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Quantum London Trading Custom EA

  • #441
  • Aug 22, 2015 5:03am Aug 22, 2015 5:03am
Hi Vlad,

The Number_of_Daily_Cycles_to_Run parameter doesn't appear to be working correctly.

1. If full-time = true and Number of Daily Cycles = 1 .............. EA will continue to open consecutive cycles for the duration of the day.

Attached Image (click to enlarge)
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2. If full-time = false (and a trading window start and end time is entered) and Number of Daily Cycles = 1 .............. EA will open 2 cycles in the given trading window and then stop for the rest of the day.

Attached Image (click to enlarge)
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What should happen when daily cycles = 1 is the EA opens and then closes only 1 set of trades and then stops trading for the rest of that day.

ps. Unless you define a cycle as being 1 set of trades long + 1 set of trades short (in either sequence) but I don't think so......

Masterrmind............
Master your Mind then Master your Trades
  • #442
  • Aug 22, 2015 5:15am Aug 22, 2015 5:15am
Quoting Masterrmind
Hi Vlad, The Number_of_Daily_Cycles_to_Run parameter doesn't appear to be working correctly. 1. If full-time = true and Number of Daily Cycles = 1 .............. EA will continue to open consecutive cycles for the duration of the day. {image} 2. If full-time = false (and a trading window start and end time is entered) and Number of Daily Cycles = 1 .............. EA will open 2 cycles in the given trading window and then stop for the rest of the day. {image} What should happen when daily cycles = 1 is the EA opens and then closes only 1 set of trades...
I see it has been mentioned in post #422.

Hope you enjoy the pictures in that case.

Masterrmind...........
Master your Mind then Master your Trades
  • #443
  • Edited 7:21am Aug 22, 2015 7:01am | Edited 7:21am
Vlad, I have a Question. Very important .....
If I have one account and on it will be installed 3 adviser v1.5.1.
Advisers will be installed on three different currency pairs (EURUSD, GBPUSD, USDJPY) with different Magic (2015, 2016, 2017).
If I set on each of the advisers 3 different values "$ Stop Loss"

Will the SL operate on the general loss of 3 advisers or just for this currency pair?
In other words, CAN I install or NO 3 Adviser on 1 account if i use "$ Stop Loss".
Thanks.....
Attached Image
Stay hungry to be free...
  • #444
  • Aug 22, 2015 9:26am Aug 22, 2015 9:26am
Quoting Masterrmind
Hi Vlad, The Number_of_Daily_Cycles_to_Run parameter doesn't appear to be working correctly. 1. If full-time = true and Number of Daily Cycles = 1 .............. EA will continue to open consecutive cycles for the duration of the day. {image} 2. If full-time = false (and a trading window start and end time is entered) and Number of Daily Cycles = 1 .............. EA will open 2 cycles in the given trading window and then stop for the rest of the day. {image} What should happen when daily cycles = 1 is the EA opens and then closes only 1 set of trades...
Cool yes I have fixed these in 1.5.2
  • #445
  • Aug 22, 2015 9:29am Aug 22, 2015 9:29am
Quoting denya
Vlad, I have a Question. Very important ..... If I have one account and on it will be installed 3 adviser v1.5.1. Advisers will be installed on three different currency pairs (EURUSD, GBPUSD, USDJPY) with different Magic (2015, 2016, 2017). If I set on each of the advisers 3 different values "$ Stop Loss" Will the SL operate on the general loss of 3 advisers or just for this currency pair? In other words, CAN I install or NO 3 Adviser on 1 account if i use "$ Stop Loss". Thanks..... {image}
All the stop losses are calculated based on trades linked to that specific magic number.

So it will only consider those trades on that specific currency pair, not the whole account.

Do you want it to calculate SL based on entire account?

Regards

Vlad
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  • #446
  • Aug 22, 2015 9:50am Aug 22, 2015 9:50am
Quoting Vlad13685
{quote} Cool yes I have fixed these in 1.5.2
Excellent Vlad.......

Masterrmind............
Master your Mind then Master your Trades
  • #447
  • Edited 12:20pm Aug 22, 2015 10:21am | Edited 12:20pm
Quoting Vlad13685
{quote} All the stop losses are calculated based on trades linked to that specific magic number. So it will only consider those trades on that specific currency pair, not the whole account. Do you want it to calculate SL based on entire account? Regards Vlad {image}
no no. How you did all right ......Thanks
Stay hungry to be free...
  • #448
  • Aug 22, 2015 1:45pm Aug 22, 2015 1:45pm
Quoting Vlad13685
{quote} Hi kosmo, yes I am aware of these issues. Will be fixing them over the weekend. Thanks! Will add your request Vlad
Fantastic! Cheers, Vlad!
mind over matter
  • #449
  • Edited 7:12pm Aug 22, 2015 6:42pm | Edited 7:12pm
Vlad, I spend optimization adviser 1.5.1.
I notice that the better sets, where QDC more than QDE. (In other words, the input signal appears before the output signal.)
For example is the best set, where QDC=480, QDE=150
I remember your answer on this subject ......

There is a clear need to add to EA code BAN for opening any new SELL orders if open BUY orders. And BAN for opening any new BUY orders if don't close last SELL orders on this currency pair.
Thanks
Stay hungry to be free...
  • #450
  • Aug 22, 2015 7:45pm Aug 22, 2015 7:45pm
Quoting denya
Vlad, I spend optimization adviser 1.5.1. I notice that the better sets, where QDC more than QDE. (In other words, the input signal appears before the output signal.) For example is the best set, where QDC=480, QDE=150 I remember your answer on this subject ...... There is a clear need to add to EA code BAN for opening any new SELL orders if open BUY orders. And BAN for opening any new BUY orders if don't close last SELL orders on this currency pair. Thanks
I'd prefer to have an option that sets this operation as True or False in the user settings.

Masterrmind...........
Master your Mind then Master your Trades
  • #451
  • Aug 22, 2015 7:47pm Aug 22, 2015 7:47pm
Quoting Masterrmind
{quote} I'd prefer to have an option that sets this operation as True or False in the user settings. Masterrmind...........
I support. Could be so.
Stay hungry to be free...
  • #452
  • Aug 22, 2015 8:35pm Aug 22, 2015 8:35pm
Quoting denya
{quote} I support. Could be so.
Hi Denya,

Some very good input from you to this thread.

By reversing the signals and making comparisons the historical analysis shows a reversal in potential risk and profit.

1. Over the same period applying a slower signal on the entry and a faster signal on exit = very low DD% but also low profit.
2. Over the same period applying a faster signal on the entry and a slower signal on exit = very high DD% but very high profit.

Increasing risk = potential for increased profit
Decrease risk = potential for lower profit

As an example of a quick recent strategy test over a small period of time the following is observed:

GBPUSD [M1 Chart; 10K, default lot settings]

1. QDE = 480; QDC = 150; 02.3 % DD; 3.7% gain
2. QDE = 150; QDC = 480; 51.9 % DD; 196.3 % gain

Nothing new here I'm afraid it just might mean that a trader gets to decide which option they prefer based on their own circumstances and risk appetite.

Perhaps they trade another method and have put aside 10K of winnings and decide to 'try their chances' on a 'riskier' Quantum setup!

Each to their own.

Masterrmind.............
Master your Mind then Master your Trades
  • #453
  • Aug 22, 2015 10:32pm Aug 22, 2015 10:32pm
Hi, this is a bug?

version 1.4.3

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version 1.5.1

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Same configuration, different results
  • #454
  • Aug 22, 2015 11:00pm Aug 22, 2015 11:00pm
Quoting Peluq
Hi, this is a bug? version 1.4.3 {image} version 1.5.1 {image} Same configuration, different results
I confirm that the results of open / close orders in old / new EA different.
I wrote about it in this post. http://www.forexfactory.com/showthre...14#post8449814

==============================================
In v1.5.1 i have anoser result (BT1.5.1 vs OPTIMISATION 1.5)
Stay hungry to be free...
  • #455
  • Aug 22, 2015 11:27pm Aug 22, 2015 11:27pm
Quoting Peluq
Hi, this is a bug? version 1.4.3 {image} version 1.5.1 {image} Same configuration, different results
Hi,

Which setting were you using to get out? I am assuming on e of the stop losses or Break Even Recovery? Can I see your settings, because I did fix a number of "bugs" between those versions.

Vlad
  • #456
  • Edited Aug 23, 2015 12:18am Aug 22, 2015 11:50pm | Edited Aug 23, 2015 12:18am
Quoting Vlad13685
{quote} Hi, Which setting were you using to get out? I am assuming on e of the stop losses or Break Even Recovery? Can I see your settings, because I did fix a number of "bugs" between those versions. Vlad
Yes. [QLT1.5][GBPUSDM1][wait0][xCandles1][qde200][qdc280] All other settings are the original.
Settings in 1.5 and 1.5.1. identical.

I did optimization 1.5
Back test result 1.5 is identical to the optimization.
Back tests 1.5.1 are not identical optimization.

Could not be an error on my part, because I'm very good in optimization. My conclusion: what is innovation in 1.5.1. influenced the results of BT
Vlad, just do not take it as a complaint. Just take this fact on the note.
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Stay hungry to be free...
  • #457
  • Aug 23, 2015 12:15am Aug 23, 2015 12:15am
I think this is the problem, the EA closes at 7am orders, though setting "Close all trades at End time" this False
Version 1.5.1
Attached Image (click to enlarge)
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Attached Image (click to enlarge)
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  • #458
  • Aug 23, 2015 12:23am Aug 23, 2015 12:23am
Quoting Peluq
I think this is the problem, the EA closes at 7am orders, though setting "Close all trades at End time" this False Version 1.5.1 {image} {image}
Ok yes this issue I have fixed in 1.5.2

Will be releasing this version a bit later today.

Vlad
  • #459
  • Aug 23, 2015 12:26am Aug 23, 2015 12:26am
Quoting denya
{quote} Yes. [QLT1.5][GBPUSDM1][wait0][xCandles1][qde200][qdc280] All other settings are the original. Settings in 1.5 and 1.5.1. identical. I did optimization 1.5 Back test result 1.5 is identical to the optimization. Back tests 1.5.1 are not identical optimization. Could not be an error on my part, because I'm very good in optimization. My conclusion: what is innovation in 1.5.1. influenced the results of BT Vlad, just do not take it as a complaint. Just take this fact on the note. {image} {image}
Yes I think there are a lot of bugs in 1.5.1, I am fixing a number of these bugs for 1.5.2 and doing testing myself before releasing it.

I am sure 1.5.2 will be much more stable!

Also, there will always be differences in back tests between versions, because of the changes and bug fixes I introduce. So you actually have to treat them as different EA's. I think it would be better to ensure that a version is stable first, and then do proper back testing?

Regards

Vlad
  • #460
  • Aug 23, 2015 12:30am Aug 23, 2015 12:30am
Vlad, I was born a great idea. That will eliminate the bug was found. And innovation will expand the useful settings in the EA.

So, the idea is to make the opening and maintenance of orders for Buy and Sell various.
In the settings you need to make 2 blocks. Separately, at BUY separately on SELL. (2-way)
What does it give us?
1. This will eliminate the bug with settings [qde200] and [qdc280]. http://www.forexfactory.com/showthre...33#post8447833
2. Will optimization to identify the best parameters for buy and the sell orders.
3. Advisor will be a 2-way, which will reduce the drawdown due to the opening of opposite orders.
Who for?
Thank you.
Stay hungry to be free...
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