Non-indicator base EA system, revamped! | Forex Factory

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Non-indicator base EA system, revamped!

  • #1
  • First Post: Edited Mar 28, 2015 10:11am Feb 28, 2015 7:53am | Edited Mar 28, 2015 10:11am

FREE CODE GIVE AWAY

FREE TO TEST AND USE FOR YOUR OWN



Hi,

I'm back again. (my previous development on this EA, some attempt on UDINE Rules' EA )

I want to share this with you all.

Here is my system

Signal1

  1. if price is
  2. higher than
  3. highest highs of last 3 bars
  4. but less than highest highs of last 20 bars
  5. sell

  1. if price is
  2. lower than
  3. lowest lows of last 3 bars
  4. but more than lowest lows of last 20 bars
  5. buy

Condition 2

  1. if value from trend() function is less/more than -X and +X value
  2. and
  3. price is less/more than lowest lows/highest highs of last 20 bars
  4. then
  5. consider next condition

Condition 2.1

  1. highest high of last 3 bar (or lowest low of last 3 bar)
  2. subtract by current price (Current price subtract above)
  3. is more than
  4. X value (consider large move)
  5. then send two orders, BUYSTOP and SELLSTOP
  6. at specified offset from current price

Condition 2.2

  1. Close price from last 2 bar
  2. subtract by current price (Current price subtract above)
  3. is less than
  4. X value (consider small move)
  5. then send two orders, BUYSTOP and SELLSTOP
  6. at specified offset from current price

BUYSTOP and SELLSTOP are sent with specific expire time, which is configurable. However default is 90 minutes.


The EA is attached, source code also.
Back test on GBPUSD and setting are shown in the strategy report files.
Usage timeframe is M15 only
Pair, (I think any) not sure for JPY
Not design for commodity
if spread is more than 60 points (6 pips) you may need to adjust the setting.


note:
feb10_revamp_edited.zip --> Fix issue EA stopped, or freeze. show error "array out of range"

2015.03.28
Release version that fix continuous error loop, unable to delete invalid pending order ticket.
Upgrade algorithm to reduce draw down, using partial hedging with higher lot size.
(download here)

Attached File(s)
File Type: zip strategytest.zip   164 KB | 1,572 downloads
File Type: zip feb10 revamp_edited1.zip   147 KB | 1,930 downloads | Uploaded Mar 6, 2015 9:07am
Holy grail, pls pm
  • #2
  • Feb 28, 2015 7:56am Feb 28, 2015 7:56am
So ... ok ! Post that baby, to have a look and to give him a try !
  • #3
  • Feb 28, 2015 8:04am Feb 28, 2015 8:04am
some screenshots
Attached Image(s) (click to enlarge)
Click to Enlarge Name: forex8.png Size: 17 KB
Click to Enlarge Name: forex10.png Size: 18 KB
Attached Images
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  • #4
  • Feb 28, 2015 8:18am Feb 28, 2015 8:18am
UseAutoID is true when false, mean you have to type in your own Magic Number in order to run multiple chart with same pair

e.g. GBPUSD1, GBPUSD2

UserDefine_SpreadTooHigh if your broker gave you unfair spread change this to your comfortable level, unit is Points (10 points=1pip)

init_lot_size <-- up to your account balance, see back test drawndown first
exponent is where is power total order and place as new lot size when do averaging recovery
squeeze_factor is percent of 24hours average thru range (ATR) you think you can get out when averaging multiple positions from break even price
atr_range is number of bar use to calculate system's ATR
Calm_candles, is number of bar that use to calculate total range (highest to lowest)
Calm_range, is the limit minimum range the trading range need to exceed before another algorithm can be activated
HoldMinutes, how many minute after position is closed, the ea will freeze before open new position
neg_percentile, I experiment from -30 to 20, default is 0
barpercentile, how many bar to calculate range then use that range to see where current price percentile is (it's not z-score)
bar1,bar2,bar3 default are 3,20,40 don't ask me why, you can try to change
I recommend bar1 from 2 to 6, bar2 shall be 3-10 times of bar1 then bar3 is double of bar2
TrendValue ----> we need to talk about it default is 30 points.
MoveLarge How much move in "bar1" bars you think is "large"
MoveRecent How much move in past 2 bar you think is pretty significant


Inserted Code
input bool UseAutoID=true;
input int User_define_Bot_ID=1000;
input int UserDefine_SpreadTooHigh=60;   //Points
input double init_lot_size=0.1;
input double exponent=1.44;
input double squeeze_factor=0.3;
input int atr_range=24;
input int candles_range=12; << I guess not use
input int Calm_candles=8;
input string Calm_range_info="unit in point";
input int Calm_range=200;
input int D1_atr_range=10;
input int HoldMinutes=60;
input int  High_Or_Low_Diff=40; << sure, not used but I posted already
input double neg_percentile=0;
input int barpercentile=36;
input int bar1=3;
input int bar2=20;
input int bar3=40;
input int TrendValue=30;
input int MoveLarge=500;
input int MoveRecent=250;
Attached Image (click to enlarge)
Click to Enlarge Name: revamp.PNG Size: 49 KB
Holy grail, pls pm
  • #5
  • Feb 28, 2015 8:20am Feb 28, 2015 8:20am
Quoting DerBerliner
So ... ok ! Post that baby, to have a look and to give him a try !
it's been awhile my friend

now i'm back

with very promising ea ever!!!
Holy grail, pls pm
  • #6
  • Feb 28, 2015 8:24am Feb 28, 2015 8:24am
trend() function

idea is simple

I want to read the trend that going to happen in smaller tf (m5) before happen in 15 but giving confluence from same tf in different period. Calculate them and given a guess-timate weight on eah MA.
Combine them together

Hurrah ---> trend's value

and I use this number through out my system. It's result of observation

Inserted Code
double trend()
  {
   double ma1=iMA(NULL,PERIOD_M5,5,0,MODE_EMA,PRICE_CLOSE,0);
   double ma2=iMA(NULL,PERIOD_M5,10,0,MODE_EMA,PRICE_CLOSE,0);
   double ma3=iMA(NULL,PERIOD_M5,20,0,MODE_EMA,PRICE_CLOSE,0);
   double ma4=iMA(NULL,PERIOD_M5,40,0,MODE_EMA,PRICE_CLOSE,0);
   double ma5=iMA(NULL,PERIOD_M15,5,0,MODE_EMA,PRICE_CLOSE,0);
   double ma6=iMA(NULL,PERIOD_M15,10,0,MODE_EMA,PRICE_CLOSE,0);
   double ma7=iMA(NULL,PERIOD_M15,20,0,MODE_EMA,PRICE_CLOSE,0);
   double ma8=iMA(NULL,PERIOD_M15,40,0,MODE_EMA,PRICE_CLOSE,0);
   double magnitude1=0;
   double magnitude2=0;
   magnitude1=magnitude1+0.5*(ma1-ma2)+0.35*(ma2-ma3)+0.15*(ma3-ma4);
   magnitude2=magnitude2+0.5*(ma5-ma6)+0.35*(ma6-ma7)+0.15*(ma7-ma8);
   return(0.3*magnitude1+0.7*magnitude2);
  }
Holy grail, pls pm
  • #7
  • Mar 1, 2015 8:23am Mar 1, 2015 8:23am
Hi.First of all I am sorry for my bad english.iamgotzaa I really like this EA, but I don`t understand where I have to put all these files /Lib , OA, Trade/.Is there a news filter? How many pips in loss before this EA close all orders? Do you have an idea why I can`t use the sourse code / I can use only the ex.4 file/.Thanks!
  • #8
  • Mar 1, 2015 12:27pm Mar 1, 2015 12:27pm
Hi iamgotzaa

thanks for your Goodwill to share your EA with us.

I have an error when I try a BT with same range of date.
Attached Image (click to enlarge)
Click to Enlarge Name: Image2.png Size: 23 KB


From 01.01.2013 till 25.02.2015 no error.
Attached Image (click to enlarge)
Click to Enlarge Name: Test_Feb10v_01.01.2013_tp_25.02.2015.PNG Size: 57 KB


What I do wrong ?
  • #9
  • Mar 1, 2015 11:35pm Mar 1, 2015 11:35pm
Quoting ivanovvvv
Hi.First of all I am sorry for my bad english.iamgotzaa I really like this EA, but I don`t understand where I have to put all these files /Lib , OA, Trade/.Is there a news filter? How many pips in loss before this EA close all orders? Do you have an idea why I can`t use the sourse code / I can use only the ex.4 file/.Thanks!
just use .ex4 file.put it in\MQL4\Experts\ folder
Holy grail, pls pm
  • #10
  • Mar 1, 2015 11:37pm Mar 1, 2015 11:37pm
Quoting Badguy
Hi iamgotzaa thanks for your Goodwill to share your EA with us. I have an error when I try a BT with same range of date. {image} From 01.01.2013 till 25.02.2015 no error. {image} What I do wrong ?
thanks for backtest.I don't see such error on my back test. Is it happen to certain date? probably not?
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  • #11
  • Mar 2, 2015 6:38am Mar 2, 2015 6:38am
thanks for the upload iamgotzaa . the previous version was great, tested for 8 months with steady profits. can i ask if the best settings are hardcoded in the EA? or is there a separate set file we can use thanks
  • #12
  • Mar 2, 2015 6:35pm Mar 2, 2015 6:35pm
Quoting blamshakk
thanks for the upload iamgotzaa . the previous version was great, tested for 8 months with steady profits. can i ask if the best settings are hardcoded in the EA? or is there a separate set file we can use thanks
Wow 8 months. I never thought it could get that far.

Most of the critical parameters , at least the part I think, are hard coded.
However other user define are open. I use default value only.
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  • #13
  • Mar 4, 2015 2:21am Mar 4, 2015 2:21am
  •  sym
  • Joined Apr 2011 | Status: Working... (too much) :) | 356 Posts
Thanks man...

I'll study your code.

Have a good day
--- nothing to say ---
  • #14
  • Mar 4, 2015 2:36am Mar 4, 2015 2:36am
Quoting sym
Thanks man... I'll study your code. Have a good day
be my guest
Holy grail, pls pm
  • #15
  • Mar 4, 2015 2:40am Mar 4, 2015 2:40am
[Update thread]

plugged in DEMO trade explorer
running the posted code on VPS

I'm looking for long run forward test.

number of pair as shown in the screenshot
Attached Image (click to enlarge)
Click to Enlarge Name: screenshot.PNG Size: 95 KB
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  • #16
  • Mar 4, 2015 3:55am Mar 4, 2015 3:55am
some actions on Buddhism's holiday.
Attached Image (click to enlarge)
Click to Enlarge Name: image.jpg Size: 181 KB
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  • #17
  • Mar 4, 2015 6:28am Mar 4, 2015 6:28am
Im in
  • #18
  • Mar 4, 2015 7:33am Mar 4, 2015 7:33am
Quoting mhejek
Im in
Welcome, comrade
Holy grail, pls pm
  • #19
  • Mar 4, 2015 9:42am Mar 4, 2015 9:42am
Hello iamgotzaa

I glad you returned to the stop orders .
If you check my explorer you can see you system, with selected pairs running ok for more than 28 weeks now (in demo).

I've made some changes to the previous latest version including a risk setting for entry and minimum lot size, plus some changes into the idle state in order to take over where it left, just in case smb gets disconnected or there is a pc/vpc restart .

I see in your latest code that you have provisioned for resuming, but only if there is only one order (quick glance). You should provision for multiple orders existing as well.

I will check you code and test it thoroughly with a minimum of 5 years of 100% correct tick data.

BR
Oltion Bregu
Looking for the best HFT system, fully automated. Work in Progress!
  • #20
  • Edited 5:28am Mar 6, 2015 3:14am | Edited 5:28am
Hello iamgotzaa
I did several tests, and the best results I found them with chart M30 and parameter neg_percentile 0.2
EA I have noticed that sometimes freezes....

I discovered why crashes
from this error in the log:
"array out of range in lib.mq4 (59,14)"

Can you help me?
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