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An EA or indicator to analyze probability

  • #1
  • First Post: Nov 6, 2013 3:09pm Nov 6, 2013 3:09pm
Hi to all who read this,
I am currently developing an ea that trades using zigzags and fibonacci retracement and extension levels pulled from the zigzags it also uses candle stick patterns it does all this by itself without additional indicators and draws the info on chart (optional). Although I borrowed some code from indicators as I am already slow enough at coding in mql4 or any language comes to that including my primary englich there is always a glitch. I can set the time frame for the zigzags and the candle stick patterns externally this all works great no matter what time frame the chart is on! contrary to what I read somewhere. I have also put together some various codes for pivot points and s-r levels
but in a separate ea, but not to trade! this is why I have named the thread ea or indicator maybe I should be making it a script however it will hopefully do what I want either way which is, (and maybe some of you have done this) ...
"I am fed up of using all the hours and powers of my four cores to optimize and still not get the same results on different periods of time" so with one run through time, collect data into multi-dimensional arrays of how close to the various pivots the price came, or if it broke and how far, did it still bounce, did it cross by more than 10 pips, how far did it go, and also collect the date stamps for every stage etc etc etc the main problem
I have is how to lay out the array, so I can pull back the data and put it into a spread sheet for easy analysis I was thinking of saying within 10 pips is stage 1 within 4 pips stage 2 one pip either side is touched, 4 pips past possible break 10 pips should be confirmed and 20 - 25 pips either side confirms the outcome. Any sensible comments advice suggestions or previous experience appreciated questions also welcome as my explaining may not be adequate. I know this may be easier done in c++ or visual but after spending so long trying to work with mql4 I can't just do whats easiest the harder way if you know what I mean. I have spent so many painfull hours getting to where I am now and this is the first time I have spoke on any forum of what I am doing with this ea but I feel I need a little help from one or two of you experienced guys out there and may even have put some ideas up for grabs for some people?? Thanks for reading. I will mention I am intrigued with eurusdd's threat titled "the ultimate truth" but to much to take on board all at once must continue proving or disproving my ea.one more thing I tried filewritearray in a previous ea and it produced a file but the data was no readable lots of unusual symbols/charators yet when I used the Print() function the arrays contained the correct data, I have not tried getlasterror() yet. Has anyone had this problem? I will have to get the data out somehow when I know how best to lay it all out!
  • #2
  • Nov 6, 2013 8:24pm Nov 6, 2013 8:24pm
This is what i use when i need to grab data from an EA. Then open the file in excel and convert the csv file.

//+---------------------------------------------------------------------------------------------------------+
// Outputs up to 8 values to the myOutput.CSV file (after creating the file, if it doesn't already exist)
//+---------------------------------------------------------------------------------------------------------+
string CreateCSV(string s1, string s2=" ", string s3=" ", string s4=" ", string s5=" ", string s6=" ", string s7=" ", string s8=" ")
{
string out = StringTrimRight(StringConcatenate(s1, ",", s2, ",", s3, ",", s4, ",", s5, ",", s6, ",", s7, ",", s8));
int h = FileOpen("myOutput.csv",FILE_CSV|FILE_READ|FILE_WRITE,'~');
FileSeek(h,0,SEEK_END);
FileWrite(h,out);
FileClose(h);
return(0);
}

cheers Fred
" check out The Traders Outpost "
  • #3
  • Nov 7, 2013 3:11am Nov 7, 2013 3:11am
Thankyou Fred fast response something to keep me motivated will play around with your code there. It is still
frustrating me that there is a command to write the whole array yet i can't get it to work correctly, but if I can use your code to get all the data into a file the job is done. Much appreciated Fred.
  • #4
  • Nov 7, 2013 3:40am Nov 7, 2013 3:40am
Quoting 4xAndy
Thankyou Fred fast response something to keep me motivated will play around with your code there. It is still frustrating me that there is a command to write the whole array yet i can't get it to work correctly, but if I can use your code to get all the data into a file the job is done. Much appreciated Fred.
The array write function is for writing to a binary file. Therefore, will not be suitable for reading into an text reader or spreadsheet.
  • #5
  • Nov 7, 2013 4:11am Nov 7, 2013 4:11am
As Fred was kind enough to share some code with me I thought I would share this for anyone that may want to play around with timeframes and it works in optimization. I Put this together to allow me to use any timeframe with any part of my ea without using too much cpu it calculates the timeframe to be used in the init part of the ea so that tfx contains the timeframe I want to work with and this can be changed in steps if needed am sure someone should find this valuable!


extern int candletimeframe=3; // 1=M1 2=M5 3=M15 4=M30 5=H1 .. and so on
extern int timeframe=1; // timeframes for different things
extern int timeframe1=5;


int ctf;
int tf;
int tf1;

int init()
{
//+-------------------------------------------------------------------------------+
//+ TimeFrame settings +
//+-------------------------------------------------------------------------------+
if (timeframe==1)
tf=1;
else if (timeframe==2)
tf=5;
else if (timeframe==3)
tf=15;
else if (timeframe==4)
tf=30;
else if (timeframe==5)
tf=60;
else if (timeframe==6)
tf=240;
else if (timeframe==7)
tf=1440;
else if (timeframe==8)
tf=10080;
else if (timeframe==9)
tf=43200;

// timeframe 1
if (tf1==1)
tf1=1;
else if (timeframe1==2)
tf1=5;
else if (timeframe1==3)
tf1=15;
else if (timeframe1==4)
tf1=30;
else if (timeframe1==5)
tf1=60;
else if (timeframe1==6)
tf1=240;
else if (timeframe1==7)
tf1=1440;
else if (timeframe1==8)
tf1=10080;
else if (timeframe1==9)
tf1=43200;

if (candletimeframe==1)
ctf=1;
else if (candletimeframe==2)
ctf=5;
else if (candletimeframe==3)
ctf=15;
else if (candletimeframe==4)
ctf=30;
else if (candletimeframe==5)
ctf=60;
else if (candletimeframe==6)
ctf=240;
else if (candletimeframe==7)
ctf=1440;
else if (candletimeframe==8)
ctf=10080;
else if (candletimeframe==9)
ctf=43200;
//----
return(0);
}

int start()
{
//----
if (IsNewBarctf ())

find_more_powerfull_candlestick_patterns();

bool IsNewBarctf ()
{
static int lastbarctf;
if (iTime(NULL,ctf,1) == lastbarctf )
return (false);
candle=candlestick();
lastbarctf = iTime(NULL,ctf,1);
return (true);

}

bool IsNewBartf1 ()
{
static int lastbartf1;
if (iTime(NULL,tf1,1) == lastbartf1 )
return (false);
lastbartf1 = iTime(NULL,tf1,1);
return (true);

}
  • #6
  • Nov 7, 2013 4:18am Nov 7, 2013 4:18am
in the above code i forgot to put the end of the start funtion after :- find_more_powerfull_candlestick_pat terns();
hence
return();
}
as the new isnewbar()
bits are functions to find new bars on the various timeframes


find_more_powerfull_candlestick_pat terns(); was just an example as I dont want to give away all my hard work
when i don't even have a penny to trade with.
  • #7
  • Nov 7, 2013 4:32am Nov 7, 2013 4:32am
Quoting MaxDoom
{quote} The array write function is for writing to a binary file. Therefore, will not be suitable for reading into an text reader or spreadsheet.

Ahhh .... doh, thanks Maxdoom that explains it thankyou so much for putting my mind at rest so that confirms I am best to go along with Freds method? yes? although with a possible 2 or 3 dimension array there may be a lot of work if not for me for the cpu.
  • #8
  • Nov 7, 2013 7:27am Nov 7, 2013 7:27am
Another question for anyone that knows a quick answer .. if i have a quantity of variables for example "woodiespvtpnt, stndrdpvtpnt, wklypvtpnt, etc, etc, " all containing price levels what is the easiest way to put them in order from highest to lowest or lowest to highest, I want to put them in an array where i can reference them in the order of next highest or lowest without checking each value repeatedly but can not find a function to do this I looked at arraysort but it only works for the double not the variable to my understanding besides it would be a bi dimension array with the value in array[x,1] and the variable string in array[x,2] even this does not seem best as i will be using doubletostr and strtodouble quite a bit any ideas or suggestions anyone?
  • #9
  • Nov 7, 2013 7:49am Nov 7, 2013 7:49am
Quoting 4xAndy
Another question for anyone that knows a quick answer .. if i have a quantity of variables for example "woodiespvtpnt, stndrdpvtpnt, wklypvtpnt, etc, etc, " all containing price levels what is the easiest way to put them in order from highest to lowest or lowest to highest, I want to put them in an array where i can reference them in the order of next highest or lowest without checking each value repeatedly but can not find a function to do this I looked at arraysort but it only works for the double not the variable to my understanding besides it...
one of those things that you need to do the hard way unfortunately
  • #10
  • Nov 7, 2013 8:02am Nov 7, 2013 8:02am
Quoting MaxDoom
{quote} one of those things that you need to do the hard way unfortunately

Thanks once again MaxDoom its nice to get quick reponses sometimes. As soon as I posted that I thought of something raptor said to a guy who was posting on various forums to get code written for him and decided to do a bit more homework, I found a thread over on http://forum.mql4.com/57347 basicly if i rearrange this lot it should make it a little easier
// lets assume that:
int USD_strength = 9, GBP_strength = 6, JPY_strength = 7, CHF_strength = 5, EUR_strength = 8;

// create and initialize arrays
string currencies[] = {"USD", "GBP", "JPY", "CHF", "EUR"};
int num_array[5][2]; ArrayInitialize(num_array, 0);

// put data in num_array and sort
// * as you can see, num_array[x][1] holds the index for the appropriate currency described in currencies[]
num_array[0][0] = USD_strength; num_array[0][1] = 0;
num_array[1][0] = GBP_strength; num_array[1][1] = 1;
num_array[2][0] = JPY_strength; num_array[2][1] = 2;
num_array[3][0] = CHF_strength; num_array[3][1] = 3;
num_array[4][0] = EUR_strength; num_array[4][1] = 4;
ArraySort(num_array);

// print results
for (int i = 0; i < ArrayRange(num_array, 0); i++)
Print ("The strength for ", currencies[num_array[1]], " is ", num_array[0]);
its fun when we open our eyes.
  • #11
  • Nov 7, 2013 10:13am Nov 7, 2013 10:13am
Quoting 4xAndy
{quote} Thanks once again MaxDoom its nice to get quick reponses sometimes. As soon as I posted that I thought of something raptor said to a guy who was posting on various forums to get code written for him and decided to do a bit more homework, I found a thread over on http://forum.mql4.com/57347 basicly if i rearrange this lot it should make it a little easier // lets assume that: int USD_strength = 9, GBP_strength = 6, JPY_strength = 7, CHF_strength = 5, EUR_strength = 8; // create and initialize arrays string currencies[] = {"USD",...
not sure I see how that helps, if you sort a multi-dimensional array it only sorts the first dimension which is the pointers and not the data that you want sorted.
  • #12
  • Nov 7, 2013 10:40am Nov 7, 2013 10:40am
Quoting MaxDoom
{quote} not sure I see how that helps, if you sort a multi-dimensional array it only sorts the first dimension which is the pointers and not the data that you want sorted.

Well I thought that too, and still not sure, but it seems that if the outcome is printing the corrosponding string[name] to the number in the second dimension of the array after the array has been sorted then it must be sorting all dimensions according to the "first array that was sorted in order of value". Although I am not 100% sure on this yet, but am working on testing it. So far I have :-

double pvtsinorder[22][2];


string pplevels[]={"Dwp","Dws1","Dws2","Dws3","Dws4","Dwr1","Dwr2","Dwr3","Dwr4","Dpp","Dr1","Dr2","Dr3","DR3","Dr4","DR4","Ds1","Ds2","Ds3","DS3","Ds4","DS4"};

ArrayInitialize(pvtsinorder,0);


I have to recheck everything as I go cos my brain does not flow over this stuff dead easy. Am not sure if I need to add an extra name for each variable or string so as the string names do not get as confused as I am about the the variable lol but will let you know how I get on and thanks again for your input its all appreciated believe me.
When one is as lost as I am, one often has to act in ignorance to learn!
Happy Trading!
  • #13
  • Edited 11:31am Nov 7, 2013 11:18am | Edited 11:31am
Quoting 4xAndy
{quote} Well I thought that too, and still not sure, but it seems that if the outcome is printing the corrosponding string[name] to the number in the second dimension of the array after the array has been sorted then it must be sorting all dimensions according to the "first array that was sorted in order of value". Although I am not 100% sure on this yet, but am working on testing it. So far I have :- double pvtsinorder[22][2]; string pplevels[]={"Dwp","Dws1","Dws2","Dws3","Dws4","Dwr1","Dwr2","Dwr3","Dwr4","Dpp","Dr1","Dr2","Dr3","DR3","Dr4","DR4","Ds1","Ds2","Ds3","DS3","Ds4","DS4"};...
okay, it does work but only on the first element ie: if array is ARRAY[5][2] then only the [x][0] (the 0) elements are sorted.

sample EA attached to demonstrate
Attached File(s)
File Type: mq4 TestArraySort.mq4   2 KB | 374 downloads
  • #14
  • Nov 7, 2013 11:45am Nov 7, 2013 11:45am
ok will look at that when i get back just going to get some shopping have downloaded your test and many thanks
  • #15
  • Edited 3:21pm Nov 7, 2013 2:09pm | Edited 3:21pm
Quoting MaxDoom
{quote} okay, it does work but only on the first element ie: if array is ARRAY[5][2] then only the [x][0] (the 0) elements are sorted. sample EA attached to demonstrate {file}
Yep that looks exactly what i need because the value of resistance3 will be placed at [0][0] with its corresponding number in [0][1] and resistanceunexpected in [1][0] with its corresponding number in [1][1] and so on, so when they are placed in the correct order i can get the variable name that corresponds to the value thats in the order i need next. That was really helpful MaxDoom I can carry on knowing that I am doing something that will get my desired outcome although thats not even anything to do with the data storing its just so i can collect the right data depending on where the price is in relation to the many pivot points i will be working with. The harder part will be storing the many outcomes into arrays, with info on each cross or bounce and every timestamp on every stage of that process. Hopefully the end result will be worth it, although there may be stuff I realize I have missed once I put it all together. Looks like we both learnt something there though! Was not quite so hard especially with your help!
  • #16
  • Edited 3:46pm Nov 7, 2013 2:40pm | Edited 3:46pm
Quoting MaxDoom
{quote} okay, it does work but only on the first element ie: if array is ARRAY[5][2] then only the [x][0] (the 0) elements are sorted. sample EA attached to demonstrate {file}
I have modified your test ea to test and demonstrate what i am trying to achieve. I would not have needed this, if it was just r3,r2,r1,pp,s1,s2,s3, but because weekly and other pivot point can occur in any place between I need to deal with the correct ones. So as you can see this has helped a stack! many thanks for your time Mr MaxDoom hope the attached proves I really appreciate it!
Attached File(s)
File Type: mq4 TestArraySortpivotpointvalues.mq4   2 KB | 390 downloads
  • #17
  • Nov 8, 2013 5:56am Nov 8, 2013 5:56am
oh dear I just tried to print the values of the strings as variables using
Print ( " the 2nd and 4th values added are " + (pplevels[dSortThis[3][1]]+pplevels[dSortThis[1][1]]));
and it still gives me the variable names not the values of them so I still have a problem, maybe you was right the first time "one of those things that you need to do the hard way unfortunately". I will try and solve it else move on to plan b what ever that is!
  • #18
  • Nov 8, 2013 8:45am Nov 8, 2013 8:45am
Surely if I have a variable named avariable and it contains a double 3.3 and I have a string I can print that is "avariable" I should beable to get the value 3.3 from that string and not just the name "avariable" but I have searched everywhere and can not find a way to do this please take a look at the code below if you think you can help.
Attached File(s)
File Type: mq4 TestArraySortPvtPntValsAndPrint.mq4   2 KB | 380 downloads
  • #19
  • Nov 9, 2013 6:27am Nov 9, 2013 6:27am
Ok I have been prompted to think about this more and as I can not find a way to get the variable name back into a value from the string that holds the variable name i will work around it by calling the value from the first dimension and just using the string name from the second when i am actually referencing the data in my output arrays, this should work but if anyone knows a way of turning the string back into a variable name that will actually call the value of that variable i would still be interested and probably find it usefull, it seems weird that aname holds a specific value yet if you try to get the value using a string that holds aname it can't be done. Thanks to all those who spent time trying to solve my problem. And if I could I would vouch for MaxDoom!
  • #20
  • Nov 10, 2013 4:31am Nov 10, 2013 4:31am
Quoting 4xAndy
Ok I have been prompted to think about this more and as I can not find a way to get the variable name back into a value from the string that holds the variable name i will work around it by calling the value from the first dimension and just using the string name from the second when i am actually referencing the data in my output arrays, this should work but if anyone knows a way of turning the string back into a variable name that will actually call the value of that variable i would still be interested and probably find it usefull, it seems weird...
You will not be able to use a string as a variable name ie: an indirect pointer.

of course you could say:

Print("the 4th value sorted is: " + pplevels[dSortThis[3][1]] + " with value: " + dSortThis[3][0]);

but I assume that you have thought of that and it does not suit your purpose.

edit: and if you then wanted to make it easier to work with going forward you could assign to new variables the values like this:

string sForth = pplevels[dSortThis[3][1]];
int iForth = dSortThis[3][0];

now you can just refer to the sForth & iForth in the rest of your EA rather than looking it up in the array each time
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