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Kopratasa EA & BDM

  • #21
  • Mar 10, 2015 8:56am Mar 10, 2015 8:56am
Heyy hotpotato, is there a way to make the ea filter and show only the buy/sell strong onto the list? As of now, I need to create the buy/sell file, open the note version and check which pair is inside so that I can use your bdm to check each pair. Perhaps there is another way you can suggest to me for checking the strong pairs only?
  • #22
  • Mar 10, 2015 9:38am Mar 10, 2015 9:38am
London closed.

Core split 4/3 and kopratasa Asian+2 entered at London-1

And i already pocketed about 50 on GBP6-cci140.
Attached Image(s) (click to enlarge)
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Click to Enlarge Name: tue4.PNG Size: 26 KB
info@metacharttools,com
  • #23
  • Edited 10:00am Mar 10, 2015 9:48am | Edited 10:00am
Quoting ckyon1
Heyy hotpotato, is there a way to make the ea filter and show only the buy/sell strong onto the list? As of now, I need to create the buy/sell file, open the note version and check which pair is inside so that I can use your bdm to check each pair. Perhaps there is another way you can suggest to me for checking the strong pairs only?
Click on [Buy strong], below the button you will get a basket name fi. BS2-07 (buy strong-Day2-7 pairs).
Go to BDM and fill that name in the field that says "basket file name" (it is an editable input field) and hit enter.
Select the pairs you do not want in the basket.
Go to kopratasa and click on the tick behind those pairs it will turn into a read cross (and vv).
Click on the [Buy strong] again and you will get a new filename fi. BS2-04.
Click on [generate offline] and fill in the basketname as usual.
info@metacharttools,com
  • #24
  • Edited 10:39am Mar 10, 2015 10:27am | Edited 10:39am
Kopratasa 1.05 with correlation indicator and snapshot possibility.

Snapshot params:

Take snapshots - true/false
Start taking snapshots hour - Starting hour (local pc time) to start the sefies.
Stop taking snapshot hour - Last full hour to take a snapshot.

The system will take a snapshot every hour two minutes after the whole hour between Start taking snapshots hour and Stop taking snapshot hour.
Snapshot will be put in MQL4/files/BDM/SNAPSHOTS and be named Snap-(day of week)-(hour).gif

On the correlation settings, we have to do some research for the time/bars-level setting.
90 H1 bars give too much of correlations and cross correlations.

Ps. download retracted for just a moment forgot the correlation library.

SOLVED
Attached Image (click to enlarge)
Click to Enlarge Name: kopracorr.PNG Size: 42 KB
Attached Image
Attached File(s)
File Type: zip kopratasav1.05.zip   223 KB | 1,323 downloads
info@metacharttools,com
  • #25
  • Mar 10, 2015 10:31am Mar 10, 2015 10:31am
Quoting Hotpotato
London closed. Core split 4/3 and kopratasa Asian+2 entered at London-1 And i already pocketed about 50 on GBP6-cci140. {image} {image} {image} {image}
Hi Hotpotato,

Nice trades

When you mean Asian+2,do you mean you used the "shift" feature in the kopra ea?

You didn't answer the first question I posted in the thread regarding the correlation filter.
I know you answered a related question to another trader, but since I'm not familiar to the Pearsons indie... (I do correlation "by hand" using Oanda's heatmap)
I understand the explanations you gave in terms of the way the values are calculated, however, to fully understand what you posted on that initial v1.05 snapshot, I ask:

  1. The correlation values only appear when the correlation is below 75%?
  2. The 13 pairs are ALL directly correlated (one against each of the others) on more the 75% (except the two that appear with 73%)?

I'm still waiting for my final figues of today to post...

Thanks and keep pipping!

  • #26
  • Mar 10, 2015 10:36am Mar 10, 2015 10:36am
Quoting Hotpotato
Kopratasa 1.05 with correlation indicator and snapshot possibility. Snapshot params: Take snapshots - true/false Start taking snapshots hour - Starting hour (local pc time) to start the sefies. Stop taking snapshot hour - Last full hour to take a snapshot. The system will take a snapshot every hour two minutes after the whole hour between those times. Snapshot will be put in MQL4/files/BDM/SNAPSHOTS and be named Snap-(day of week)-(hour).gif On the correlation settings, we have to do some research for the time/bars setting. Ps. download retracted...
Hello again,

Was busy writing the previous post and you were busy posting the new version of the kopra ea...

In terms of the "new" correlation filtering, forget about my previous question and please explain what I'm seeing now...

Thanks.
  • #27
  • Edited 11:12am Mar 10, 2015 11:00am | Edited 11:12am
Correlation.

The system builds a 28 by 28 two dimensional array and fills it with the correlation values calculated over 90 H1 bar close prices.
Correlation value -1 pairs went in different direction the last 90 hours, correlation 1 pairs went in the same direction in that time, correlation 0 no correlation.

On creating the buy/sell trade advice the system will check the correlation value for every pair in the basket against every other pair in that basket.
Cross correlation can occur fi gbpcad - cadusd - gbpusd and the system will just display all those correlations and their cross correlations.

There will be much less of those if you change the input params and calculate the correlation over two weeks or a month.

Also the value to report it as a correlation -0.7 could be raised to -0.8 or even -0.9.

It depends on how you trade.
If you trade short-term (day to day) you would be interested in the short term (a day of two back) correlation of pairs.
If you trade longer terms you would be interested in longer term pair correlations.

Quote
When you mean Asian+2,do you mean you used the "shift" feature in the kopra ea?

Nope, Assian+2 is the second hour of the Asia session (3 in the params at GMT+1).
info@metacharttools,com
  • #28
  • Mar 10, 2015 11:12am Mar 10, 2015 11:12am
Quoting Hotpotato
Correlation. The system builds a 28 by 28 two dimensional array and fills it with the correlation values calculated over 90 H1 bar close prices, correlation 0 no correlation. Correlation value -1 pairs went in different direction the last 90 hours, correlation 1 pairs went in the same direction in that time. On creating the buy/sell trade advice the system will check the correlation value for every pair in the basket against every other pair in that basket. Cross correlation can occur fi gbpcad - cadusd - gbpusd and the system will just display...
Ok in terms of the asian session (was thinking of something else )

Regarding the correlation (again) the info/labels that the system puts out:

In the first label of your snapshot (-0.94 AUDUSD -0.98 NZDUSD -0.80 AUDJPY -0.96 NZDJPY) thos are all the pairs in the basket that have a negative correlation with AUDCAD, right? (if AUDCAD goes north, those 4 pairs are going south...)

Thanks!
  • #29
  • Mar 10, 2015 11:14am Mar 10, 2015 11:14am
Quoting Hotpotato
Kopratasa 1.05 with correlation indicator and snapshot possibility. Snapshot params: Take snapshots - true/false Start taking snapshots hour - Starting hour (local pc time) to start the sefies. Stop taking snapshot hour - Last full hour to take a snapshot. The system will take a snapshot every hour two minutes after the whole hour between Start taking snapshots hour and Stop taking snapshot hour. Snapshot will be put in MQL4/files/BDM/SNAPSHOTS and be named Snap-(day of week)-(hour).gif On the correlation settings, we have to do some research for...
Wow Hotpotato,

You are so hot and fast to update.

ready to test the snapshot selfie for tomorrow. Lucky for me live in gmt +8 so its my normal day to see asia market session.

Happy pippin even still virtual mode...
Look for it and you will find it
  • #30
  • Mar 10, 2015 11:17am Mar 10, 2015 11:17am
Quoting Hotpotato
Kopratasa 1.05 with correlation indicator and snapshot possibility. Snapshot params: Take snapshots - true/false Start taking snapshots hour - Starting hour (local pc time) to start the sefies. Stop taking snapshot hour - Last full hour to take a snapshot. The system will take a snapshot every hour two minutes after the whole hour between Start taking snapshots hour and Stop taking snapshot hour. Snapshot will be put in MQL4/files/BDM/SNAPSHOTS and be named Snap-(day of week)-(hour).gif On the correlation settings, we have to do some research for...
Hy.. same problem here for sdsc correlation ddl
Regards
  • #31
  • Mar 10, 2015 11:19am Mar 10, 2015 11:19am
Quoting vmc
{quote} Ok in terms of the asian session (was thinking of something else ) Regarding the correlation (again) the info/labels that the system puts out: In the first label of your snapshot (-0.94 AUDUSD -0.98 NZDUSD -0.80 AUDJPY -0.96 NZDJPY) thos are all the pairs in the basket that have a negative correlation with AUDCAD, right? (if AUDCAD goes north, those 4 pairs are going south...) Thanks!
Yes but that is only calculated over the last 90 hours or about 4 days.

Generate a basket with correlations and have a look at it in BDM.
info@metacharttools,com
  • #32
  • Mar 10, 2015 11:19am Mar 10, 2015 11:19am
Btw, if the automaticaly freeze the screen is true, is the snapshot will get the updated status?

So should the auto freeze set to false when we want the snapshot do his selfie works?
Look for it and you will find it
  • #33
  • Mar 10, 2015 11:21am Mar 10, 2015 11:21am
Quoting cescof
{quote} Hy.. same problem here for sdsc correlation ddl Regards
You were a fast downloader !
I added it 10 minutes later.
So please download again.
info@metacharttools,com
  • #34
  • Mar 10, 2015 11:22am Mar 10, 2015 11:22am
Quoting Hotpotato
{quote} Yes but that is only calculated over the last 90 hours or about 4 days. Generate a basket with correlations and have a look at it in BDM.
I think for the correlation data, need to add more sample data, let say above 500. in statistics, higher sample number is better but not always accurate.

need to balance it. And do the processing eat CPU ? have you test this and affected performance. Bcoz running seller ea already eat 25% of my cpu.
Look for it and you will find it
  • #35
  • Edited 12:38pm Mar 10, 2015 11:23am | Edited 12:38pm
Quoting braveh4rt
Btw, if the automaticaly freeze the screen is true, is the snapshot will get the updated status? So should the auto freeze set to false when we want the snapshot do his selfie works?
Yes, if else you would get the same selfies after the screen locks.
It it not a heavy EA so you could install 2, one with lock and one with screenshots.
info@metacharttools,com
  • #36
  • Mar 10, 2015 12:38pm Mar 10, 2015 12:38pm
Quoting Hotpotato
{quote} You were a fast downloader ! I added it 10 minutes later. So please download again.
I've donwloaded after your edit... but i'll try again now.
Regards
  • #37
  • Mar 10, 2015 12:41pm Mar 10, 2015 12:41pm
Quoting braveh4rt
{quote} I think for the correlation data, need to add more sample data, let say above 500. in statistics, higher sample number is better but not always accurate. need to balance it. And do the processing eat CPU ? have you test this and affected performance. Bcoz running seller ea already eat 25% of my cpu.
If you have a multi core cpu (I3 or higher) you can run multiple instances of your mt4 terminal on the same account so they will run in different cores.
Then spread your bt's over them.
info@metacharttools,com
  • #38
  • Mar 10, 2015 1:09pm Mar 10, 2015 1:09pm
Hello HP...I am getting following error...any idea what settings required. Import DLL is already activated in MT4.

2015.03.10 23:04:41.955 unresolved import function call
2015.03.10 23:04:41.955 Cannot call 'SDSCorrelation.dll:earsons', 'SDSCorrelation.dll' is not loaded
2015.03.10 23:04:41.470 Cannot load 'C:\Users\Administrator\AppData\Roaming\MetaQuotes\Terminal\FCC0A4F90DE2D0CCDF853FD5378FEAF9\MQL4\Libraries\SDSCorrelation.dll' [126]
  • #39
  • Mar 10, 2015 1:17pm Mar 10, 2015 1:17pm
Quoting AbhijetPandi
Hello HP...I am getting following error...any idea what settings required. Import DLL is already activated in MT4. 2015.03.10 23:04:41.955 unresolved import function call 2015.03.10 23:04:41.955 Cannot call 'SDSCorrelation.dll:earsons', 'SDSCorrelation.dll' is not loaded 2015.03.10 23:04:41.470 Cannot load 'C:\Users\Administrator\AppData\Roaming\MetaQuotes\Terminal\FCC0A4F90DE2D0CCDF853FD5378FEAF9\MQL4\Libraries\SDSCorrelation.dll' [126]
Hi,

Download and install v1.05 again, i added the dll a bit later.
info@metacharttools,com
  • #40
  • Mar 10, 2015 1:25pm Mar 10, 2015 1:25pm
Quoting Hotpotato
{quote} Hi, Download and install v1.05 again, i added the dll a bit later.
Same error here after new download..
Regards
edit it's ok on my pc not ok on my Vps.. Any suggests?
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