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Old Dog with New Tricks

  • #201
  • Jan 18, 2010 4:46am Jan 18, 2010 4:46am
So I loaded this last night and set it with these settings:
Remark1=== Main Settings ==
MagicNumber=0
SignalsOnly=0
Alerts=0
SignalMail=0
PlaySounds=0
ECNBroker=0
EachTickMode=1
CloseOnOppositeSignal=0
Lots=0.10000000
MoneyManagement=0
Risk=1
Slippage=5
StopLoss=200
TakeProfit=200
Remark2=
Remark3=== HiLo Settings ==
BarStart=15000
InitialRange=30
WinPercent=52.00000000
MinimumSuccessScore=0.00000000
MinimumConfidence=90

It drew the initial ranges but no action took place when they were exceeded, nor did they get redrawn. WinPercent is 52 while CounterPercent is 55, did I overlook something simple?
Attached Image (click to enlarge)
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  • #202
  • Jan 18, 2010 6:49am Jan 18, 2010 6:49am
Quoting vbro
Just to be sure...

So if one sets Bar Start to 1, the counter would include all bars on the chart except the most recent bar, or all bars on the chart except the first bar?

Thx.

VBro
The EA would only include the previous bar (Current bar - 1)
0 technically disables the limiter, thus telling the EA to use every bar available.
  • #203
  • Jan 18, 2010 7:03am Jan 18, 2010 7:03am
Quoting Mindsphere
I see.. and other than trade overlap nothing else? I still don't see how that could reduce an average of around 400 trades per week on GBPUSD (by the settings I extrapolated) down to only 4?

I mean, the daily range on the cable is somewhere between 150-200 pips on average. The high and low are hit numerous times as the trading range is established. Even with a 20 pip TP/SL, that's around 4-5 trades per day at a minimum. Unless there's something I'm missing here? :/

One thought I had regarding improving the EA is perhaps adding an option to the...
Optimization gets a little harder, but we'll see. The EA was originally designed for you to 'set and forget'. That is to say, you set the EA to whatever desired parameters you want, E.G. you only want to take trades which in the past month have a 60% chance of winning with a 1:2 risk:reward ratio.

As for a communal 'cluster computer' that's what I have been trying to implement, first with the tick database. Once the tick database is established and stable, phase 2 would be getting EAs to talk to each other similar to a P2P fashion. Then people with the exact same settings would be able to share stats with each other.

My main concern with Phase 2 and the tick database was the preservation of privacy.
  • #204
  • Jan 18, 2010 7:05am Jan 18, 2010 7:05am
Quoting zoogle
So I loaded this last night and set it with these settings:
Remark1=== Main Settings ==
MagicNumber=0
SignalsOnly=0
Alerts=0
SignalMail=0
PlaySounds=0
ECNBroker=0
EachTickMode=1
CloseOnOppositeSignal=0
Lots=0.10000000
MoneyManagement=0
Risk=1
Slippage=5
StopLoss=200
TakeProfit=200
Remark2=
Remark3=== HiLo Settings ==
BarStart=15000
InitialRange=30
WinPercent=52.00000000
MinimumSuccessScore=0.00000000
MinimumConfidence=90

It drew the initial ranges but no action took place when they were exceeded, nor did they get redrawn. WinPercent is 52 while...
Did you set alerts?
Was there an attempt at a trade?
Did the broker 'hiccup'?

The main drawback of this EA is that it's very sensitive to these sorts of problems. There are usually one or two 'ticks of opportunity' in a signal. Most of my other EAs have 20-40 'ticks of opportunity', and thus are more likely to get their trade placed.
  • #205
  • Jan 18, 2010 7:10am Jan 18, 2010 7:10am
Quoting Ronald Raygun
Did you set alerts?
Was there an attempt at a trade?
Did the broker 'hiccup'?

The main drawback of this EA is that it's very sensitive to these sorts of problems. There are usually one or two 'ticks of opportunity' in a signal. Most of my other EAs have 20-40 'ticks of opportunity', and thus are more likely to get their trade placed.
I did not set alerts, there were no attempts to trade and no broker hiccups. Would changing market orders to limit orders solve this problem in the EA? In the mean time I'll try running it on one of my VPS' that gets a better ping to the broker.
  • #206
  • Jan 18, 2010 4:00pm Jan 18, 2010 4:00pm
Still no trades placed and I have the EA running on EURUSD aswell as EURNZD.

I expect its because my internet is too slow considering it has such short windows to open trades.

I notice that terminal.exe is using up about 94% on average of my CPU. that shouldn't be so high should it? :S
The greatest force on earth is compound interest.
  • #207
  • Jan 18, 2010 5:57pm Jan 18, 2010 5:57pm
Quoting sebastionay
Still no trades placed and I have the EA running on EURUSD aswell as EURNZD.

I expect its because my internet is too slow considering it has such short windows to open trades.

I notice that terminal.exe is using up about 94% on average of my CPU. that shouldn't be so high should it? :S
The CPU usage is expected. This is quite resource intensive.
  • #208
  • Jan 18, 2010 6:36pm Jan 18, 2010 6:36pm
RR - interesting EA - what kind of profit ratio's are you getting on it?
  • #209
  • Jan 18, 2010 7:36pm Jan 18, 2010 7:36pm
Quoting zoogle
So I loaded this last night and set it with these settings <clipped>

It drew the initial ranges but no action took place when they were exceeded, nor did they get redrawn. WinPercent is 52 while CounterPercent is 55, did I overlook something simple?
I'm having the exact same issue. Tried on a couple of different brokers, on two different PCs. I get no redraw when the high/lows are exceeded and I cannot modify the EA's properties once it's loaded. I actually think that the EA might be crashing.. Any thoughts RR?

Perhaps the updates you have made to the EAs have an issue? I've tried both the EA that draws lines and the one that doesn't.

Oh and one simple addition that might be useful for the EA - as opposed to setting an InitialRange, it might be better if we could either set a timezone offset for the broker, OR set a timerange at the start of which the backtest is run and from which the initial range is set.
  • #210
  • Jan 18, 2010 7:42pm Jan 18, 2010 7:42pm
Ive had that problem where it seems to freeze and wont let you change the properties aswell. I just removed and restarted whenever I noticed it. Also kept asking permission for DLL calls even when its set to accept confirm all DLL calls for a few times most restarts.
The greatest force on earth is compound interest.
  • #211
  • Edited 8:06pm Jan 18, 2010 7:45pm | Edited 8:06pm
Quoting sebastionay
Ive had that problem where it seems to freeze and wont let you change the properties aswell. I just removed and restarted whenever I noticed it. Also kept asking permission for DLL calls even when its set to accept confirm all DLL calls.
It seems to happen all the time to mine. Like only maybe 1 time out of 10 does it actually let me enter the properties of the EA. :/

Edit: Actually, I can only enter EA properties before a new tick has come through. Once a tick comes through the EA updates the status with the success scores and trade triggers but does not let me enter EA properties any more. At this point I'm guessing it's crashed.
  • #212
  • Jan 18, 2010 8:26pm Jan 18, 2010 8:26pm
Those of you having trouble with the EA, what system specs do you have?

I'm running Intel Core i7 2.8 Ghz, 8GB DDR3 ram.

The main problem with this EA is that it is resource-intensive. I'm trying to streamline the code for version 2.
  • #213
  • Jan 18, 2010 9:31pm Jan 18, 2010 9:31pm
Quoting Ronald Raygun
Those of you having trouble with the EA, what system specs do you have?

I'm running Intel Core i7 2.8 Ghz, 8GB DDR3 ram.

The main problem with this EA is that it is resource-intensive. I'm trying to streamline the code for version 2.
Intel Core 2 Quad Q6600 2.4 GHz, 4 GB DDR2 RAM.

It doesn't seem to be a resource issue.. the backtest is extremely fast. It just seems to be unresponsive after the first tick comes through.
  • #214
  • Jan 18, 2010 9:35pm Jan 18, 2010 9:35pm
Im gonna have to give it a miss untill it becomes easier for my computer to handle.
The greatest force on earth is compound interest.
  • #215
  • Jan 18, 2010 11:20pm Jan 18, 2010 11:20pm
I have the same issue of not being able to change the specs after it has been placed. I can change the specs right away, but after a short while then it won't pull up the modify screen.

Also, I believe it should've taken a trade for me during the blue rectangle in the pic. The green line hasn't changed, and was there before price traded up to that point.

Win percent is at 50.5
Min success score 0
Min Conf. 90
Attached Image (click to enlarge)
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  • #216
  • Jan 19, 2010 12:52am Jan 19, 2010 12:52am
RR I'm wondering if you modified the EA after posting it here initially, and if perhaps the updates have somehow broken it? Or are you trading yourself with exactly the same EA that is in the first post?
  • #217
  • Jan 19, 2010 6:33am Jan 19, 2010 6:33am
I downloaded the EA and I'm currently running it. So far, it's working the same.

I may just end up releasing the source code, but before I do that, I'm looking at open source licenses, that way I can afford some protection.
  • #218
  • Jan 19, 2010 8:08am Jan 19, 2010 8:08am
RR - Worked the same? As in the same as those of us having trouble... or in the same as it's worked for you?

I think the ea should've taken a trade at the red line, which I highlighted the price area in the blue rectangle....? The specs are the same as I posted in a few posts above.
Attached Image (click to enlarge)
Click to Enlarge Name: rr ea pic 2.gif Size: 44 KB
  • #219
  • Jan 19, 2010 8:11am Jan 19, 2010 8:11am
Quoting Ronald Raygun
I downloaded the EA and I'm currently running it. So far, it's working the same.

I may just end up releasing the source code, but before I do that, I'm looking at open source licenses, that way I can afford some protection.
Hmm.. are you able to modify the EA options once it's received its first tick (and shows the success rates etc)?

If you choose to release the source code that would be very generous of you! It would be interesting to see how you've coded the self-optimiser. Hopefully you get the license issue sorted
  • #220
  • Jan 19, 2010 8:15am Jan 19, 2010 8:15am
Quoting trader_scott
RR - Worked the same? As in the same as those of us having trouble... or in the same as it's worked for you?

I think the ea should've taken a trade at the red line, which I highlighted the price area in the blue rectangle....? The specs are the same as I posted in a few posts above.
Worked the same as my other one.

I agree with your statement there.

And yes, I can change properties...so I'm wondering what I did differently.
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