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Multi Time Frame Trader

  • #21
  • Mar 4, 2009 1:21pm Mar 4, 2009 1:21pm
Quoting onu
thx, unfortunately this new version has nothing to do with the original concept. The best feature on the first one was the self calculating SL and TP. The higher cpu consumption is not the big problem on foreward demo test and when u make the system as i suggested, the backtest will be possible too. May i ask u again to go for the modifications on the old one?
TIA

ok, i updated to v0.03, which is identical to the original concept:
http://www.saxoeducation.com/Learnin...rames.aspx#4.1

Can you please review that page, and see if there is any deviation with this EA? I read it many times, and the code does exactly what the page is describing.
  • #22
  • Mar 4, 2009 2:39pm Mar 4, 2009 2:39pm
EA v3 do not open any trades in tester. I only have in journal many messages
!LinRegrBuf GBPUSD,M1: loaded successfully
!LinRegrBuf GBPUSD,M1: removed
  • #23
  • Mar 4, 2009 4:00pm Mar 4, 2009 4:00pm
  •  onu
  • | Joined Feb 2006 | Status: superior senior member | 746 Posts
Quoting Dezil
EA v3 do not open any trades in tester. I only have in journal many messages
!LinRegrBuf GBPUSD,M1: loaded successfully
!LinRegrBuf GBPUSD,M1: removed
be patient, this has to do with the complexity of the indicator . The EA has a lot of calculating work to do
  • #24
  • Mar 4, 2009 4:26pm Mar 4, 2009 4:26pm
Quoting onu
be patient, this has to do with the complexity of the indicator . The EA has a lot of calculating work to do
+1
  • #25
  • Mar 4, 2009 4:49pm Mar 4, 2009 4:49pm
  •  onu
  • | Joined Feb 2006 | Status: superior senior member | 746 Posts
Quoting c0d3
ok, i updated to v0.03, which is identical to the original concept:
http://www.saxoeducation.com/Learnin...rames.aspx#4.1

Can you please review that page, and see if there is any deviation with this EA? I read it many times, and the code does exactly what the page is describing.
Ok thx a lot. Lets see what happens on demo . The self adjusting SL and TP doesnt work anymore?
  • #26
  • Mar 4, 2009 4:53pm Mar 4, 2009 4:53pm
  •  onu
  • | Joined Feb 2006 | Status: superior senior member | 746 Posts
Quoting c0d3
+1
  • #27
  • Mar 4, 2009 5:30pm Mar 4, 2009 5:30pm
Money management decides the performance of any system. I think this EA does not have problems with entries, the major issue with the performance of this system is the SL and TP. The current money management is not advanced in any way, shape or form, i would like to incorporate some advanced MM concept into this EA.

Does anyone have any suggestions for setting these values? I'd rather have them based on some dynamic indicator vs. having a static value.

Any ideas welcome.
  • #28
  • Mar 4, 2009 5:36pm Mar 4, 2009 5:36pm
  •  onu
  • | Joined Feb 2006 | Status: superior senior member | 746 Posts
Quoting c0d3
ok, i updated to v0.03, which is identical to the original concept:
http://www.saxoeducation.com/Learnin...rames.aspx#4.1

Can you please review that page, and see if there is any deviation with this EA? I read it many times, and the code does exactly what the page is describing.
I reviewd the concept and you made it even better with the selfadjusting SL and TP. I wonder why you choosed LinRegrBuf and not the suggested CCI indicator?
  • #29
  • Mar 4, 2009 5:47pm Mar 4, 2009 5:47pm
Quoting onu
I reviewd the concept and you made it even better with the selfadjusting SL and TP. I wonder why you choosed LinRegrBuf and not the suggested CCI indicator?
Trend identification is LinRegBuf
Stochastic Oscillator is what i chose over CCI
  • #30
  • Mar 4, 2009 5:58pm Mar 4, 2009 5:58pm
i was thinking of incorporating an algorithm that would analyze the historical trades that this system did, and basically determine if it is profiting or loosing. In case the system is loosing, i would have some modifications to the TP and SL(automatically), and then basically wait again to see the results. In case the system is profiting, the EA would not be changing any variables, until the EA starts loosing, at which point it would start changing TP and SL values. This would serve as a feedback loop to regulate the results of the system. The question that comes to mind is what other TP and SL values would it set, and based on what? Is it possible to have some optimizer running in the background and providing some optimized TP and SL values?
  • #31
  • Mar 5, 2009 8:03am Mar 5, 2009 8:03am
  •  onu
  • | Joined Feb 2006 | Status: superior senior member | 746 Posts
Quoting c0d3
i was thinking of incorporating an algorithm that would analyze the historical trades that this system did, and basically determine if it is profiting or loosing. In case the system is loosing, i would have some modifications to the TP and SL(automatically), and then basically wait again to see the results. In case the system is profiting, the EA would not be changing any variables, until the EA starts loosing, at which point it would start changing TP and SL values. This would serve as a feedback loop to regulate the results of the system. The...
First the system should be fixed. After 14 hours backtest and demo live it seems something is wrong. Not a single trade was taken so far. Any idea why?
  • #32
  • Mar 5, 2009 1:10pm Mar 5, 2009 1:10pm
Quoting onu
First the system should be fixed. After 14 hours backtest and demo live it seems something is wrong. Not a single trade was taken so far. Any idea why?
the entry conditions are too strict, i modified the EA to v0.04. In 0.04, the entry conditions are not very strict, and the EA will have entries.
  • #33
  • Mar 5, 2009 1:31pm Mar 5, 2009 1:31pm
I really had no problem opening up trades. It seemed to do that just fine for me. I had another issue with it that kind of turned me off.....

I think the EA made some short trades on M5 when M15 was at the bottom of the channel. I think that is what it was, I will test this new version and give my thoughts.

Damon

Quoting c0d3
the entry conditions are too strict, i modified the EA to v0.04. In 0.04, the entry conditions are not very strict, and the EA will have entries.
"Keep your eyes on the helpers" - Mr. Rogers
  • #34
  • Mar 7, 2009 3:49am Mar 7, 2009 3:49am
A lot of work has gone into this EA, it seems.

Anyone found optimal settings for the

TREND chart=60

SIGNAL chart=5

TIMING chart=1


or has anyone tried

TREND chart=D1

SIGNAL chart=H4

TIMING chart=H1
Starting to see instead of just looking.
  • #35
  • Mar 7, 2009 8:58am Mar 7, 2009 8:58am
  •  onu
  • | Joined Feb 2006 | Status: superior senior member | 746 Posts
Quoting Rastaman
A lot of work has gone into this EA, it seems.

Anyone found optimal settings for the

TREND chart=60

SIGNAL chart=5

TIMING chart=1


or has anyone tried

TREND chart=D1

SIGNAL chart=H4

TIMING chart=H1

It seems its not possible to properly backtest/optimize the system. So you have to forward test some different settings by yourself
  • #36
  • Mar 7, 2009 12:26pm Mar 7, 2009 12:26pm
Cod3 I must commend you. You have done a great work here. The thing with software is, its never completed, you have to update and optimize it all the time. I will appreciate it if you can add email and alert settings to this email instead of taking trades by itself. I personally dont feel comfortable with EA taking trades for me, I will rather it sends me signal and I will analyse the signal and take decisions on it.



Quoting c0d3
the entry conditions are too strict, i modified the EA to v0.04. In 0.04, the entry conditions are not very strict, and the EA will have entries.
  • #37
  • Mar 7, 2009 11:46pm Mar 7, 2009 11:46pm
Thanks for the input.

I am going to try

W1

D1

H4

I presume the lower time frame is the TF that the trades will actually be made on.
Starting to see instead of just looking.
  • #38
  • Edited 1:27pm Mar 9, 2009 1:09pm | Edited 1:27pm
Quoting ayoneeyee
Cod3 I must commend you. You have done a great work here. The thing with software is, its never completed, you have to update and optimize it all the time. I will appreciate it if you can add email and alert settings to this email instead of taking trades by itself. I personally dont feel comfortable with EA taking trades for me, I will rather it sends me signal and I will analyse the signal and take decisions on it.
download v0.05, it has the alert feature. I could never get the email function to work.
  • #39
  • Edited 2:38pm Mar 9, 2009 2:32pm | Edited 2:38pm
I do appreciate your effort. I will download and test this version, then get back to give feedback. Maybe someone else could help with the email feature.

Thanks again.


Quoting c0d3
download v0.05, it has the alert feature. I could never get the email function to work.
  • #40
  • Mar 14, 2009 12:54pm Mar 14, 2009 12:54pm
i added the original EA to the first thread, as it does best at this strategy.
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