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  • #4,541
  • Jul 8, 2019 3:05am Jul 8, 2019 3:05am
Quoting Robot Trader
{quote} I edited my post before seeing your post everything is now good Thanks for responding
@Robot Trader -- excellent -- thanks for letting me know.
  • #4,542
  • Jul 8, 2019 3:06am Jul 8, 2019 3:06am
Quoting jdva
thanks R4M for the trading EA...my BT still running with current spread/without optimation very slowly on i7/16GB machine...should be ready in about 30 minutes I hope
Unfortunately...BT not meaningful, got too many mismatched chart errors...
I'll repeat with fixed spread...
I never lose - either I win or I learn...
  • #4,543
  • Jul 8, 2019 3:09am Jul 8, 2019 3:09am
Hi R4M,

I have a question when the Strategy Tester finishes it shows the indicators that are built into the EA and I note the EA is using a 20 period ATR and not a ADR.

As you know the ATR for me is a great indicator, but with this being a ADR Strategy I was just wondering why the ADR indicator is not shown at the end of the Strategy Test?

Cheers

RT
Some people say I'm lucky, but the more I practice the luckier I get
  • #4,544
  • Jul 8, 2019 3:15am Jul 8, 2019 3:15am
Quoting Robot Trader
Hi R4M, I have a question when the Strategy Tester finishes it shows the indicators that are built into the EA and I note the EA is using a 20 period ATR and not a ADR. As you know the ATR for me is a great indicator, but with this being a ADR Strategy I was just wondering why the ADR indicator is not shown at the end of the Strategy Test? Cheers RT

@Robot Trader -- see the formula below. In MT4 the ADR is calculated using the iATR function -- where TimeFrame is PERIOD_D1 and ATRPeriod is usually 20 (i.e. 20 days -- since TimeFrame is PERIOD_D1).

double adr = iATR (Symbol(), PERIOD_D1, NumberOfDaysToAverage /*ATRPeriod*/, 1);
  • #4,545
  • Jul 8, 2019 3:18am Jul 8, 2019 3:18am
Quoting robots4me
{quote} @Robot Trader -- see the formula below. In MT4 the ADR is calculated using the iATR function -- where TimeFrame is PERIOD_D1 and ATRPeriod is usually 20 (i.e. 20 days -- since TimeFrame is PERIOD_D1). double adr = iATR (Symbol(), PERIOD_D1, NumberOfDaysToAverage /*ATRPeriod*/, 1);
Great I like this EA even more now it is a ATR EA
Some people say I'm lucky, but the more I practice the luckier I get
  • #4,546
  • Jul 8, 2019 3:29am Jul 8, 2019 3:29am
Not having much luck testing the EA, it made a few trades and then stopped working, I have attached a copy of the Experts Log and the trades that it opened.

Again not sure why it stopped I have tested a number of EA's with this history data, but I normally use Tick data, may try that next to see if that works better.
Attached Image(s) (click to enlarge)
Click to Enlarge Name: EA Stopped working.JPG Size: 856 KB
Click to Enlarge Name: Just a few trades.JPG Size: 474 KB
Some people say I'm lucky, but the more I practice the luckier I get
  • #4,547
  • Jul 8, 2019 3:37am Jul 8, 2019 3:37am
Quoting Robot Trader
Not having much luck testing the EA, it made a few trades and then stopped working, I have attached a copy of the Experts Log and the trades that it opened. Again not sure why it stopped I have tested a number of EA's with this history data, but I normally use Tick data, may try that next to see if that works better. {image} {image}
@Robot Trader -- if you are using 3rd-party tick data I can't help you. A few posts back I wrote fairly complete instructions on how to test this EA using Strategy Tester. I would suggest first getting things to work as I described. And only afterwards then switch to whatever you wish. Strategy Tester is not a robust tool. It is also a black box. When things don't work there could be a zillion-and-one reasons why -- and good luck trying to figure it out.

Maybe there are gaps in the GBPNZD data -- who knows? Have you tried the same, exact tick data on other EAs? Since Strategy Tester is an unreliable tool then it is not worth time wrestling with it. Do what is quick and simple and then move on to live testing -- either Real micro-account or Demo -- that's my recommendation.
  • #4,548
  • Jul 8, 2019 3:43am Jul 8, 2019 3:43am
Quoting jdva
{quote} Unfortunately...BT not meaningful, got too many mismatched chart errors... I'll repeat with fixed spread...
@jdva -- I hope you're not using tick data. If your back tests take longer than 3 minutes then you're wasting your time. There are a variety of combinations to test -- e.g. 28 pairs and 3 exit conditions. I think that is a total of 84, right? At the rate you're testing you'll be done sometime 2025. And by then the meteor would have already hit and I'd have lost interest in forex.
  • #4,549
  • Jul 8, 2019 3:46am Jul 8, 2019 3:46am
Quoting robots4me
{quote} @Robot Trader -- if you are using 3rd-party tick data I can't help you. A few posts back I wrote fairly complete instructions on how to test this EA using Strategy Tester. I would suggest first getting things to work as I described. And only afterwards then switch to whatever you wish. Strategy Tester is not a robust tool. It is also a black box. When things don't work there could be a zillion-and-one reasons why -- and good luck trying to figure it out. Maybe there are gaps in the GBPNZD data -- who knows? Have you tried the same, exact...
The Tick data I use by many is considered the best you can get for testing EA's Dukascopy and yes it works with other EA's

When I had a closer look at the trades it did open, Buy trade 2 looks to have opened randomly near the center band.
Attached Image (click to enlarge)
Click to Enlarge Name: Ramdom Trade showing Tester.JPG Size: 353 KB
Some people say I'm lucky, but the more I practice the luckier I get
  • #4,550
  • Jul 8, 2019 3:47am Jul 8, 2019 3:47am
Quoting robots4me
{quote} @jdva -- I hope you're not using tick data. If your back tests take longer than 3 minutes then you're wasting your time. There are a variety of combinations to test -- e.g. 28 pairs and 3 exit conditions. I think that is a total of 84, right? At the rate you're testing you'll be done sometime 2025. And by then the meteor would have already hit and I'd have lost interest in forex.
LOL...using my brokers data, but every tick...I'll try open price too...thank you!
I never lose - either I win or I learn...
  • #4,551
  • Jul 8, 2019 3:55am Jul 8, 2019 3:55am
R4M-BD-ADR-EA.ex4 (trading EA)
R4M-BD-ADR-DashboardEA.ex4 (dashboard EA)
R4M-BD-ADR.ex4 (indicator)

I've uploaded new versions of the BD indicator and EAs -- this is now version "1.00.19190". The software can be downloaded from the other thread -- "Custom Indicators for TMA-ADR Reversal Trading and BBMA" (https://www.forexfactory.com/showthread.php?t=920925). All indicators are bundled in a single *.zip file. Indicators must be installed under MT4's 'Indicators' folder and EAs must be installed under the 'Experts' folder.

So -- what's changed?

1. I think the 3 types of Exits now work -- crossing midline, crossing opposite band, closing above/below midline

2. How "new bar" is treated in the trading EA. This probably isn't interesting to most, but it is an important point. I now realize that BUY/SELL signals need to be treated differently than Exit signals. BUY/SELL signals are handled once per bar, whereas EXIT signals are handled every tick. I think this is the correct behavior. This modification only affects the trading EA -- the indicator and dashboard EA are not affected.
  • #4,552
  • Jul 8, 2019 4:08am Jul 8, 2019 4:08am
Quoting jdva
{quote} LOL...using my brokers data, but every tick...I'll try open price too...thank you!
GN EA D1 BT with open price

Attached Image (click to enlarge)
Click to Enlarge Name: GN D1 EA.png Size: 103 KB
I never lose - either I win or I learn...
  • #4,553
  • Jul 8, 2019 4:16am Jul 8, 2019 4:16am
Quoting Robot Trader
{quote} The Tick data I use by many is considered the best you can get for testing EA's Dukascopy and yes it works with other EA's When I had a closer look at the trades it did open, Buy trade 2 looks to have opened randomly near the center band. {image}

Quote
The Tick data I use by many is considered the best you can get for testing EA'

Regarding the random open trade -- yes, I see that. The first version of the EA handled BUY / SELL signals every tick -- which would lead to multiple orders per bar -- @jdva reported this a few posts back. I wonder whether this resulted in that extraneous BUY order.

In the new version that I uploaded a few minutes ago I fixed this. Now, the EA should only allow one BUY / SELL per bar. On the other hand, it will check for Exit signals every tick.
  • #4,554
  • Jul 8, 2019 4:20am Jul 8, 2019 4:20am
Quoting jdva
{quote} GN EA D1 BT with open price {image}
@jdva -- very good, thank you. It looks like we are all getting similar results for GBPNZD-D1. It's important for us to have confidence we can reproduce one another's results.
  • #4,555
  • Jul 8, 2019 4:25am Jul 8, 2019 4:25am
Quoting robots4me
{quote} @jdva -- very good, thank you. It looks like we are all getting similar results for GBPNZD-D1. It's important for us to have confidence we can reproduce one another's results.
I get similar results; totally non urgent right now: Any Lotsize other than 0.01 still trades at 0.01.
  • #4,556
  • Edited 4:51am Jul 8, 2019 4:30am | Edited 4:51am
latest trading EA....default

Attached Image (click to enlarge)
Click to Enlarge Name: UnbenanntGN EA new.png Size: 87 KB
I never lose - either I win or I learn...
  • #4,557
  • Jul 8, 2019 4:37am Jul 8, 2019 4:37am
Quoting jdva
latest trading EA.... {image}
@jdva -- nice. Thank you.
  • #4,558
  • Jul 8, 2019 4:43am Jul 8, 2019 4:43am
Quoting Go5
{quote} I get similar results; totally non urgent right now: Any Lotsize other than 0.01 still trades at 0.01.
@Go5 -- yes, thanks for pointing that out. I'll remove that limitation in a subsequent version. For now, I felt that limiting LotSize wouldn't hinder testing and it was best to have that protection until we had confidence the EA behaves as expected.
  • #4,559
  • Jul 8, 2019 4:50am Jul 8, 2019 4:50am
Quoting jdva
latest trading EA.... {image}
GN EA exit crossing opposite band...

Attached Image (click to enlarge)
Click to Enlarge Name: UnbenanntGN EA crossing Opp. band.png Size: 163 KB
I never lose - either I win or I learn...
  • #4,560
  • Jul 8, 2019 5:01am Jul 8, 2019 5:01am
Quoting Robot Trader
{quote} When I had a closer look at the trades it did open, Buy trade 2 looks to have opened randomly near the center band. {image}
I am pretty sure that is because of the repainting of the indicator. If you watch it in strategy tester you will see how it repaints a little. Sometimes not by much, but enough to have triggered a trade and then a few candles later it is gone. I also watched the EA in the strategy tester and it does the same thing. Run a visual back test and compare all of the entries and you will see what I mean.

Hindsight is always 20/20. Only testing will show if it the repainting will not be a big enough issue.
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