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Old Dog with New Tricks

  • #381
  • Edited 5:18pm Jul 19, 2010 4:29pm | Edited 5:18pm
Quoting Ronald Raygun
That is expected behavior.

The EA is basically running on an infinite loop. Cycle count is the number of 100 ms intervals that have passed between the last tick and the present.
So if I understand that statement correctly, my Cycle Count should not currently be 501634 as it is Monday, the EA is on a 1 minute chart, and I know I'm getting ticks.

Quoting Ronald Raygun
If ReverseTrades is set to false, the EA tests all trades with a SL setting of whatever SL you set.

If ReverseTrades is set to true, the EA tests all trades with a TP setting of whatever TP you set.
I set it up on another chart to see if I can use Reverse Trades = True with a TP of 50 on the EUR/USD 1M.. sure enough after if finished its optimization is showing me that the TP is 24 not 50. So then I looked at the code..

if(!ReverseTrades) TakeProfit = CurrentHighTP;
if(ReverseTrades) StopLoss = CurrentHighTP;

Which leads me to believe that setting Reverse Trades = True does what one what would think it does, and simply reverses the trading logic rather then sets use of SL and TP levels, which struck me as odd in your description of the setting. Upon further examining the code I believe it would make more sense to create additional settings "Use Hard SL" and "Use Hard TP" and then change the current "SL and TP" descriptions to read "SL Range" and "TP Range"

Also your comment string needs to be changed from:

string CommentString = StringConcatenate("Broker Type: ", BrokerType, "n",
"Last Optimized: ", LastOptimize, "n",
"Bars Used: ", BarCount, "n",
"Total Bars: ", Bars, "n",
"Current Hour: ", CurrentHour, "n",
"Current TP: ", CurrentHightTP, "n",
TO:

string CommentString = StringConcatenate("Broker Type: ", BrokerType, "n",
"Last Optimized: ", LastOptimize, "n",
"Bars Used: ", BarCount, "n",
"Total Bars: ", Bars, "n",
"Current Hour: ", CurrentHour, "n",
"Current TP: ", TakeProfit, "n",
"Current SL: ", StopLoss, "n",

So that it displays both the SL and TP levels, and will correctly display what the actual TP and SL are
  • #382
  • Jul 19, 2010 4:42pm Jul 19, 2010 4:42pm
Quoting Zurathustra
So if I understand that statement correctly, my Cycle Count should not currently be 501634 as it is Monday, the EA is on a 1 minute chart, and I know I'm getting ticks.
Yeah.... that's a problem. Maybe the issue rfking2 mentioned earlier is happening here.
  • #383
  • Jul 19, 2010 4:49pm Jul 19, 2010 4:49pm
oK I thought that everything was fine but I saw the EA stop at a certain number and it's been a while.See picture. Is there any problem in having both EA's Hilo Trader[TD] and Hilo Trader Optimizing running on the same platform? I have an Intell core Duo 3 GB of RAM. I noticed that the EA stopped after a new tick kicks in
Attached Image (click to enlarge)
Click to Enlarge Name: hilo self #2.gif Size: 11 KB
  • #384
  • Jul 19, 2010 4:59pm Jul 19, 2010 4:59pm
Great piece of work here Ronald! I've been playing with it for the past couple of hours. How difficult would it be to adapt this to have round numbers (00's) as the focal point instead of the current day hi/lo?
  • #385
  • Jul 19, 2010 5:18pm Jul 19, 2010 5:18pm
Quoting Forexaccount
oK I thought that everything was fine but I saw the EA stop at a certain number and it's been a while.See picture. Is there any problem in having both EA's Hilo Trader[TD] and Hilo Trader Optimizing running on the same platform? I have an Intell core Duo 3 GB of RAM. I noticed that the EA stopped after a new tick kicks in
I'm wondering why your start times are in 1970... What does reloading the EA do?
  • #386
  • Jul 19, 2010 5:18pm Jul 19, 2010 5:18pm
Quoting zoogle
Great piece of work here Ronald! I've been playing with it for the past couple of hours. How difficult would it be to adapt this to have round numbers (00's) as the focal point instead of the current day hi/lo?
Quite difficult. There are theoretically infinite round numbers, and only two hilo numbers.
  • #387
  • Jul 19, 2010 5:45pm Jul 19, 2010 5:45pm
Quoting Ronald Raygun
Quite difficult. There are theoretically infinite round numbers, and only two hilo numbers.
But only the two around the price at each point in time would be of importance for backtesting

Inserted Code
   int mult=1
   if (Digits == 4 || Digits == 5) mult = 100;
   double RNabove = MathRound( ( (Bid+Ask)/2 + MathPow(mult,-1)/2) * mult)/mult;
   double RNbelow = RNabove - MathPow(mult,-1);
  • #388
  • Jul 19, 2010 5:51pm Jul 19, 2010 5:51pm
Wow, popular thread today.

Quoting Zurathustra
So if I understand that statement correctly, my Cycle Count should not currently be 501634 as it is Monday, the EA is on a 1 minute chart, and I know I'm getting ticks.
I think there is a mix up here between last tick and cycle count. Last tick resets to 0 on every new tick. Cycle count does not, it just keeps counting until you reset the bot. This is normal, will not cause any problems, and has nothing to do with the bug I noticed. However if it stops after the bot is already loaded, then you might have a problem.
  • #389
  • Jul 19, 2010 6:18pm Jul 19, 2010 6:18pm
Quoting Zurathustra
So if I understand that statement correctly, my Cycle Count should not currently be 501634 as it is Monday, the EA is on a 1 minute chart, and I know I'm getting ticks.



I set it up on another chart to see if I can use Reverse Trades = True with a TP of 50 on the EUR/USD 1M.. sure enough after if finished its optimization is showing me that the TP is 24 not 50....

First off, I'd like to say that I love the potential of the EA.

My question is this... if it is to be truly a self optimizing EA then why not have the EA to automatically set the the TP and SL itself from the data it is using to optimize itself?
  • #390
  • Edited 8:33pm Jul 19, 2010 7:28pm | Edited 8:33pm
Quoting Ronald Raygun
I'm wondering why your start times are in 1970... What does reloading the EA do?

Ok Ronald, I just reloaded the other time frames. Now I have BreakOut for Hilo Trader[TD] and nothing for Hilo Trader Optimizing. See pictures
Attached Image(s) (click to enlarge)
Click to Enlarge Name: hilo self #1.gif Size: 12 KB
Click to Enlarge Name: hilo self #2.gif Size: 12 KB
  • #391
  • Jul 19, 2010 7:29pm Jul 19, 2010 7:29pm
Quoting Ronald Raygun
I agree. That's the problem when you can't use the start function unfortunately.
In my EA (just a keyboard-driven helper) which is looped (for better sensitivity to keyboard input) too, I use a global variable. If I set it (via F3) to some defined value (eg. 1), the loop will break and EA continues to run tickwise and settings can be invoked.. if the GV is reset, loop resumes /starts again after start()/.
:-anything
  • #392
  • Jul 19, 2010 9:46pm Jul 19, 2010 9:46pm
Quoting Forexaccount
Ok Ronald, I just reloaded the other time frames. Now I have BreakOut for Hilo Trader[TD] and nothing for Hilo Trader Optimizing. See pictures
Strange stuff... TP is -1?

Did you use default settings?

What I don't get is how some people are having no trouble with this EA and others are...
  • #393
  • Jul 19, 2010 10:02pm Jul 19, 2010 10:02pm
is the timeframe maybe screwing him up?? he is using H1 in that second shot.
  • #394
  • Jul 19, 2010 10:14pm Jul 19, 2010 10:14pm
I think everything is fine now. I left the standard settings except the broker type to true (5 digits here). Will leave it running for the week and will advise.
Attached Image(s) (click to enlarge)
Click to Enlarge Name: hilo self #1.gif Size: 12 KB
Click to Enlarge Name: hilo self #2.gif Size: 13 KB
  • #395
  • Edited Jul 20, 2010 12:27am Jul 19, 2010 10:20pm | Edited Jul 20, 2010 12:27am
Quick question, has anyone been able to get these (or any) EA to actually make trades using IBFX since they did their change over this weekend?

I busted out some of my older EA's and tested them but for some reason I'm getting no trades and no error messages... I even made an EA that trades if close > open or close < open just so I knew that it would be sending trades.. nothing.

May be time for a new broker

EDIT: Well, apparently IBFX is using some kinda shitty ECN esque system now.. Explains why "most" of my EA's aren't working.
  • #396
  • Jul 20, 2010 12:25am Jul 20, 2010 12:25am
anyone tinker with "MaximumBarShift = 1440;" ?
I knock it down to 30 with ReverseTrades = True, not bad last night, but no trade today.
putting up another instance, but now with BarShift=60
  • #397
  • Edited 12:50am Jul 20, 2010 12:34am | Edited 12:50am
Ronald,

it is 12:42AM ET and both EA's have triggered buy positions with 3 previous resistance tops. Why would I be interested in opening a buy position with three previous tops. Is this a logical approach? Is this included into the EA? We have already (5) 30 Minutes resistance bars on this level. I am not criticizing but trying to make it better. If we have a "BreakOut" style I would check (before opening any buy position) how strong is the level and a good way to do that is looking for previous highs. If I see more than 2 tops I would diminish the idea of going long,(the same for going short) and this is even more important when you are scalping the market because any minor retrace would stop me out for sure. I will give results. Le's see what happens. Thanks

Oh, both trades were opened with the sames SL, TP. 20 pips SL, 10 pips TP. Hilo Trader Optimizing is set by default. On Hilo Trader [TD] I have TP SL set at 20. Something went wrong with this. May be I have to put a magic number for both EA's
Attached Image(s) (click to enlarge)
Click to Enlarge Name: hilo self #2.gif Size: 14 KB
Click to Enlarge Name: My Pictures2010-07-20_01-42.jpg Size: 35 KB
  • #398
  • Jul 20, 2010 12:43am Jul 20, 2010 12:43am
On the self optimizing ea I have the same TP -1 thing like ForexAccount had before. I have used the default settings except for barstoOptimize (60000) and MaxTrades (1). ForexAccount, how did you fix it? Or did it fix itself?

I did have it working earlier though. Funny thing then was that the HiLo Trader2 and the self optimizer didn't agree with each other. On the same currency pair (on different brokers) one said countertrend and the other went for breakout. For now the HiLo Trader 2 seemed to be right.

On another note, I've been trying to find stuff to read about NEAT but I'm still looking for something at the entry level. If you have a good link or know of a book then I'd like to hear about it. Failing that I'll just download one of the software packages and start playing with it, see what it does. Since some of those come with tick tack toe to train it I hope it will not come to the same conclusion on forex as the super computer did in wargames: the only winning move is not to play Anyway, on the NEAT homepage you've got the email address of the guy who came up with it with an invitation to contact him for advice. Perhaps when you get the ball rolling he could be your first stop.
  • #399
  • Jul 20, 2010 12:48am Jul 20, 2010 12:48am
Quoting MorningMania
On the self optimizing ea I have the same TP -1 thing like ForexAccount had before. I have used the default settings except for barstoOptimize (60000) and MaxTrades (1). ForexAccount, how did you fix it? Or did it fix itself?

I did have it working earlier though. Funny thing then was that the HiLo Trader2 and the self optimizer didn't agree with each other. On the same currency pair (on different brokers) one said countertrend and the other went for breakout. For now the HiLo Trader 2 seemed to be right.

On another note, I've been trying to find...

I download new data from the link Ronald provided and imported it to MT4. After that you have to click on all time frames to create new data for every time frame. After this you can load the EA.
  • #400
  • Jul 20, 2010 1:02am Jul 20, 2010 1:02am
Ok Ronald,

It is 1:58AM ET both EA's looks they have a Duracell battery or something. They just opened 5 positions each one. After 2 minutes 2 positions were closed and 2 more were opened. See picture. This happened only in one pair. Can you tell me if this is a normal behavior? Thanks
Attached Image (click to enlarge)
Click to Enlarge Name: 2010-07-20_01-58.jpg Size: 90 KB
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