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EAs under construction II

  • #261
  • Aug 6, 2010 8:59am Aug 6, 2010 8:59am
Quoting maxss280
I don't know about slope it always changes on your charts as they move.

Would a good alternative be rate of change?

It would look something like

Inserted Code
steepness = (iMA(NULL,0,extMALength2,0,MODE_EMA,PRICE_CLOSE,0) - iMA(NULL,0,extMALength2,0,MODE_EMA,PRICE_CLOSE,extMASteepnessShift))/extMASteepnessShift;
Taiyakixz is doing the coding. Let's see what he has to say.
  • #262
  • Aug 6, 2010 9:00am Aug 6, 2010 9:00am
Quoting dryclean
Jiva

you got me to just check my u/j

made a quick 65 pips in 17 min

I'm sure the unemployment report helped

v7.2 30min my preset
did you use mine too?


I used preset from 1st page.
  • #263
  • Aug 6, 2010 9:22am Aug 6, 2010 9:22am
Quoting jiva34
Taiyakixz is doing the coding. Let's see what he has to say.
Ya sorry about that it was meant for him. Wanted to give something back after learning quite a few tricks from his code as he worked on this ea.

My favorite would have to be the delete pending and TimeExpired calculation and the normalization of the digits for brokers with extra digits.

Much Praise Bro
  • #264
  • Aug 6, 2010 9:39am Aug 6, 2010 9:39am
Quoting maxss280
Ya sorry about that it was meant for him. Wanted to give something back after learning quite a few tricks from his code as he worked on this ea.

My favorite would have to be the delete pending and TimeExpired calculation and the normalization of the digits for brokers with extra digits.

Much Praise Bro
He's definitely the quiet genius behind the scenes.
  • #265
  • Aug 6, 2010 10:00am Aug 6, 2010 10:00am
Taiyakixx, v7.3 only takes a few trades and then stalls out.

Also it has an undesirable feature.

At one point I thought it would be good to limit losses by having a losing trade close if a candle closed outside the channel
(for long below the lo
for short above the hi)
but this has shown to be a bad idea.
trades are being stopped out unnecessarily.

better to just have the positions closed as they were before.

to limit losses before target 1:
by a set stop loss.

to capture gains after profit 1 for winning trades:
by a set target, or by a trailing stop or by closing outside the channel
(for long below channel lo
for short above channel hi)

so v7.3 is stalling out and is closing trades too soon.

Have you tried to run v7.3? Are you having the same stalling out problem?
  • #266
  • Aug 6, 2010 10:23am Aug 6, 2010 10:23am
looks like EURCHF might be setting up again.
I have 2 demos set
v5 and v7.2a
to see if the ea will open 2 positions.
Last 2 trades it would not open 2.
Attached Image (click to enlarge)
Click to Enlarge Name: eurchf2nd posa.gif Size: 26 KB
  • #267
  • Aug 6, 2010 11:27am Aug 6, 2010 11:27am
Quoting maxss280
I don't know about slope it always changes on your charts as they move.

Would a good alternative be rate of change?

It would look something like

Inserted Code
steepness = (iMA(NULL,0,extMALength2,0,MODE_EMA,PRICE_CLOSE,0) - iMA(NULL,0,extMALength2,0,MODE_EMA,PRICE_CLOSE,extMASteepnessShift))/extMASteepnessShift;
yes, I also think that the code will be like yours.
MA with current bar changes, so shift=1 should be used to avoid it.
  • #268
  • Aug 6, 2010 11:58am Aug 6, 2010 11:58am
Quoting jiva34
Here is the chart showing the problem with ea not opening 2nd position for EURCHF preset.
Only significant difference for EURCHF preset from other presets is expiration 1 candle. We used to have the problem of ea not opening 2nd position when pending was...
I checked the code but at the moment I can't find any problem.
Please tell me your settings.
  • #269
  • Edited 5:53pm Aug 6, 2010 4:14pm | Edited 5:53pm
The v7 series is not working properly.
Here is the situation:

v7.2, v7.3, v7.3_m
stall out in tester after a few trades. (Because they stall out I have not been able to run back tests).
need modifications for closing trades

v7.2a, v7.3a, v7.3a_m
do not place trades properly
Sometimes only 1 position is opened.
This time a pending order and an instant order were placed at the same time
unpredictable
(see log below)


The live account did not open properly, a sell stop and an instant order were both placed at the same time using v7.2a.
A demo running v5.0 did place trade properly.

v5.0 apparently is still the most reliable version.
although v5.0 will not open the second position if pending is 0 which would be a desirable feature but is not absolutely necessary for now.
Unless we can get to the bottom of the problems with the v7 series I suggest we stay with v5.0 for any further developing and abandoned all versions subsequent to v5.0.

Demo account 5.0
11:15:07 Expert JIVA Dragon EA DSS T3MA MAs testv5[1].0 EURCHF,H4: loaded successfully
11:15:56 Custom indicator T3MA EURCHF,H4: removed
11:15:56 Custom indicator Robby DSS Bressert Colored with alert v1.1 EURCHF,H4: removed
11:15:56 Expert JIVA Dragon EA DSS T3MA MAs testv7[1].2a EURCHF,H4: removed
11:16:21 Custom indicator Robby DSS Bressert Colored with alert v1.1 EURCHF,H4: loaded successfully
11:16:21 Custom indicator T3MA EURCHF,H4: loaded successfully
11:19:42 Custom indicator Candle Time & Spread EURCHF,H1: loaded successfully
11:19:42 Custom indicator T3MA EURCHF,H1: loaded successfully
11:19:42 Custom indicator Robby DSS Bressert Colored with alert v1.1 EURCHF,H1: loaded successfully
11:19:42 Expert JIVA Dragon EA DSS T3MA MAs testv5[1].0 EURCHF,H1: loaded successfully
11:20:39 Custom indicator Robby DSS Bressert Colored with alert v1.1 EURCHF,H4: loaded successfully
11:20:39 Custom indicator T3MA EURCHF,H4: loaded successfully
13:00:04 '7284585': order sell stop 0.01 EURCHF opening at 1.37300 sl: 1.38700 tp: 1.37150 failed [Trade context is busy]
13:00:04 TradeDispatcher: trade context is busy
13:00:05 '7284585': order sell stop 0.01 EURCHF opening at 1.37300 sl: 1.38700 tp: 1.37150 failed [Trade context is busy]
13:00:05 TradeDispatcher: trade context is busy
13:00:05 '7284585': pending order sell stop 0.01 EURCHF at 1.37300 sl: 1.38700 tp: 1.37150
13:00:05 '7284585': request was accepted by server
13:00:05 '7284585': request in process
13:00:05 '7284585': order was opened : #92356506 sell stop 0.01 EURCHF at 1.37300 sl: 1.38700 tp: 1.37150




Live account v7.2a
13:00:06 '560799': request was accepted by server
13:00:06 '560799': request in process
13:00:06 '560799': order was opened : #16687621 sell stop 0.01 EURCHF at 1.3731 sl: 1.3871 tp: 1.3716
13:00:06 '560799': instant order sell 0.01 EURCHF at 1.3757 sl: 1.3897 tp: 1.2757
13:00:06 '560799': request was accepted by server
13:00:07 '560799': request in process
13:00:07 '560799': order was opened : #16687623 sell 0.01 EURCHF at 1.3757 sl: 1.3897 tp: 1.2757


Settings are attached as zip file preset.(take profit 2=1000)
Attached Image(s) (click to enlarge)
Click to Enlarge Name: eurchfdemo(3).gif Size: 16 KB
Click to Enlarge Name: live.gif Size: 29 KB
Attached File(s)
File Type: zip v5eurchf4htp15tp30pe25ch2t3 400x1.zip   1 KB | 202 downloads
  • #270
  • Aug 6, 2010 6:40pm Aug 6, 2010 6:40pm
Quoting jiva34
The v7 series is not working properly.
Here is the situation:

v7.2, v7.3, v7.3_m
stall out in tester after a few trades. (Because they stall out I have not been able to run back tests).
need modifications for closing trades

v7.2a, v7.3a, v7.3a_m
do not place trades properly
Sometimes only 1 position is opened.
This time a pending order and an instant order were placed at the same time
unpredictable
(see log below)


The live account did not open properly, a sell stop and an instant order were both placed at the same time using...
ummmm.....in regard to opening position, there is no difference between v5.0 and v7.x.
I want to confirm that you want to go back to v5.0 because v7.x does not open position correctly? If v7.x is fixed, it is the best?
Or you think that the strategy of v5.0 is better than v7.x?
  • #271
  • Aug 6, 2010 7:35pm Aug 6, 2010 7:35pm
Quoting Taiyakixz
ummmm.....in regard to opening position, there is no difference between v5.0 and v7.x.
I want to confirm that you want to go back to v5.0 because v7.x does not open position correctly? If v7.x is fixed, it is the best?
Or you think that the strategy of v5.0 is better than v7.x?
>>>.in regard to opening position, there is no difference between v5.0 and v7.x.<<<<
You say, but my experience is different. See the previous post. It is a puzzle.


Some ideas we tried to implement in v6 and v7 were not successful.
And now there are too many problems with v7 series. I cannot even run v7 in the tester.

As of now v5.0 is better. however...
v.5
1. cannot open 2 positions if pending=0
2. The candle expiration setting is not being honored. As a test I set ex=50 see the chart.
Attached Image (click to enlarge)
Click to Enlarge Name: ex.gif Size: 33 KB
  • #272
  • Aug 6, 2010 7:45pm Aug 6, 2010 7:45pm
Quoting jiva34
>>>.in regard to opening position, there is no difference between v5.0 and v7.x.<<<<
You say, but my experience is different. See the previous post. It is a puzzle.


Some ideas we tried to implement in v6 and v7 were not successful.
And now there are too many problems with v7 series. I cannot even run v7 in the tester.

As of now v5.0 is better. however...
v.5
1. cannot open 2 positions if pending=0
2. The candle expiration setting is not being honored. As a test I set ex=50 see the chart.
1. I will fix.
2. with v5.0, pending orders are deleted when conditions are changed. If you don't want to delete them, use v4.1.
  • #273
  • Edited 2:39am Aug 7, 2010 2:27am | Edited 2:39am
Quoting Taiyakixz
1. I will fix.
2. with v5.0, pending orders are deleted when conditions are changed. If you don't want to delete them, use v4.1.
Don't do anything yet.

I know what I want from the ea. But none of the versions have it all and some of them have undesirable changes.
I need to find the version from which to develop further, now that I know what not to do.

Maybe then I have to go back to v4.1.
Let's see.

I am learning a lot from trying to do this. Thank you for your patience.
  • #274
  • Aug 7, 2010 2:59am Aug 7, 2010 2:59am
same settings for both v5 and v4.1
very different results...
Everything same. loading in same preset...
v5 is till the best to work from...
Attached Image (click to enlarge)
Click to Enlarge Name: 4.1 vs 5.0.gif Size: 68 KB
  • #275
  • Aug 7, 2010 3:40am Aug 7, 2010 3:40am
Back down to v3.2
I think this is the base to work from....
Will continue to test it out..
  • #276
  • Edited 9:08pm Aug 7, 2010 4:25pm | Edited 9:08pm
The tester is subject to chart errors. I knew there were problems with the tester in mt4 but now I can see how significant the errors in the tester can be.
Checking the history for the data there is disagreement with what the tester is trading on and what is in the history even after downloading and getting a 90% modeling.
The tester recorded a loss, but checking the data there should have been a win.
There are so many inaccuracies in so many areas of this endeavor. Not excluding my own capabilities.
If the strategy is sound there may be a chance.
Perhaps these data discrepancies are related to weekend testing while markets are closed. Which stinks, since on weekends I have a little time to research. FXDD uses a fixed spread so that shouldn't interfere. But then again the data download is from Metaquotes and is not FXDD data, so who knows!!!
The chart shows a perfect example of these errors I have been finding all day.
Attached Image (click to enlarge)
Click to Enlarge Name: audcad.gif Size: 61 KB
  • #277
  • Aug 8, 2010 3:26am Aug 8, 2010 3:26am
// v1.1 - added checking DSS overbought/oversold
// v1.2 - added checking 1min channel slope
// v1.3 - added parameter EMAShift
// v1.4 - EA checks shifted ema slope on current candle
// 2nd order is closed when candle closes on the other side of ema
// v1.5 - 2nd order is not closed before 1st order closes
// v1.6 - check DSS 50
// v1.7 - ea checks if order1 closed then moves order2 s/l
// v1.8 - fixed the bug that order2 s/l did not move be.
// v2.0 - delete the function of v1.6
// check long sma direction
// v2.1 - check channel ema slope
// v2.2 - delete the function of v2.1
// added trailing stop
// v2.3 - added the function of v2.1
// added DelayOrder2
// v2.4 - fixed the bug of DelayOrder2
// v2.5 - fixed the bug of v2.4
// added CheckSlope
// v2.5.1 - fixed the bug of CheckSlope
// v2.6 - change initial stoploss to trailing stop
// 2nd order trailing stop starts after 1st order reaches t/p
// v2.7 - 2nd order has 2 trailing stop(before 1st t/p and after 1st t/p)
// v2.7.1 - fixed the bug of 2nd order's moving to be
// v2.8 - back to v2.5.1
// added t3ma direction check
// v2.9 - fixed the bug of 2nd order's moving to be
// v3.0 - added PendingPips and ExpireCandles
// v3.1 - added Use_T3MA option
// v3.2 - fixed the bug that no trade when start time = end time
// v4.0 - added ma slope checking
// v4.1 - no trailing stop when TrailingStop = 0
// take order immediately when PendingPips = 0
// some error messages changed when order failed
// v5.0 - delete pending order when conditions change
// v6.0 - close order when candle closes out of opposite side of
// channel even if loss trade
// v7.0 - function added with v5.0 is deleted
// - delete pending order when new open condition
// v7.1 - fixed the problem of 2nd order when PendingPips = 0
// v7.2 - fixed the problem that order is not closed when 2nd order
// does not exist and candle closes out of opposite side of
// channel
// v7.2a - delete the function that closes order when price goes opposite
// out of channel
// v7.3 - fixed the comment problem when TradeStartHour=TradeEndHour
// v7.3a - fixed the comment problem with v7.2a
  • #278
  • Aug 8, 2010 8:39am Aug 8, 2010 8:39am
Thank you for saving the detailed list.
Some of the modifications are good. Some it would be helpful if we could just take them out.

I think working with v3.2 is the place to start.
the moving averages can be added at v3.2. And the delete pending for new open condition and open a new pending for new condition can be added there too.

I have highlighted in red the things I think we should take out.
And put in blue the things I think we need to have included.

My thinking is that this will clean up the ea. And streamline its function.
The delay second order function is totally unnecessary and may be causing some problems. It did not work out as I had thought it might. We do not need it. Please take it out of the code entirely...not just disable it.

Can we start again from v3.2 so that v3.2 reflects these changes?
But let's just do one change at a time. Like take out the delay function. Don't just disable it, actually take it out of the code altogether. Label that distinct version and let me test it. If that step is solid then we can make another of the changes. But just one change at a time. No matter how insignificant it may be. So we can see the affect. We need to get one version really solid before anything new, like buy limits and rate of change etc..
red is out
blue is in
Please let me know if something is too much, or is unclear, or unreasonable. Or if you have a better idea.


// v1.1 - added checking DSS overbought/oversold
// v1.2 - added checking 1min channel slope
// v1.3 - added parameter EMAShift
// v1.4 - EA checks shifted ema slope on current candle
// 2nd order is closed when candle closes on the other side of ema
// v1.5 - 2nd order is not closed before 1st order closes
// v1.6 - check DSS 50
// v1.7 - ea checks if order1 closed then moves order2 s/l
// v1.8 - fixed the bug that order2 s/l did not move be.
// v2.0 - delete the function of v1.6
// check long sma direction
// v2.1 - check channel ema slope
// v2.2 - delete the function of v2.1
// added trailing stop
// v2.3 - added the function of v2.1
// added DelayOrder2
// v2.4 - fixed the bug of DelayOrder2
// v2.5 - fixed the bug of v2.4 ???
 // added CheckSlope
// v2.5.1 - fixed the bug of CheckSlope
// v2.6 - change initial stoploss to trailing stop
// 2nd order trailing stop starts after 1st order reaches t/p
// v2.7 - 2nd order has 2 trailing stop(before 1st t/p and after 1st t/p)
// v2.7.1 - fixed the bug of 2nd order's moving to be
// v2.8 - back to v2.5.1 ???
// added t3ma direction check
// v2.9 - fixed the bug of 2nd order's moving to be
// v3.0 - added PendingPips and ExpireCandles
// v3.1 - added Use_T3MA option
// v3.2 - fixed the bug that no trade when start time = end time
// v4.0 - added ma slope checking
// v4.1 - no trailing stop when TrailingStop = 0
// take order immediately when PendingPips = 0
// some error messages changed when order failed
// v5.0 - delete pending order when conditions change
// v6.0 - close order when candle closes out of opposite side of
// channel even if loss trade
// v7.0 - function added with v5.0 is deleted
// - delete pending order when new open condition
after closing old pending order immediately open a new pending order for new open condition
// v7.1 - fixed the problem of 2nd order when PendingPips = 0
// v7.2 - fixed the problem that order is not closed when 2nd order
// does not exist and candle closes out of opposite side of
// channel
// v7.2a - delete the function that closes order when price goes opposite
// out of channel
// v7.3 - fixed the comment problem when TradeStartHour=TradeEndHour
// v7.3a - fixed the comment problem with v7.2a
Keep the moving averages 1 thru 5..functions..
  • #279
  • Aug 9, 2010 12:14am Aug 9, 2010 12:14am
Quoting jiva34
// v3.0 - added PendingPips and ExpireCandles
// v3.1 - added Use_T3MA option
// v3.2 - fixed the bug that no trade when start time = end time
// v4.0 - added ma slope checking
// v4.1 - no trailing stop when TrailingStop = 0
// take order immediately when PendingPips = 0
// some error messages changed when order failed
If v4.0 and v4.1 are included, we should go back to v4.1.
  • #280
  • Edited 4:28am Aug 9, 2010 1:12am | Edited 4:28am
Quoting Taiyakixz
If v4.0 and v4.1 are included, we should go back to v4.1.
I had trouble with 4.0 and 4.1 in the tester. Will run them again and see.

yes. v4.1 is good.
we can take out delay for 2nd order.
v4.1 looks very good... to use for a base...
It will need to be able to open 2 positions for pending=0.

I kind of got off track for a while. But this is right.
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