Hi All,
Nice work, thanks to all the contributors.
Steve, was this Gi code line intentional
Regards, Paul.Inserted Codeif (trend == down && TradeShort && (Open[1] && SlopeVal && Close[1] < SlopeVal) )
Fix in post 1; 'tis an essential fix.
002097's PwR scalping auto trading robot by Steve Hopwood
- #521
- Sep 15, 2011 5:12pm Sep 15, 2011 5:12pm
- | Commercial User | Joined Apr 2007 | 8,331 Posts
Fix in post 1; 'tis an essential fix.
- #523
- Sep 15, 2011 7:06pm Sep 15, 2011 7:06pm
- | Commercial User | Joined Apr 2007 | 8,331 Posts
Hi Steve, I know you're away but I'll post now so I don't forget. I think the %BE is actually using the figure 75 as 7.5 pips instead of %. I just watched it set BE +1 pip on AUDUSD when price improved 7.5 pips, nowhere near the 75% it is supposed to.
Hope this observation helps and thanks again for all your work.
Cheers
What you posted is not actually correct in detail, but it did alert me to the possibility of a bloop. I have just been able to watch an a buy trade set the BE stop far too early, so I had a look at the code.
There was a logic error. This applied to Gi as well. I have fixed this in the updates in post 1.
I just watched A place the BE stop correctly, so this function is on the right track.
- #524
- Sep 15, 2011 7:12pm Sep 15, 2011 7:12pm
- | Commercial User | Joined Apr 2007 | 8,331 Posts
Re my last post, note the change to the default BreakEvenPercentageOfTp: 50%. Given that we are using a 175 sl to tp multiplier, this seems reasonable.
For sure, it saved that buy trade I was talking about.
For sure, it saved that buy trade I was talking about.
- #526
- Edited 7:28am Sep 16, 2011 5:28am | Edited 7:28am
Steve, here is the .mq4 for Slope indi, if you still need to see those damn buffers...
Strange, I have incorporated the indi into another EA to test, but, using buffers 0 and 1, as in GI, it doesn't read them properly, makes only sells
. Found the .mq4 this morning, so I'll take a look too....
Hmm, so, there are 3 buffers, but can't understand how they work...
if buffer o has value = trendup;
if buffer 1 has value = trenddown;
if buffer 2 has value = flat?
int init()
{
IndicatorBuffers(3);
SetIndexBuffer(0, Uptrend);
//ArraySetAsSeries(Uptrend, true);
SetIndexBuffer(1, Dntrend);
//ArraySetAsSeries(Dntrend, true);
SetIndexBuffer(2, ExtMapBuffer);
ArraySetAsSeries(ExtMapBuffer, true);
SetIndexStyle(0,DRAW_LINE,STYLE_SOLID,2);
SetIndexStyle(1,DRAW_LINE,STYLE_SOLID,2);
IndicatorShortName("Slope Direction Line("+period+")");
return(0);
}
Strange, I have incorporated the indi into another EA to test, but, using buffers 0 and 1, as in GI, it doesn't read them properly, makes only sells
. Found the .mq4 this morning, so I'll take a look too....Hmm, so, there are 3 buffers, but can't understand how they work...
if buffer o has value = trendup;
if buffer 1 has value = trenddown;
if buffer 2 has value = flat?
int init()
{
IndicatorBuffers(3);
SetIndexBuffer(0, Uptrend);
//ArraySetAsSeries(Uptrend, true);
SetIndexBuffer(1, Dntrend);
//ArraySetAsSeries(Dntrend, true);
SetIndexBuffer(2, ExtMapBuffer);
ArraySetAsSeries(ExtMapBuffer, true);
SetIndexStyle(0,DRAW_LINE,STYLE_SOLID,2);
SetIndexStyle(1,DRAW_LINE,STYLE_SOLID,2);
IndicatorShortName("Slope Direction Line("+period+")");
return(0);
}
I don't say
- #528
- Sep 16, 2011 8:38am Sep 16, 2011 8:38am
- | Commercial User | Joined Apr 2007 | 8,331 Posts
Steve, here is the .mq4 for Slope indi, if you still need to see those damn buffers...
Strange, I have incorporated the indi into another EA to test, but, using buffers 0 and 1, as in GI, it doesn't read them properly, makes only sells
Hmm, so, there are 3 buffers, but can't understand how they work...
if buffer o has value = trendup;
if buffer 1 has value = trenddown;
if buffer 2 has value = flat?
int init()
{
IndicatorBuffers(3);
SetIndexBuffer(0, Uptrend);
//ArraySetAsSeries(Uptrend,...
I am slowly feeling my way towards understanding how indi's work.
In this case, (where x is the loop counter) the indi
- calculates a value that it stores in ExtMapBuffer[x].
- It compares this value with that of ExtMapBuffer[x - 1].
- If the value is greater, it places 1 into trend[x].
- If lower, it places -1 into trend[x]
- Then,
- if trend[x] > 1 for an uptrend, it places:
- ExtMapBuffer[x] into Uptrend[x]
- EMPTY_VALUE into Dntrend[x]if trend[x] > 1 for an uptrend, it places:
- if trend[x] < 1 for a downtrend, it places:
- ExtMapBuffer[x] into Dntrend[x]
- EMPTY_VALUE into Uptrend[x]
- if trend[x] > 1 for an uptrend, it places:
Uptrend[x] is stored in buffer 0
Dntrend[x] is stored in buffer 1
ExtMapBuffer[x] is stored in buffer 2
So, to bring the indi code in-house to save on calls to a custom indi and so processor use, all we have to do is recreate the code that calculates ExtMapBuffer[1] with ExtMapBuffer[2], whatever names we give to the variables - mine would be SlopeVal and PrevSlopeVal for consistency.
So far so good. Trouble is, I don't even begin to understand the code that creates ExtMapBuffer[x]; here is where my lack of logical thinking ability is a severe handicap.
- #529
- Sep 16, 2011 9:24am Sep 16, 2011 9:24am
Hi Steve
you would need to use virtual indicator buffers in the ea
you would need 2 of them
the mq4 already has a virtual indicator buffer in it, that is the array "vect"
you would need to create a second virtual indicator buffer for ExtMapBuffer
you don't need to create the buffers for uptrend and downtrend
if you are unaware of how virtual indicator buffers work, look at how the "vect" array is handled
but to summarize
you check the size of the virtual buffer
if not the same size as no. of bars
set it to be not a series array
resize it to the no. of bars
set it to be a series array
you then deal with it as normal indicator buffer
of course in an ea you don't have indicator_counted - so you have to virtualise that as well
mql4.com has a very good article on turning an indicator into a EA, which goes through in detail the steps required to create virtual indicator buffers
regards, john
you would need to use virtual indicator buffers in the ea
you would need 2 of them
the mq4 already has a virtual indicator buffer in it, that is the array "vect"
you would need to create a second virtual indicator buffer for ExtMapBuffer
you don't need to create the buffers for uptrend and downtrend
if you are unaware of how virtual indicator buffers work, look at how the "vect" array is handled
but to summarize
you check the size of the virtual buffer
if not the same size as no. of bars
set it to be not a series array
resize it to the no. of bars
set it to be a series array
you then deal with it as normal indicator buffer
of course in an ea you don't have indicator_counted - so you have to virtualise that as well
mql4.com has a very good article on turning an indicator into a EA, which goes through in detail the steps required to create virtual indicator buffers
regards, john
So far so good. Trouble is, I don't even begin to understand the code that creates ExtMapBuffer[x]; here is where my lack of logical thinking ability is a severe handicap.
EA's can be programmed to only accept a certain amount of slippage, but then what to do about exit.
- #534
- Sep 16, 2011 5:22pm Sep 16, 2011 5:22pm
- | Commercial User | Joined Apr 2007 | 8,331 Posts
Hi Steve
you would need to use virtual indicator buffers in the ea
you would need 2 of them
the mq4 already has a virtual indicator buffer in it, that is the array "vect"
you would need to create a second virtual indicator buffer for ExtMapBuffer
you don't need to create the buffers for uptrend and downtrend
if you are unaware of how virtual indicator buffers work, look at how the "vect" array is handled
but to summarize
you check the size of the virtual buffer
if not the same size as no. of bars
set it to be not a series array...
I am not entirely sure that people grasp this, but I do not joke when I say this: I do not understand indicators.
Yes, I can occasionally grab useful info from them. Mostly, they just baffle me.
- #535
- Edited 6:49pm Sep 16, 2011 6:35pm | Edited 6:49pm
here you go
add the following code at the top so it is defined for the ea
In the start routine at the top add the following
Add the following 2 subroutines
Then where ever you need to check the slope you just reference IB_Slope
so for instance to know if last closed bar was up then
etc.
easy innnitt
add the following code at the top so it is defined for the ea
Inserted Code
double IB_Slope[]; double IB_Vector[]; int counted_bars; int Slope_Period = 80; int Slope_Method = 3; int Slope_Price = 0;
Inserted Code
Replicate_Slope_Indi();
Inserted Code
//+------------------------------------------------------------------+
//| Replicate the slope indicator |
//+------------------------------------------------------------------+
int Replicate_Slope_Indi()
{
//----
// Resize internal indicator buffers if necessary
if (ArraySize(IB_Slope) != Bars)
{
ArraySetAsSeries(IB_Slope,false);
ArraySetAsSeries(IB_Vector,false);
ArrayResize(IB_Slope,Bars);
ArrayResize(IB_Vector,Bars);
ArraySetAsSeries(IB_Slope,true);
ArraySetAsSeries(IB_Vector,true);
}
int limit = Bars - counted_bars + Slope_Period + 1;
int p = MathSqrt(Slope_Period);
int i;
for (i=0; i<limit; i++)
IB_Vector[i] = 2*WMA(i, Slope_Period/2) - WMA(i, Slope_Period);
for (i=0; i<limit-Slope_Period; i++)
IB_Slope[i] = iMAOnArray(IB_Vector,0,p,0,Slope_Method,i);
// ensure last bar is redone the next time
counted_bars = Bars - 1;
//----
return(0);
}
//+------------------------------------------------------------------+
//| Get the MA for slope |
//+------------------------------------------------------------------+
double WMA(int idx, int period)
{
return(iMA(NULL,0,period,0,Slope_Method,Slope_Price,idx));
} so for instance to know if last closed bar was up then
Inserted Code
if (IB_Slope[1] > IB_Slope[2]) slopeup = true;
easy innnitt
Cheers John. Don't understand a word of this, but thanks anyhow.
I am not entirely sure that people grasp this, but I do not joke when I say this: I do not understand indicators.
Yes, I can occasionally grab useful info from them. Mostly, they just baffle me.
- #537
- Sep 17, 2011 1:38pm Sep 17, 2011 1:38pm
- | Commercial User | Joined Apr 2007 | 8,331 Posts
here you go
add the following code at the top so it is defined for the ea
In the start routine at the top add the followingInserted Codedouble IB_Slope[]; double IB_Vector[]; int counted_bars; int Slope_Period = 80; int Slope_Method = 3; int Slope_Price = 0;
Add the following 2 subroutinesInserted CodeReplicate_Slope_Indi();
[code]//+------------------------------------------------------------------+
//| Replicate the slope indicator |
//+------------------------------------------------------------------+
int...
In the meantime, latest Gi update in post 1 has John's Miraculous Added Sauce, so we no longer need the Slope Direction indi at all.
Latest update to Aurora also available. In a moment of weakness, I added the Cci filter - fully configurable so Cci enthusiasts can experiment to your hearts content. Have fun. Brief details in post 1; the inputs should be obvious.
Faaaaaaannnnntttastic again John. Many, many thanks. I will learn this stuff for myself eventually.
In the meantime, latest Gi update in post 1 has John's Miraculous Added Sauce, so we no longer need the Slope Direction indi at all.
Latest update to Aurora also available. In a moment of weakness, I added the Cci filter - fully configurable so Cci enthusiasts can experiment to your hearts content. Have fun. Brief details in post 1; the inputs should be obvious.
To me the GI EA seems to be working off a cross of a WMA and a 1/2 period WMA rather than the cross of the slope direction lines for its entries. (See first picture).
Using the same strategy with the slope direction line will give much better entry signals. The second picture compares a 25 period (WMA red line) and a 25 period slope line to show the difference.
I know you have many EA's to maintain but I think this will make a significant difference to the EA's performance.
regards
Peter
- #540
- Sep 18, 2011 2:31am Sep 18, 2011 2:31am
- | Commercial User | Joined Apr 2007 | 8,331 Posts
Steve, I have been taking a look at the lastest versions of GI. I think this EA has real potential for trend trading Renko bars as the Slope direction indicator works well with the simpleness of renko and filters ranging periods.
To me the GI EA seems to be working off a cross of a WMA and a 1/2 period WMA rather than the cross of the slope direction lines for its entries. (See first picture).
Using the same strategy with the slope direction line will give much better entry signals. The second picture compares a 25 period (WMA red line) and...
I have coded umpteen x crosses y trigger bots. I do not think it is coincidental that none of them are being traded live. Test your idea manually for a few days and I will code it if you think it might have legs.