Starting up a Free opensource MT4 sharing area, first strat--

Hey guys, haven't been active for a while, been working on developing a multi-strategy high frequency fund.

Right now, posting the source code and a full strategy for trading all currency pairs by MT4, it's specifically geared to work on all major pairs. Basically you just pull up all 56 chart pairs or whichever you want to trade, and it'll execute when they start trending together.

Anyway, when you get a chance, let me know what you think. I'm going to start posting the source codes up (first one is already up).

www.opensourcewallstreet.com

Its better if a code have comments inside...

Yes, good point. It definitely is better, the challenge is now reverse engineering it from the language description of the strategy plus the code itself, so it's really not that bad. In the future, I'll try to comment a lot more

hey loly...... usually i keep my comments to myself but seeing how you mentioned , let me know what you think.......
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for something like that you really don't need 56 charts open, a single chart would do if the ea was properly coded......


and speakin of coded, the ea can be reduced in size by at least 50% , possibly as high as 70% and run far more efficient.....


we all code differently, and that ea is far from my manner, so i might be missing something...... how are you adjusting your checks for inversed pairs.....

in the functions check_trend, check_cross and check_pairs it looks like they are not accounting for the pairs like eurusd vs usdchf, both of which are in the same check_trend(pairs[row_index] ........ rowindex usd...... usually we invert the signals on some inverted pairs.....


few other such concerns come to mind....... and again, only mentioning them after you asked...... would not have otherwise......

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very interesting concept that brings about many ideas...... thanks for mentioning it....... will look further......h

h

theres something I found out a few years ago MT doesnot tell us about.... if opening a lot of chart windows, especially if theres more then one on a given currency pair. only one chart control, meaning that if you open say two ureusd chart and have different code on each the window that has the foucs (hi lighted title bar) runs first, that is even if you have the same code runing on both windows.

To see how it works create a script that does nothing but has a large loop with sleep function to save cpu that will hold the program active. place the same script on two charts of the same pair and time. If you have a program that is take time to run then use that and put it on two windows use the same pair and time to see it better. and whatch the charts for a few minutes while data is incoming and you will see the chart that is hi lighted will up date first and the other will, the bid price is different on each one at times too. If you create more then two charts the others that are not hi lighted will run in the same occureance has they were last hi lighted in z order.

Keit

hey keit ...... thanks... and that lag might well explain people getting requotes and such errors..... hope some of those traders that so often complain of ordersend errors take note of your post.....


my preference is a single ea on a single chart controling all pairs and all timeframes with no hesitation..... then you can visualize each step as the cpu walks it way thru the code......

of course there was a time long ago i'd have large numbers of charts with the same ea attached open also.... what can i say, we learn.....h

h

We all learn something along the way. I have found other things that most are un aware of, if you look at my trading chart it has a lot of things that you would think would slow it down, if writen as MT teachs that would be the case.


If one runs a system lets say its has an EA and two indicators. so we have a chart with the price data and two subwindows under it containing one indicator each, the ea uses information from them by calling them. First we have three peices of code only one is actually doing any thing as the two indicator in the subwindow are just eye candy as they say not doing any thing at all. the EA loads another copy of each indicator the first time it calls them for data. that means we now have 5 codes runing in 3 different threads.


when an EA, script, or indicator code calls another indicator within its code it loads a seperate copy of that indicator. so let say our EA loads these two indicator as in the first example, when we start the EA it runs its own code till it reachs the first call to an indicator(which could be a builtin or custom one with iCustom calls) it suspends the code of the EA to load the first indicator runs that code to get the data and returns to the EA to continue till it gets to the second indicator call loads that code runs it and returns back to the EA for completion. and waits for a new tick. and does the same thing over again how ever it only loads the indicator on the first call. there after it will rerun it on each call to it. at the end your ea code can be a lot longer then you really think it is. and all the indicators that are running in seperate window are doing nothing at all except giving you something to look at. they can be even useing different parameters then the one the EA is using and one may not even know that.


I have long sence given up with EAs as they are to restrictive. Writing your code in scripts will yeld you any thing you want done your way including the right to start other scritps run them and stop them as well as stoping itself all within the code. Now to get back to my trade screen with all the eye candy it has does not slow down my script and my script uses information from most of them with out the need to call and load a second copy of them. In fact if I removed one indicator off my screen the script would stop with an error, cause it knows if one code file is missing. How is all this done? the same way I communicate with the system and all its parts. I have 12 code files loaded not counting libraries, includes, registrys and signatures. the system can not run if any peice of it is missing or not properly registed. You see all parts are actually running together and get data from each other and all the data you see on the screen is the same data that the other programs are seeing.


I can control every thing from the screen itself no dialog boxes with externals, and all in real time.(opening up a dialog box actually stops and unload the code after you made your changes it reloads it, and the EA does not even see that done) so if you make changes it wont see them anyways

my system is not fully automatic because thats the way I want it. I like making the trades my self. But the system has a lot of things that will prevent me from doing thing stupid, like going short instead of long, as the system knows every thing I would know from the charts.


getting back to the execution time, all the indicator run in their own threads not in the scripts(EA) thread only the script runs with out calling and loading second copies of code into memory, and its a very short script as it only places and manages orders. and takes care of time controls. It does two other things but thats before it starts the platform into trade mode.


Theres a lot of things that can be done to speed up your platform, Having an EA call and load a dozen other programs is not the way to do it. It was almost 10 years ago when I told people on MoneyTec that there were more to trading then haveing a supper EA, they told me I was nuts. well may be I am.

I kind of run off the edge of what this thread was for, 56 open charts and how meny indicators??


Keit

Haha, only really two indicators really.....I mean it's interesting what you say. I guess I made it flexible so you open the charts that you wish to trade on as sort of the manual choice. The whole idea is to trade on all the crosses, but you could just open say EUR/USD and it would trade on the EURO and USD crosses, so whenever eur/usd was the 5th pair in line to follow a euro or usd trend, then it would trade on that. Ideally if you wanted to trade on all the G8 whenever they trend, then you'd open up all 56.

Yeah, I learn something new about the restrictivenesss of working in a custom script and API platform like this It's sad, but it's a good way to relate strategies in code, since there really isn't another massive platform that's readily accessible yet (FXCM Strategy trader??). Prop API is another method we use, basically same strats coded up in Java and C++......and honestly it's hit and miss, sometimes you get faster execution, sometimes not.

Going to have GBP/JPY strategy up this week, pretty simple, WAY simpler.