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MT4 to Excel through Excel RTD (Finally!)

  • #361
  • Feb 11, 2021 2:27am Feb 11, 2021 2:27am
Quoting garfield75
{quote} I have attached test result with 4 tabs with diff currency pair. I have tested each of 3 times in a cycle and have same results which are logged in Column C,D,E in Row 1,2,3. you can rerun these pairs within this excel you should get the same result. I am unable to replicate your error. Scenario Question - - you ran on currency pair (AUDUSD) which has 7643 rows. record your result. Run it the second time and record your result and it is same. - you copy paste a new currency pair (EURGBP) which as 7940 rows. record your result. - Now you...

I will look at the results once I get home . Cannot open a preview in my phone.
I use CountA formula for counting all cells without a blank and extended to the while column. I also Used Rows formula and manually scrolled down to the last row to count the rows.

In the two files I previously attached, they had same number of rows.

Maybe someone else can do his/her test in cycles..

Thanks for checking,
  • #362
  • Edited 10:08am Feb 11, 2021 9:34am | Edited 10:08am
@Garfield

Your test results are correct. I checked them when I went back home.

I am attaching the Test Results with an additional sheet (Analytics tab). I will use it as a template for recording future test results. The sections can be copied down the sheet and with Control F, the pair can be replaced. All other inputs will be referenced. I did tests with different percentages to get the best result.
If the percentages change in the original sheets, the new tab will show the results. Also, the spread field can be changed so each one can use his/her broker's spread. It is fixed at the moment. I used (3) on average.

I could not continue retesting other pairs -although I should have- but spent some time in the last tab till after midnight. I will see if I can continue tomorrow and add all JPY/EUR/GBP pairs. I believe they will show good promising results.

Attached Image (click to enlarge)
Click to Enlarge Name: 35bb8ff620b2dc07b16d11a12818192a.png Size: 70 KB


I will start demoing tomorrow with some high range pairs.
Many thanks,

Edit: I am not sure if the Swiss Army EA would manage the trades based on percentages. I will check tomorrow. Either I test with ATR/Range or try EXCEL RTD to manage or hire a coder for an EA with percentage SL/TP.
Attached File(s)
File Type: xlsx Backtesting Result (with Analytics).xlsx   3.8 MB | 612 downloads
  • #363
  • Edited 3:49pm Feb 11, 2021 1:24pm | Edited 3:49pm
Hello, did anyone try to use the ORDERTP and ORDERSL commands with rtd link?
It rounds my sl and tp to an integer and instead of getting sl=1,02344 i get 1, for 0,87745 i get 0.When its 0 i get err:s/l too close too current price. Is there something i am missing? Dim in VBA all set on double. The other commands work like a charm.

edit: never mind, turned out to be the excel conversion to decimal comma. A replace did the trick
  • #364
  • Feb 11, 2021 8:35pm Feb 11, 2021 8:35pm
I created the SMA crossover system in Excel RTD as per my defined rules but got stuck with the commands to execute trades in VBA to buy/sell and maybe execute TP/SL.

Anyway, I realized that my real issue is with a comprehensive understanding of VBA. I decided I will learn first and then come back with a template to execute all the orders.
I am trying to execute commands in a column based on the cell change of another column but the problem is that the use of a switch means I have to manually change it every time. If I leave the switch at (1) for execution then countless orders will be opened at once.
  • #365
  • Feb 12, 2021 12:59am Feb 12, 2021 12:59am
Quoting mtharwat
I created the SMA crossover system in Excel RTD as per my defined rules but got stuck with the commands to execute trades in VBA to buy/sell and maybe execute TP/SL. Anyway, I realized that my real issue is with a comprehensive understanding of VBA. I decided I will learn first and then come back with a template to execute all the orders. I am trying to execute commands in a column based on the cell change of another column but the problem is that the use of a switch means I have to manually change it every time. If I leave the switch at (1) for...
can't be that hard to code it. Without knowing the specific, code logic below

IF Cell A1 = "Yes" then
execute trade based on Cell B1 value (Buy) & Cell B2 value (EURUSD)
Cell A1 = "No"
End if

If Cell A2 = "Trade Condition Met" Then
Cell A1 = "Yes"
End if
Trading is SIMPLE not EASY.
  • #366
  • Feb 12, 2021 1:07am Feb 12, 2021 1:07am
Quoting mtharwat
@Garfield Your test results are correct. I checked them when I went back home. I am attaching the Test Results with an additional sheet (Analytics tab). I will use it as a template for recording future test results. The sections can be copied down the sheet and with Control F, the pair can be replaced. All other inputs will be referenced. I did tests with different percentages to get the best result. If the percentages change in the original sheets, the new tab will show the results. Also, the spread field can be changed so each one can use his/her...
What are your rules for this system
1) MA Settings?
2) Timeframes?
3) Trigger for Long or Short?
4) Position Size? Risk per trade?
5) SL
6) TP
Trading is SIMPLE not EASY.
  • #367
  • Edited 2:30am Feb 12, 2021 1:59am | Edited 2:30am
Quoting garfield75
{quote} What are your rules for this system 1) MA Settings? 2) Timeframes? 3) Trigger for Long or Short? 4) Position Size? Risk per trade? 5) SL 6) TP
To begin with, this system is a nucleus for future projects and enough to get all aspects of creating a system in Excel by testing it and then executing it by FXBlue labs EXCEL RTD or any other type of Excel RTD.

The rules I created in my head are as follows

1-MA settings, I will leave it as it is SMA10 and SMA20. The reason is that I would need to use the 'what-if analysis' of Excel to test many variables and multi-time frames. My future systems will not be solely based on SMA cross over but it is a starting point to how to test in EXCEL by using formulas/What if analysis/ VBA to handle big data and lots of variables. So I will leave the two SMAs at this stage.


2-Time frames: same as above.. Too many variables are there. However, the manual testing for some high range pairs deemed profitable in M15. So I will leave it M15 for now.

3-Trigger for long and Shorts: A- SMA10 previous close crosses above SMA20 previous close. B-SMA 10 (two previous closes ago) was below SMA 20 (two previous closes ago). The entry is in the opening of the new candle. The opposite is for shorts.

4- Position Size? Risk per trade?
The position size would be 10 percent of capital. This percentage will be divided among 8-10 pairs. 1 percent for each pair.

5-SL and target profit:

In my head, I want to test the principle of targets and stop losses based on (percentage of entry price). Initially, I have tested an equal percentage and then gave SL a slightly lower percentage. For example (0.3 percent) for target and 0.28% for stop loss.

--------
  • #368
  • Edited 2:26am Feb 12, 2021 2:15am | Edited 2:26am
Deleted...
  • #369
  • Feb 12, 2021 2:59am Feb 12, 2021 2:59am
Quoting garfield75
{quote} can't be that hard to code it. Without knowing the specific, code logic below IF Cell A1 = "Yes" then execute trade based on Cell B1 value (Buy) & Cell B2 value (EURUSD) Cell A1 = "No" End if If Cell A2 = "Trade Condition Met" Then Cell A1 = "Yes" End if

Now if All cond are met then "YES"then "(Buy"and "EURUSD")... So far so good.

But: How to stop continuous buying after the first time of "Buy"? If the "All conditions change"and then come back as true for buying, then it is fine to renter again.
The question is how to make sure the buying will be re-executed only when the cell (rechanges from "no" conditions to "yes" conditions)?

This is what I meant by the switch that will be needed to be manually changed unless I make a loop in VBA. I hope I am not confusing you.
  • #370
  • Feb 12, 2021 3:06am Feb 12, 2021 3:06am
Quoting mtharwat
{quote} Now if All cond are met then "YES"then "(Buy"and "EURUSD")... So far so good. But: How to stop continuous buying after the first time of "Buy"? If the "All conditions change"and then come back as true for buying, then it is fine to renter again. The question is how to make sure the buying will be re-executed only when the cell (rechanges from "no" conditions to "yes" conditions)? This is what I meant by the switch that will be needed to be manually changed unless I make a loop in VBA. I hope I am not confusing you.
- this logic below will buy/sell and reset the trigger cell.
IF Cell A1 = "Yes" then
execute trade based on Cell B1 value (Buy) & Cell B2 value (EURUSD)
Cell A1 = "No"
End if

-this logic below will monitor for the condition and set value the trigger cell to set it as "Yes" so buy or sell can be executed

If Cell A2 = "Trade Condition Met" Then
Cell A1 = "Yes"
End if
Trading is SIMPLE not EASY.
  • #371
  • Edited 3:49pm Feb 12, 2021 3:32pm | Edited 3:49pm
I am publishing this excel for everyone to understand how a trading strategy can be setup and automated in Excel.
The file has 5 Tabs

- Trades – Show account balance, PL etc. Cell F2 calculated position size for trades to execute.

- Dashboard –

o Column U is to “Trigger Trade” when Column T (Price) is equal to 1hr Tab EMA 50

o In VBA Code “Worksheet_Calculate” Check

§ In a loop monitor value of column U

· If the value is no equal to “Wait” so any other value beside “Wait”

· Then check column “W” for timestamp. This check tells when was the last time trade for this pair was executed by the code. Minimum time delay is 50 min.

· IF less than 50 min since the last trade executed. Ignore the trade setup.

If it is more than 50 min since last trade then check if column E (4hr), F (1hr) and G (30min) all have same value “Long” or “Short” to take a buy or sell trade.


- H4 – Used to update the Dashboard Tab.

- 1Hr – Column E is used to check and compare price with EMA 50 position.

- 30 Min – Used to update the Dashboard Tab.


Please note this is a trimmed down version of excel logic I use to be used for learning purpose only.
Attached File(s)
File Type: xls Automation-Example.xls   61 KB | 759 downloads
File Type: xlsx Week 2 - Forward Test Result.xlsx   15 KB | 567 downloads
Trading is SIMPLE not EASY.
  • #372
  • Feb 12, 2021 7:29pm Feb 12, 2021 7:29pm
Quoting garfield75
I am publishing this excel for everyone to understand how a trading strategy can be setup and automated in Excel.
Thankyou, appreciated, will try to follow
When you are successful perhaps give a thought to others ... Kiva dot org
  • #373
  • Feb 12, 2021 8:19pm Feb 12, 2021 8:19pm
I know this is being lazy but why reinvent the wheel.
Has anyone already done sheets over various time frames on Stochastic, MACD, Levels using EMA (e.g. Session FX (9hr), Day 24hr/Gold 23hr, Wk 5Day/Crypto 7Day, Mth etc)
Pivots Standard or Carmilla
Support Resistance attached ...
If not will try ...
Attached File(s)
File Type: mq4 SnR.mq4   24 KB | 421 downloads
When you are successful perhaps give a thought to others ... Kiva dot org
  • #374
  • Feb 12, 2021 9:44pm Feb 12, 2021 9:44pm
Quoting PayItForward
I know this is being lazy but why reinvent the wheel. Has anyone already done sheets over various time frames on Stochastic, MACD, Levels using EMA (e.g. Session FX (9hr), Day 24hr/Gold 23hr, Wk 5Day/Crypto 7Day, Mth etc) Pivots Standard or Carmilla Support Resistance attached ... If not will try ... {file}

I have done a Stochastics and EMA (different settings) on raw data for Garfield.. I can find it/ and expand on it if you want.

Or do you mean Retrieving Data from Fx Blue Labs Excel RTD? I believe I have posted one or I can do a fresh one with all the indis/time frames you are after.

Let me know please..
  • #375
  • Edited 10:32pm Feb 12, 2021 10:14pm | Edited 10:32pm
Quoting garfield75
I am publishing this excel for everyone to understand how a trading strategy can be setup and automated in Excel. The file has 5 Tabs - Trades – Show account balance, PL etc. Cell F2 calculated position size for trades to execute. - Dashboard – o Column U is to “Trigger Trade” when Column T (Price) is equal to 1hr Tab EMA 50 o In VBA Code “Worksheet_Calculate” Check § In a loop monitor value of column U · If the value is no equal to “Wait” so any other value beside “Wait” · Then check column “W” for timestamp. This check tells when was the last...

Can you get a full report on Draw Down, etc... You can use the Forex Factory feature (Trade Explorer) and define the dates until the last deal. Then take a screenshot. Since you gave already forwarded the test, the report will give in-depth insight IMO.
  • #376
  • Feb 12, 2021 11:28pm Feb 12, 2021 11:28pm
@Garfiled

Can you please have a look at the attached Template with VBA for executing commands?

I used the (For Loop with If).

I have not yet included the Stop Loss/Target profit (in the VBA) as I was not sure if I need an Identifier for each trade or not?

Thanks,
Attached File(s)
File Type: xlsx Crossover Trading System-Ver1 (FF).xlsx   20 KB | 657 downloads
  • #377
  • Feb 13, 2021 12:04am Feb 13, 2021 12:04am
Quoting mtharwat
{quote} Can you get a full report on Draw Down, etc... You can use the Forex Factory feature (Trade Explorer) and define the dates until the last deal. Then take a screenshot. Since you gave already forwarded the test, the report will give in-depth insight IMO.
The account has 2 strategy running side by side so hard to separate out DD related to the result I posted here. Anyone overall DD is acceptable. Attached some screenshots.
Attached Image (click to enlarge)
Click to Enlarge Name: 9c87857b2170e1ca6bec563c1bd1c99e.png Size: 205 KB
Trading is SIMPLE not EASY.
  • #378
  • Feb 13, 2021 12:24am Feb 13, 2021 12:24am
Quoting garfield75
{quote} The account has 2 strategy running side by side so hard to separate out DD related to the result I posted here. Anyone overall DD is acceptable. Attached some screenshots. {image}

The drawdown is quite acceptable...
  • #379
  • Feb 13, 2021 12:30am Feb 13, 2021 12:30am
Quoting mtharwat
{quote} I have done a Stochastics and EMA (different settings) on raw data for Garfield.. I can find it/ and expand on it if you want. Or do you mean Retrieving Data from Fx Blue Labs Excel RTD? I believe I have posted one or I can do a fresh one with all the indis/time frames you are after. Let me know please..
I looked in the files and did not find what I was after so ...
I mean same as in Post 371, separate Sheets for each time frame, M1 - D1, if one sheet (template) is done then I can add additional sheets and copy and adjust accordingly.
On the template a True/False button to output the info to the e,g, cell L7 on the 30Min used in your example. (reason not all time frame output may be needed, e.g. M1, M5, M15, M30 for intraday and longer for trend.
If I have the template then with my novice skill level I should be able to do the others I think.
Use the same Stoch template for the MACD (input code adjusted)?
I think I can use the EMA you provided for the levels I stated?
No idea for Pivots or SnR but if no-one has previously done it will give it a try after completing the others.
Thanks for your help, appreciated.
When you are successful perhaps give a thought to others ... Kiva dot org
  • #380
  • Feb 13, 2021 12:37am Feb 13, 2021 12:37am
Quoting mtharwat
@Garfiled Can you please have a look at the attached Template with VBA for executing commands? I used the (For Loop with If). I have not yet included the Stop Loss/Target profit (in the VBA) as I was not sure if I need an Identifier for each trade or not? Thanks, {file}
@mtharwat,
The file doesn't have any VBA code for me to check.
Trading is SIMPLE not EASY.
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