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Symphonie Trader System EA

  • #1
  • First Post: Edited Feb 28, 2012 2:29am Feb 20, 2012 8:00am | Edited Feb 28, 2012 2:29am
In this thread I want to release an EA I have written for the Symphonie Trader System from Evaluator.
The original thread can be found on http://www.forexfactory.com/showthread.php?t=315572
Please note that not all the options (e.g. mm, exit modes) of the original system have been implemented at the moment.
This EA is meant to automate entries more than implement the complete system.
An unresolved issue with these indicators is that sometimes what you see on the chart by applying the template from Evaluator does not match with the values returned by the indicators to the EA.
This is due to the very nature of these indicators, which strongly depend on history and even attach time.
Final note: NEVER use this EA on real accounts, I will not be considered responsible for any real money loss.
Attached File(s)
File Type: mq4 Symphonie Extreme Indicator v2.mq4   29 KB | 3,275 downloads | Uploaded Feb 22, 2012 1:31am
File Type: mq4 Symphonie_Market_Emotion_Indikator.mq4   3 KB | 2,379 downloads | Uploaded Feb 22, 2012 1:32am
File Type: mq4 Symphonie_Sentiment_Indikator.mq4   4 KB | 2,365 downloads | Uploaded Feb 22, 2012 1:32am
File Type: mq4 Symphonie_Trendline_Indikator.mq4   3 KB | 2,304 downloads | Uploaded Feb 22, 2012 1:33am
File Type: tpl symphonie trader basic v2 template.tpl   4 KB | 2,141 downloads | Uploaded Feb 22, 2012 1:33am
File Type: mq4 TMA.mq4   8 KB | 2,238 downloads | Uploaded Feb 28, 2012 2:27am
File Type: mq4 Symphonie v0.0.6.mq4   93 KB | 2,742 downloads | Uploaded Feb 28, 2012 2:28am
  • #2
  • Feb 21, 2012 10:46am Feb 21, 2012 10:46am
Hi asasa,

I have a few questions...

Quoting asasa
Symphonie Extreme Indicator v2.ex4
why do you select the v2? Symphony is still based on the original as attached in that post #1.

Quote
An unresolved issue with these indicators is that sometimes what you see on the chart by applying the template from Evaluator does not match with the values returned by the indicators to the EA.
This is due to the very nature of these indicators, which strongly depend on history and even attach time.

I understand point 1 (history), although I still wonder why some of these indies still need/use all available history? Take the extreme spike: Is it really adding value to use more than - let's say - a thousand bars? Yes, maybe I'm outing myself as a noob, but so far I didn't found a good explanation.
On the second point, I'm lost. Why the result depends on the attach time? Basically, an indi calculates on a fixed formula on all the bar values it gets (typically from Bars to 0). And it repeat it every tick (or every bar close). How can this lead to different results just attaching it at different times?

Did you do already some back/live testing? What is your experience so far?

regards
candletiger
  • #3
  • Feb 21, 2012 1:21pm Feb 21, 2012 1:21pm
Quoting candletiger
why do you select the v2? Symphony is still based on the original as attached in that post #1.
When I first visited post #1 of that thread, those were the indicators available and linked on the first page. I don't know if they have only been renamed or the new ones represent a real update. I will investigate this matter.

Quoting candletiger
I understand point 1 (history), although I still wonder why some of these indies still need/use all available history? Take the extreme spike: Is it really adding value to use more than - let's say - a thousand bars? Yes, maybe I'm outing myself as a noob, but so far I didn't found a good explanation. On the second point, I'm lost. Why the result depends on the attach time? Basically, an indi calculates on a fixed formula on all the bar values it gets (typically from Bars to 0). And it repeat it every tick (or every bar close). How can this lead...
Because indicators are calculated not only based on the total history, but they depend also on the past values of the indicators themselves. If you attach your indicators at time t0, their values depend only on the available history. But if at time t0 you have already the indicators up and running, their values at time t0 depend on both history and past values of the indicators. Therefore the values do not perfectly match.

Quoting candletiger
Did you do already some back/live testing? What is your experience so far?
This EA does not implement the strategy in full. My initial idea was to automate entry points and leave the trader to manage exits. My strong feeling with this system is that the manual intervention of the trader is still important to determine its profitability.
  • #4
  • Feb 22, 2012 1:29am Feb 22, 2012 1:29am
Quoting candletiger
Hi asasa,
why do you select the v2? Symphony is still based on the original as attached in that post #1.
I checked the indicators I downloaded from post #1 of Evaluator's thread with the current available versions. The only difference is with the Extreme Indicator. I will continue to use the v2, since it plots the extremes history on chart. Not only, the template downloadable from post #1 refers to the v2 so it will not work with the current set of available indicators. I will add the correct versions on the first post of this page.
  • #5
  • Feb 22, 2012 2:46am Feb 22, 2012 2:46am
Quoting asasa
Because indicators are calculated not only based on the total history, but they depend also on the past values of the indicators themselves. If you attach your indicators at time t0, their values depend only on the available history. But if at time t0 you have already the indicators up and running, their values at time t0 depend on both history and past values of the indicators. Therefore the values do not perfectly match.
I get what you are saying. Still, I can hardly accept that . Also the "past values" come from nothing else but the history (as long as the indi is just based on history information and not other "external" data, whatever this could be). But I'm not complaining to you, it's just my lack of understanding/acceptance. I will do some further research... thanks
  • #6
  • Feb 22, 2012 3:09am Feb 22, 2012 3:09am
ASASA

Thank you for putting this together. I'm currently running it on the 5min A/U. It has taken a couple of trades. One loss and one win. I have adjusted the Sentiment to 9 to get it in earlier, my SL is 15, TP 17.I'm currently in a sell. (closed successfully) I've turned the indicators to false but am getting error message in both the Journal and Expert. Showing that the Extreme v2 is being added and removed every second. This disappears when the EA is removed.
  • #7
  • Feb 22, 2012 3:31am Feb 22, 2012 3:31am
Quoting candletiger
I get what you are saying. Still, I can hardly accept that . Also the "past values" come from nothing else but the history (as long as the indi is just based on history information and not other "external" data, whatever this could be). But I'm not complaining to you, it's just my lack of understanding/acceptance. I will do some further research... thanks
Install the indicators to your MT4 installation path. Then apply the template to a chart of your interest. Then apply the EA to the same chart. As long as you don't modify the parameters of indicators and EA, now the chart is working with the same indicators and the same set of parameters as the EA. The EA can display on the top left corner the values it is getting from the indicators. You'll find that they not always match with the values you see on the chart. Therefore, entry points of the EA sometimes do not match with what the indicators are displaying on the chart.
  • #8
  • Feb 22, 2012 4:12am Feb 22, 2012 4:12am
Quoting ceechange
ASASA

Thank you for putting this together. I'm currently running it on the 5min A/U. It has taken a couple of trades. One loss and one win. I have adjusted the Sentiment to 9 to get it in earlier, my SL is 15, TP 17.I'm currently in a sell. (closed successfully) I've turned the indicators to false but am getting error message in both the Journal and Expert. Showing that the Extreme v2 is being added and removed every second. This disappears when the EA is removed.
I have the same behavior on my system, never noticed before.
Let me investigate a little.
  • #9
  • Feb 23, 2012 4:29am Feb 23, 2012 4:29am
I tried also to make an EA based on Symphonie. for now I don't have a winning backtest. I will try your's to know if you made a better job than me.

Thank you.
  • #10
  • Feb 23, 2012 4:40am Feb 23, 2012 4:40am
Quoting TinkyTrader
I tried also to make an EA based on Symphonie. for now I don't have a winning backtest. I will try your's to know if you made a better job than me.
Thank you.
Well, an EA can give bad results even if it is written correctly according to the original rules...
Anyway, based on what ceechange pointed out I found an additional strange behavior of the extreme indicator that leads to an additional misalignment between what you see on the chart and the signals generated by the EA. Still working on this.
  • #11
  • Feb 23, 2012 5:27am Feb 23, 2012 5:27am
Quoting asasa
Well, an EA can give bad results even if it is written correctly according to the original rules...
Anyway, based on what ceechange pointed out I found an additional strange behavior of the extreme indicator that leads to an additional misalignment between what you see on the chart and the signals generated by the EA. Still working on this.
On my EA I had also an issue with repainting. Signals on previous bars can be cancelled.
  • #12
  • Feb 24, 2012 1:35am Feb 24, 2012 1:35am
I fixed the problem signaled by ceechange and uploaded the new version of the EA on the first post.
  • #13
  • Feb 24, 2012 1:42am Feb 24, 2012 1:42am
Here is an entry example.
Attached Image (click to enlarge)
Click to Enlarge Name: SYM_EURUSD_5_OpenShort_1330072502.gif Size: 28 KB
  • #14
  • Feb 24, 2012 2:26am Feb 24, 2012 2:26am
I'm seeing an additional problem with these indicators, past bars do repaint even in the middle of a new bar and not only at the end of bar.
The EA looks for entry conditions only at the end of bar, therefore sometimes it seems the EA sends the orders too late (but the EA is just doing what it is programmed to do, look for entry conditions at the end of bar...).
I'll see what happens if I get the EA to check for entry conditions even in the middle of a bar (but always referring to signals on completed bars).
  • #15
  • Feb 24, 2012 2:31am Feb 24, 2012 2:31am
Another short entry here
Attached Image (click to enlarge)
Click to Enlarge Name: SYM_EURUSD_5_OpenShort_1330075506.gif Size: 29 KB
  • #16
  • Feb 24, 2012 2:38am Feb 24, 2012 2:38am
The latest entry shows another possible problem of the indicators...
Even though all the indicators are telling SELL at bar #1 (most recently completed bar), the trendline indicator on bar #0 (not yet completed) is telling buy. This means the pair is in a ranging condition and entry dir is continuously changing. One possible modification could be to verify entry direction confirmation even on bar #0 before entering.
  • #17
  • Feb 24, 2012 2:41am Feb 24, 2012 2:41am
Quoting asasa
The latest entry shows another possible problem of the indicators...
Even though all the indicators are telling SELL at bar #1 (most recently completed bar), the trendline indicator on bar #0 (not yet completed) is telling buy. This means the pair is in a ranging condition and entry dir is continuously changing. One possible modification could be to verify entry direction confirmation even on bar #0 before entering.
The trendline indicator repainted right now and is displaying a full red line where a blue line segment was displayed some minutes ago.
  • #18
  • Feb 24, 2012 2:51am Feb 24, 2012 2:51am
The following picture shows what I mean when I say that what you see on the chart is different from what the EA gets from the indicators, even if they are working with the same set of parameters. The EA is getting an extreme sell on bar #1, while this extreme is not displayed on the chart.
Attached Image (click to enlarge)
Click to Enlarge Name: sample.gif Size: 32 KB
  • #19
  • Feb 24, 2012 2:55am Feb 24, 2012 2:55am
Quoting asasa
The following picture shows what I mean when I say that what you see on the chart is different from what the EA gets from the indicators, even if they are working with the same set of parameters. The EA is getting an extreme sell on bar #1, while this extreme is not displayed on the chart.
Right now, one bar later, the spike appeared also on the chart...
  • #20
  • Feb 24, 2012 3:28am Feb 24, 2012 3:28am
Here is another tricky situation.
A past SELL extreme (as displayed on chart by the history) has just disappeared, leaving a BUY condition on all four indicators and therefore a new BUY order.
Entering long at that point (after a strong up move) can be sometimes suicidal...
Attached Image (click to enlarge)
Click to Enlarge Name: SYM_EURUSD_5_OpenLong_1330077304.gif Size: 29 KB
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