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Robot Lab Project

  • #541
  • Feb 16, 2015 2:56pm Feb 16, 2015 2:56pm
Quoting abokwaik
BASKET Project I've just completed the first step of this project (as per plan in post # 527): Develop and EA/Indicator/Script to create an Off_Line Basket Chart based on user selection of pairs/weight/timeframe(s) I built this script starting from "PeriodConverter of MetaQuotes Software Corp". Currently working fine and you can attach indicators and EAs to it. As I go forward I will see I will keep it as a script or convert it to an EA. Inputs : Basket_Name ="USDBSKT" Basket Name (max of 12 characters) Time_Frame = 60 Off_Line Chart Time_Frame...
This is absolutely awesome AB! I will test it out and see how it goes.

I'm not quite sure why the ''+0.01'' in the last settings for the Directional Weight of the pairs in your example? Why not +1?
  • #542
  • Feb 16, 2015 3:17pm Feb 16, 2015 3:17pm
Quoting LITEchild
{quote} This is absolutely awesome AB! I will test out and see how it goes. I'm not quite sure why the ''+0.01'' in the last settings for the Directional Weight of the pairs in your example? Why not +1?
Just a preference.
I prefer 0.01 for yen pairs so that the basket value be more normalized.
No guts, no glory
  • #543
  • Feb 16, 2015 3:18pm Feb 16, 2015 3:18pm
Quoting abokwaik
{quote} Just a preference. I prefer 0.01 for yen pairs so that the basket value be more normalized.
interesting...Thanks!
  • #544
  • Feb 16, 2015 4:36pm Feb 16, 2015 4:36pm
Unfortunately for me, cant seem able to get the offline chart working...
Attached Image(s) (click to enlarge)
Click to Enlarge Name: USD BASKET.png Size: 77 KB
Click to Enlarge Name: USD BASKET2.png Size: 106 KB
  • #545
  • Feb 16, 2015 7:55pm Feb 16, 2015 7:55pm
hai abokwaik,

i tried to modify the code but no success, i tried ti change the i_digits = 5 , but nothing happens i have increased and decreased the values but nothing happens , same four digits only after the decimal, in the whole code you are using that i_digits only for normalizing double, but i cant figure it out.
Attached Image
  • #546
  • Feb 16, 2015 8:03pm Feb 16, 2015 8:03pm
Quoting LITEchild
Unfortunately for me, cant seem able to get the offline chart working... {image} {image}
please add the 0.01 in the weight column, there must be 7 integers, from your journal it only has six
Attached Image(s) (click to enlarge)
Click to Enlarge Name: USD BASKET.png Size: 78 KB
Click to Enlarge Name: USD BASKET2.png Size: 124 KB
  • #547
  • Edited 12:33am Feb 17, 2015 12:12am | Edited 12:33am
Quoting scalper.exp
{quote} please add the 0.01 in the weight column, there must be 7 integers, from your journal it only has six {image} {image}
Thanks Scalper. Working ok now with +0.01 DW. AB mentioned it being a personal preference, so I asssumed i could use +1 instead if I prefered. By the way I only work with 6 pairs per basket. I dont trade CHF pairs so I delete it from the pairs list in the script.

EDIT: Its actually working ok too now with +1 instead of +0.01 for JPY pairs.
  • #548
  • Feb 17, 2015 1:27am Feb 17, 2015 1:27am
I use a custom made strength meter to flag currencies of interest. EUR is being indicated as weakest at the moment.(since 1900hrs yesterday my broker time). Entry trigger lined up now...
Attached Image (click to enlarge)
Click to Enlarge Name: EUR BASKET.png Size: 67 KB
  • #549
  • Feb 17, 2015 1:40am Feb 17, 2015 1:40am
NZD flagged for strength since 0200hrs yesterday.
Attached Image (click to enlarge)
Click to Enlarge Name: NZD BASKET.png Size: 67 KB
  • #550
  • Feb 17, 2015 4:52am Feb 17, 2015 4:52am
Quoting scalper.exp
hai abokwaik, i tried to modify the code but no success, i tried ti change the i_digits = 5 , but nothing happens i have increased and decreased the values but nothing happens , same four digits only after the decimal, in the whole code you are using that i_digits only for normalizing double, but i cant figure it out. {image}
Same here. If you try the PeriodConvertor Script provided by MT4 people, it also has the same behavior.
Let me investigate more on this, and I will update once a solution is found.
No guts, no glory
  • #551
  • Feb 17, 2015 5:07am Feb 17, 2015 5:07am
Quoting LITEchild
Unfortunately for me, cant seem able to get the offline chart working... {image} {image}
I am glad that you found your way.

Next Step would be to develop an EA that:

  1. Knows the components of the basket
  2. Add a control panel on the Basket Chart
  3. Allow for Manual Basket Trading, or , Auto Basket Trading

No guts, no glory
  • #552
  • Feb 17, 2015 6:30am Feb 17, 2015 6:30am
Hello Abokwaik !

Thanks for your generous thread. Reading the HAS rider thread, I had an idea which may be considered as a variance of the HAS rider system. Visually backtesting, it seems to have some merit, catching a good part of profit during trending periods and minimising loses during ranging ones. If you consider it interesting, you may code an EA for backtesting purposes (I have just started to test forward manually). I have called it HAS Breaker. Here it goes:

Time frame : daily
Indicator: HAS

Entry: if HAS shows uptrend, wait for a bearisch candle to close. At end of the day, place a pending buy order at previous candle high + 5 pips + spread. If at end of the day a new bearish candle has formed, cancel the pending order and place a new one. If the candle is bullish but trade is not triggered, maintain the previous pending order. If HAS has changed, cancel the order. Add new order on each bearish candle, even if a trade is still alive. Reverse for sell.

SL: Mnimum of previous day low - 5 pips and current candle low - 5 pips. (high for sell).

Trailing stop: previous day low - 5 pips. (high for sell).

Here a visual ilustration (red line entry / yellow line exit).

Attached Image (click to enlarge)
Click to Enlarge Name: EURJPYDaily.png Size: 81 KB



Hope it is sufficiently clear. Happy to have your feedback on that.

Fbird.
  • #553
  • Feb 17, 2015 7:15am Feb 17, 2015 7:15am
Quoting abokwaik
{quote} I am glad that you found your way. Next Step would be to develop an EA that: Knows the components of the basket Add a control panel on the Basket Chart Allow for Manual Basket Trading, or , Auto Basket Trading
hai abokwaik,

finally there is bit of help, not from me, from a great coder and excellent human being which ff missed due to some reasons, KIADS

please see his instructions
So, your USDBSKT use 4 digits, that’s the problem.., You should ask the programmer that create that synthetic chart change it to 5 digits, and in case of JPY pair ‘he/she’ should convert it from 2 or 3 digits become 5 digits too.., by divide with 100, the JPY pair value for example 140.500, become 1.405 and then set the digit with if (digit == 2) digit=digit+3 and if (digit==3) digit =digit+2. The other problem with this synthetic chart, we don’t have any market info data for it. So, the programmer should also create custom market info and make it as global variable data, by create total average of every marketinfo of pairs that create that USDBSKT synthetic chart.
for example set global variable SynMarketInfo
SynMarketInfoPoint = (MarketInfo(EURUSD,MODE_POINT)+MarketInfor(GBPUSD,MODE_POINT)+…)/2.. ;
and published the global variable name in the property description of the EA/Indicator, so we can get the global variable to use it inside Renko Chart Builder Indicator as Point divider, and also create similar way global variable to the Digit too…
This will help other programmer to create tools that support that kind of synthetic chart..
For my renko charting system, You may try this renko builder indicator version that hopefully could solve the zero divide problem.. of USDBSKT. I add manual digit and manual point input setting so you could adjust the values by yourself. Be careful when use the shift option with 4 digit chart like this USDBSKT, it couldn’t less than 1 point step..
Hope it help and best regards
MTH
  • #554
  • Feb 17, 2015 1:10pm Feb 17, 2015 1:10pm
Quoting Fbird
Hello Abokwaik ! Thanks for your generous thread. Reading the HAS rider thread, I had an idea which may be considered as a variance of the HAS rider system. Visually backtesting, it seems to have some merit, catching a good part of profit during trending periods and minimising loses during ranging ones. If you consider it interesting, you may code an EA for backtesting purposes (I have just started to test forward manually). I have called it HAS Breaker. Here it goes: Time frame : daily Indicator: HAS Entry: if HAS shows uptrend, wait for a bearisch...
Thank you Fbird,

Looking at the chart you've attached, most trades closed at loss or BE.

Applying the HA Rider to the same chart would have better results, don't you think?


Regards,
No guts, no glory
  • #555
  • Feb 17, 2015 1:24pm Feb 17, 2015 1:24pm
Quoting LITEchild
I use a custom made strength meter to flag currencies of interest. EUR is being indicated as weakest at the moment.(since 1900hrs yesterday my broker time). Entry trigger lined up now... {image}
UPDATE.
Attached Image (click to enlarge)
Click to Enlarge Name: EUR BASKET.png Size: 66 KB
  • #556
  • Feb 17, 2015 1:25pm Feb 17, 2015 1:25pm
Quoting LITEchild
NZD flagged for strength since 0200hrs yesterday. {image}
UPDATE.
Attached Image (click to enlarge)
Click to Enlarge Name: NZD BASKET.png Size: 59 KB
  • #557
  • Feb 17, 2015 1:27pm Feb 17, 2015 1:27pm
Quoting abokwaik
{quote} I am glad that you found your way. Next Step would be to develop an EA that: Knows the components of the basket Add a control panel on the Basket Chart Allow for Manual Basket Trading, or , Auto Basket Trading
  • #558
  • Edited 3:37pm Feb 17, 2015 3:08pm | Edited 3:37pm
Quoting abokwaik
{quote} Thank you Fbird, Looking at the chart you've attached, most trades closed at loss or BE. Applying the HA Rider to the same chart would have better results, don't you think? Regards,
Thank you for your feedback Abokwaik.

May be my explanations have not been sufficiently clear or the chart not enough readable. Cannot understand how you see most trades closed at loss or BE (in that case, obviously I would not have posted anything lol...).

Here is the pip count of all the trades I have spoted on the chart previously attached:

1) -3
2) +423
3) +493
4) +308
5) +126
6) +11
7) +17
8) +11
9) +418
10) +428
11) +260
12) -169
13) -43

Total pip count: +2280 pips since end of october 2014.

I cannot say however if HAS Rider would have been better or not. Its drawback in my humble opinion is that it lags in reckonizing trend change and suffer in ranging period. HAS Breaker is more conservative and does certainly better during these periods. In the attached chart, HAS Rider would have suffered significantly, HAS Breaker clearly less:

Attached Image (click to enlarge)
Click to Enlarge Name: EURCADDaily.png Size: 54 KB


Will keep on forward testing on my side and report interesting findings if any. Thanks again for your feedback Abokwaik.

Fbird.
  • #559
  • Feb 18, 2015 12:39am Feb 18, 2015 12:39am
Quoting Fbird
{quote} Thank you for your feedback Abokwaik. May be my explanations have not been sufficiently clear or the chart not enough readable. Cannot understand how you see most trades closed at loss or BE (in that case, obviously I would not have posted anything lol...). Here is the pip count of all the trades I have spoted on the chart previously attached: 1) -3 2) +423 3) +493 4) +308 5) +126 6) +11 7) +17 8) +11 9) +418 10) +428 11) +260 12) -169 13) -43 Total pip count: +2280 pips since end of october 2014. I cannot say however if HAS Rider would...
Dear Fbird,

Applying HA_Rider (with no filters, no SL, no Gain/Loss percentage) to your EURJPY chart resulted 8214 pips during the same period.

This is your chart (from post#552):
Attached Image (click to enlarge)
Click to Enlarge Name: EURJPYDaily.png Size: 81 KB


And This is my back testing :

Attached Image (click to enlarge)
Click to Enlarge Name: HA_07_EJ_NF.png Size: 97 KB


I used Ha_Rider_07 (you can download it from its thread HERE),
and these are the settings used:
Attached File(s)
File Type: txt HAR_07_EJ_Abokwaik.txt   3 KB | 346 downloads


Testing Report Screen Shot
Attached Image (click to enlarge)
Click to Enlarge Name: HAR_07_EJ.PNG Size: 41 KB


Green Pips,
No guts, no glory
  • #560
  • Feb 18, 2015 12:55am Feb 18, 2015 12:55am
@Fbird,

This doesn't mean that I will not try your HA_Breaker.

But my main concern is that : If we wait for a reverse Japanese Candle after HAS trend starts we might be missing the beginning of the trend, and if the trend was strong we might be joining it Very late.

Kindly update me on your testing progress and if you have other improvements.

Regards,
No guts, no glory
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