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Hanover - can you help me with MT4 qs please? 4 replies

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Hanover: an auto-trader using Recent Strength

  • #241
  • Nov 2, 2011 2:29pm Nov 2, 2011 2:29pm
Quoting SteveHopwood

What I am thinking is this: An array holds x different values in the same variable. If TickValue stores the Bid, then TickValue[] is an array with the same name that can hold multiple values, so:

  1. TickValue[1] = 1.3978
  2. TickValue[2] = 1.3979

and so on.

So:
[list][*]we build up an x sized [color=Blue]tick array. Supposing that we chose a 20 tick array stretching from the most recent tick, TickValue[20]...

Mr. Hopwood,

I am not keen on the idea of doing what you are proposing buried within code with no visual feedback - unless I have missed something.

Let me throw something on the table -- using the way Renko charts are built in an OFFLINE mode, a tick chart could be generated with a minimum elapsed time of 1 sec per bar. What you get is a chart where you can see what is going on with the tick stream, you can apply whatever sort of indi to detect the condition you want and you can display a separate window where the elapse time between ticks can be displayed. Between these two charts you can see the two domains together - Price Action, and the related Time element.

Beyond all of this, a second chart could simultaneosly be created where the bar displayed could be a bar showing the current Bid/Ask Spread dynamic instead of the standard mono-sized Renko Bar. The top of the bar would be the current Bid and the bottom of the bar could be the Ask. -- Again another visible dynamic of what is going in with the tick stream.

I have such a generator that can generate Renko bars down to .1 points. Unfortunely this is all wrapped within a much larger EA that I have which I consider to be my commercial effort. Nevertheless, it could be stripped down to the basics to do what I have described above.

Any thoughts out there about this. BTW - talk is cheap, time to do the work is another thing.

If all of this is to far out - forgive me and don't be harsh.

Regards,

KingHigh
  • #242
  • Nov 2, 2011 2:56pm Nov 2, 2011 2:56pm
Hello,

I am not sure if this comment belongs here, but I do feel it is appropriate. Steve is a true professional. I recently asked him to code an EA for me. It was done almost before I had a chance to check my inbox. The charge was only $100. For this price I expected almost no support. I have been pleasantly surprised. His follow-up, attention to detail and kind responses to my questions are all to his credit. I have enjoyed this experience and look forward to more positive relationships here at FF.

Sincerely,

William Klinglesmith
  • #243
  • Nov 2, 2011 3:59pm Nov 2, 2011 3:59pm
Quoting SteveHopwood
New toy, guys. http://www.forexfactory.com/showthre...34#post5096034


I cant keep up with all these bots.....



Hanover, I want you to meet some old eas, Caillou and his Dog's Bollocks
  • #244
  • Nov 2, 2011 5:01pm Nov 2, 2011 5:01pm
Quoting Aces Fx
Hello,

I am not sure if this comment belongs here, but I do feel it is appropriate. Steve is a true professional. I recently asked him to code an EA for me. It was done almost before I had a chance to check my inbox. The charge was only $100. For this price I expected almost no support. I have been pleasantly surprised. His follow-up, attention to detail and kind responses to my questions are all to his credit. I have enjoyed this experience and look forward to more positive relationships here at FF.

Sincerely,

William Klinglesmith
Thanks for your kind words, William.

Cheers

  • #245
  • Nov 2, 2011 5:17pm Nov 2, 2011 5:17pm
Quoting KingHigh
Mr. Hopwood,

I am not keen on the idea of doing what you are proposing buried within code with no visual feedback - unless I have missed something.

Let me throw something on the table -- using the way Renko charts are built in an OFFLINE mode, a tick chart could be generated with a minimum elapsed time of 1 sec per bar. What you get is a chart where you can see what is going on with the tick stream, you can apply whatever sort of indi to detect the condition you want and you can display a separate window where the elapse time between ticks can...
Hehe. I am a pianist not a computer programmer. The idea I had makes sense to me and is easy to code. It does not require umpteen offline thingies, an x in the month or yet more ritual sacrifice of whip's already overburdoned chickens. Most people here clearly didn't even read my post properly and some of the suggestions have missed the point of what I was proposing by such a wide mark as to be ludicrous.

Nothing new there; I am used to it. I occasionally fall into the trap of using two syllable words in my posts and so making them incomprehensible. In the absence of anything useful from anyone else, I shall follow my usual practice of coding my idea and waiting for the proper programmers to tidy it up and make sense of it. I should probably have done that in the first place; I just hoped that there might be a few people reading here actually thinking about the ideas I propose.

  • #246
  • Nov 2, 2011 5:57pm Nov 2, 2011 5:57pm
Quoting Carsten
I will post a sample mq4 file tomorrow, because I'm too tired right now.

As for the default values: we have lots and lots of data available for this to test things. Dukascopy offers tick data going back a few years.
We could let a computer run over all that data for different table sizes and thresholds, and for each set of input variables test for a few events.
For example, if the price went up (or down) afterwards for at least XX pips within YY minutes. (I cannot think of another one right now. Any ideas? If not, this alone has two variables...
Well, here it is.
Doesn't do anything yet.

The attached EA serves no purpose other than being a tech demonstration on how to implement a circular buffer (just in case, befor someone asks why it doesn't trade ).

It just fills a table with incoming ticks, and when the difference between the newest tick and the oldest tick in the table is higher than a user-defined threshold, the EA prints out an alert.

Hope this can be useful.


Regarding the statistical analysis of the tick data: I think I could do that a few weeks from now (I'm pretty busy right now).
Attached File(s)
File Type: mq4 Tick table example.mq4   3 KB | 317 downloads
  • #247
  • Nov 2, 2011 6:27pm Nov 2, 2011 6:27pm
Quoting Carsten
Well, here it is.
Doesn't do anything yet.

The attached EA serves no purpose other than being a tech demonstration on how to implement a circular buffer (just in case, befor someone asks why it doesn't trade ).

It just fills a table with incoming ticks, and when the difference between the newest tick and the oldest tick in the table is higher than a user-defined threshold, the EA prints out an alert.

Hope this can be useful.


Regarding the statistical analysis of the tick data: I think I could do that a few weeks from now (I'm pretty busy...
Fantastic. Thanks a million.

You are the kind of programmer I yearn to emulate. Hopelessly.

What does % mean, as in tc = tc % TableSize;?

  • #248
  • Nov 2, 2011 6:32pm Nov 2, 2011 6:32pm
Quoting SteveHopwood
Fantastic. Thanks a million.

You are the kind of programmer I yearn to emulate. Hopelessly.

What does % mean, as in tc = tc % TableSize;?

it is the modulus operator, returns the remainder from a division.
  • #249
  • Nov 2, 2011 6:35pm Nov 2, 2011 6:35pm
Quoting magft
it is the modulus operator, returns the remainder from a division.
I have wanted this blasted operator for ages, and searched in vain for some sort of mod/mathsmod etc command. Heyho.

Cheers

  • #250
  • Nov 2, 2011 6:44pm Nov 2, 2011 6:44pm
Quoting SteveHopwood
I have wanted this blasted operator for ages, and searched in vain for some sort of mod/mathsmod etc command. Heyho.

Cheers

I saw it from the link Carsten posted about circular buffers in java, always handy to have a full set of operators

Attahched are updates for jiva34's and Lawgirl21's ma cross EAs, i hadn't uncommented all the necessary code to make the BE,TS and JS work

I have also added a check for Error 1 which i kept getting with these 2 EAs, it is basically an error when new stop is the same as old stop so nothing major.

As for your idea Steve, go ahead and code what you are thinking as it might give the insight we need. I have looked into ROC indicators before but more to determine direction to trade rather than if the market is being manipulated. I have some space left to test, but not much

Mike
Attached File(s)
File Type: mq4 jiva34's 5min OpenClose EA.mq4   64 KB | 467 downloads
File Type: mq4 Lawgirl21 MA Cross with Hanover EA.mq4   69 KB | 541 downloads
  • #251
  • Nov 2, 2011 6:45pm Nov 2, 2011 6:45pm
Ohhhhhhh, I seeeeeeeeeeeeeeeeee.

tc = tc % TableSize; populates a circular table.

so
double TickDiff = MathAbs(TickTable[(tc + 1) % TableSize] - TickTable[tc]) * PipMultiplier;

allows calculation of the difference between the latest pip and that of TableSize ago at whatever point we are in the table. That makes no sense when you read it, but I know what I mean.

Fantastic. Breathtaking. Not sure how it works yet, but I don't care; I shall work it out. I shall use this.

Thanks again Carsten. You are a star.

  • #252
  • Nov 2, 2011 6:50pm Nov 2, 2011 6:50pm
Or does

double TickDiff = MathAbs(TickTable[(tc + 1) % TableSize] - TickTable[tc]) * PipMultiplier;

simply calculate the difference between the price now and 1 tick ago?

  • #253
  • Nov 2, 2011 6:58pm Nov 2, 2011 6:58pm
Quoting SteveHopwood
Or does

double TickDiff = MathAbs(TickTable[(tc + 1) % TableSize] - TickTable[tc]) * PipMultiplier;

simply calculate the difference between the price now and 1 tick ago?

in the code there is a comment

PHP Code
double TickDiff = MathAbs(TickTable[(tc + 1) % TableSize] - TickTable[tc]) * PipMultiplier;
      
      Comment("Current tick difference: ", TickDiff, ", Threshold: ", Threshold);
      
      // table is full, now we can check for the big moves
      if (TickDiff > Threshold) {
      
         // The price difference between the latest and the first entry in
         // our table is above the threshold.
So form this it is the difference between the first and the last ticks.
  • #254
  • Nov 2, 2011 7:02pm Nov 2, 2011 7:02pm
Quoting magft
in the code there is a comment

PHP Code
double TickDiff = MathAbs(TickTable[(tc + 1) % TableSize] - TickTable[tc]) * PipMultiplier;
      
      Comment("Current tick difference: ", TickDiff, ", Threshold: ", Threshold);
      
      // table is full, now we can check for the big moves
      if (TickDiff > Threshold) {
      
         // The price difference between the latest and the first entry in
         // our table is above the threshold.
So form this it is the difference between the first and the last ticks.
I thought so, but wanted to check. One of the problems associated with merely being the mechanic is lack of understanding. Stuff that real coders take for granted is a real struggle for the likes of me. You, Carsten, David, sq et al; you blow me away.

Thanks again for your help, Mike. I can take it from here.

  • #255
  • Nov 2, 2011 7:11pm Nov 2, 2011 7:11pm
Quoting SteveHopwood
I thought so, but wanted to check. One of the problems associated with merely being the mechanic is lack of understanding. Stuff that real coders take for granted is a real struggle for the likes of me. You, Carsten, David, sq et al; you blow me away.

Thanks again for your help, Mike. I can take it from here.

First off, I have a lot of respect for a human that can make music that I

enjoy listening to......by any means.....OK we have that out of the

way.....
Steve,you know when I started here because I started on your threads...At

that point we were not sacrificing chickens we were working on what-ever

you wrote and trying to improve it and pooling our results.....I'll name

some names here and I know I've forgotten a

bunch.....Scoobs,Astral.Macman(alot then)Sundog,Octomanoak,Miester

81,Vinesh,getdown 71,nubchai and the rest have my apologies for a bad

memory...
The job is done, on the threads a bit different today than it was

then....IMHO there to many members "contributing", but not actually

testing and Steve is stretched a little thin trying to write that money

maker we all wanted....Except me of course and I got really blasted for

telling Steve that I only traded for sport and fun.....So I started

trading FTLR for pennies and as luck would have it that bot was a money

maker....Oh well!....
We need to be a little more organised and those that have the time need to

post results....And not hand written, zip or PDF file so Steve can read

them quickly...Extend yourselves...you may get a great reward....
OK...on to my wonderful bottle of "G".....

And I hope everybody has a great week.....

whip
  • #256
  • Nov 2, 2011 7:16pm Nov 2, 2011 7:16pm
Cheers whip.

  • #257
  • Nov 2, 2011 7:24pm Nov 2, 2011 7:24pm
Here is the lengthy explanation what it does
http://stockcharts.com/school/doku.p...rate_of_change

The attached indicator is not mtf! As an example use RoC (2) and apply the Moving Average from MT's standard indicator folder applied to "previous indicator's data", say 12 period - spikes are clearly visible... maybe apply envelope of 1 or 2 std deviation as filter....

For faster reaction time as trigger within EA in the case of intervention, application to a lower tf than the one used for trade entry should be considered....
Attached File(s)
File Type: mq4 ROC2.mq4   2 KB | 343 downloads
  • #258
  • Nov 2, 2011 7:24pm Nov 2, 2011 7:24pm
Quoting SteveHopwood
I thought so, but wanted to check. One of the problems associated with merely being the mechanic is lack of understanding. Stuff that real coders take for granted is a real struggle for the likes of me. You, Carsten, David, sq et al; you blow me away.

Thanks again for your help, Mike. I can take it from here.

Thanks for the vote of confidence though i am still "young" in the field of forex and coding mql4. Your "spagetti" as you call it has helped me a lot in figuring out how to write EAs. So thank you for all your hard effort.

I agree with whip that we need to pool resources, i have two pcs i use at the moment to can test a few EAs unless they are memory intensive as the pcs are old. But if i can help in anyway and make some money in the process i'm in

Mike
  • #259
  • Nov 2, 2011 7:25pm Nov 2, 2011 7:25pm
Quoting SteveHopwood
...coders take for granted is a real struggle for the likes of me. You, Carsten, David, sq et al; you blow me away...
Well imagine what people like me feel. To me your last few posts is in a different language, something like a cross between Aramaic and Sanskrit!!!

Joke aside, your enthusiasm and perseverance has made your threads a magnet for seriously talented programmers such as Carsten, David, Squalou, et al; as well as fantastic traders such as Scoobs, macman, whip and Bob to name a few. On behalf of the silent majority who benefit from your work and collaboration I thank you. We have come a long way during the last few years. Sometimes I go back and read the posts and threads of couple of years ago and can see the huge progress. The criminals should be very afriad.

Kind regards
  • #260
  • Edited 8:27pm Nov 2, 2011 7:41pm | Edited 8:27pm
Quoting astral77
We have come a long way during the last few years. Sometimes I go back and read the posts and threads of couple of years ago and can see the huge progress.
Yes. When I think back to some of the posts I wrote at first, I cringe.

Did you ever read skunny's thread about Fibs? In post 1, he talked about 'walking' the fibs from the daily hilo's to see what happened to the market in relation to the fibs. I didn't know that all you had to do was double click the blasted tool and drag it. I thought you had to go into the objects window (and goodness only knows how I happened to find that) and delete the existing fib before drawing another.

Made 'walking' the damn fib a bit difficult, I can tell you.

I hope the noobs read this, and realise that all the 'old stagers' here with our umpteen vouches were once the useless, hopeless, helpless and daft as well. Okay, I was, anyhow. Noobs, I have more sympathy for you than I let on. It is just that you are going to blow a few accounts before starting to make sense of all this, and there is nothing I can do to save you. Hang on in there and learn from the rest of us; you just might survive.

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