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Dreamliners’ MPAS EAs, Indicators, etc

  • #41
  • Dec 30, 2010 7:38pm Dec 30, 2010 7:38pm
Here is a new version of the EA...

- Fixed SELL order placing bug

- (beta test) Implemented Money Management also with StopLoss setted to 0, it will calculate Lot Size based on the low(or high) of the bar, so now you can set StopLoss to 0 and leave MoneyManagment setted True

- (beta test) StopLoss & TakeProfit are Stop orders (not market orders). TakeProfit is projected (we know where the bar will close) so it keeps moving following price until a trade is taken, respecting the rules of the strategy

With this new version you can use the EA with the rules you want...Dreamliner's rules or Zamanib's rules or whatever you like.

NOTE: This EA takes in account the spread in real time, so obviously for example a buy order is placed at Open of the candle + spread...this can compromize the Risk/reward ratio but it's just how live trading is...the spread exists...

I will try to implement ECN compatibility...but I don't assure anything

There may be errors.........please report...
Attached File(s)
File Type: mq4 Mpas_EA_v1.1.mq4   11 KB | 371 downloads
File Type: ex4 Mpas_EA_v1.1.ex4   13 KB | 281 downloads
Market is like a puzzle, YOU have to fit the pieces!!
  • #42
  • Dec 30, 2010 7:45pm Dec 30, 2010 7:45pm
Quoting Chris_B
Here is a new version of the EA...

- Fixed SELL order placing bug

- (beta test) Implemented Money Management also with StopLoss setted to 0, it will calculate Lot Size based on the low(or high) of the bar, so now you can set StopLoss to...
Nice work. Now if only I could backtest using my platform Oh well will have to be content with forward test for a couple of weeks to get a feel to see how profitable or not profitable it will be using this strategy.

Thanks for the efforts.

  • #43
  • Dec 30, 2010 7:46pm Dec 30, 2010 7:46pm
For your information when i restarted the platform the v1.0 EA on that GU chart did in fact open a Sell Stop after the platform restarted.
  • #44
  • Dec 30, 2010 7:52pm Dec 30, 2010 7:52pm
Quoting Musashi
For your information when i restarted the platform the v1.0 EA on that GU chart did in fact open a Sell Stop after the platform restarted.
I hope this issue doesn't persist with the new version...

I will try to solve the backtesting issue in the next days if I have time...nothing assured..
Market is like a puzzle, YOU have to fit the pieces!!
  • #45
  • Dec 30, 2010 8:18pm Dec 30, 2010 8:18pm
Sell Stop removed on that GU setup... threshold must of exceeded the 30 pips.

Good Stuff...
  • #46
  • Dec 30, 2010 9:04pm Dec 30, 2010 9:04pm
Version 2:

ECN compatible. 4 or 5 digits compatible.

Couple of other minor bug fixes.

I won't update any more unless specifically requested.

Chris_B is doing a good job. He will learn a lot by completing his EA.
I would rather see him learn to program a good EA. (I've written hundreds)

Chris_B, if you get into a jam, I'll assist if you ask. Otherwise keep working, on it, you are doing great.
Attached File(s)
File Type: ex4 Dreamliner CRB v2.ex4   5 KB | 455 downloads
  • #47
  • Dec 30, 2010 9:28pm Dec 30, 2010 9:28pm
Quoting zznbrm
It seems that most people just don't know how to backtest using tick data and range bar charts. Thus, it is assumed that these things can't be done and the corresponding results can't be accurate. It really is a shame because there are multiple ways of backtesting in MT4, but most people don't take the time to do it.



I use tick data for backtesting as I know you do also. I am posting my results for 2010 for EU, GU, AU, EJ using both zamanib and Dreamliner's strategies. Once you (or anyone else) gets an EA functional in backtest mode, it would...
lets kill the thread and indicator and ea -- we are wasting good time move to a next system-- that work--

for me-- I am sticking with it -- you data is wrong wrong it is not possible to do back test that way -- the way to back test is physically look at both chart bars for bar-- match the rangebars chart with a regular chart
PROFITABLE TRADERS ARE NOT LUCKY BUT ARE WELL PREPARED
  • #48
  • Dec 30, 2010 9:32pm Dec 30, 2010 9:32pm
Quoting zamanib
lets kill the thread and indicator and ea -- we are wasting good time move to a next system-- that work--

for me-- I am sticking with it -- you data is wrong wrong it is not possible to do back test that way -- the way to back test is physically look at both chart bars for bar-- match the rangebars chart with a regular chart
Are you against matching physical backtested results with mt4 strategy tester results?

What do you think visual mode is ?

I'm assuming you are a smart guy.
  • #49
  • Dec 30, 2010 9:41pm Dec 30, 2010 9:41pm
Quoting Musashi
Are you against matching physical backtested results with mt4 strategy tester results?

What do you think visual mode is ?

I'm assuming you are a smart guy.
there is difference -- in result and application-- one you used your brains and eyes the other one use a robot brains and a robot eyes -- which is better - I think you are clever guy too lol
PROFITABLE TRADERS ARE NOT LUCKY BUT ARE WELL PREPARED
  • #50
  • Dec 30, 2010 9:46pm Dec 30, 2010 9:46pm
Quoting zamanib
there is difference -- in result and application-- one you used your brains and eyes the other one use a robot brains and a robot eyes -- which is better - I think you are clever guy too lol
Well I know which is faster and which is slower...

One thing Chris with your EA every time you restart the platform and the EA initializes if the condition is met it will open an additional position if there's a current position open on the same chart.

For your information. Not that it's a problem just something to be aware of.
  • #51
  • Dec 30, 2010 9:52pm Dec 30, 2010 9:52pm
Quoting Musashi
Well I know which is faster and which is slower...

One thing Chris with your EA every time you restart the platform and the EA initializes if the condition is met it will open an additional position if there's a current position open on the same chart.

For your information. Not that it's a problem just something to be aware of.
Well I know which is faster and which is slower.. sure we all know that--

but there is no fast money--lol ok the end
PROFITABLE TRADERS ARE NOT LUCKY BUT ARE WELL PREPARED
  • #52
  • Dec 30, 2010 10:21pm Dec 30, 2010 10:21pm
Quoting zamanib
but there is no fast money--lol ok the end
Nothing to do with fast money.... all to do with mechanical testing method vs manual testing method...

Each has its own pro's and cons, enough said.
  • #53
  • Dec 30, 2010 10:53pm Dec 30, 2010 10:53pm
Hi
Doing some forward testing on 9 Pairs to see what happens, just started a couple hours ago so not much happening yet. I got a trigger and then a Sell on EURUSD as shown in the chart. I am using a 30 PIP Max bar so even if it goes down some more when I reach the 30 PIP Max bar size the PIP gain will not be what maybe it could be. I think a 50 PIP bar Max may work better for this setup. You can see I am already at 24 PIP bar size so can only get 6 more PIPs if I close the trade at 30 PIP bar size, where a 50 PIP bar would give me another 10 PIPs of profit.
What does everyone think? Of course, I could just let it go to its TP and ignore the 30 PIP bar limit.

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  • #54
  • Dec 30, 2010 11:26pm Dec 30, 2010 11:26pm
Quoting crodzilla
Version 2:

ECN compatible. 4 or 5 digits compatible.

Couple of other minor bug fixes.

I won't update any more unless specifically requested.

Chris_B is doing a good job. He will learn a lot by completing his EA.
I would rather see him learn to program a good EA. (I've written hundreds)

Chris_B, if you get into a jam, I'll assist if you ask. Otherwise keep working, on it, you are doing great.
Tis backtesting nicely for me now thanks for adding the additional code.
Granted, I am not sure its trading exactly as it should, but I need to spend some more screen time and slow down the testing to be sure what's going on, but how it IS trading is pretty interesting. Definitely APPEARS to be quite profitable with a very nice equity curve using 50 pip crb and 17min 25max.
Problem I think I am seeing is that it's not trading every opportunity, but I'll verify this when I have some time to slow things down and try to figure out why.
  • #55
  • Dec 31, 2010 12:01am Dec 31, 2010 12:01am
Figured out the issue, and for those of us who are backtesting with the offline range charts, there is a crucial step that may be missing from your setup.
For example, if you are doing what I am, and using the m1 timeframe to make the rangebar chart, and naming it m5..
be SURE to delete the m1 history file afterwards, before running strategy tester. If you do not, strat tester sees the m1 data there and tries to recreate the m5 chart from that data. It still worked here, but caused my range bars to be very jumpy, and the ea couldn't work properly. working smoothly now, and the curve is even nicer.
My next step over the weekend is to use dukascopy tickdata to create the range chart, and backtest using that. Won't be anymore accurate for backtesting purposes.
  • #56
  • Dec 31, 2010 12:28am Dec 31, 2010 12:28am
I guess that one worked out ok...
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  • #57
  • Dec 31, 2010 1:07am Dec 31, 2010 1:07am
another winner on gu -- I am up 124 pips in 5 trades no loss -- from dec 28 --31
Attached Image (click to enlarge)
Click to Enlarge Name: 9.gif Size: 9 KB
PROFITABLE TRADERS ARE NOT LUCKY BUT ARE WELL PREPARED
  • #58
  • Dec 31, 2010 1:10am Dec 31, 2010 1:10am
Quoting seller9
Hi
Doing some forward testing on 9 Pairs to see what happens, just started a couple hours ago so not much happening yet. I got a trigger and then a Sell on EURUSD as shown in the chart. I am using a 30 PIP Max bar so even if it goes down some more when I reach the 30 PIP Max bar size the PIP gain will not be what maybe it could be. I think a 50 PIP bar Max may work better for this setup. You can see I am already at 24 PIP bar size so can only get 6 more PIPs if I close the trade at 30 PIP bar size, where a 50 PIP bar would give me another 10 PIPs...
nice dashboard -- 50 pips range bar -- 20-30 above below -- tp close of bar sl 30 +sp works fine for me
can you share the dashboard
PROFITABLE TRADERS ARE NOT LUCKY BUT ARE WELL PREPARED
  • #59
  • Dec 31, 2010 1:34am Dec 31, 2010 1:34am
Hi Taz,

Interested to result of your efforts here.

Happy New Year to all.

Regards,

getdown71


Quoting tazmaan
Figured out the issue, and for those of us who are backtesting with the offline range charts, there is a crucial step that may be missing from your setup.
For example, if you are doing what I am, and using the m1 timeframe to make the rangebar chart, and naming it m5..
be SURE to delete the m1 history file afterwards, before running strategy tester....
  • #60
  • Dec 31, 2010 2:21am Dec 31, 2010 2:21am
This appears to be very profitable strategy.
Here is the statement for 3 trades made so far.
Attached Image (click to enlarge)
Click to Enlarge Name: statement.png Size: 36 KB
AshN
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