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PA backtesting

  • #1
  • First Post: Jan 22, 2012 10:42am Jan 22, 2012 10:42am
My objective is to back test my methods in MT4. I will be switching TF so the back and forward scroll will not suffice.

Can I draw a box that covers the right side of the chart that I wish to hide? Or is there an indicator that can cover over part of the chart so I can't see it until I change it?

Here is an example of what I mean (I used paint).

Any ideas or suggestions?

..
Attached Image (click to enlarge)
Click to Enlarge Name: boxcovr.jpg Size: 114 KB
  • #2
  • Jan 22, 2012 10:48am Jan 22, 2012 10:48am
Just an idea.
You can use big WingDings Blocks to cover up part of the screen.

Disable the grid draw a big WinDings Block over every candle you don't want to see.

Add a label that if you delete it it will delete the last current block.

PS: You also can use Rectangles with a line width of 5

PSS: Easy idea you just open a chart for every timeframe and you keep switching between the. No need to cover anything
  • #3
  • Jan 22, 2012 10:59am Jan 22, 2012 10:59am
Legend. Nice thinking. Just playing with it now. The only limitation is that it's a bit difficult to move around.

Quoting Kilian19
Just an idea.
You can use big WingDings Blocks to cover up part of the screen.

Disable the grid draw a big WinDings Block over every candle you don't want to see.

Add a label that if you delete it it will delete the last current block.

PS: You also can use Rectangles with a line width of 5

PSS: Easy idea you just open a chart for every timeframe and you keep switching between the. No need to cover anything
  • #4
  • Jan 22, 2012 11:06am Jan 22, 2012 11:06am
Here's another thought. Can I somehow use two vertical lines and have them joined by a foreground block like this?

So when I move one of the lines the block fills the space in between. I'm pretty sure this will involve some hard coding.

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Attached Image (click to enlarge)
Click to Enlarge Name: coverchart.gif Size: 22 KB
  • #5
  • Edited 11:44am Jan 22, 2012 11:14am | Edited 11:44am
Quoting Tyoon
...
give me a few minutes please
it's doable just give me a few more minutes to get it done nicely

Eww this is messy since you cant let a script run when you change time frames I might get it to work with global variables ... -.-
  • #6
  • Jan 22, 2012 11:38am Jan 22, 2012 11:38am
Quoting Kilian19
Eww this is messy since you cant let a script run when you change time frames I might get it to work with global variables ... -.-
I really appreciate the time and effort your putting into this.
  • #7
  • Jan 22, 2012 1:00pm Jan 22, 2012 1:00pm
I'm not happy the code looks like and I will probably change it tomorrow but it is working for now.

The indicator couldn't be written as a script since script stop to work when you change the time frame.

If you deinitialize the indicator please make sure to erase the start and end trend line manually

To use the indicator during weekends you need to send ticks to your terminal.
Please download this tool https://www.fx1.net/wiki/pmwiki.php/MT4Ticker/MT4Ticker

The indicator uses trendines to cover the bars but the bars get bigger if you zoom in so there is a maximum zoom you can use. .. I'm very unhappy about that.
Zooming out is no problem
Attached File(s)
File Type: mq4 Hide Screen.mq4   3 KB | 333 downloads
  • #8
  • Edited 2:16pm Jan 22, 2012 1:36pm | Edited 2:16pm
Quoting Kilian19
...
This is great work! I have been playing about with it. There are a few things that could improve it (as you asked):

1. Start line to be thinner (or both start and end).

2. Auto fill. When the start line is adjusted left or right can the fill lines fill automatically? If this cannot be done I have found two manual solutions to get it to fill:

1. Right click, refresh.
2. Download this Hotkey Extension and hold f5 while dragging the vertical line.

Thanks again, this is a real treat.

ADD:

Quoting Kilian19
To use the indicator during weekends you need to send ticks to your terminal.
Please download this tool https://www.fx1.net/wiki/pmwiki.php/MT4Ticker/MT4Ticker
There seems to be no trouble using the indi on my chart on the weekend without that tool.

..
Attached Image (click to enlarge)
Click to Enlarge Name: hidechart.jpg Size: 107 KB
  • #9
  • Edited 2:39pm Jan 22, 2012 2:24pm | Edited 2:39pm
Quoting Tyoon
This is great work! I have been playing about with it. There are a few things that could improve it (as you asked):

1. Start line to be thinner (or both start and end).
Sure with the new version you can do that

Quoting Tyoon
2. Auto fill. When the start line is adjusted left or right can the fill lines fill automatically? If this cannot be done I have found two manual solutions to get it to fill:
They do get filled automatically but in order to do so the indicator needs to be called. During the week this is no problem since that will happen every time a tick is incoming. As I mentioned before during the weekends we need to create those ticks.

Quote
To use the indicator during weekend you need to send ticks to your terminal.
Please download this tool https://www.fx1.net/wiki/pmwiki.php/MT4Ticker/MT4Ticker

This
Attached File(s)
File Type: mq4 Hide Screen.mq4   3 KB | 353 downloads
  • #10
  • Jan 22, 2012 2:54pm Jan 22, 2012 2:54pm
Quoting Kilian19
They do get filled automatically but in order to do so the indicator needs to be called.
Just tested it with MT4 ticker. Works perfect on 10ms.

Your a legend mate. You got it done in no time.

Do you mind if I share it about?
  • #11
  • Jan 22, 2012 3:22pm Jan 22, 2012 3:22pm
do as you please just remember that I might gonna improve the code throughout the next few days.

psst if you have a profitable mechanical trading system you want to have an EA write for just tell me
  • #12
  • Jan 22, 2012 3:47pm Jan 22, 2012 3:47pm
Quoting Kilian19
do as you please just remember that I might gonna improve the code throughout the next few days.

psst if you have a profitable mechanical trading system you want to have an EA write for just tell me
I'll be looking forward to it.

Nice one
  • #13
  • Edited 6:28pm Jan 22, 2012 6:02pm | Edited 6:28pm
Tyoon requested some major changes and here they are.
Now the first trend line moves automatically in a set amount of ms.

Start/Stop
Delete the box to disable the autoplay function
Delete the arrow to enable the autoplay function

Change Speed
Either change the label information of the Speed label or set a different default value during indicator initialization.
Note that for this function to work properly the Metatraderticker (also during trading time) should run at at least the same tick rate to make sure the EA gets called on time.
The Metatradeticker is needed please take a look at my 2nd post of this thread

As far as I know GetTickCount() is the only way to handle milliseconds within mql4. That means that the terminal has to be restarted at least every 50 days to avoid problems.

Edit: Small update: Speed label is now on top of the trend lines even though you will have a hard time selecting it.
Attached Image (click to enlarge)
Click to Enlarge Name: Indi.png Size: 32 KB
Attached File(s)
File Type: mq4 Hide Screen.mq4   5 KB | 412 downloads
  • #14
  • Jan 23, 2012 3:09am Jan 23, 2012 3:09am
Quoting Kilian19
Tyoon requested some major changes and here they are.
Wow, you managed to get the autoplay working. I have to pop out now but I will try it out when I get back.

  • #15
  • Jan 23, 2012 3:44am Jan 23, 2012 3:44am
Guys, why are you making things so complex?
why not to use special backtesting tools like Forex Tester?
you can easily simulate trading terminal with this tool and you can act like in a real market, open/close trades, changing timeframes, etc...
Think twice before going live, even if you own the best trading strategy...
  • #16
  • Edited 6:01am Jan 23, 2012 5:38am | Edited 6:01am
Quoting FxMaestro
...
I never heard about forex tester before but I'll take a look at it Thanks

...
1. The forex tester isn't free to use.
2. It doesn't have the same functionality. For Thyon it was important to be able to change between timeframes.
  • #17
  • Jan 23, 2012 6:03am Jan 23, 2012 6:03am
Quoting FxMaestro
Guys, why are you making things so complex?
why not to use special backtesting tools like Forex Tester?
you can easily simulate trading terminal with this tool and you can act like in a real market, open/close trades, changing timeframes, etc...
Hhmm I am tempted to get it. At least we have something similar on MT4 now

Kilian, just tested the update. Nice work buddy. How long have you been doing coding?
  • #18
  • Jan 23, 2012 9:21am Jan 23, 2012 9:21am
Quoting Kilian19
1. The forex tester isn't free to use.
Yes, it is a problem, but I believe that it worth to invest money into good tools to save more money later.
Quoting Kilian19
2. It doesn't have the same functionality. For Thyon it was important to be able to change between timeframes.
Hmm, as far as I know it is possible to change between timeframes and even test different timeframes of different currency pairs simultaneously in Forex Tester.
Think twice before going live, even if you own the best trading strategy...
  • #19
  • Jan 23, 2012 9:34am Jan 23, 2012 9:34am
I have tested FT. It's good but the only problem is that the 1m chart candles are all f@*ked up. Being a high frequency trader I need to see my 1m candles clearly.

It is a good program though, no doubt.
  • #20
  • Jan 23, 2012 10:28am Jan 23, 2012 10:28am
Quoting Tyoon
I have tested FT. It's good but the only problem is that the 1m chart candles are all f@*ked up. Being a high frequency trader I need to see my 1m candles clearly.

It is a good program though, no doubt.
Sorry, what do you mean by "candles are all f@*ked up"? Can you send a screenshot?
Candles depends on data which you import into the program. You can even import tick data into this program and you will get 99% modeling quality.
Think twice before going live, even if you own the best trading strategy...
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