Progress - The System

BB_UB
BB_LB
S_CURENT : current value of the corresponding bolinger band
S_PREVIOUS : Previous value
S_UP : Value is increasing from its previous value
S_DOWN : Value is decreasing from its previous value
S_SIDEWAY: Value is the same
S_ABOVE : Price is above bolinger
S_BELOW : Price is below bolinger
S_CHANGED: passes from up to down or down to up and in case of sideway it returns the changing of the two previous bar
S_CROSS_UP: Price crossing up the band. The low of the current bar is below and the price is above
S_CROSS_DOWN: Price is crossing down the indicator. The high is above and the price is below for the current bar
S_ANGLE: returns the angle of the bolinger band. For the moment we look to 6 bars before the current bar
S_PANGLE: returns the angle for the 12 to the 6 previous bar
S_DISTANCE: Distance between the price and the indicator
S_ALERT: Price is approaching bolinger from above or below

SAR
S_CURRENT : Current value of the SAR indicator
S_PREVIOUS : Previous Value
S_CHANGED : Passes from Up to Down and vice-versa
S_ABOVE : Price is above SAR value
S_BELOW : Price is below SAR value
S_BULL : Price is below SAR value
S_BEAR: Price is above SAR value
S_NBRBARS : Number of consecutive BEAR or BULL bars


CCI
S_CURRENT : Current value of the CCI indicator
S_PREVIOUS : Previous Value
S_UP: Previous Value is lower than the current value
S_DOWN: Previous value is greater than the current value
S_ABOVE : Price is above middle line which is 0
S_BELOW : Price is below middle line
S_TOUCHED: Value touching the middle line
S_CROSS_UP : Previous value is under the middle line while current value is above
S_CROSS_DOWN : Previous value is above middle line while current value is under
S_BULL : Value is above middle line and is up
S_BEAR: Value is below middle line and is down
S_OVERBOUGTH : Value is in the range of [100,200]
S_EXT_OVERBOUGTH: value is above or equal to 200
S_OVERSOLD: Value is in the range of [-100, -200]
S_EXT_OVERSOLD: Value is less than -200

RSI
S_CURRENT : Current value of the RSI indicator
S_PREVIOUS : Previous value
S_OVERSOLD : Value is less than 30
S_OVERBOUGHT: Value is greater than 70
S_BELOW : Value is is below average range 50
S_ABOVE : Value is above average range 50
S_UP : Previous value is less than actual value
S_DOWN : Previous value is greater than actual value
S_SIDEWAY : Previous value is equal to actual value
S_CROSS_UP : Previous value is below and actual value is above 50
S_CROSS_DOWN : Previous value is above and actual value is below 50


ADX
S_CURRENT : Current value of the ADX
S_PREVIOUS : Previous value
S_UP : Previous value is less than actual value
S_DOWN : Previous value is greater than actual value
S_SIDEWAY : Previous value is equal to the actual value
S_VERYSTRONG : Value is greater or equal to 40
S_STRONG : Value in the range [23,40]
S_NEUTRAL : Value is equal to 23
S_WEAK : Value is in the range [23,20]
S_VERYWEAK : Value is less or equal to 20


VELOCITY
Here we use J_TPO_Velocity algorithm which is a modification by Matt Kennel of J_TPO_Clean. Code is released under the terms of GNU General public license V2. We take by default 10 as velocity period

S_CURRENT : Current velocity
S_PREVIOUS : Previous Velocity
S_UP : Current velocity is greater than previous velocity
S_DOWN : Previous velocity is greater than current velocity
S_SIDEWAY : Previous and current velocity are equal
S_ABOVE : Velocity is above 0
S_BELOW : Velocity is below 0
S_CROSS_UP : Velocity crossing up the 0 line
S_CROSS_DOWN : Velocity is crossing doen the 0 line
S_OVERBOUGHT : Velocity is between the OB Zone and the EXOB zone
S_OVERSOLD : Velocity is between the –OBZONE and the –EXOB zone
S_EXT_OVERBOUGHT : Velocity is over EXOB zone
S_EXIT_OVERSOLD : Velocity is under -EXOB Zone

Here is how EXOB and OB are defined for each period :

Period OB EXOB
P_M1 10 20
P_M5 20 30
P_M15 30 40
P_M30 40 60
P_H1 50 70
P_H4 80 100
P_D1 100 150
P_MN 500 800
P_W1 1500 2000


(to be continued)

(FTRIX, STRIX ,CORAL) These indicators are those of the THV System please visit to learn more about it http://www.forexfactory.com/showthread.php?t=127271

FTRIX
STRIX
S_CURRENT : Current value of indicator
S_PREVIOUS : Previous value
S_OVERBOUGHT : Value is between the OB and the EXOB zone (only for FTRIX)
S_EXT_OVERBOUGHT : Value is above the EXOB zone (only for FTRIX)
S_OVERSOLD : Value is between –OB and –EXOB range (only for FTRIX)
S_EXT_OVERSOLD : Value is below –EXOB (only for FTRIX)
S_ABOVE : Value is above 0
S_BELOW : Value is below 0
S_TOUCHED : Value is equal to 0
S_UP : value is increasing (FTRIX/STRIX is green)
S_DOWN : Value is decreasing (FTRIX/STRIX is red)
S_BULL : value is increasing (FTRIX/STRIX is green)
S_BEAR : Value is decreasing (FTRIX/STRIX is red)
S_CROSS_UP : Indicator is crossing up the 0 line
S_CROSS_DOWN : Indicator is crossing down the 0 line
S_RCROSSED : FTRIX and STRIX are crossing (if FTRIX is up value is 1 else value is 0)

Here is how EXOB and OB are defined for each period (for FTRIX only)
Period OB /EXOB
P_M1 0.00018/ 0.00030
P_M5 0.00025 /0.0005
P_M15 0.0005 /0.0008
P_M30 0.0010 /0.0015
P_H1 0.0012 /0.0013
P_H4 0.0030 /0.0040
P_D1 0.0050 /0.0060
P_MN 0.08 /0.1
P_W1 0.015/ 0.02

CORAL
S_CURENT : current value of the corresponding indicator
S_PREVIOUS : Previous value
S_UP : Value is increasing from its previous value
S_DOWN : Value is decreasing from its previous value
S_SIDEWAY: Value is the same
S_ABOVE : Price is above coral
S_BELOW : Price is below coral
S_CHANGED: passes from up to down or down to up
S_CROSS_UP: Price crossing up coral indicator. The low of the current bar is below and the price is above
S_CROSS_DOWN: Price is crossing down coral indicator. The high is above and the price is below for the current bar
S_ANGLE: returns the angle of the coral indicator. For the moment we look to 6 bars before the current bar
S_PANGLE: returns the angle for the 12 to the 6 previous bar
S_DISTANCE: Distance between the price and the indicator
S_ALERT: Price is approaching coral from above or below



(TMA_UB,TMA,TMA_LB,TMA_S)These indicators are those of the EXTREME TMA System please visit to learn more about http://www.forexfactory.com/showthread.php?t=343533


TMA_Atr_Period = 100
TMA_Atr_Multiplier = 2.0
TMA_Period = 56
TMA_S_High = 0.4
TMA_S_Low = -0.4

TMA
S_CURRENT : Value of TMA indicator
S_PREVIOUS : Previous Value
S_DISTANCE : Distance between price and indicator
S_ABOVE : Price is above Indicator
S_BELOW : Price is below indicator
S_TOUCHED : Price touch indicator
S_UP : Value is increasing from its previous value
S_DOWN : Value is decreasing from its previous value
S_SIDEWAY : Value is the same
S_CROSS_UP : Price crossing up tma indicator. The low of the current bar is below and the price is above
S_CROSS_DOWN : Price is crossing down coral indicator. The high is above and the price is below for the current bar
S_ALERT : Price is approaching tma from above or below


TMA_UB (Upper band)
TMA_LB (lower band)
S_CURRENT : Value of band
S_PREVIOUS : Previous Value
S_DISTANCE : Distance between price and indicator
S_ABOVE : Price is above band
S_LOWER : Price is below band
S_TOUCHED : Price touching band
S_CROSS_UP : : Price crossing up band. The low of the current bar is below and the price is above
S_CROSS_DOWN : Price is crossing down band. The high is above and the price is below for the current bar
S_ALERT : Price is approaching band from above or below

TMA_S (Slope)
S_CURRENT : Current value of Tma slope
S_PREVIOUS : Previous Value
S_UP : Previous bar is smaller than current bar
S_DOWN : Previous bar is greater than current bar
S_SIDEWAY : Same value for previous and current bar
S_ABOVE : Price is above 0
S_BELOW : Price is below 0
S_RANGE : Price is between TMA_S _High and TMA_S _Low
S_BULL : Price is above TMA_S_High
S_BEAR : Price is below TMA_S _Low
S_CROSS_UP : Price is crossing TMA_S High from below (here it means previous bar is below and current bar is above)
S_CROSS_DOWN : Price is crossing down TMA_S_Low from above

(TRENDLINE, EMOTION, SENTIMENT)These indicators are those of the SYMPHOMIE System please visit to learn more about http://www.forexfactory.com/showthread.php?t=315572
TRENDLINE_Cci_Period = 30
TRENDLINE_Atr_Period = 5
EMOTION_SSP = 7
EMOTION_Kmax = 50.6
EMOTION_CB = 3000
SENTIMENT_Period = 12


TRENDLINE
S_CURRENT : Value of trendline indicator
S_PREVIOUS : Previous Value
S_DISTANCE : Distance between price and indicator
S_ABOVE : Price is above Indicator
S_BELOW : Price is below indicator
S_TOUCHED : Price touch indicator
S_UP : Value is increasing from its previous value
S_DOWN : Value is decreasing from its previous value
S_SIDEWAY : Value is the same
S_CROSS_UP : Price crossing up trendline indicator. The low of the current bar is below and the price is above
S_CROSS_DOWN : Price is crossing down trendline indicator. The high is above and the price is below for the current bar
S_ALERT : Price is approaching trendline from above or below


EMOTION
S_UP : Emotion value is bull
S_DOWN : Emotion Value is bear
S_BULL : Value is bull
S_BEAR : Value is bear
S_CHANGED : from bear to bull and vice versa

SENTIMENT :
S_UP : Sentiment value is bull
S_DOWN : Sentiment value is bear
S_BULL : Value is bull
S_BEAR : Value is bear
S_CHANGED : from bear to bull and vice versa


NEWS :
S_ALERT : Tells if a news of high importance is comin.

OK I'll stop with indicators , some I didn't mention yet but I'll come back later.

2-3 Functions on Objects & signals


AndS (OBJECT, SIGNAL, PERIOD, ...)
returns true if condition is true for all the periods passed as arguments else returns false.
Number of arguments for PERIOD goes from 1 to 6

Example :
AndS (TRENDLINE, S_BULL, P_M5);
AndS (EMOTION, S_BULL, P_D1, P_H4);


OrS (OBJECT, SIGNAL, PERIOD, ...)
returns true if condition is true for one of the periods in the arguments else returns false.
Number of arguments for PERIOD goes from 1 to 6


AndPS (OBJECT, SIGNAL, PERIOD,...)
Returns the value of the previous AndS. Value is calculated on tick changing and not on the period.
returns true if condition is true a tick before else returns false.

OrPS (OBJECT, SIGNAL, PERIOD,...)
Returns the value of the previous OrS. Value is calculated on tick changing and not on the period.
returns true if condition is true a tick before else returns false.

SValue (OBJECT, SIGNAL, PERIOD)
returns the value of the OBJECT on signal and period

Example :

if (SValue (UPFRACTAL,S_CURRENT, P_D1)) > SValue (MA_7, S_CURRENT, P_M5))
....

STime(OBJECT, SIGNAL, PERIOD)
returns the time where condition for AndS was first met.

Suppose we had a bull signal on an object, this signal can last a period of time, Stime returns the time of the first occurence of this signal. Now if you stop your system , the return value will start from the time you restarted. no history for signals.

SPrice(OBJECT, SIGNAL, PERIOD)
returns the price where condition for AndS was first met.

I'll come back later on the functionalities of the system but let's look on what is all about as it must be annoying to read about something without having anything in hands. Anyway It is what is for the moment, I have a lot of ideas to improve the system, but here is a first version and we need a start. My first goal is to be able to have a clean version V 1.0 that it works well from the command manager to the system itself.

Many will criticize me for talking about other systems or for having integrated people indicators as they already called me a stealer and others will see a nice innovative system. Not important for me , I hope if you are using it you'll get an idea of the time I passed to be able to offer a nice open architecture. And if one day it becomes a Product , you would have helped me to improve my system by criticizing it AND if it becomes a free sharable system it is still ok for me. My goal is to use it one day for my personal account as I turned my professional carreer from Computer Engineer to Trader.



Installation of PROGRESS

I made it the simplest possible so here is what you need :

PG_Expert.ex4 (PROGRESS system on MT4. This file goes in the experts folder of your MT4 terminal)
PG_Command.exe (the command Panel. This file goes in the root folder of your Broker Terminal)

PG_ExtFunctions.dll (a small dll for launching the Command Panel on windows)
PG_EntryRules.dll (a dll that it is generated when you define your rules)

these 2 dlls will be in the root folder of your broker terminal

Now PG_Command.exe can deal with multiple brokers at the same time but let's work in this forum on one broker, not to have to talk of problems issues related to the installation and things I didn't verify yet. I will deliver a tested version later on. All this to tell that you don't need to put these 2 dlls in your windows system folder.


Indicators that are used by the system with iCustom are needed in experts/indicators folder and are :

I preceded each file with PG_ and the system from where I got the file. I just do this to have a clean way to know that these files are used by PROGRESS. These are not PROGRESS files , you can find them in the trading System forums. My problem was always to know from which system an indicator has been downloaded. I give the source files for all these indicators whenever they publish it, or it is not forbidden by the author else I just put the .ex4 file.

PG_Slope
PG_Sar
PG_TPO_Velocity

PG_THV_trix ===> (THV_trix_call version 4)
PG_THV_Coral ===>(THV_Coral version 4)

PG_SYMP_Sentiment ===>(Symphonie_Sentiment_Indikator_v3)
PG_SYMP_Emotion ===>(Symphonie_Emotion_Indikator_v3.0)
PG_SYMP_TrendLine ===>(Symphonie_Trendline_Indikator_v3.0)
PG_SYMP_Extreme ===>(Symphone_Extreme_Indikator_v3.0)


PG_10.2_WOH 2x1 5.22
PG_10.2_WOH 1x0 5.22

PG_TMA_ExtremeSpike

Others common indicators can be found anywhere and I just preceded them also with PG_ but you can use your own. (not needed by the system)

like PG_Ichimoku, PG_HeikenAshi .. etc




The system goes with 4 indicators which will be put in experts/indicators folder

PG_Assistant.ex4 (it assists the trader)
PG_Engine.ex4 (it draws the engines and the rules that the system has launched)
PG_System.ex4 (it draws signals for system objects and others)
PG_Panel.ex4 (it draws the news, fibol levels and angles)

In the experts/files you need these files :

PG_Brokers.csv (this file is created if it doesn't exit and contains the broker and the port on which the system will connect with the command panel)
PG_Engines.csv (this file contains the engines you defined. I explained already. It can be generated by the command Panel)
PG_Objects.csv (this file contains a list of all objects supported with some fields for sound and panel drawing. Don't look at it for the moment)
PG_Signals.csv (this file contains a list of all signals and field for the sound assistant, don't bother with it also for the moment)
PG_RuleFilters.csv (this file contains rules filter. I will deliver the file with all rules filtered, so no need to bother also)
PG_SignalFilters.csv (this file contains how sound is filtered for your signals. It can be modified by the command panel)

One last thing

in expert/files/rules you have two folders :
expert/files/input
expert/files/output

in input you will find this :

CRules.h
CSignals.h
makefile
and R_x.cpp from A to R (in these files you define your rules that will be compiled in PG_EntryRules.dll. Don't worry this will be done in the Panel Command and will be placed automatically in the root forlder of your broker. So no need to look at these files externally you will see it in the designer.

in output you should have this :
CRules.o
CSignals.o
EntryRules.o
and all the R_x.o where the compiler will generate objects files. (x goes from A to R)

for the compilation we use the GNU compiler which is an opensource and you will have to install it on your post.
That's ALL

Ok I just put for download a first version of PROGRESS v1.0 in the first post of this forum.
You will find also a setup for the mingw32 compiler that you should install on your station.

What you need else ?

 

1. A big screen to visualize all PROGRESS indicators (well a lot of information and it needs that)
2. Try to test this version without installing the gnu compiler at the beginning.
3. You decompress it in your working terminal (in the folder of terminal.exe ie in the root of your broker terminal)
4. You need to allow dll in properties of your terminal... etc... (I'll explain if needed)
5. The designer I am still working on it, so please if you have any suggestions do it as I know it is far from being finished.
6. For the main dialog command things are working fine. Test it and try to understand how it works before the designer.
7. I put 3 or 4 rules written very fast just as an example. So take them just as examples.
8. If there are some MFC dll missing (because I never test it on a other station than mine) please tell me to put them also

Meantime I will answer you with pleasure while continue working.

Sure, can you post the source code so I can see what it is I am allowing onto my system before I run it please . . .

RaptorUK , sorry to tell you as I already mentioned it in my first post that I am not planning to give the source code of the system. The system itself is more for people willing to write strategies and to test them easily. You don't need the source code to use it.

Jurex-

Is this a trading system or is it more of an Expert Advisor builder on steroids?
Would it take the place of something like R as some have done on this forum because of the shortcomings of MT4?

Cyber1

I am not sure I understood your question but I will try to answer .
It is the 2 of them :

trading system and a Expert builder.

Trading system : You can use it to monitor your prefered indicators , you can manually buy and sell, you can define sounds on your prefered signals and you can also track news of the day and command the system by a Panel that communicates with the system under TCP/IP.

Expert Advisor builder : Yes because the system offer a way that let you program your strategy and and let the system execute it. The system is based on rules and engines. And here also the Panel allow to follow the execution of your strategy and let you switch between manual and automatic processing. I will explain all this a fure et a mesure in my posts. please read my previous posts it speaks a little about this part.

I hope I answered you clearly.

This figure shows how PG_Expert in MT4 communicates with the Panel command under windows :

You you are asking people to put your compiled code on their systems without having any way of knowing what is in it ? why would someone do that ?

That is a valid question. Looks very interesting though...

I am doing all my best to explain what is in it ... I wrote already 3 pages on this forum and I didn't finish . I will explain all the system in details. What is interesting here is the architecture of the system more than the source code . And please understand that if I don't share the source code it is just because I am hoping to make a product of it. Is it a sin ? Maybe I didn't introduce myself but I've already shared a lot of my work on SourceForge and did many publications when I worked in the research fields in computer. Now you can use it for defining your strategies on many indicators that exists on this forum for your trading purpose, but I am not asking you to put it. You are free to try it or not

I just put a new package for downloading as I noticed a lot of things was not working in the Designer.

PG_Command Program

The Panel is automatically launched once you drop PG_Expert in your terminal window. If you close the Panel Command window you can launch it again by clicking with the mouse in the Upper Left Corner of your terminal window. (This is the easiest and simplest way too launch an external program from MT4, and surely you must have PG_Expert running).

Once the program is launched PG_Expert connect automatically to the Panel. Once connected you can now command PG_Expert.

You can see a picture of the panel in the first port of this forum.

3- Rules

As we saw already PROGRESS deals with user-defined rules to define the scenario of an engine. We saw already what is an object, a signal , now I'll talk about the Rule concept. I introduced 18 main rules that I named from A to R . When you create your engine you attach a Rule to it to deal with the processing and the execution of your engine session. This is done when you create your engine, you define your start rule and the operation. For convenience all Buy rules and exit rules will have the same named rule. The designer doesn't allow to have other rules than the start rule. For instance if you create an engine with a start rule A , and the operation OP_BUY, automatically the designer will name the engine
"A BUY" and put A in the all exit and hedging rules.

Now a rule is executed for an operation.

4- Operations


PROGRESS introduce 12 operations types :

 

1. OP_BUY
2. OP_SELL
3. OP_BUYSELL
4. OP_EXIT_BUY
5. OP_EXIT_SELL
6. OP_EXIT
7. OP_HEDGE_BUY
8. OP_HEDGE_SELL
9. OP_HEDGE_EXIT_BUY
10. OP_HEDGE_EXIT_SELL
11. OP_HEDGE_EXIT
12. OP_CLOSE_BUY
13. OP_CLOSE_SELL

Every operation deals with rule attributes or Properties:

Attributes are the field related to the operation I want to test :

5- Attributes

In Attributes are those that can be modified during the session execution

1. T_OPERATION
2. T_START
3. T_STATUS
4. T_RULE
5. T_KEEPBUYSELL
6. T_SUSPEND
7. T_MINPROFIT
8. T_EXITMODE
9. T_PIPSTEP
10. T_TIMESTEP
11. T_ORDERTYPE
12. T_DIRECTION
13. T_RECOVERYMODE
14. T_RECOVERYVALUE
15. T_ILOT
16. T_BUYLOT
17. T_SELLLOT
18. T_MAXLOT
19. T_MAXLOSS
20. T_MAXTIME
21. T_MAXCOUNT
22. T_STARTTIME
23. T_HEDGEMAGNITUDE
24. T_BUYLOTSL
25. T_BUYLOTTP
26. T_BUYLOTTS
27. T_SELLLOTSL
28. T_SELLLOTTP
29. T_SELLLOTTS
30. T_SL
31. T_TP
32. T_TS
33. T_BUYSL
34. T_BUYTP
35. T_BUYTS
36. T_SELLSL
37. T_SELLTP
38. T_SELLTS

OUT attributes are those related to the session values

1. T_HMAX
2. T_HMIN
3. T_MAX
4. T_MIN
5. T_EXITBUY
6. T_EXITSELL
7. T_CLOSEBUY
8. T_CLOSESELL
9. T_PROFITBUY
10. T_PROFITSELL
11. T_PROFIT
12. T_LASTLOT
13. T_LASTBUYLOT
14. T_LASTSELLLOT
15. T_STARTTRADE
16. T_NEUTRALPOINT
17. T_AVERAGEPOINT
18. T_HEDGELLINE
19. T_HEDGENBRLOTS
20. T_BUYHEDGENBRLOTS
21. T_SELLHEDGENBRLOTS
22. T_HEDGETYPE
23. T_HEDGED
24. T_HASBEENHEDGED
25. T_HEDGEPROFIT
26. T_BUYNBRTRADE
27. T_SELLNBRTRADE
28. T_BUYNBRLOTS
29. T_SELLNBRLOTS
30. T_LASTORDEROPENTIME
31. T_LASTORDERPROFIT
32. T_LASTORDERTYPE

we saw already the T_START attribute and here are two more examples :

Set_Rule (OP_BUYSELL, T_START, R_A, P_SIGNAL)

this means that if there is an engine that i defined having a start rule R_A and operation OP_BUYSELL, the system will launch a session that belongs to this engine. (My engine name is A BUYSELL)

Set_Rule (OP_BUY, T_START, R_A, P_SIGNAL)

this means that if there is an engine that i defined having a start rule R_A and operation OP_BUY, the system will launch a session that belongs to this engine. (My engine name here is A BUY)

Next I will put an example of a Rule coding and I'll explain the other attributes from the example. It is easier for you.

With the package you downloaded I gave 2 or 3 rules as examples. So let's examine the A RULE as it is delivered and than I will complete with you to show you how we can use all the attributes mentioned in the post above.

NB : If you look at the PG_Engines.csv you have the two engines already defined that are A BUY and A SELL for the A RULE.


One thing before I put the example is to talk about 4 signals that are very important whic are S_BUY, S_SELL , S_EXIT_BUY and S_EXIT_SELL;

I spoked already about the System objects. what are these ?

if we take the trading system TMA Extreme, as it is presented, it works on 4 indicators that are the TMA slope, TMA Upper band TMA Lower band and TMA.

All these indicators are in the system and reprensented by the following objects : TMA_S , TMA_UB, TMA_LB and TMA.
In a previous post I talked about all these 4 indicators or OBJECTS and their corresponding SIGNALS. (check them please)


The rules for a buy signal and sell signal for this trading system will be presented in an object choosen from the 4 indicators and that will be a system object. Here we choose the TMA_S (Tma slope).

So this object will handle the S_BUY and S_SELL , S_EXIT_BUY and S_EXIT_SELL signals. We call athis object a system object. (TMA_S is only a choice and in the future version everyone can decide which object of ts system indicators will handle these signals, it could have be TMA);
NB : For the THV System we've choosen FTRIX (Fast Trix) and for the Symphonie System TRENDLINE (Trendline);

TMA Extreme system Buy and Sell signals are presented in PROGRESS this way :

SELL Signal :

if ((AndS (TMA_UB, S_ABOVE, x) && AndS (TMA_S, S_DOWN, x) && AndS (TMA_S, S_RANGE, x)) || AndS (TMA_S, S_BEAR, x))
Set_Signal (TMA_S, S_SELL, x, P_SIGNAL);

BUY Signal :

if ((AndS (TMA_LB, S_BELOW, x) && AndS (TMA_S, S_UP, x) && AndS (TMA_S, S_RANGE, x)) || AndS (TMA_S, S_BULL, x))
Set_Signal (TMA_S, S_BUY, x, P_SIGNAL);

THV System Buy and Sell signals are presented in PROGRESS in this way :

SELL Signal :

if (AndS (FTRIX, S_DOWN, x) && AndS (STRIX, S_DOWN, x) && AndS (CORAL, S_BELOW, x) && AndS (ICHIMOKU, S_BELOW, x))
Set_Signal (FTRIX, S_SELL, x, P_SIGNAL);


BUY Signal :

if (AndS (FTRIX, S_UP, x) && AndS (STRIX, S_UP, x) && AndS (CORAL, S_ABOVE, x) && AndS (ICHIMOKU, S_ABOVE, x))
Set_Signal (FTRIX, S_BUY, x, P_SIGNAL);

SYMPHONIE System Buy and Sell signals are presented in PROGRESS in this way :

BUY Signal :

if (AndS (TVI, S_UP, x) && AndS (TRENDLINE, S_UP, x) && AndS (SENTIMENT, S_UP, x) && AndS (EMOTION, S_UP, x))
Set_Signal (TRENDLINE, S_BUY, x, P_SIGNAL);


SELL Signal :

if (AndS (TVI, S_DOWN, x) && AndS (TRENDLINE, S_DOWN, x) && AndS (SENTIMENT, S_DOWN, x) && AndS (EMOTION, S_DOWN, x))
Set_Signal (TRENDLINE, S_SELL, x, P_SIGNAL);

easy no ???


Ok let's go back to the A RULE that you have as an example :
Here is the A RULE (simply written as an example)as you can see it in the Designer :



// ================================================================
// A RULE
// NANINGBOB
//=================================================================

if (AndS (TMA_T_S, S_BUY, P_D1))
{
Set_Rule (OP_BUY, T_START, R_A, P_SIGNAL);
Set_Rule (OP_BUY, T_STATUS, R_A, P_SIGNAL);
}
if (AndS (TMA_T_S, S_SELL, P_D1))
{
Set_Rule (OP_SELL, T_START, R_A, P_SIGNAL);
Set_Rule (OP_SELL, T_STATUS, R_A, P_SIGNAL);
}
if (!AndS (TMA_T_S, S_SELL, P_D1) || !AndS (DOWNFRACTAL, S_BELOW, P_D1))
{
Set_Rule (OP_EXIT_SELL, T_STATUS, R_A, P_SIGNAL);
}

if (!AndS (TMA_T_S, S_BUY, P_D1) || !AndS (UPFRACTAL, S_ABOVE, P_D1))
{
Set_Rule (OP_EXIT_BUY, T_STATUS, R_A, P_SIGNAL);
}
Set_Rule (OP_BUY, T_PIPSTEP, R_A, P_SIGNAL, 40);
Set_Rule (OP_BUY, T_TIMESTEP, R_A, P_SIGNAL, 60);
Set_Rule (OP_BUY, T_RULE, R_A, P_SIGNAL, R_A);
Set_Rule (OP_EXIT_BUY, T_RULE, R_A, P_SIGNAL, R_A);
Set_Rule (OP_EXIT_BUY, T_MINPROFIT, R_A, P_SIGNAL, 0);
Set_Rule (OP_SELL, T_PIPSTEP, R_A, P_SIGNAL, 40);
Set_Rule (OP_SELL, T_TIMESTEP, R_A, P_SIGNAL, 60);
Set_Rule (OP_SELL, T_RULE, R_A, P_SIGNAL, R_A);
Set_Rule (OP_EXIT_SELL, T_RULE, R_A, P_SIGNAL, R_A);
Set_Rule (OP_EXIT_SELL, T_MINPROFIT, R_A, P_SIGNAL, 0);


OK this is related to NANINGBOB System

NANINGBOB 5.2 System Buy and Sell signals are presented in PROGRESS in this way :

BUY Signal :

if (AndS (TMA_T_S, S_BEAR, x) &&
(AndS (MA_5_1, S_BELOW, x) ||
(AndS (PIVOT_POINT, S_BELOW, P_D1, P_W1) && (x < P_D1 || AndS (PIVOT_POINT, S_BELOW, P_MN)))))
Set_Signal (TMA_T_S, S_SELL, x, P_SIGNAL);


SELL Signal :

if (AndS (TMA_T_S, S_BULL, x) &&
(AndS (MA_5_1, S_ABOVE, x) ||
(AndS (PIVOT_POINT, S_ABOVE, P_D1, P_W1) && (x < P_D1 || AndS (PIVOT_POINT, S_ABOVE, P_MN)))))
Set_Signal (TMA_T_S, S_BUY, x, P_SIGNAL);

TMA_T_S represents the indicator which is almost like TMA_S of the TMA Extreme but less sensible on repaintings.

let's the examine the following :

if (AndS (TMA_T_S, S_BUY, P_D1))
{
Set_Rule (OP_BUY, T_START, R_A, P_SIGNAL);
Set_Rule (OP_BUY, T_STATUS, R_A, P_SIGNAL);
}

when the system got a buy signal it launch the 2 statements on A rule :

the first line tells to launch a session for the related engine and the second line a buy trade order. The corresponding engine here is A BUY and is defined in PG_Engines.csv

Engine properties as defined in our example and if you look at the file are :

MaxLot :3.2
Direction :Backwards
PipStep : 20
TimeStep : -1
RecoveryMode : M
RecoveryValue : 2
Maxcount : 6
BuyMinProfit :0
MinProfit :0

now if we look at the following lines in A rule we have

Set_Rule (OP_BUY, T_PIPSTEP, R_A, P_SIGNAL, 40);

this means that Pipstep is defined in A rule to 40 pips all the time as there is no condition on it. In the engine pipstep is defined to 20. As it is defined also in A rule the engine property in this case is ignored.

Again in A rule file the timestep is defined as :

Set_Rule (OP_BUY, T_TIMESTEP, R_A, P_SIGNAL, 60);

that means that 60 minutes is the minimum time between two trades. In Engine file this property is set to -1 that means no timestep . Here also the engine property is ignored and the system takes the statement in the A rule file.

Why so ?

let's suppose in A RULE file we had for the T_PIPSTEP statement this :

if (!AndS (TMA_T_S, S_BUY, P_H4))
Set_Rule (OP_BUY, T_PIPSTEP, R_A, P_SIGNAL, 40);

so here whenever we don't have a Buy signal on the H4 period pipstep is set to 40, and in case we have a buy signal as it it is not defined in the A rule, the engine value is taken which is 20.

TO RESUME :

 

1. Engine values are the default values on attributes for the session unless it is defined in the Rule File

Now let's examine this line :


Set_Rule (OP_BUY, T_RULE, R_A, P_SIGNAL, R_A);

it tells that the BuyRule is R_A ... in the engine it is also defined so we don't need to put it in the A Rule file.. we put it here just to explain the attribute T_RULE

the same for :

Set_Rule (OP_EXIT_BUY, T_RULE, R_A, P_SIGNAL, R_A);

we don't need it also as it is defined in the engine file.



Set_Rule (OP_EXIT_BUY, T_MINPROFIT, R_A, P_SIGNAL, 0);

it says that the minimum profit to exit my by trades should be at least positif (>0) .. this is also defined in the engine . so here also we don't need it just to say that that T_MINPROFIT is an attribute related to OP_EXIT , OP_EXITBUY, OP_EXITSELL

Let's put all together now :

Every hour we do a buy signal if price is 40 pips under the minimum of all my buy trades and we have a TMA_T_S Buy signal for P_D1 period. We do this 6 times and each time we multiply the last lot size by 2.


When we exit ?

HEre is the statement that define the exit :

if (!AndS (TMA_T_S, S_BUY, P_D1) || !AndS (UPFRACTAL, S_ABOVE, P_D1))
{
Set_Rule (OP_EXIT_BUY, T_STATUS, R_A, P_SIGNAL);
}

If we don't have anymore a buy signal on TMA_T_S for period D1 or if price is not above the D1 Up fractal and if our profit is > 0 (this is because our minprofit is set to 0) we exit our session.

If we look at the A rule file we had a symetric coding for OP_SELL.

So if Engine with a start rule A and Operation OP_SELL is defined in engines file, another session can be launched but this time with sell trades.
The maximum sessions that will be launched for the A rule is 2 . One as A SELL and the other as A BUY.

This case is possible in the case the system launched a buy session and the market turned down and we never made a positif profit to exit.
The thing here is the SELL session will hedge the buy session at a moment in time.
NOT to forget that with the Panel Command we can modify and command our buy session at any time, if we find out that things are against us.

Ok I'll come back to rules programming later. I will do with you a solid engine that uses all the potential of the system and you can run it on the simulator to check it. For the moment I'll talk about the Panel Functionalities :

3- PROGRESS Panel

Let's have a picture :



This Panel appears when you put the mouse in the upper left corner of you MT4 Terminal. The system automatically launches and connects to this Panel window and send all informations related to the Sessions that are running and the terminal properties. The sessions informations are sent every tick of your terminal.

As you can see in the picture above, we have here a H BUYSELL running that makes (Buy and Sell Trades). Every line in the list window corresponds to a different session. As I explained before we have one session/engine. Le pilotage of your system is done here . you can suspend your session, exit, hedge, exit buy only sell only, see orders and even change your session properties by turning off the automatic calculation related to the corresponding rule to manual. I will show you a picture of the menu related to the session later. Here we have the basic commands that are related to graphics displaying and sounds that you want to filter. Fields of the session display the profit for your buy trades and sell trades , the total profit the start time of your session...