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Robot Lab Project

  • #361
  • Jan 22, 2015 12:46am Jan 22, 2015 12:46am
Quoting abokwaik
Dual Time Frame Momentum Startegy Robot Long Entry: Higher Time Frame Indicator Signal Above Indicator Value, and Indicator Value between Min and Max Values AND Lower Time Frame Indicator Signal Above Indicator Value, and Indicator Value below Min Value. Short Entry: Higher Time Frame Indicator Signal Below Indicator Value, and Indicator Value between Min and Max Values AND Lower Time Frame Indicator Signal Below Indicator Value, and Indicator Value above Max Value Exit : If you set TP and SL to high values, and disable Trailing Stop by setting...
As usual a great job AB.

Regards,

Ty
My job: I speculate and manage risk.
  • #362
  • Jan 22, 2015 1:21am Jan 22, 2015 1:21am
Installed DTFMS on VPS...lets see what it will do.

Meanwhile, as a humble suggestion going forward:

AB, is it possible for (assuming this isn't already embedded somewhere within your codes) all EAs to have some kind of Spread and Slippage Checker User Input?

Usually I (personally) am comfortable with 3pips for Each input - some traders are more comfy with 2pips.

Anyways, just a suggestion.

Regards,

Ty
My job: I speculate and manage risk.
  • #363
  • Jan 22, 2015 3:05am Jan 22, 2015 3:05am
Quoting TyLamai
Installed DTFMS on VPS...lets see what it will do. Meanwhile, as a humble suggestion going forward: AB, is it possible for (assuming this isn't already embedded somewhere within your codes) all EAs to have some kind of Spread and Slippage Checker User Input? Usually I (personally) am comfortable with 3pips for Each input - some traders are more comfy with 2pips. Anyways, just a suggestion. Regards, Ty
Thanks for testing.

As for Spread and Slippage:

  1. Slippage is set to 5 points on 5-digit broker (=0.5 pips ).
  2. Spread is not checked, currently robots take whatever spread offered by the broker

I didn't care much about spread and slippage in the testing phase. But surely will include as inputs in next phase.

No guts, no glory
  • #364
  • Edited 3:59am Jan 22, 2015 3:28am | Edited 3:59am
Speaking of next phase:

My plan is the following:

  1. Back Testing and Optimization

    1. Final Checking on "Latest version of each robot"
    2. Optimize on In-Sample (IS) Data
    3. Test on Out-Of-Sample (OOS) Data
    4. Final Optimization for Forward Testing (Pair(s),Time Frame(s)), preferably on Lower Time Frame to allow for larger number of trades


  2. Forward Testing

    1. Open a New Thread for the Selected Robots, with Attached Trade Explorer on a Demo Account
    2. Forward Testing for at least 2 month
    3. Apply Fixing and Optimization (during forward testing phase), should this be a major fix/opt a new account will be opened for the new robot version
    4. Re-Evaluate based on Forward Testing


  3. Live Testing

    1. Nominate promising robot for Micro Real Accounts
    2. Attach a real account trade explorer to the robot thread (Micro)
    3. Re-Evaluate based on Live Testing
    4. Nominate promising robot for Standard Real Accounts


Its a long way a head

This thread will continue to be a hatchery for new robots.

No guts, no glory
  • #365
  • Jan 22, 2015 4:22am Jan 22, 2015 4:22am
Hmmmm...still no open trades by DTFMS...

EA and Indie loaded as required.

I get these:

Quote
2015.01.22 09:35:35.450 Custom indicator dtosc_AK EURUSD,M15: loaded successfully
2015.01.22 09:35:35.450 dtosc_AK EURUSD,M15: initialized
2015.01.22 09:35:33.450 Custom indicator dtosc_AK EURUSD,M15: removed
2015.01.22 09:35:33.450 dtosc_AK EURUSD,M15: uninit reason 1


Regards,

Ty
My job: I speculate and manage risk.
  • #366
  • Jan 22, 2015 4:23am Jan 22, 2015 4:23am
Quoting abokwaik
Speaking of next phase: My plan is the following: Back Testing and Optimization Final Checking on "Latest version of each robot" Optimize on In-Sample (IS) Data Test on Out-Of-Sample (OOS) Data Final Optimization for Forward Testing (Pair(s),Time Frame(s)), preferably on Lower Time Frame to allow for larger number of trades Forward Testing Open a New Thread for the Selected Robots, with Attached Trade Explorer on a Demo Account Forward Testing for at least 2 month Apply Fixing and Optimization (during forward testing phase), should this be a major...
Fantastic idea - very neat and logical.

Regards,

Ty
My job: I speculate and manage risk.
  • #367
  • Jan 22, 2015 4:36am Jan 22, 2015 4:36am
Last night, I was playing with CLS_LWR robot (Cut Losses Short, Let Winners Run !) on lower time frames.
As I mentioned before this robot is actually a trade management tool rather than a complete system.
So I tried to merge this tool (which is using multi-time frames) with idea taken from the momentum strategy posted recently, and guess what ?

I got a new robot (GrandSon)

Son time frame ______________ M15
Father time frame ___________ H4
Grand Father time frame _____ D1

Strategy : Son Ignores his Father and Follows his Grand Father.

Entry :

  1. if Grand Father is UP and Father is DOWN and Previous Son is UP we go BUY.
  2. if Grand Father is DOWN and Father is UP and Previous Son is DOWN we go SELL.

Exit :

  1. Losers will get closed at the Grand Father Time Frame Close (or by Stop Loss).
  2. Winners will run until reach profit target (or with Trailing Stop).

Results were fantastic.

No guts, no glory
  • #368
  • Jan 22, 2015 4:41am Jan 22, 2015 4:41am
Hi Abokwaik

See you have been very busy

Thanks again for sharing all your hard work

Rooi
We miss 100% of the shots we don't take
  • #369
  • Jan 25, 2015 7:40am Jan 25, 2015 7:40am
Hello abokwaik, I see you are expert in Robots makings under this post also I saw you recap idea very elegantly under this link http://www.forexfactory.com/showthre...97#post8016897

Which make me impressed and finally giving an Open Source free EA to helping people for learning a coding your nature demonstrate you are a helping person i want to thank you for that

Here I have my require to have one EA with the following requirements
I will be grateful to you if you can help making the EA and can draw my request summarized as per my require I like the way you understand and explain the things.


My request is following: in relation to inputs….
1- EA should work on all time frame (TF selection if possible by drop down list)
2- Date to trade start And end of the date
3- Time to trade start and end of the hours
4- TP & SL input option
5- Lot size input option
6- Positive Pips & negative Pips input option (away from the opening price)
7- Spread sell option (False or True)
8- Spread buy option (False or True)
9- Some kind of trend techniques at buy or sell (except I have mentioned in the point 6)

Explanation regarding EA workings:

Mode1- if the SL & TP is set to “0” zero (And condition-6 Positive Pips or Negative Pips are also set to “0” zero) EA should open the trade in the direction of the previous candle at any selected time frame from (M1 to MN) and close the trade as soon as candle closed, and open new trade in the direction of the last closed candle

Mode2- if the SL & TP is set to “>0” grater then zero (And condition-6 Positive Pips or Negative Pips are also set to “0” zero) EA should open the trade in the direction of the previous candle at any selected time frame from (M1 to MN) and close the trade if the TP or SL is Hit, and keep open new trade in the direction of the last closed candle

Mode3- if the SL & TP is set to “0” zero (And condition-6 Positive Pips or Negative Pips are also set to “>0” grater then zero) for example +5 & -7
If new open candle goes +5 pips from the open price EA must open Buy Trade
If new open candle goes -7 pips from the open price EA must open Sell Trade
If condition match open the trade and close the trade as soon as candle closed
If condition does not match do not open any trade and try with next new candle and continue the process.

Mode4- if the SL & TP is set to “>0” ” grater then zero (And condition-6 Positive Pips or Negative Pips are also set to “>0” grater then zero) for example +5 & -7
If new open candle goes +5 pips from the open price EA must open Buy Trade
If new open candle goes -7 pips from the open price EA must open Sell Trade
If condition match open the trade and close the trade if TP or SL Is Hit, other wise keep opening new trade in the direction of + or – Pips and continue the process.

I have tried to explain as far as in my knowledge clearly if not please let me know I will try my best


Thanks And Regards,
Moti
  • #370
  • Jan 25, 2015 9:24am Jan 25, 2015 9:24am
Quoting Motiram
Hello abokwaik, I see you are expert in Robots makings under this post also I saw you recap idea very elegantly under this link http://www.forexfactory.com/showthre...97#post8016897 Which make me impressed and finally giving an Open Source free EA to helping people for learning a coding your nature demonstrate you are a helping person i want to thank you for that Here I have my require to have one EA with the following requirements I will be grateful to you if you can help making the EA and can draw my request summarized as...

Thank you Moti, Glad to be of assistance,


Just allow me a couple of days as I am really busy with my regular job at the moment,

Welcome to Robots Factory ... Ooops, I mean Robtos Lab.
No guts, no glory
  • #371
  • Jan 25, 2015 9:59am Jan 25, 2015 9:59am
Quoting abokwaik
Last night, I was playing with CLS_LWR robot (Cut Losses Short, Let Winners Run !) on lower time frames. As I mentioned before this robot is actually a trade management tool rather than a complete system. So I tried to merge this tool (which is using multi-time frames) with idea taken from the momentum strategy posted recently, and guess what ? I got a new robot (GrandSon) Son time frame ______________ M15 Father time frame ___________ H4 Grand Father time frame _____ D1 Strategy : Son Ignores his Father and Follows his Grand Father. Entry : if...
any more detail on this? I will like to test this ea. Thanks
  • #372
  • Jan 25, 2015 10:12am Jan 25, 2015 10:12am
Quoting Lhole
{quote} any more detail on this? I will like to test this ea. Thanks
It won't be easy to share a Grand Son!

Just kidding, I will post once I am satisfied with its back test performance.
No guts, no glory
  • #373
  • Jan 25, 2015 1:09pm Jan 25, 2015 1:09pm
Quoting abokwaik
{quote} Thank you Moti, Glad to be of assistance, Just allow me a couple of days as I am really busy with my regular job at the moment, Welcome to Robots Factory ... Ooops, I mean Robtos Lab.
Thank you very much! abokwaik, I am just happy you have answered and considered my request, please do make it whenever you get some time, as I have no hurry for it.

Regards,
Moti
  • #374
  • Jan 25, 2015 11:49pm Jan 25, 2015 11:49pm
Great thread Abok....

So which EA are you liking the most so far? If you had to suggest only one for a trader to test, which would you recommend?

Thanks
  • #375
  • Jan 26, 2015 1:16am Jan 26, 2015 1:16am
Quoting Nico1359
Great thread Abok.... So which EA are you liking the most so far? If you had to suggest only one for a trader to test, which would you recommend? Thanks
This is the GOLDEN question!

Although it's still early, I think current robots need to be compared to each other at least.
No bias or emotions here, just test results.

As I mentioned in an earlier post about my plan for this:

Back Testing and Optimization

  1. Final Checking on "Latest version of each robot"
  2. Optimize on In-Sample (IS) Data
  3. Test on Out-Of-Sample (OOS) Data
  4. Final Optimization for Forward Testing (Pair(s),Time Frame(s)), preferably on Lower Time Frame to allow for larger number of trades

Details:______________________________________

Our IS Data will be : EUR/USD from 01/01/2013 to 31/12/2013
Our OOS Date will be : EUR/USD from 01/01/2014 till current date

So I am going to select the most suitable parameters for each robot on 2 time frames on IS data,
Then apply the same settings on OOS data,

Results will be published including Shape Ratio, Expectancy, Return/Draw Down Ratio among other details.

The only problem is to find the TIME to do all this.

So hold on my friend,
______________________________________________________________________________________________________
PS:Since AlPari_UK (which I used for testing) is closed now, I switched to Activ_Trades, their historical data quality is 90%.

No guts, no glory
  • #376
  • Jan 26, 2015 9:14am Jan 26, 2015 9:14am
Gotcha.

Thanks for sharing your hard work with us!
  • #377
  • Jan 26, 2015 2:27pm Jan 26, 2015 2:27pm
First of all thank you for all the bots i spend hours going trough the codes and had a lot of fun
  • #378
  • Jan 26, 2015 6:11pm Jan 26, 2015 6:11pm
Thanks for all the robots, It's really great what you are doing here. I am a coder myself so I can appreciate the time it takes to create and test each one.

I am currently testing a robot, that I will reveal later with a trade explorer and I have some ideas to post here, when I have formulated them correctly,
I will make a proper post.

Have you had a chance to properly compare each robot?
  • #379
  • Jan 27, 2015 2:21am Jan 27, 2015 2:21am
Quoting zulufx
First of all thank you for all the bots i spend hours going trough the codes and had a lot of fun

Quoting idallium
Thanks for all the robots, It's really great what you are doing here. I am a coder myself so I can appreciate the time it takes to create and test each one. I am currently testing a robot, that I will reveal later with a trade explorer and I have some ideas to post here, when I have formulated them correctly, I will make a proper post. Have you had a chance to properly compare each robot?
Thank you guys.

It seems that you are MQL programmers. If so, a new robot I made recently for one member based on Fibonacci Martingale. The primary challenge was in calculating the lot size for each trade based on member requirements.

This is the thread Can anyone help me make this EA please
and my contribution started from here

What I would like you and new MQL programmers to figure out is how to perform lot size calculation as per the member requirements, before peeking on my code posted in that thread.

Regards and welcome to the Robots Lab.
No guts, no glory
  • #380
  • Jan 27, 2015 9:23pm Jan 27, 2015 9:23pm
Quoting abokwaik
Correlation Divergence Trading (Two Pairs) Third Version Corr_Diver_03 (MT5 Only) Updates : Correlation Factor : 1 for Positive, -1 for Negative Correlation between the 2 pairs Pairs Ratio : 1st pair to 2nd pair volatility ratio (better entered manually than calculationg using ATR specially on lower time frames) CCI Extereme Value : If using CCI period 2, leave this to 0 (zero), but when using periods like 20, 30 ... etc, you can use higher values for this parameter (i.e. 100). This parameter will filter the trades, the higher value the less trades....

Hi abokwaik, how to change into other pairs?
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