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Attachments: Caillou's multi-length VQ auto-trader by SteveHopwood
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Caillou's multi-length VQ auto-trader by SteveHopwood

  • #21
  • Sep 13, 2011 11:55am Sep 13, 2011 11:55am
Quoting Caillou
A really quick visual backtest, buy on first blue bar, exit and sell on first red bar and so on (always-in strategy) looks really good........
Spent about two years trying to come to a working EA that one can trust. Have given up on EA's for the time being. Got to start making some money.
If you confirm each first-bar closed candle with your favorite indi be it Stochs , RSI, or whatever, I think this is a winner on 5 or 15 minute charts. I do not understand why at the moment, but it repaints on longer timeframes, even with the two higher timeframe options set to false -- VQ only on the chart timeframe.
A nice thing about short timeframes is that you can sit down anytime of the EUR session and have a trade open in a short time when trading 6 or so low-spread pairs, picking of 20 or more pips on each trade. High winning percentage. On the higher timeframes, you might make more pips, but you sit around all day waiting for an entry.

Good luck with the indi. If you have suggestions, will consider them. Will follow the thread and see how the EA works out.
  • #22
  • Sep 13, 2011 11:55am Sep 13, 2011 11:55am
Quoting Caillou
A really quick visual backtest, buy on first blue bar, exit and sell on first red bar and so on (always-in strategy) looks really good........
Spent about two years trying to come to a working EA that one can trust. Have given up on EA's for the time being. Got to start making some money.
If you confirm each first-bar closed candle with your favorite indi be it Stochs , RSI, or whatever, I think this is a winner on 5 or 15 minute charts. I do not understand why at the moment, but it repaints on longer timeframes, even with the two higher timeframe options set to false -- VQ only on the chart timeframe.
A nice thing about short timeframes is that you can sit down anytime of the EUR session and have a trade open in a short time when trading 6 or so low-spread pairs, picking of 20 or more pips on each trade. High winning percentage. On the higher timeframes, you might make more pips, but you sit around all day waiting for an entry.

Good luck with the indi. If you have suggestions, will consider them. Will follow the thread and see how the EA works out.
  • #23
  • Sep 13, 2011 12:01pm Sep 13, 2011 12:01pm
Quoting Caillou
A really quick visual backtest, buy on first blue bar, exit and sell on first red bar and so on (always-in strategy) looks really good........
Spent about two years trying to come to a working EA that one can trust. Have given up on EA's for the time being. Got to start making some money.
If you confirm each first-bar closed candle with your favorite indi be it Stochs , RSI, or whatever, I think this is a winner on 5 or 15 minute charts. I do not understand why at the moment, but it repaints on longer timeframes, even with the two higher timeframe options set to false -- VQ only on the chart timeframe.
A nice thing about short timeframes is that you can sit down anytime of the EUR session and have a trade open in a short time when trading 6 or so low-spread pairs, picking of 20 or more pips on each trade. High winning percentage. On the higher timeframes, you might make more pips, but you sit around all day waiting for an entry.

Good luck with the indi. If you have suggestions, will consider them. Will follow the thread and see how the EA works out.
  • #24
  • Sep 14, 2011 3:44am Sep 14, 2011 3:44am
Hey Guys, downloaded this EA this morning after about 7 hrs results are

AJ -35 pips
UC +25
GU - 26

open positions on UJ EC EJ UC all about breakeven
  • #25
  • Sep 14, 2011 7:56am Sep 14, 2011 7:56am
Caillou,

Below you will find the appropriate sections of source code from the subject indicator. This should provide the necessary info to facilate EA development, although it is all very stratight forward stuff. Good Luck.

External parameter definitions:

extern bool VQ_Signal_Enable = true;
extern int VQlength1 = 8;
extern int VQlength2 = 13;
extern int VQlength3 = 21;
extern int VQlength4 = 34;
extern bool VQ_TF1_Signal_Enable = false;
extern int TF1 = 15;
extern int VQlength5 = 8;
extern bool VQ_TF2_Signal_Enable = false;
extern int TF2 = 30;
extern int VQlength6 = 8;

Applicable code:

if (VQ_Signal_Enable)
{
if (VQlength1 != 0) VQ1sigUp = iCustom(Symbol(), 0, "VQmod", 0, VQlength1, 3, 1, 5, 1, i);
if (VQlength1 != 0) VQ1sigDn = iCustom(Symbol(), 0, "VQmod", 0, VQlength1, 3, 1, 5, 2, i);
if (VQlength2 != 0) VQ2sigUp = iCustom(Symbol(), 0, "VQmod", 0, VQlength2, 3, 1, 5, 1, i);
if (VQlength2 != 0) VQ2sigDn = iCustom(Symbol(), 0, "VQmod", 0, VQlength2, 3, 1, 5, 2, i);
if (VQlength3 != 0) VQ3sigUp = iCustom(Symbol(), 0, "VQmod", 0, VQlength3, 3, 1, 5, 1, i);
if (VQlength3 != 0) VQ3sigDn = iCustom(Symbol(), 0, "VQmod", 0, VQlength3, 3, 1, 5, 2, i);
if (VQlength4 != 0) VQ4sigUp = iCustom(Symbol(), 0, "VQmod", 0, VQlength4, 3, 1, 5, 1, i);
if (VQlength4 != 0) VQ4sigDn = iCustom(Symbol(), 0, "VQmod", 0, VQlength4, 3, 1, 5, 2, i);
if (VQ1sigUp != EMPTY_VALUE && VQ2sigUp != EMPTY_VALUE && VQ3sigUp != EMPTY_VALUE && VQ4sigUp != EMPTY_VALUE)
{
MoveDn = false;
}
else if (VQ1sigDn != EMPTY_VALUE && VQ2sigDn != EMPTY_VALUE && VQ3sigDn != EMPTY_VALUE && VQ4sigDn != EMPTY_VALUE)
{
MoveUp = false;
}
else
{
MoveUp = false;
MoveDn =false;
}
}
if (VQ_TF1_Signal_Enable)
{
if (TF1 != 0)
{
int aa = iBarShift(Symbol(), TF1, Time[i], false);
double VQsigUp = iCustom(Symbol(), TF1, "VQmod", TF1, VQlength5, 3, 1, 5, 1, aa);
double VQsigDn = iCustom(Symbol(), TF1, "VQmod", TF1, VQlength5, 3, 1, 5, 2, aa);
if (VQsigUp != EMPTY_VALUE)
{
MoveDn = false;
}
else if (VQsigDn != EMPTY_VALUE)
{
MoveUp = false;
}
else
{
MoveUp = false;
MoveDn = false;
}
}
}
if (VQ_TF2_Signal_Enable)
{
if (TF2 != 0)
{
aa = iBarShift(Symbol(), TF2, Time[i], false);
VQsigUp = iCustom(Symbol(), TF2, "VQmod", TF2, VQlength6, 3, 1, 5, 1, aa);
VQsigDn = iCustom(Symbol(), TF2, "VQmod", TF2, VQlength6, 3, 1, 5, 2, aa);
if (VQsigUp != EMPTY_VALUE)
{
MoveDn = false;
}
else if (VQsigDn != EMPTY_VALUE)
{
MoveUp = false;
}
else
{
MoveUp = false;
MoveDn = false;
}
}
}
  • #26
  • Sep 14, 2011 8:10am Sep 14, 2011 8:10am
Quoting EasyRyder
Caillou,

Below you will find the appropriate sections of source code from the subject indicator. This should provide the necessary info to facilate EA development, although it is all very stratight forward stuff. Good Luck.

External parameter definitions:

extern bool VQ_Signal_Enable = true;
extern int VQlength1 = 8;
extern int VQlength2 = 13;
extern int VQlength3 = 21;
extern int VQlength4 = 34;
extern bool VQ_TF1_Signal_Enable = false;
extern int TF1 = 15;
extern int VQlength5 = 8;
extern bool VQ_TF2_Signal_Enable = false;
extern int TF2...

Thank you ER
  • #27
  • Sep 14, 2011 8:30pm Sep 14, 2011 8:30pm
Hi Steve

Please take a look at this screen shot, I just activated EA and the a new SELL trade was made when there was no signal. Or does this make a trade when both are same color upon activation?
Attached Image (click to enlarge)
Click to Enlarge Name: caillou gu.gif Size: 20 KB
  • #28
  • Sep 14, 2011 8:41pm Sep 14, 2011 8:41pm
In this example Indicators indicate a down trend, both are green, Alarm has indicated but no Trade taken
Attached Image (click to enlarge)
Click to Enlarge Name: caillou au.gif Size: 17 KB
  • #29
  • Sep 15, 2011 12:17am Sep 15, 2011 12:17am
Quoting Caillou
Update

EUR/USD: + 40,7 pips floating
EUR/JPY: + 35 pips floating
GBP/USD: + 2 pips (closed BE + 2)
GBP/JPY: + 32,2 pips floating
USD/CHF: + 2 pips (closed BE + 2)
NZD/USD: -0,1 pips floating

All trades are free trades now.......

Steve, could it be possible to make a small mod on the bot ?

When a trade is closed at BE + 2 or by the Traling Stop, another trade is opened inmediately for that pair, even when both VQ match their color a lot of bars ago. Is it possible to open a trade when both colors match but only when in the previous bar...

I agree, this will be great if the EA can be modified.
>>> Is it possible to open a trade when both colors match but only when in the previous bar they don´t match ?

Thanks to Steve and of course Caillou for your contribution
  • #30
  • Sep 15, 2011 12:47pm Sep 15, 2011 12:47pm
I have changed the EA so it should do the following:

 

  1. Enter a buy only if the previous fast bar was green and the one before it was red and if the slow VQ on the current open bar is also green.
  2. Enter a sell following the same criteria as above, but with the colors reversed.
  3. If using VQ for exit, will exit if the current open bar fast VQ changes from green to red (to exit buy trade) or red to green (to exit sell trade).

That is the theory anyway. It seems that the history data I have is pretty cr@p, so although it does back test, it does not trade as often as I would think it should. If someone else can have a look at the logic also, I would appreciate it.

This EA is experimental and to be used on demo accounts only. Any use on live accounts is 100% at the user's own risk. No warranty of any kind is given.

Cheers

Invisible

Attached File(s)
File Type: mq4 Caillou's multi-length VQ auto-trader by SteveHopwood - 15 Sep 2011.mq4   59 KB | 512 downloads
  • #31
  • Sep 15, 2011 2:42pm Sep 15, 2011 2:42pm
Quoting Invisible
I have changed the EA so it should do the following:

 

  1. Enter a buy only if the previous fast bar was green and the one before it was red and if the slow VQ on the current open bar is also green.
  2. Enter a sell following the same criteria as above, but with the colors reversed.
  3. If using VQ for exit, will exit if the current open bar fast VQ changes from green to red (to exit buy trade) or red to green (to exit sell trade).

That is the theory anyway. It seems that the history data I have is pretty cr@p, so although...

Thank you

Will try it tomorrow.....
  • #32
  • Sep 15, 2011 3:10pm Sep 15, 2011 3:10pm
I looked through your logic and it appaers to do what you want it to do. However, I question the need or desire to look back 10,000 time periods in the VQ iCustom calls. I have played around with the look back length and believe that 300 is sufficient. The slower the VQ, the more data points one seems to need for it to settle down with its smoothing filter. It does affect performance when running many charts at the same time.

Just intended to be a constructive suggestion.

Quoting Invisible
I have changed the EA so it should do the following:

 

  1. Enter a buy only if the previous fast bar was green and the one before it was red and if the slow VQ on the current open bar is also green.
  2. Enter a sell following the same criteria as above, but with the colors reversed.
  3. If using VQ for exit, will exit if the current open bar fast VQ changes from green to red (to exit buy trade) or red to green (to exit sell trade).

That is the theory anyway. It seems that the history data I have is pretty cr@p, so although it does...

  • #33
  • Sep 15, 2011 4:16pm Sep 15, 2011 4:16pm
Thanks for taking a look, EasyRyder.

The look back figure of 10,000 is as per Steve's original code. I am not sure why it is set like that, but now you mention it, I think there is merit to what you are saying, and having a shorter look back period would definitely improve performance.

Setting to 1000 would surely be long enough and be 1/10 of the original. Perhaps Steve would like to comment on this when he gets back. For the moment, I will leave my adapted code as is.

Cheers

Invisible
  • #34
  • Sep 19, 2011 5:42pm Sep 19, 2011 5:42pm
Has anyone tried my updated version, and, if so, to what effect?
  • #35
  • Sep 19, 2011 10:04pm Sep 19, 2011 10:04pm
Quoting Invisible
I have changed the EA so it should do the following:

 

  1. Enter a buy only if the previous fast bar was green and the one before it was red and if the slow VQ on the current open bar is also green.
  2. Enter a sell following the same criteria as above, but with the colors reversed.
  3. If using VQ for exit, will exit if the current open bar fast VQ changes from green to red (to exit buy trade) or red to green (to exit sell trade).

That is the theory anyway. It seems that the history data I have is pretty cr@p, so although it does...


I set the new EA done by you on Sunday, I put it up at my VPS, but still no trades.
  • #36
  • Sep 19, 2011 10:13pm Sep 19, 2011 10:13pm
Quoting Invisible
Has anyone tried my updated version, and, if so, to what effect?
Invisable.
I tried backtesting your version over the weekend and couldn't get it to trade, the "normal" version worked fine

rgds
Peter
  • #37
  • Sep 20, 2011 10:32am Sep 20, 2011 10:32am
Hmmm.... Perhaps Steve needs to look at this, as I am just a humble hacker.
  • #38
  • Sep 20, 2011 8:43pm Sep 20, 2011 8:43pm
Quoting SteveHopwood
SERIOUS WARNING
[list][*]Most Forex traders lose all their money.[*]Using the robot posted here in trading Forex does not guarantee success.[*]Trading this robot could lead to serious financial loss.[*]Trading this robot without understanding its underlying trading strategies guarantees traders will lose their money.[*][color=#000000]This...
Can anyone tell me how to stop the alert
"order send failed with error (131): invalid "
it kept popping up,
thanks.
  • #39
  • Sep 21, 2011 9:03pm Sep 21, 2011 9:03pm
Quoting golady9
Can anyone tell me how to stop the alert
"order send failed with error (131): invalid "
it kept popping up,
thanks.
Error 131 is INVAALID VOLUME. What this means is the lot size is not allowed by your criminal (broker). For instance your lot size maybe 0.01 lots whereas the criminal`s minimum is 0.1 lots. check it out by trying to enter a manual trade and see if it allows the lot size.

regards
  • #40
  • Sep 22, 2011 11:18am Sep 22, 2011 11:18am
Hello Steve, hello guys,

i am demoing this ea at the moment, along with spiderforex's ea and i find it promising.

Steve would it be possible to add the same martingale option to this ea that you have implemented to the spider ea ? That would be great. Will post some results soon.

Thanks in advance,

tex
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