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Robot Lab Project

  • #861
  • Jun 25, 2015 6:35pm Jun 25, 2015 6:35pm
Quoting abokwaik
I don't know if anyone had coded this system : Indicators: RSI(2) with the upper level at 90 and the lower level at 10 SMA(200), and SMA(5). Entry: Long Only When Price Closes Above SMA(200), AND Below SMA(5), With RSI(2) Below 10 Short Only when Price Closes Below SMA(200), AND Above SMA(5), With RSI(2) Above 90 Exit: Exit Long when Price goes Above SMA(5) Exit Short when Price Goes Below SMA(5) It looks interesting, taking short-term trend reversals in the direction of the long-term trend What do you think ?
Hello abokwaik, apparently as far as I remember I have not seen such EA

Please can you develop so we can give a try your idea look promising?

Regards
Moti
  • #862
  • Jun 25, 2015 6:53pm Jun 25, 2015 6:53pm
I'll see if I can do it before I sleep, otherwise tomorrow.
No guts, no glory
  • #863
  • Edited Jun 26, 2015 1:55pm Jun 25, 2015 7:57pm | Edited Jun 26, 2015 1:55pm
Here is the raw version.
Not quite as expected.

Need to work on better exits. Applying Stop Loss, and Trailing Stop will enhance the results. (that is for tomorrow)

System Description:

Indicators:

 

  1. RSI(2) with the upper level at 90 and the lower level at 10
  2. SMA(200), and SMA(5).


Entry:

 

  1. Long Only When Price Closes Above SMA(200), AND Below SMA(5), With RSI(2) Below 10
  2. Short Only when Price Closes Below SMA(200), AND Above SMA(5), With RSI(2) Above 90



Exit:

 

  1. Exit Long when Price goes Above SMA(5)
  2. Exit Short when Price Goes Below SMA(5)

Attached File(s)
File Type: ex4 RSI_SMA_01.ex4   11 KB | 430 downloads
No guts, no glory
  • #864
  • Jun 26, 2015 8:21am Jun 26, 2015 8:21am
Version 2 of RSI_SMA EA. with additional inputs for testing.
Attached File(s)
File Type: ex4 RSI_SMA_02.ex4   15 KB | 569 downloads
No guts, no glory
  • #865
  • Jun 26, 2015 4:57pm Jun 26, 2015 4:57pm
There has been some discussions on VWAP indicator lately.
I searched today for such an indicator, but couldn't find any.
So I made this one, maybe it could be useful to some people.

Later on I will try to make an EA trying to trade it.
Attached File(s)
File Type: ex4 KA_VWAP.ex4   7 KB | 595 downloads
No guts, no glory
  • #866
  • Jun 27, 2015 2:50am Jun 27, 2015 2:50am
Hi Khalil

Hope you are well.

You seem to be very busy as always here in your lab contributing to all sorts of great tools and EAs.

I have told myself I dont want to take on anything new till next year but I found this signal very interesting and now here I am asking your and others opinion about it. Manually I am sure I can make it work but dont know if it has a strong enough edge to be an EA



It is a basic trend retrace strategy based on the 4hr retraces for the daily trend but as it works on the retraces and with the Stochastic it looks good in ranging markets as well.Only time when there are a couple of continuous losers is when there is a major shift in the big trends but I am sure there can be a filter to help with that.

So here we go.All the indies and template as per the picture

Trend filter - You know ... if the fast is below the slow then only sell signals and vice versa
EMA = 192
EAM = 576

Then

Stochastic
%k = 21
%d = 9
Slowing = 9

Levels for overbought and sold = 20 and 80


Here is a sreenshot of some charts - The arrows is an indicator I use to plot the Stochastic signal

In trend
Attached Image (click to enlarge)
Click to Enlarge Name: Stoch1.png Size: 88 KB


In ranging market
Attached Image (click to enlarge)
Click to Enlarge Name: Stoch2.png Size: 82 KB


The EA doesn't have to trade the whole swing as it is on the 4hr there are plenty of pips even if it just catches the initial bounce at the Sup / Dem with a partial profit and trailing SL - Also a we can place a second order of the same size at a set distance in the negative so that we can average into the swing much like Hayseed does but just not as many orders and on the shorter time frame

Best is to have a look and tell me what you think about the signal and if you have any questions. Obviously it will work the best on pairs that a moderately volatile like
EU / GU / A/U N/U E/G Aud/Nzd

As always , thank you for taking the time and hope you have a good weekend

Rooi
Attached File(s)
File Type: ex4 Stochastic OverBought OverSold Arrow Signal.ex4   5 KB | 682 downloads
File Type: tpl rooi.tpl   2 KB | 603 downloads
We miss 100% of the shots we don't take
  • #867
  • Jun 27, 2015 8:15am Jun 27, 2015 8:15am
Quoting Rooi
Hi Khalil Hope you are well. You seem to be very busy as always here in your lab contributing to all sorts of great tools and EAs. I have told myself I dont want to take on anything new till next year but I found this signal very interesting and now here I am asking your and others opinion about it. Manually I am sure I can make it work but dont know if it has a strong enough edge to be an EA It is a basic trend retrace strategy based on the 4hr retraces for the daily trend but as it works on the retraces and with the Stochastic it looks good in...
Hi buddy,

So the Trend is defined by EMA192/EMA576 !! I don't know from were you got these numbers Rooi , However I will make them user defined.

The EA will sell at OB level while trend is down, and will buy at OS levels while trend is up.

I might finish it tonight,

Regards,

Khalil
No guts, no glory
  • #868
  • Jun 27, 2015 8:30am Jun 27, 2015 8:30am
Quoting abokwaik
{quote} Hi buddy, So the Trend is defined by EMA192/EMA576 !! I don't know from were you got these numbers Rooi , However I will make them user defined. The EA will sell at OB level while trend is down, and will buy at OS levels while trend is up. I might finish it tonight, Regards, Khalil

Hi again

Lol - The numbers are from the 24 and 72 period on the daily but would be great if you make it user defined

Yes please - Sell in the overbought in downtrend and buy when oversold in an up trend

It would be great to have a trailing SL function and how difficult would it be to have a function to place second limit order at x amount of pips away so we can kind of average into the swing but its up to you if you first want to see how the EA comes together before that

Again,thank for your time

Rooi
We miss 100% of the shots we don't take
  • #869
  • Jun 27, 2015 9:06am Jun 27, 2015 9:06am
Khalil,

I just finished reading the first 5 pages of the thread, and want to thank you for the effort you are doing here. Very interesting thread, I really enjoy it.

Winning isn't Everything...Winning is THE ONLY THING
  • #870
  • Jun 27, 2015 9:42am Jun 27, 2015 9:42am
Quoting omar79
Khalil, I just finished reading the first 5 pages of the thread, and want to thank you for the effort you are doing here. Very interesting thread, I really enjoy it.
You're most welcome omar. Ramadan kareem.
No guts, no glory
  • #871
  • Jun 27, 2015 11:57am Jun 27, 2015 11:57am
hi abokwaik
i have been reading ur posts here about ur robots. i want to thank you for sharingthos valuable info here and helping others. there r some other gud contributors doing fantastic job.
i want to give a try to HA ea. can you please advise me the good version and useful setfile.
thanks a lot
raj
  • #872
  • Jun 27, 2015 4:01pm Jun 27, 2015 4:01pm
Quoting Rooi
Hi Khalil Hope you are well. You seem to be very busy as always here in your lab contributing to all sorts of great tools and EAs. I have told myself I dont want to take on anything new till next year but I found this signal very interesting and now here I am asking your and others opinion about it. Manually I am sure I can make it work but dont know if it has a strong enough edge to be an EA It is a basic trend retrace strategy based on the 4hr retraces for the daily trend but as it works on the retraces and with the Stochastic it looks good in...
Here you go ...

Attached Image (click to enlarge)
Click to Enlarge Name: stoch_test.png Size: 53 KB
Attached File(s)
File Type: ex4 Stoch_Trend_01.ex4   13 KB | 529 downloads
No guts, no glory
  • #873
  • Jun 27, 2015 7:55pm Jun 27, 2015 7:55pm
I've been testing Stoch_Trend_01 on lower time frames (for scalping), not bad ..

Here is a tests on M15 on EUR/USD for the period (2015.04.01 - 2015.06.24) -- setting used are in the image header

Attached Image (click to enlarge)
Click to Enlarge Name: st_m15.png Size: 56 KB
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  • #874
  • Jun 27, 2015 8:05pm Jun 27, 2015 8:05pm
This is another test with same above settings except Lot size as 1% of equity instead of fixed lot size, and for the period 1/1/2015 till today.

Attached Image (click to enlarge)
Click to Enlarge Name: st_m15_2.png Size: 55 KB


With better control on number of buys and sells I guess it can do good.
No guts, no glory
  • #875
  • Jun 28, 2015 1:00am Jun 28, 2015 1:00am
Quoting abokwaik
This is another test with same above settings except Lot size as 1% of equity instead of fixed lot size, and for the period 1/1/2015 till today. {image} With better control on number of buys and sells I guess it can do good.

Hi Khalil

Thank you very much for this

Looks pretty good.I will be doing plenty of runs on the strategy tester today and will share results here

Thanks again for the amazing work

Rooi
We miss 100% of the shots we don't take
  • #876
  • Edited 2:33am Jun 28, 2015 2:19am | Edited 2:33am
Quoting abokwaik
With better control on number of buys and sells I guess it can do good.

Glad to see you testing the scalping

What do you mean by the " With better control on number of buys and sells I guess it can do good " ?

There is one problem that I mentioned earlier about a significant trend change on the 4 hr gives us multiple losses in a row before the MAs have time to switch around to the new trend and it creates a string of losses ( I will update with a strategy report when i is done making the post )

Here is an important addition I would like to purpose : If we take a loss then we can not another trade immediately unless we have had a retrace and a new leg of the ZigZag indicator.Please look at pictures below.Look how strings of losses happen right after each other




The tow sells that happened after the initial sell would not have happened - here a full loss and a small win
Attached Image (click to enlarge)
Click to Enlarge Name: zigzag1.png Size: 43 KB


2 trades that would not have happend - full loss and a small win

Attached Image (click to enlarge)
Click to Enlarge Name: zigzag2.png Size: 47 KB



3 full losses
Attached Image (click to enlarge)
Click to Enlarge Name: zigzag3.png Size: 44 KB

2 batches of two losses
Attached Image (click to enlarge)
Click to Enlarge Name: zigzag4.png Size: 45 KB


2 full losses
Attached Image (click to enlarge)
Click to Enlarge Name: zigzag5.png Size: 42 KB



I could give many more examples o this but the above seems enough - please ask if you want me to clarify or share your view

Rooi



EDIT : Here is the report - The initial large amount of losses can be greatly reduced by the above mentioned filter and I believe we would have a better result

The reason why it would work is because the zigzag just shows the swings and then there is a big shift in the market trend or sentiment and the MAs are slow to change over and the big push often happen when there is big news and there is a big trend change and then the EA is trying to catch the retrace of the wrong trend the zigzag will keep us pout of it
Attached Image (click to enlarge)
Click to Enlarge Name: report.png Size: 61 KB


I have to go for 2- 3 hours wife kicking my ass
We miss 100% of the shots we don't take
  • #877
  • Jun 28, 2015 5:33am Jun 28, 2015 5:33am
Hi Khalil

Things looking good on the 1 hr as well but there is a slight problem we could look at as well

Could we only look at taking 1 stop out on a signal formation

Please look at vertical yellow lines that are plotted where the intail signal is stopped out and then obviously the criteria for entry is still true so it opens another trade again that normally gets stopped out.

This really is versatile EA

thanks for time

Rooi
Attached Image (click to enlarge)
Click to Enlarge Name: zigzag1.png Size: 75 KB
We miss 100% of the shots we don't take
  • #878
  • Jun 28, 2015 6:47am Jun 28, 2015 6:47am
Quoting Rooi
Hi Khalil Things looking good on the 1 hr as well but there is a slight problem we could look at as well Could we only look at taking 1 stop out on a signal formation Please look at vertical yellow lines that are plotted where the intail signal is stopped out and then obviously the criteria for entry is still true so it opens another trade again that normally gets stopped out. This really is versatile EA thanks for time Rooi {image}
Yes, Rooi , I agree with your comments (this and previous posts), and I have the same.
I will try to allocate some time tonight/tomorrow for some improvements,
No guts, no glory
  • #879
  • Jun 28, 2015 7:10am Jun 28, 2015 7:10am
can you make a robot for my system http://www.forexfactory.com/showthread.php?t=500756 .
stay cool when trade begins
  • #880
  • Jun 28, 2015 8:03am Jun 28, 2015 8:03am
Quoting rajkumar3192
can you make a robot for my system http://www.forexfactory.com/showthread.php?t=500756 .
Sorry, No. --// too many indicators.
No guts, no glory
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