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Symphonie Trader System EA

  • #41
  • Feb 27, 2012 5:25am Feb 27, 2012 5:25am
Quoting javajames
Hi guys,

Ihdt I saw your work on Eval's thread and appreciated a lot....so welcome to help, if needed
Asasa I did some backtesting along the weekend, but as Ihdt said I'm not very comfortable with it because of repainting..although this test was positive and all negative trades could be filtered with TMA, as I already told you
I still have much to learn in programming, but tell me if you want I help you with your testing...
Btw I also looked at your code and woooh was very impressed, best code I never saw on FF, especially errors handling...
Javajames, I will add TMA as soon as I manage to filter out the trades that, even if they follow the rules of the system, are obviously wrong.
What do you mean with "I also regret you don't use user functions enough imho"? To split the code in smaller and simpler blocks?
  • #42
  • Feb 27, 2012 5:28am Feb 27, 2012 5:28am
Quoting asasa
but trader experience and market knowledge could be the main reason for their success.
Exactly ! Symphonie is working but you always need to add your common sense and trading experience to trigger.
Symphonie itself (enter when all 4 is up, exit when extreme) give bad results in backtest.

As an EA is just a stupid thing, without the knowledge, fear, emotion we need to feed him with extra params to select the best possible setups.
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  • #43
  • Feb 27, 2012 7:10am Feb 27, 2012 7:10am
Quoting asasa
What do you mean with "I also regret you don't use user functions enough imho"? To split the code in smaller and simpler blocks?
Yes exactly I mean you don't really use the object programming strategy which is based on user functions,(objects) which are called from the start function and each one performing one special task with a return value.

It's much easier to design, read, understand and especially to modify.....Try it and you won't code anymore differently especially big programs
Non licet omnibus adire Corinthum
  • #44
  • Feb 27, 2012 7:22am Feb 27, 2012 7:22am
Quoting asasa
Javajames, I will add TMA as soon as I manage to filter out the trades that, even if they follow the rules of the system, are obviously wrong.
Yes once again I understand what you're trying to do but believe my experience in trading, TMA is the kind of filter which prevents from a lot of these bad trades....but I don't say it's the only one.....just one of the best, very complementary to Symphonie indys.

Currently no time to implement it myself.....and I didn't yet understand all of your code....
Non licet omnibus adire Corinthum
  • #45
  • Feb 27, 2012 7:31am Feb 27, 2012 7:31am
Quoting javajames
Yes once again I understand what you're trying to do but believe my experience in trading, TMA is the kind of filter which prevents from a lot of these bad trades....but I don't say it's the only one.....just one of the best, very complementary to Symphonie indys.

Currently no time to implement it myself.....and I didn't yet understand all of your code....
How do u exactly use TMA ?
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  • #46
  • Feb 27, 2012 7:58am Feb 27, 2012 7:58am
Quoting javajames
Yes once again I understand what you're trying to do but believe my experience in trading, TMA is the kind of filter which prevents from a lot of these bad trades....but I don't say it's the only one.....just one of the best, very complementary to Symphonie indys.
I attached the TMA indicator to a chart and it looks interesting indeed.
How are you using this indicator with Symphonie?
  • #47
  • Feb 27, 2012 8:15am Feb 27, 2012 8:15am
A situation we maybe want to avoid, entering in the direction of a volatility explosion...
Attached Image (click to enlarge)
Click to Enlarge Name: SYM_USDCAD_5_OpenShort_1330332602.gif Size: 30 KB
  • #48
  • Edited 9:21am Feb 27, 2012 9:08am | Edited 9:21am
very simply my friends....below midTMA OK for Buy and above midTMA OK for Sell and if not no trade....as you see very easy.....I give you one of my best secrets remember this ...... not sure I want to share with anyone....
Non licet omnibus adire Corinthum
  • #49
  • Feb 28, 2012 2:33am Feb 28, 2012 2:33am
I updated post #1 with Symphonie EA v0.0.6.
I implemented some of the options described in the previous posts, mainly to avoid entry orders in obviously wrong conditions.
I also added an optional TMA filter (disabled by default, "UseTmaFilter = false") as I interpreted it.
This is how it should work the TMA filter:
Attached Image (click to enlarge)
Click to Enlarge Name: SYM_NZDUSD_5_OpenLong_1330420033.gif Size: 30 KB
  • #50
  • Feb 28, 2012 1:42pm Feb 28, 2012 1:42pm
Asasa,

I check your code and humm ... AWESOME !

Is it possible to make some modifications ?
Trigger : Enter when M5 and H1 timeframe are aligned.
Exit : Use stochastics cross (11,3,3, typical) opposite.

If you closed a trade when stochs crossed in opposite direction and you got a repaint few bars after (all indicators same direction again), reenter. Eval calls this a repaint play and it works pretty well !

Of course, for the trigger (M5+H1) you will have less opportunities but 75% better quality !

Another really important thing is trading session. Best used are London Open to London Close -1.

Thx,
LhDT

PS : Next step will be to avoid ranging/choppy conditions. For this you can use ADX (don't trigger if <25).
PPS : For SL, I use ATR * 1.5

EDIT : Oh yes, don't bother using external indicator for trendLine, just use the build-in MT4 CCI (iCCI). Up when >=0 and down when <0. Just to preserve CPU power.
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  • #51
  • Feb 28, 2012 4:08pm Feb 28, 2012 4:08pm
Quoting asasa
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.
i cannot thank you enough. i use Eval's sytem manually, but it's so good to get confirmation. thanks to you and all at Eval's thread for their hours spent on your threads.
cuzgeorge
  • #52
  • Feb 29, 2012 12:39am Feb 29, 2012 12:39am
Hello Asasa,
i am wondering if it's possible to create an EA using the cycle indicator from the symphonie system.

there are two ways that it could be used, Alorente had a way he uses a similar indicator changed by Comer. he trades each spike, regardless if it' a major or a minor spike. He follows the trend that way in 5 minute. it works in all TF's but very time consuming and nerve-wracking. he opens when a bar closes and he has a spike. he then waits for the next spike and when that bar closes and the new spike still stands, he closes the old immediately and opens the new one following the new cycle. there are whipsaws, and the repainting can be an issue, but this has only caught me out a few times when there is a sudden drastic change due to news or something like that. there are more winners than losers at the end of the day.

the second way, i think is mentioned in post one of the symphonie system, where a test had been done from major cycle to major cycle continuous loop. there is a trade, whether up or down, and then the next major cycle would obviously be the opposite way, so then the first trade is closed when the bar closes, and immediately the second trade is opened in the new direction. i believe the best results were in 5 TF but 15TF was recommended, less whipsaws and less repainting.

the important thing in both ways, is to wait for the bars to close and to trust the system. if you stutter, it can cost big time. Thats another problem with metatrader , that sometimes it can be clunky or very slow, but if an EA could do this automatically, i dont believe there would be a problem. no more re-quotes and 'please wait' signs.
anyways, hope it's possible and looking forward to your feedback.

i dont know how hard or easy it is to write this, but i see you have a complete symphonie system already, and was wondering if it can be tweaked to run either one of the options i mentioned using the v2 indicator or Comer's version. i can post them if you need.?
kind regards
cuzgeorge

pps: thank you very much again for the symphonie ea, i'm absolutely loving it. still tweaking away, but really enjoying the whole experience.
  • #53
  • Feb 29, 2012 1:13am Feb 29, 2012 1:13am
Quoting cuzgeorge
Hello Asasa,
i am wondering if it's possible to create an EA using the cycle indicator from the symphonie system.
Cuzgeorge,

It isn't a good idea to tweak a system/EA when it isn't fully working.

I know when you post an idea on FF, especially an EA, people always ask modifications even when it isn't finished !! This is very annoying for a coder !!

Let's stick the rules !
For your info, the Alorente method is more gambling than trading !

Cheers,
LhDT
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  • #54
  • Feb 29, 2012 3:30am Feb 29, 2012 3:30am
Quoting lhDT
Cuzgeorge,

It isn't a good idea to tweak a system/EA when it isn't fully working.

I know when you post an idea on FF, especially an EA, people always ask modifications even when it isn't finished !! This is very annoying for a coder !!

Let's stick the rules !
For your info, the Alorente method is more gambling than trading !

Cheers,
LhDT
Hey LhDT,
no offence, dont know anything about rules, still a newb so probably going to step on some toes, and i mean no diss-respect. you guys got a hell-of-thread going as well as keen followers like myself. gotta start learning somewhere i suppose.

i've tried the ea on demo since last night with Eval's settings 1,3,2 and 20,5 but not for the metals, and turned the 'exit at major cycle' to 'true' and it works very nicely. i'm getting far more losses though and a few wins, but amounts are very small on 0.01 lots. i'm also using it on metals, and results are pretty much the same all round. although platinum is doing well at the moment, about 7.10 up. It seems to trade one position for each chart that it's attached to. it's been doing much better this morning since the east closed.

I tried Allorente's method and it worked to a point and only seems to work at certain times of the day. i won more than lost but it was nerve wracking so i stopped trading like that. i'm glad you referred to it as gambling, it hit home when you put it like that. i'm always much more confident when i follow the rules through Eval's symphonie. wins are better/bigger and the losses are smaller this way. Trading is also much less and not stressfull at all.

as i know you code, could you kindly point me in the direction of starting to learn. The meta trader help section, flies over my head, maybe a 'coding for dummies' book? is there such a thing, or must i stick to the meta files?

Ps: really looking forward to your New 1.9 when its ready,
kind regards and thanks for your input and advice,
George
  • #55
  • Feb 29, 2012 3:52am Feb 29, 2012 3:52am
Quoting asasa
I updated post #1 with Symphonie EA v0.0.6.
I implemented some of the options described in the previous posts, mainly to avoid entry orders in obviously wrong conditions.
I also added an optional TMA filter (disabled by default, "UseTmaFilter = false") as I interpreted it.
This is how it should work the TMA filter:
The idea of the TMA was to prevent longs from being taken above the middle line and shorts below it. In your pic if I see it correctly there's a long taken above the middle TMA line. That obviously won't filter those trades taken too late, which is what you're trying to achieve.
  • #56
  • Feb 29, 2012 8:30am Feb 29, 2012 8:30am
Hi George,

I have written quite a few EAs. I was going to start writing one for the Symphonie system when I stumbled on this thread. I'm excited that someone else has taken on the task. I will start testing this EA and see if I can add any value. I would suggest you get this book - "Expert Advisor Programming" (200 pages). It isn't exhaustive on the subject, but it is a very good start. It has very good code examples and is a good way to get a starting shell program up and running with all the features you will need for trade management. I use the shell program and can add any new trade decision and execution logic that I may need. I was going to add the Symphonie Logic to my shell and start from there. I will take a look at the EA here and see if I can suggest any improvements...or borrow any improvements... TCO
  • #57
  • Feb 29, 2012 9:43am Feb 29, 2012 9:43am
Quoting TallCoolOne
Hi George,

I have written quite a few EAs. I was going to start writing one for the Symphonie system when I stumbled on this thread. I'm excited that someone else has taken on the task. I will start testing this EA and see if I can add any value. I would suggest you get this book - "Expert Advisor Programming" (200 pages). It isn't exhaustive on the subject, but it is a very good start. It has very good code examples and is a good way to get a starting shell program up and running with all the features you will need for trade management....
Thank you TallCoolOne,
haha,
i will look this book up as i'm very curious and excited to start coding. in my younger days i used to program in cobol and pascal, right about when C came out, but that was a long time ago and my eagerness to get back into it is overwhelming.

Never had time,my the kids took up all of it, so now that i have my time and space, i'm planning to try and help out here, or at least on forex factory. I'm sure the guys here would also appreciate help along the way, they really know what they're talking about and i'm getting very good results myself, both on my demo and live accounts.(using the methods from Eval, Symphony, and also lhdt's signals. i dont run as far as the signal indicates, but at least small pips add up to one big pip profit.
i appreciate the reply and llok forward to reading the book you advised.

ps: I see lhDt has releasedhis beta version of 1.9 signaller , i'm going to check it out now.
regards and thanks again.
  • #58
  • Feb 29, 2012 1:41pm Feb 29, 2012 1:41pm
Guys, I wonder if we could bring some of the indicator calculations in the EA itself and not call the custom indicators. This may speed up the process. I tried loading the program on 26 pairs on H1 timeframe and it keeps locking up. This is on a brand new Quad-Core Processor. Just a thought. Thanks!
  • #59
  • Mar 1, 2012 2:34am Mar 1, 2012 2:34am
Quoting SpacyTrader
The idea of the TMA was to prevent longs from being taken above the middle line and shorts below it. In your pic if I see it correctly there's a long taken above the middle TMA line. That obviously won't filter those trades taken too late, which is what you're trying to achieve.
Sorry guys but I have no time these days to dedicate to this project.

SpacyTrader, the specifications for this "TMA filter" were not completely defined so I had give my interpretation. In this case, I consider the "current price" as the Bid price and it is compared to the TMA middle line. If below the line, only long positions can be opened and viceversa. In case of long positions, you buy on the Ask, and that's why in that chart it looks like you have bought above the middle line (due to spread). But as you can clearly see from the comments on the left of the chart, the current price was below the TMA line so this was a valid entry.
  • #60
  • Edited 2:49am Mar 1, 2012 2:37am | Edited 2:49am
Quoting TallCoolOne
Guys, I wonder if we could bring some of the indicator calculations in the EA itself and not call the custom indicators. This may speed up the process. I tried loading the program on 26 pairs on H1 timeframe and it keeps locking up. This is on a brand new Quad-Core Processor. Just a thought. Thanks!
26 pairs, it might be that the platform is locking up because it is downloading bar data for all the charts and timeframes.
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