Sell Buy at same level just put antimartingale pips to zero or 5. I just spiced it up by giving that option of inputing in the pips. Who knows it could do make or beak the EA. ciao
i tried to backtest antimartingale v3 with your set file in gbpnzd 1m but no operation was opened.
i will look if there is some error in the log file.
  • #894
  • Nov 9, 2018 11:19pm Nov 9, 2018 11:19pm
Quoting Ezios
{quote} i tried to backtest antimartingale v3 with your set file in gbpnzd 1m but no operation was opened. i will look if there is some error in the log file.
Make sure the period on back test is Min 1
Attached Image (click to enlarge)
Click to Enlarge Name: Aezi.JPG Size: 73 KB

This can be seen in the image above by the red arrow.

Then also make sure you have data for all time frames downloaded in your empty 4
  • #895
  • Nov 10, 2018 5:30am Nov 10, 2018 5:30am
Another teensee weensee update. In the previous EA's i had LosstoSuspendStops.
What that was doing is if the buys equity loss reaches the inputed figure buy-stops would be suspended from being sent .
I then experimented to say let it not just suspend sending buy pendings but let the EA delete buy pendings that are open.
It produced phenomenal increase in profit.

I then also decided to make the figure to suspend loss to be a percentage of the BuyOrSellLoosToCloseTrades.
So if you say BuyOrSellLossToCloseTrades is $50 and percentage to suspend pendings is 50% then pendings will be
suspended whens Buys have a$25 loss.
Attached File(s)
File Type: mq4 EziAntiMartingale_V6.mq4   561 KB | 215 downloads

There is the update i will now give some back test results
  • #896
  • Nov 10, 2018 5:39am Nov 10, 2018 5:39am
At steve hopwood site there is an indicator called holy grail indicator (HGI) . it was a project initiated by nanningbob. He worked on it for 7 years.
In those 7 yrs he established that markets follow the HR4 PERIOD 240 simple moving average.

I put it to the test with the EA back test and here are the results.
Attached Image (click to enlarge)
Click to Enlarge Name: NanningBob.JPG Size: 134 KB

So basically what the report says is
if you have fast MA period as 1(one) and Slow MA period as 243 (two hundred and forty three).
if the fast MA time frame is HR1 and the slow MA is HR4 you get the best result
  • #897
  • Nov 10, 2018 7:40am Nov 10, 2018 7:40am
Quoting candyman752
At steve hopwood site there is an indicator called holy grail indicator (HGI) . it was a project initiated by nanningbob. He worked on it for 7 years. In those 7 yrs he established that markets follow the HR4 PERIOD 240 simple moving average. I put it to the test with the EA back test and here are the results.{image} So basically what the report says is if you have fast MA period as 1(one) and Slow MA period as 243 (two hundred and forty three). if the fast MA time frame is HR1 and the slow MA is HR4 you get the best result
Trades are always entries AND exits....you can t compare only entries...
Vucking good EA coder... https://t.ly/AZjRM
  • #898
  • Nov 10, 2018 7:56am Nov 10, 2018 7:56am
another idea from me: doing the antimartingale without signal. Only price movement.
I explain: put the actual bid as starting price. You can place buy stop order at xx pips from the actual price suppose 20 pips.
when price goes up 20 pips it triggers the buy order and then you compute the next buy stop pending order at
distance 20 pips and so on until you get profit. the same grid with sell stop orders.
its an idea to to try.... input the number of pips and eventually profit in money to close all orders.
you can also com puter the number of pips distance based on volatility some formula with atr value...
basically no signal but only price movement.
  • #899
  • Nov 10, 2018 1:51pm Nov 10, 2018 1:51pm
Herewith is last update
Attached File(s)
File Type: mq4 EziAntiMartingale_V7.mq4   562 KB | 238 downloads
.
Here are back tests reports and setfiles
First report
Attached Image (click to enlarge)
Click to Enlarge Name: DBPAUDHr1_5Hr1_63Report.JPG Size: 141 KB

set file
Attached File(s)
File Type: txt DBPAUDHr1_5Hr1_63.txt   22 KB | 203 downloads

Second report
Attached Image (click to enlarge)
Click to Enlarge Name: GBPAUDFaseMin5_1Hr4_242Report.JPG Size: 121 KB

set file
Attached File(s)
File Type: txt GBPAUDFaseMin5_1Hr4_242.txt   22 KB | 190 downloads

Third report
Attached Image (click to enlarge)
Click to Enlarge Name: GBPAUDFastHr1SlowHR4Report.JPG Size: 123 KB

set file
Attached File(s)
File Type: txt GBPAUDFastHr1SlowHR4.txt   22 KB | 201 downloads
  • #900
  • Nov 10, 2018 1:56pm Nov 10, 2018 1:56pm
Fourth Report
Attached Image (click to enlarge)
Click to Enlarge Name: GBPAUDFastHr4SlowD1Report.JPG Size: 146 KB

set file
Attached File(s)
File Type: txt GBPAUDFastHr4SlowD1.txt   22 KB | 203 downloads

Fifth report
Attached Image (click to enlarge)
Click to Enlarge Name: GBPAUDHr1_5Hr1_64Report.JPG Size: 127 KB

set file
Attached File(s)
File Type: txt GBPAUDHr1_5Hr1_64.txt   22 KB | 184 downloads

Last report
Attached Image (click to enlarge)
Click to Enlarge Name: GBPAUDMin30-1D1_5Report.JPG Size: 124 KB

set file
Attached File(s)
File Type: txt GBPAUDMin30-1D1_5.txt   22 KB | 223 downloads
2 traders viewing now