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  • #121
  • Aug 23, 2019 11:52am Aug 23, 2019 11:52am
Quoting abokwaik
{quote} It does work according to the rules. As you probably know, signal is checked on the Closed bar, if it has a valid signal, Trade is take at the new bar Open. Your screen shot with my comments. As you can see, the slope of both stoch's was down for all short trades taken. {image} Apparently trend was down, and trading it on the Daily with "suitable" stop loss/trailing stop, would have generated good return. -------------------- EDIT : Note also the Momentum default is set to 1 Candle. If you want to calculate the slope on more than 1 candle,...
But if Filter-conditions (Stoch32) are met -
the EA is supposed to take ONLY ONE trade after entry signal:
Stoch-line crossing Signal-Line: buy (moving up)
Signal-Line crossing Stoch-line: sell (moving down)

I don't see that happening. There are trades that are not triggered immediately after Stoch-8-cross on your/my chart.
Is there a misunderstanding of some sort?
  • #122
  • Aug 23, 2019 12:05pm Aug 23, 2019 12:05pm
Quoting josi
{quote} But if Filter-conditions (Stoch32) are met - the EA is supposed to take ONLY ONE trade after entry signal: Stoch-line crossing Signal-Line: buy (moving up) Signal-Line crossing Stoch-line: sell (moving down) I don't see that happening. There are trades that are not triggered immediately after Stoch-8-cross on your/my chart. Is there a misunderstanding of some sort?
Taking trades "Only" after the crossing is not coded in the EA.

So for now, whenever Stoch is below the signal line, and slope on (n) previous candles is down, and not trades are currently open, the EA will open a new short trade.

In next update, I will but an Input Parameter, where you can limit entries to "Cross only".
No guts, no glory
  • #123
  • Aug 23, 2019 12:09pm Aug 23, 2019 12:09pm
Quoting abokwaik
{quote} I appreciate your notes, and will address them in following updates. As for the chart posted, if you are using the setting file I posted with the EA, that entry was not taken earlier because of Trading Time Settings, as trading hours were set from 10:00 to 18:00. {image}
Unless I'm doing something wrong with the settings file it still takes that trade (and many similar ones), even when it is allowed to trade at all hours. I've overlaid the same part of the graph from a test with the time settings adjusted so you can see that it still gets in late, taking the same trade even when it's allowed to trade 24hrs. Unless you can see something I've done wrong with the settings? I can upload the settings file if needed, however it's just yours with time settings set to 'false' and since I am only testing 'buy' trades at the moment, that has also been changed in the settings file, nothing else though.
Attached Image (click to enlarge)
Click to Enlarge Name: incorrect2.jpg Size: 595 KB
  • #124
  • Aug 23, 2019 12:29pm Aug 23, 2019 12:29pm
Quoting itsDavid
{quote} Unless I'm doing something wrong with the settings file it still takes that trade (and many similar ones), even when it is allowed to trade at all hours. I've overlaid the same part of the graph from a test with the time settings adjusted so you can see that it still gets in late, taking the same trade even when it's allowed to trade 24hrs. Unless you can see something I've done wrong with the settings? I can upload the settings file if needed, however it's just yours with time settings set to 'false' and since I am only testing 'buy' trades...
You are correct. There was a bug.

here is the corrected EA, v1.02. My apologies .
Attached File(s)
File Type: ex4 TMSR EA v1.02.ex4   36 KB | 907 downloads
No guts, no glory
  • #125
  • Aug 23, 2019 12:30pm Aug 23, 2019 12:30pm
Quoting abokwaik
{quote} Taking trades "Only" after the crossing is not coded in the EA. So for now, whenever Stoch is below the signal line, and slope on (n) previous candles is down, and not trades are currently open, the EA will open a new short trade. In next update, I will but an Input Parameter, where you can limit entries to "Cross only".
you mean: "ONLY ONE"
OK - I understand
Thank you
I will look at it again, then
And then we'll see how it does.
Have a nice weekend.
  • #126
  • Aug 23, 2019 12:42pm Aug 23, 2019 12:42pm
Quoting abokwaik
{quote} You are correct. There was a bug. here is the corrected EA, v1.02. My apologies . {file}
Thanks! I was just running the test for a third time to be 100% it wasn't something daft I was doing, lol. I'll test the new one now
  • #127
  • Aug 23, 2019 1:13pm Aug 23, 2019 1:13pm
Quoting abokwaik
{quote} You are correct. There was a bug. here is the corrected EA, v1.02. My apologies . {file}
Hi Abokwaik,

Could/would this bug also be in the TMA Reversal EA?
Thanks.
John
Perfidious Pips
  • #128
  • Edited 1:38pm Aug 23, 2019 1:26pm | Edited 1:38pm
Quoting abokwaik
{quote} You are correct. There was a bug. here is the corrected EA, v1.02. My apologies . {file}
I'm not entirely sure what's going on to be honest. The EA seems to currently get some trades right, but many wrong. I'll post a few examples. This one is the first trade it takes. As you can see the opening here is very late indeed.

My settings file is attached so you can be sure I am using that correctly.
Attached Image (click to enlarge)
Click to Enlarge Name: firsttrade.jpg Size: 585 KB
Attached File(s)
File Type: rar tmsr_EU_H4.rar   < 1 KB | 277 downloads
  • #129
  • Aug 23, 2019 1:27pm Aug 23, 2019 1:27pm
I'm not really sure what triggered this one, since there is no crossover for ages before.
Attached Image (click to enlarge)
Click to Enlarge Name: Noideawhy.jpg Size: 631 KB
  • #130
  • Aug 23, 2019 1:28pm Aug 23, 2019 1:28pm
And finally the final trades. As you can see it gets the last trade right, but the one before it is way off. Maybe 4 or 5 bars late?
Attached Image (click to enlarge)
Click to Enlarge Name: secondright.jpg Size: 702 KB
  • #131
  • Aug 23, 2019 2:01pm Aug 23, 2019 2:01pm
Quoting itsDavid
And finally the final trades. As you can see it gets the last trade right, but the one before it is way off. Maybe 4 or 5 bars late? {image}
The max number of bars after the cross is not coded yet. In fact, most/all of the "Trading Tips" as advised by RobinHood on post1 are not implemented yet.
So basically if all indicators are enabled, after hma/ema cross, all other indicators should match that cross direction to take a trade.

There are too many indicators and many rules and tips which I couldn't put all in one take.
No guts, no glory
  • #132
  • Edited 2:22pm Aug 23, 2019 2:06pm | Edited 2:22pm
Quoting itsDavid
{quote} I'm not entirely sure what's going on to be honest. The EA seems to currently get some trades right, but many wrong. I'll post a few examples. This one is the first trade it takes. As you can see the opening here is very late indeed. My settings file is attached so you can be sure I am using that correctly. {file} {image}
The settings you posted has the "Use Time Setting" set to True !!!, so the trade was opened at the first H4 candle (@12:00).

Same test with "Use Time Setting" set to False (Correction: this test was 2019, yours 2018)

Attached Image (click to enlarge)
Click to Enlarge Name: TMSR_test2.png Size: 49 KB


This is the Correct one for 2018.

Attached Image (click to enlarge)
Click to Enlarge Name: TMSR_test2_2018.png Size: 51 KB
No guts, no glory
  • #133
  • Aug 23, 2019 2:14pm Aug 23, 2019 2:14pm
Quoting abokwaik
{quote} The settings you posted has the "Use Time Setting" set to True !!!, so the trade was opened at the first H4 candle (@12:00).
lol, my apologies I think I just sent you your own settings file back rather than one I'm using with those settings changed. Here's a screenshot of the actual settings.
Sorry for the confusion! I've also attached the correct one this time.

As far as I can tell this setting should mean that the EA is trading 24/7 and therefore not having to wait for set times? Which would therefore mean that the EA is often taking trades much too late for some reason?
Attached Image (click to enlarge)
Click to Enlarge Name: settings.jpg Size: 343 KB
Attached File(s)
File Type: rar tmsr_EU_H4 V2.rar   < 1 KB | 299 downloads
  • #134
  • Aug 23, 2019 2:19pm Aug 23, 2019 2:19pm
If you want to see if the same happens at your end I'm using the following settings:

Settings file as attached above.
H4 timescale
USDJPY
Dates: August 1st 2018 - August 8th 2019

The trade shown about 4 bars late in post 128 happens pretty much straight away so there is not long to wait to see a good example.

Hopefully I am not wasting your time with an error I am making here. If so then I apologize. And I totally understand that adding all the different features of the strategy isn't a one shot deal.
  • #135
  • Aug 23, 2019 2:29pm Aug 23, 2019 2:29pm
Quoting itsDavid
If you want to see if the same happens at your end I'm using the following settings: Settings file as attached above. H4 timescale USDJPY Dates: August 1st 2018 - August 8th 2019 The trade shown about 4 bars late in post 128 happens pretty much straight away so there is not long to wait to see a good example. Hopefully I am not wasting your time with an error I am making here. If so then I apologize. And I totally understand that adding all the different features of the strategy isn't a one shot deal.
no problem at all. if there is a bug we want to catch and fix it. no one is perfect.
hopefully things will come clearer on the next update when we have more "original" filters coded.
No guts, no glory
  • #136
  • Aug 23, 2019 2:30pm Aug 23, 2019 2:30pm
Looking at your graph with the trade repeated I'm wondering what's going on at my end. It looks right in your chart. So why is it so wrong in mine.

ADDED: I understand why we're getting different results on that one. My test only starts about 2 bars before the trade for some reason. Doesn't explain other similar trades elsewhere, but it explains that one
  • #137
  • Aug 23, 2019 2:32pm Aug 23, 2019 2:32pm
Quoting itsDavid
{quote} lol, my apologies I think I just sent you your own settings file back rather than one I'm using with those settings changed. Here's a screenshot of the actual settings. Sorry for the confusion! I've also attached the correct one this time. As far as I can tell this setting should mean that the EA is trading 24/7 and therefore not having to wait for set times? Which would therefore mean that the EA is often taking trades much too late for some reason? {image} {file}
To validate the hma/ema cross issue, you can enable only HMA and EMA for entry.
For EMA the "signal" candle should close above/below EMA. I did it like this for cases when you select only EMA for entry.
Later on we can have this "close above/below" EMA as a filter, and when both HMA&EMA are selected for entry then we only check for the "cross" regardless of candle close.
No guts, no glory
  • #138
  • Aug 23, 2019 2:37pm Aug 23, 2019 2:37pm
Quoting abokwaik
{quote} To validate the hma/ema cross issue, you can enable only HMA and EMA for entry. For EMA the "signal" candle should close above/below EMA. I did it like this for cases when you select only EMA for entry. Later on we can have this "close above/below" EMA as a filter, and when both HMA&EMA are selected for entry then we only check for the "cross" regardless of candle close.
Doing that now. I'll test with each section separately (cross/RSI/Stochs) today and tomorrow.
  • #139
  • Aug 23, 2019 2:37pm Aug 23, 2019 2:37pm
Quoting itsDavid
Looking at your graph with the trade repeated I'm wondering what's going on at my end. It looks right in your chart. So why is it so wrong in mine. ADDED: I understand why we're getting different results on that one. My test only starts about 2 bars before the trade for some reason. Doesn't explain other similar trades elsewhere, but it explains that one
Look at the comment at the top left of the chart when the back test starts, if it shows the message "--- Collecting Data ....", then it will wait until data for indicators is available (usually less than 20 bars). This check is needed when you test on TickStory Data because no data will be available before the downloaded data.

If you see such a message "--- Collecting Data ....", then start at earlier date.
No guts, no glory
  • #140
  • Edited 2:56pm Aug 23, 2019 2:42pm | Edited 2:56pm
OK, the entries are looking spot on using just the crossover. I'll post again tomorrow when I've checked the other parts separately, and then in combinations together. If there is an error that will show where it is. Make things much easier

ADDED: Added mainly as a note to myself. But from watching these charts for so long I am starting to feel that Stochs retracement might be the key to getting the trade exit point right. They seem to be a reliable indicator that the move has lost its momentum.
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