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My EA Gift to Traders

  • #1,021
  • Edited 2:17am Apr 9, 2015 1:52am | Edited 2:17am
Quoting crebcreb
Hi again guys about the problem with EA optimization: I did the follow: I have unziped TradersGift Strategy Optimizer.zip from page 1 and run setup.exe I even installed dotNetFx35setup enclosed in the zip file. I got an error message about the Powerpack and I used the PowerPacksSetup file to install it. after I unziped trader gift I got 3 files "TG_EU_60...set ,TG_AUD_60....set and TG_GBP_60...set" then I clicked on the strategic optimazer "select data source" then opens a search window with file format CSV files, but it can not find the needed...
Please read Post #1014 carefully. You must do some homework before you post and at least take the time to read the quick start guide..

You need to download the data files ! Not the .set files. 2/3 way down the post. 7 Majors 2015.zip
  • #1,022
  • Apr 9, 2015 10:49am Apr 9, 2015 10:49am
Hi Dave,
Why I can't see the optimized data of CandleSticks filter after optimization? Dose it can be optimized?
Thanks!
  • #1,023
  • Apr 9, 2015 12:49pm Apr 9, 2015 12:49pm
Quoting Dave_C
The Strategy Optimizer is coming along. At the moment , I'm working on the mathematical logic for the ZigZag indicator. I have added ATR and improved display of strategies in that each strategy is displayed as soon as you have completed that tab. Download update here.
Thanks for your great work on this project (EA and SO),

I uninstalled the old version of SO and installed this new version.

I am getting a frequent exception (screen shot attached). It mostly happens when I click on the MACD tab after I have already ran an RSI only optimization. I should also say that the last version of SO did not exhibit this bug.

Exception details are:
Inserted Code
See the end of this message for details on invoking
just-in-time (JIT) debugging instead of this dialog box.
************** Exception Text **************
System.ArgumentOutOfRangeException: InvalidArgument=Value of '10' is not valid for 'index'.
Parameter name: index
   at System.Windows.Forms.ListBox.ObjectCollection.SetItemInternal(Int32 index, Object value)
   at System.Windows.Forms.ListBox.ObjectCollection.set_Item(Int32 index, Object value)
   at StrategyOptimizer.Form1.UpdateStrategies()
   at StrategyOptimizer.Form1.TabControl1_SelectedIndexChanged(Object sender, EventArgs e)
   at System.Windows.Forms.TabControl.OnSelectedIndexChanged(EventArgs e)
   at System.Windows.Forms.TabControl.WmSelChange()
   at System.Windows.Forms.TabControl.WndProc(Message& m)
   at System.Windows.Forms.Control.ControlNativeWindow.OnMessage(Message& m)
   at System.Windows.Forms.Control.ControlNativeWindow.WndProc(Message& m)
   at System.Windows.Forms.NativeWindow.Callback(IntPtr hWnd, Int32 msg, IntPtr wparam, IntPtr lparam)
 
************** Loaded Assemblies **************
mscorlib
    Assembly Version: 4.0.0.0
    Win32 Version: 4.0.30319.34209 built by: FX452RTMGDR
    CodeBase: file:///C:/Windows/Microsoft.NET/Framework/v4.0.30319/mscorlib.dll
----------------------------------------
StrategyOptimizer
    Assembly Version: 1.0.0.0
    Win32 Version: 1.0.0.0
    CodeBase: file:///C:/Users/rick/AppData/Local/Apps/2.0/74YYQC46.OQ0/2CW3KPBP.WYH/stra..tion_466291dff0b5e00f_0001.0000_9510248511550dd1/StrategyOptimizer.exe
----------------------------------------
Microsoft.VisualBasic
    Assembly Version: 10.0.0.0
    Win32 Version: 12.0.51209.34209 built by: FX452RTMGDR
    CodeBase: file:///C:/Windows/Microsoft.Net/assembly/GAC_MSIL/Microsoft.VisualBasic/v4.0_10.0.0.0__b03f5f7f11d50a3a/Microsoft.VisualBasic.dll
----------------------------------------
System.Windows.Forms
    Assembly Version: 4.0.0.0
    Win32 Version: 4.0.30319.34209 built by: FX452RTMGDR
    CodeBase: file:///C:/Windows/Microsoft.Net/assembly/GAC_MSIL/System.Windows.Forms/v4.0_4.0.0.0__b77a5c561934e089/System.Windows.Forms.dll
----------------------------------------
System.Drawing
    Assembly Version: 4.0.0.0
    Win32 Version: 4.0.30319.34209 built by: FX452RTMGDR
    CodeBase: file:///C:/Windows/Microsoft.Net/assembly/GAC_MSIL/System.Drawing/v4.0_4.0.0.0__b03f5f7f11d50a3a/System.Drawing.dll
----------------------------------------
System
    Assembly Version: 4.0.0.0
    Win32 Version: 4.0.30319.34238 built by: FX452RTMGDR
    CodeBase: file:///C:/Windows/Microsoft.Net/assembly/GAC_MSIL/System/v4.0_4.0.0.0__b77a5c561934e089/System.dll
----------------------------------------
System.Runtime.Remoting
    Assembly Version: 4.0.0.0
    Win32 Version: 4.0.30319.34245 built by: FX452RTMGDR
    CodeBase: file:///C:/Windows/Microsoft.Net/assembly/GAC_MSIL/System.Runtime.Remoting/v4.0_4.0.0.0__b77a5c561934e089/System.Runtime.Remoting.dll
----------------------------------------
System.Windows.Forms.DataVisualization
    Assembly Version: 4.0.0.0
    Win32 Version: 4.0.30319.34209
    CodeBase: file:///C:/Windows/Microsoft.Net/assembly/GAC_MSIL/System.Windows.Forms.DataVisualization/v4.0_4.0.0.0__31bf3856ad364e35/System.Windows.Forms.DataVisualization.dll
----------------------------------------
Microsoft.VisualBasic.PowerPacks.Vs
    Assembly Version: 10.0.0.0
    Win32 Version: 10.0.30319.1
    CodeBase: file:///C:/Users/rick/AppData/Local/Apps/2.0/74YYQC46.OQ0/2CW3KPBP.WYH/stra..tion_466291dff0b5e00f_0001.0000_9510248511550dd1/Microsoft.VisualBasic.PowerPacks.Vs.DLL
----------------------------------------
TA-Lib-Core
    Assembly Version: 1.0.3599.27973
    Win32 Version:
    CodeBase: file:///C:/Users/rick/AppData/Local/Apps/2.0/74YYQC46.OQ0/2CW3KPBP.WYH/stra..tion_466291dff0b5e00f_0001.0000_9510248511550dd1/TA-Lib-Core.DLL
----------------------------------------
System.Data
    Assembly Version: 4.0.0.0
    Win32 Version: 4.0.30319.34209 built by: FX452RTMGDR
    CodeBase: file:///C:/Windows/Microsoft.Net/assembly/GAC_32/System.Data/v4.0_4.0.0.0__b77a5c561934e089/System.Data.dll
----------------------------------------
System.Core
    Assembly Version: 4.0.0.0
    Win32 Version: 4.0.30319.34209 built by: FX452RTMGDR
    CodeBase: file:///C:/Windows/Microsoft.Net/assembly/GAC_MSIL/System.Core/v4.0_4.0.0.0__b77a5c561934e089/System.Core.dll
----------------------------------------
System.Xml
    Assembly Version: 4.0.0.0
    Win32 Version: 4.0.30319.34234 built by: FX452RTMGDR
    CodeBase: file:///C:/Windows/Microsoft.Net/assembly/GAC_MSIL/System.Xml/v4.0_4.0.0.0__b77a5c561934e089/System.Xml.dll
----------------------------------------
************** JIT Debugging **************
To enable just-in-time (JIT) debugging, the .config file for this
application or computer (machine.config) must have the
jitDebugging value set in the system.windows.forms section.
The application must also be compiled with debugging
enabled.
For example:
<configuration>
    <system.windows.forms jitDebugging="true" />
</configuration>
When JIT debugging is enabled, any unhandled exception
will be sent to the JIT debugger registered on the computer
rather than be handled by this dialog box.
For the time being, my workaround is to re-start the application, re-load the data file and re-load the set file (if I created a set file from what I was testing).

Rick
Attached Image (click to enlarge)
Click to Enlarge Name: so-exception.png Size: 1.9 MB
  • #1,024
  • Apr 9, 2015 1:27pm Apr 9, 2015 1:27pm
Quoting albb205
Hi Dave, Why I can't see the optimized data of CandleSticks filter after optimization? Dose it can be optimized? Thanks!
I have no idea what you are saying. If it's Strategy Optimizer, it's not enabled yet! If it's the EA, what are you looking at? Your post does not contain any information.
  • #1,025
  • Apr 9, 2015 1:40pm Apr 9, 2015 1:40pm
Quoting rsmereka
{quote} Thanks for your great work on this project (EA and SO), I uninstalled the old version of SO and installed this new version. I am getting a frequent exception (screen shot attached). It mostly happens when I click on the MACD tab after I have already ran an RSI only optimization. I should also say that the last version of SO did not exhibit this bug. For the time being, my workaround is to re-start the application, re-load the data file and re-load the set file (if I created a set file from what I was testing). Rick {image}
Thank you for highlighting that problem. New download available now.
  • #1,026
  • Apr 9, 2015 1:53pm Apr 9, 2015 1:53pm
Quoting Dave_C
{quote} I have no idea what you are saying. If it's Strategy Optimizer, it's not enabled yet! If it's the EA, what are you looking at? Your post does not contain any information.
1: As a MACD optimizing, all of optimized data are shown in a window like the Sreenshot2 after finished, but without the CandleStick data I choiced it for optimizing.

2: There is one error message frequently put out as Sreenshot1. What is the problem?
Attached Images
  • #1,027
  • Apr 9, 2015 2:11pm Apr 9, 2015 2:11pm
Hi Dave,

I've been lurking for some time. I appreciate all your hard work and generosity. I was wondering if there was a way you could make your optimizer for any ea and allow for a generic EA parameters page that would read the extern parameters of an EA and present a generic page on your optimizer. I have a EA with a good strategy, but it just takes forever to optimize it. I would love to see if your software would be faster. Thanks! TCO.
  • #1,028
  • Edited 4:30pm Apr 9, 2015 4:01pm | Edited 4:30pm
Quoting albb205
{quote} 1: As a MACD optimizing, all of optimized data are shown in a window like the Sreenshot2 after finished, but without the CandleStick data I choiced it for optimizing. 2: There is one error message frequently put out as Sreenshot1. What is the problem? {image} {image}
Please see the post right above your post regarding the error (12 minutes before your post). I REPEAT Candlesticks are not enabled at this stage. I told you that in Post #1024. At any rate, had you read the Getting Started help file or even previous posts, you would have realised that!

Please help me by reading carefully! By reading the posts since your Post #1022, both of your concerns had already been addressed.
  • #1,029
  • Edited 4:44pm Apr 9, 2015 4:25pm | Edited 4:44pm
Quoting TallCoolOne
Hi Dave, I've been lurking for some time. I appreciate all your hard work and generosity. I was wondering if there was a way you could make your optimizer for any ea and allow for a generic EA parameters page that would read the extern parameters of an EA and present a generic page on your optimizer. I have a EA with a good strategy, but it just takes forever to optimize it. I would love to see if your software would be faster. Thanks! TCO.
Reading the parameters of an EA does not give insight into it's purpose. Even if the indicators fall within the scope of the Traders Gift EA, that does not necessarily mean that they are being interpreted in the same way. A good example is the interpretation of Bollinger Bands. There's more than 1 way to interpret the readings.
Even looking at your own EA, I don't interpret the MACD crossing 0, I use the signal line crossing the MACD line. (See Post #873)

Traders Gift Strategy Optimizer is much faster than MT4 in optimization because of it's improved genetic algorithm. Your must understand that when you start combining variables, the number of passes become exponential. For example combine 10 variables with 10 iterations each and you potentially have 10 billion combinations. You can cut your optimization times dramatically by not playing around with the shorter timeframes. I don't recommend any timeframe less than 60 minutes. Don't optimize beyond 3 months data. Use out of sample back testing.

The major point with Strategy Optimizer is that it takes the most pessimistic path therefore tick data back testing is not required since the EA only trades on bar close.
  • #1,030
  • Apr 9, 2015 4:27pm Apr 9, 2015 4:27pm
Quoting TallCoolOne
Hi Dave, I've been lurking for some time. I appreciate all your hard work and generosity. I was wondering if there was a way you could make your optimizer for any ea and allow for a generic EA parameters page that would read the extern parameters of an EA and present a generic page on your optimizer. I have a EA with a good strategy, but it just takes forever to optimize it. I would love to see if your software would be faster. Thanks! TCO.
The Tall Cool One has awoken!!!...great to see you after so long..i still use TCO EA till now on my PAMM..i owe you a debt of gratitude..Dave C's EA is one helluva an effort..i hope you guys get to put heads together..now that would be something!!..cheeers
Carpe Diem
  • #1,031
  • Apr 9, 2015 5:24pm Apr 9, 2015 5:24pm
The latest post of Strategy Optimizer addressing all errors is at Post #1025.
  • #1,032
  • Apr 9, 2015 10:44pm Apr 9, 2015 10:44pm
Hi Dave, many thanks for your job!! It looks as the best EA ever!!

Just one thing, how to exactly replicate your own strategies? I mean "7 Majors - MACD CDL Filter" for example? Where the set files?

Thank a lot!
Nikon
  • #1,033
  • Apr 10, 2015 2:04am Apr 10, 2015 2:04am
Quoting nikon82
Hi Dave, many thanks for your job!! It looks as the best EA ever!! Just one thing, how to exactly replicate your own strategies? I mean "7 Majors - MACD CDL Filter" for example? Where the set files? Thank a lot! Nikon
Please read from Post #1006 onwards with particular reference to Post #1017. The set files are at Post #1010 but be very careful.
  • #1,034
  • Apr 10, 2015 6:48am Apr 10, 2015 6:48am
Quoting Dave_C
{quote} Reading the parameters of an EA does not give insight into it's purpose. Even if the indicators fall within the scope of the Traders Gift EA, that does not necessarily mean that they are being interpreted in the same way. A good example is the interpretation of Bollinger Bands. There's more than 1 way to interpret the readings. Even looking at your own EA, I don't interpret the MACD crossing 0, I use the signal line crossing the MACD line. (See Post #873) Traders...
Hi Dave, I guess I didn't make myself clear. It sounds like you have come up with a possible better optimizer than MT4. What i'm suggesting, is leveraging your SO, so that it could work with any EA. It sounds like you have the strategy logic imbedded in the SO. I was hoping your SO worked any EA, but I think I understand the issue now. Still...thanks for your efforts. TCO.
  • #1,035
  • Apr 10, 2015 6:56am Apr 10, 2015 6:56am
Quoting nkimandi
{quote} The Tall Cool One has awoken!!!...great to see you after so long..i still use TCO EA till now on my PAMM..i owe you a debt of gratitude..Dave C's EA is one helluva an effort..i hope you guys get to put heads together..now that would be something!!..cheeers
Hi Nkimandi, I'm still kicking. I have been working on a SonicR EA, that I was posted in SH's forum, written by Morcos. I have taken the logic from that and put it in my own EA shell. It has been doing very well on the backtesting/WFA process. It just takes time testing all the pairs and TFs. I need to optimize the code some more to speed up the optimize/WFA cycles. I'm going to demo it for while and see how it goes. I will probably post it here and share my work. I'm glad you are still using my TCO EA, I hope all is going well for you. Thanks - TCO
  • #1,036
  • Apr 10, 2015 10:53am Apr 10, 2015 10:53am
Quoting Dave_C
{quote} Thank you for highlighting that problem. New download available now.
Thanks for fixing the bug and thanks for producing the new version,

Unfortunately, there is still at least one more range issue in the application (see attached screen shot). Here is how I replicated the exception:

1. open SO
2. load GBPUSD 2015 csv file (from your post #1)
3. Click on the Stoc tab and enable this strategy (RSI is enabled by default)
4. Run the optimization
5. Attempt to disable the Stoc strategy by unchecking the 'enable' check-box... blamo

Exception details:
Inserted Code
See the end of this message for details on invoking
just-in-time (JIT) debugging instead of this dialog box.
************** Exception Text **************
System.ArgumentOutOfRangeException: InvalidArgument=Value of '10' is not valid for 'index'.
Parameter name: index
   at System.Windows.Forms.ListBox.ObjectCollection.SetItemInternal(Int32 index, Object value)
   at System.Windows.Forms.ListBox.ObjectCollection.set_Item(Int32 index, Object value)
   at StrategyOptimizer.Form1.UpdateStrategies()
   at StrategyOptimizer.Form1.cb_Stoc_CheckedChanged(Object sender, EventArgs e)
   at System.Windows.Forms.CheckBox.OnCheckedChanged(EventArgs e)
   at System.Windows.Forms.CheckBox.set_CheckState(CheckState value)
   at System.Windows.Forms.CheckBox.OnClick(EventArgs e)
   at System.Windows.Forms.CheckBox.OnMouseUp(MouseEventArgs mevent)
   at System.Windows.Forms.Control.WmMouseUp(Message& m, MouseButtons button, Int32 clicks)
   at System.Windows.Forms.Control.WndProc(Message& m)
   at System.Windows.Forms.ButtonBase.WndProc(Message& m)
   at System.Windows.Forms.Control.ControlNativeWindow.OnMessage(Message& m)
   at System.Windows.Forms.Control.ControlNativeWindow.WndProc(Message& m)
   at System.Windows.Forms.NativeWindow.Callback(IntPtr hWnd, Int32 msg, IntPtr wparam, IntPtr lparam)
 
************** Loaded Assemblies **************
mscorlib
    Assembly Version: 4.0.0.0
    Win32 Version: 4.0.30319.34209 built by: FX452RTMGDR
    CodeBase: file:///C:/Windows/Microsoft.NET/Framework/v4.0.30319/mscorlib.dll
----------------------------------------
StrategyOptimizer
    Assembly Version: 1.0.0.0
    Win32 Version: 1.0.0.0
    CodeBase: file:///C:/Users/rick/AppData/Local/Apps/2.0/74YYQC46.OQ0/2CW3KPBP.WYH/stra..tion_466291dff0b5e00f_0001.0000_9510248611d41d91/StrategyOptimizer.exe
----------------------------------------
Microsoft.VisualBasic
    Assembly Version: 10.0.0.0
    Win32 Version: 12.0.51209.34209 built by: FX452RTMGDR
    CodeBase: file:///C:/Windows/Microsoft.Net/assembly/GAC_MSIL/Microsoft.VisualBasic/v4.0_10.0.0.0__b03f5f7f11d50a3a/Microsoft.VisualBasic.dll
----------------------------------------
System.Windows.Forms
    Assembly Version: 4.0.0.0
    Win32 Version: 4.0.30319.34209 built by: FX452RTMGDR
    CodeBase: file:///C:/Windows/Microsoft.Net/assembly/GAC_MSIL/System.Windows.Forms/v4.0_4.0.0.0__b77a5c561934e089/System.Windows.Forms.dll
----------------------------------------
System.Drawing
    Assembly Version: 4.0.0.0
    Win32 Version: 4.0.30319.34209 built by: FX452RTMGDR
    CodeBase: file:///C:/Windows/Microsoft.Net/assembly/GAC_MSIL/System.Drawing/v4.0_4.0.0.0__b03f5f7f11d50a3a/System.Drawing.dll
----------------------------------------
System
    Assembly Version: 4.0.0.0
    Win32 Version: 4.0.30319.34238 built by: FX452RTMGDR
    CodeBase: file:///C:/Windows/Microsoft.Net/assembly/GAC_MSIL/System/v4.0_4.0.0.0__b77a5c561934e089/System.dll
----------------------------------------
System.Runtime.Remoting
    Assembly Version: 4.0.0.0
    Win32 Version: 4.0.30319.34245 built by: FX452RTMGDR
    CodeBase: file:///C:/Windows/Microsoft.Net/assembly/GAC_MSIL/System.Runtime.Remoting/v4.0_4.0.0.0__b77a5c561934e089/System.Runtime.Remoting.dll
----------------------------------------
System.Windows.Forms.DataVisualization
    Assembly Version: 4.0.0.0
    Win32 Version: 4.0.30319.34209
    CodeBase: file:///C:/Windows/Microsoft.Net/assembly/GAC_MSIL/System.Windows.Forms.DataVisualization/v4.0_4.0.0.0__31bf3856ad364e35/System.Windows.Forms.DataVisualization.dll
----------------------------------------
Microsoft.VisualBasic.PowerPacks.Vs
    Assembly Version: 10.0.0.0
    Win32 Version: 10.0.30319.1
    CodeBase: file:///C:/Users/rick/AppData/Local/Apps/2.0/74YYQC46.OQ0/2CW3KPBP.WYH/stra..tion_466291dff0b5e00f_0001.0000_9510248611d41d91/Microsoft.VisualBasic.PowerPacks.Vs.DLL
----------------------------------------
TA-Lib-Core
    Assembly Version: 1.0.3599.27973
    Win32 Version:
    CodeBase: file:///C:/Users/rick/AppData/Local/Apps/2.0/74YYQC46.OQ0/2CW3KPBP.WYH/stra..tion_466291dff0b5e00f_0001.0000_9510248611d41d91/TA-Lib-Core.DLL
----------------------------------------
System.Data
    Assembly Version: 4.0.0.0
    Win32 Version: 4.0.30319.34209 built by: FX452RTMGDR
    CodeBase: file:///C:/Windows/Microsoft.Net/assembly/GAC_32/System.Data/v4.0_4.0.0.0__b77a5c561934e089/System.Data.dll
----------------------------------------
System.Core
    Assembly Version: 4.0.0.0
    Win32 Version: 4.0.30319.34209 built by: FX452RTMGDR
    CodeBase: file:///C:/Windows/Microsoft.Net/assembly/GAC_MSIL/System.Core/v4.0_4.0.0.0__b77a5c561934e089/System.Core.dll
----------------------------------------
System.Xml
    Assembly Version: 4.0.0.0
    Win32 Version: 4.0.30319.34234 built by: FX452RTMGDR
    CodeBase: file:///C:/Windows/Microsoft.Net/assembly/GAC_MSIL/System.Xml/v4.0_4.0.0.0__b77a5c561934e089/System.Xml.dll
----------------------------------------
************** JIT Debugging **************
To enable just-in-time (JIT) debugging, the .config file for this
application or computer (machine.config) must have the
jitDebugging value set in the system.windows.forms section.
The application must also be compiled with debugging
enabled.
For example:
<configuration>
    <system.windows.forms jitDebugging="true" />
</configuration>
When JIT debugging is enabled, any unhandled exception
will be sent to the JIT debugger registered on the computer
rather than be handled by this dialog box.
Attached Image (click to enlarge)
Click to Enlarge Name: so-exception.png Size: 72 KB
  • #1,037
  • Edited 12:23pm Apr 10, 2015 11:23am | Edited 12:23pm
Quoting rsmereka
{quote} Thanks for fixing the bug and thanks for producing the new version, Unfortunately, there is still at least one more range issue in the application (see attached screen shot). Here is how I replicated the exception: 1. open SO 2. load GBPUSD 2015 csv file (from your post #1) 3. Click on the Stoc tab and enable this strategy (RSI is enabled by default) 4. Run the optimization 5. Attempt to disable the Stoc strategy by unchecking the 'enable' check-box... blamo
Thanks for the info. I don't need the debugging list, just the error.

Here is the latest update with 2 more tabs enabled ZZ and News with the error fixed. Please confirm.
  • #1,038
  • Apr 10, 2015 12:24pm Apr 10, 2015 12:24pm
Quoting Dave_C
{quote} Thanks for the info. I don't need the debugging list, just the error. Here is the latest update with 2 more tabs enabled ZZ and News with the error fixed. Please confirm.
Thanks for that,

Confirmed. The error is fixed.

Rick
  • #1,039
  • Edited 6:45am Apr 11, 2015 3:55am | Edited 6:45am
Hi Dave!
I tried M15 timeframe, MACD and RSI optimalization and I got this error message.
What do you think is the problem?
Thank you!
Â
Â
Attached Image (click to enlarge)
Click to Enlarge Name: Error_0411.png Size: 195 KB

Â
Attached File(s)
File Type: txt Error_0411.txt   5 KB | 540 downloads
  • #1,040
  • Apr 11, 2015 5:38pm Apr 11, 2015 5:38pm
I'm trying
EurUsd
lot 0.1
short ema 5
long ema 50
time frame 60
sl 30
tp 80
and following take profit
results are nice...
Thanks for sharing Dave
this is a wonderful gift
file.set
Strategy tester.gif
Attached Image (click to enlarge)
Click to Enlarge Name: 50560.gif Size: 8 KB
Attached File(s)
File Type: rar 50560.rar   3 KB | 443 downloads
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