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Robot Lab Project

  • #1,161
  • Apr 1, 2016 12:02pm Apr 1, 2016 12:02pm
Hello guys,
I want to backtest some CCI settings I think show some promise, does anyone know of a very simple EA that can test the CCI crossing a given level.
If not could some kind soul code one for me.
Buy when a given cci crosses a given cci level, say 80 crossing the zero line with the options to change the cci and the level, sell the exact opposite.
Possibly the option to use a second CCI as an additional filter.
If possible it would have the option of 3 ma's buy above all three etc
tp and sl options.
Trailing stop
RSI filter
time of day to trade, start hour and end hour
I did find the 3cci ea but it doesn't do what I require. Any help would be greatly appreciated.

Below are the results I got from a simple CCI crossover I managed to put together by editing a cci ea I found online. No filters at all except a traling stop.
Attached Image (click to enlarge)
Click to Enlarge Name: cci-2008-2016.jpg Size: 243 KB
  • #1,162
  • Apr 5, 2016 9:38am Apr 5, 2016 9:38am
Can anyone help me with this quesion?

http://www.forexfactory.com/showthre...00#post8854700
  • #1,163
  • Apr 7, 2016 9:22pm Apr 7, 2016 9:22pm
Quoting abokwaik
{quote} All done, it certainly got better, Thanks gwindy {image} {file}
Hello Khalil,

Its really a great job you've been doing here. I respect your talent and would like to give you a special thanks for your efforts to help the community ease the tasks of having to baby-sit and trade your strategy manually.

I have been using the Trio Scalper with a reasonable success rate. I want to make a suggestion for a few enhancements that could eliminate the few flaws it has, which (from my discoveries) is the major cause of 80% of its losing trades.

1. USING A PENDING ORDER (P.O)
When a signal occurs, the EA opens a trade directly at the opening of the next candle, which in most cases of the losing trades, it is the cause. The trade would initially go into a draw down or even go to hit the SL.
Instead of opening a trade directly on the opening of the next candle, the EA should set a pending order at the HIGH/LOW of the signal candle with ____ pips away from the high or low (Buffer). If the P.O isnt triggered, and if the candlesticks continue to set lower highs, the EA moves the buy-stop order to the successively-lower high on each candlestick that forms. Eventually, the price will move upward and trigger the order. The P.O is cancelled as soon as a candle closes at the opposite side of the ENTRY MA.
The use of P.O will eliminate a lot of whipsaws (losing trades)
In this case, we'll have the option:
Use P.O : True/False
Buffer in pips: 0 means no buffer
To avoid the trade being activated prematurely due to spread, the P.O should be in form of a line instead of the real STOP ORDER and when breached, the trade would be opened.

​2. IMPLEMENTING A SECOND MA AS A FILTER (SLOW MA)
I have my own way of trading with MA manually which is not about crossing of a fast and slow MA. I set a BUY-STOP when a candle closes above the fast MA while the price is also above the slow MA, not necessarily when the fast MA has crossed the slow MA. Then close all trades when price crosses the SLOW MA and close. The opposite goes for a SELL setup.

3. OPTION TO SELECT FILTERS TO USE
E.g Use fast MA : True/ False (with fast MA settings)
Use slow MA: True/False (with slow MA settings)
Use MACD : True/False
Use RSI : True/False

4. USING A DIFFERENT MA FOR EXIT OTHER THAN THAT OF ENTRY
We may decide to ENTER with a fast MA and choose to EXIT with the slow MA. So there should be a setting for the EXIT ON MA REVERSE.

5. RE-ENTRY (ADDING TO TRADE)
It would be great to have multi trade option. As DREAMLINER had said in his HFT thread, we should be able to ride a trend and multiply our profits to cover for losses made in ranging markets. But I do not approve of his ways of re-entry. What I would suggest for a re-entry is :

 

  1. USING THE FAST MA

Each time a candle closes in opposite side of the fast MA, we wait for the cross back in the trend direction, then set our P.O at the candle that crossed and closed (signal candle).


Attached Image (click to enlarge)
Click to Enlarge Name: FAST MA RE-ENTRY.png Size: 44 KB

 

  1. TRAILING OPPOSITE COLOUR CANDLES WITH OUR P.O

Based on the SLOW MA or the MACD HISTOGRAM, depending on our chosen filters, EA watches for a price rally or pullback. Then, as soon as that rally or pullback falters, the trade is executed. So, here are the steps I use manually with success:
For a BUY RE-ENTRY setup, watch for an opposite colour candle, confirm that the price moves above the SLOW MA or MACD, watch the highs of the subsequent candlesticks, wait to see the signal candlestick (that will be the candle with a high which is lower than the preceding candles high) breached ; If that candles high is breached, the EA immediately buys at market price or execute a buy-stop order only a few pips over the high of the signal candlestick. That way, if the price breaches its high, the order will be executed. If the buy-stop order isnt triggered, and if the candlesticks continue to set lower highs, the EA moves the buy-stop order to the successively-lower high on each candlestick that forms. Eventually, the price will move upward and trigger the order.
Same goes for a SELL RE-ENTRY.


Attached Image (click to enlarge)
Click to Enlarge Name: OPPOSITE CANDLES.png Size: 66 KB


Options :
Use multi trades : True/False
Use fast MA Re-entry : True/False (With MA settings)
Use opposite candles: True/False
Minimum pips between trades: Distance allowed before another trade can be taken.
The multi trades should have their management separate from the main trade. E.g SL, B.E, TP, TSL, Candlestick trail, MA Exit.

6. BREAK EVEN (B.E) TRUE/FALSE
Need to have break even option. i.e
Use B.E : True/False
B.E pips : Pips in profit before the SL will be moved to B.E
B.E profit : Pips to lock in after the entry price.

7. ATR SL and TP

Use ATR SL : True/False
ATR SL period: (user defined)
ATR SL multiplier : (user defined)
ATR time frame : (user defined)
Same options for ATR TP

8. CANDLESTICK TRAIL
Use Candlestick trailing stop : True/False
Candlestick time frame : (user defined)
Candlestick shift : 1 means to move SL to the High or Low of the previous candle, 2 mean 2 candles away.
Buffer : Pips away from the candle's High or Low. 0 means no buffer.

9. MAXIMUM SPREAD
Maximum spread to open trades. If the spread is higher than the specified number then the EA would wait until the spread is in the range accepted.

I hope this is not too much work for you. But with these functions implemented, I believe this EA will be ONE OF A KIND that can be used with high profitability.

Green pips to us all.

Cheers MM.
Patience, Persistence and discipline = Holy Grail.
FUNDED FEEDER All Time Profit: $104
  • #1,164
  • Apr 9, 2016 1:45pm Apr 9, 2016 1:45pm
hİ AGAİN CODERGURU Abo.Are still to busy to interest about my idea about your Akmmrsi EA
  • #1,165
  • Apr 10, 2016 12:52am Apr 10, 2016 12:52am
Quoting abokwaik
{quote} I agree. I already have ways to handle stacked positions near trend end, but I don't want to deviate much from dreamliner's method. Its his thread after all.
Hello Khalil,

Can you please explain this method here? As you mentioned not to deviate from dreamliner's thread, maybe you can give us a hint here.

Thanks for your great works.

MM
Patience, Persistence and discipline = Holy Grail.
FUNDED FEEDER All Time Profit: $104
  • #1,166
  • Apr 10, 2016 5:51am Apr 10, 2016 5:51am
Quoting Murysco
{quote} Hello Khalil, Its really a great job you've been doing here. I respect your talent and would like to give you a special thanks for your efforts to help the community ease the tasks of having to baby-sit and trade your strategy manually. I have been using the Trio Scalper with a reasonable success rate. I want to make a suggestion for a few enhancements that could eliminate the few flaws it has, which (from my discoveries) is the major cause of 80% of its losing trades. 1. USING A PENDING ORDER (P.O) When a signal occurs, the EA opens a trade...
Hi Murysco,

Sorry for the late reply.
I highly value your detailed input , and I will try to implement as much as I can from your golden list.

All the best,

Khalil
No guts, no glory
  • #1,167
  • Apr 10, 2016 5:54am Apr 10, 2016 5:54am
Quoting Murysco
{quote} Hello Khalil, Can you please explain this method here? As you mentioned not to deviate from dreamliner's thread, maybe you can give us a hint here. Thanks for your great works. MM
This is part of my reply to a PM on the same subject.

As for stacked positions, these are few ways that I use to handle them:

 

  1. Profit Locking/Profit Trailing
  2. New positions have smaller lot size. for example first 3 positions can be of size 1 lot each, next 3 positions 0.5 lot each, next 3 positions 0.25 lots each and so on. (a.k.a Pyramiding)
  3. Do not open new trades after a pre-defined max number of trades is reached.
  4. Close all at a pre-defined Equity Increase percentage, and wait for a new batch.



Regards,

Khalil

No guts, no glory
  • #1,168
  • Apr 10, 2016 6:04am Apr 10, 2016 6:04am
Quoting falanca
hİ AGAİN CODERGURU Abo.Are still to busy to interest about my idea about your Akmmrsi EA
Oooh ... falanca my friend

My demanding job is like my wife.
Forex Trading and Coding are like my mistresses.

I cheat on my wife whenever I got the chance, not many however.

<< too many smiley faces >>
No guts, no glory
  • #1,169
  • Apr 10, 2016 12:46pm Apr 10, 2016 12:46pm
Does your wife know how she effect the forex world.She talks much ı think
  • #1,170
  • Apr 10, 2016 2:30pm Apr 10, 2016 2:30pm
Quoting abokwaik
{quote} This is part of my reply to a PM on the same subject. As for stacked positions, these are few ways that I use to handle them: Profit Locking/Profit Trailing New positions have smaller lot size. for example first 3 positions can be of size 1 lot each, next 3 positions 0.5 lot each, next 3 positions 0.25 lots each and so on. (a.k.a Pyramiding) Do not open new trades after a pre-defined max number of trades is reached. Close all at a pre-defined Equity Increase percentage, and wait for a new batch. Regards, Khalil
Quoting abokwaik
{quote} Hi Murysco, Sorry for the late reply. I highly value your detailed input , and I will try to implement as much as I can from your golden list. All the best, Khalil
Thanks a lot for your reply and good work.

I'm really exited already and can't wait to have it.

Thanks once again and more grease to your elbows
Patience, Persistence and discipline = Holy Grail.
FUNDED FEEDER All Time Profit: $104
  • #1,171
  • Edited Apr 12, 2016 12:21pm Apr 11, 2016 12:37pm | Edited Apr 12, 2016 12:21pm
Quoting abokwaik
{quote} Hi Murysco, Sorry for the late reply. I highly value your detailed input , and I will try to implement as much as I can from your golden list. All the best, Khalil
Hello Khalil,

I'm sorry to bother you once again with this small very important addition to the EA.

I think it is necessary to have an option for lot sizing for the multi-trades (pyramiding). E.g

Initial trade lot : 0.1 (user defined)
Multi-trades lot : 0.05 (user defined)
Max multi-trades : (user defined)

Also, when EA is initialised on a chart, it should start looking for trades immediately with the cateria of re-entry chosen. E.g OPPOSITE COLOUR CANDLES, not to wait for a change of trend before starting to trade. Though this option should be turned ON or OFF by user.If there's any necessary addition you can think of to make it better then please do so because i see a lot of potential in this project.

God bless you and green pips to us all
Patience, Persistence and discipline = Holy Grail.
FUNDED FEEDER All Time Profit: $104
  • #1,172
  • Apr 16, 2016 7:57am Apr 16, 2016 7:57am
Wont you take care withyour mistress
  • #1,173
  • Apr 17, 2016 9:28am Apr 17, 2016 9:28am
Quoting Murysco
{quote} Hello Khalil, Its really a great job you've been doing here. I respect your talent and would like to give you a special thanks for your efforts to help the community ease the tasks of having to baby-sit and trade your strategy manually. I have been using the Trio Scalper with a reasonable success rate. I want to make a suggestion for a few enhancements that could eliminate the few flaws it has, which (from my discoveries) is the major cause of 80% of its losing trades. 1. USING A PENDING ORDER (P.O) When a signal occurs, the EA opens a trade...
Work in progress ....

Options added so far from Murysco's List:

1. USING A PENDING ORDER (P.O)
6. BREAK EVEN (B.E) TRUE/FALSE
7. ATR SL and TP
9. MAXIMUM SPREAD


I have also added another 2 options:

1. No consecutive orders of Same Type.

If set to true, and the last order was a buy, it will skip all consecutive buy signals and take the first sell signal (sort of swing trading).


2. Buffer:from Close(True),From High/Low (False): used for Pending Stop Order to calculate entry price from trigger candle close price or high/low price.
Attached File(s)
File Type: ex4 TrioScalper_03.ex4   37 KB | 607 downloads
No guts, no glory
  • #1,174
  • Apr 18, 2016 9:47pm Apr 18, 2016 9:47pm
Quoting abokwaik
{quote} This is a back test of Corr_Diver_02.mq5 for the 2015 with the same settings....................

Salam abokwaik,

This EA is using correlation from multi strategies and I just read your msg posted on another thread that this is only possible on MT5. Do you know if its possible testing a discretionary system with multi-currencies on MT5? Like would it be possible to have charts of multiple currencies open and test through strategy tester somehow? I poked around on Mt5and it seems the same as MT4 so am wondering how you were able to implement a strategy based on more than one currency?
  • #1,175
  • Apr 19, 2016 3:01am Apr 19, 2016 3:01am
Quoting wowzers
{quote} Salam abokwaik, This EA is using correlation from multi strategies and I just read your msg posted on another thread that this is only possible on MT5. Do you know if its possible testing a discretionary system with multi-currencies on MT5? Like would it be possible to have charts of multiple currencies open and test through strategy tester somehow? I poked around on Mt5and it seems the same as MT4 so am wondering how you were able to implement a strategy based on more than one currency?
It can be done using an Expert Advisor.
MT5 allows you to access multiple pairs from inside the EA, where you can read OHLC prices and indicator values on multiple pairs.

For discretionary trading using multiple pairs you will need a Trading Simulator that supports that.
I use FX Blue (previously mt4i) on MT4, I don't know if there are similar simulators for MT5.
I've cheked the FX Blue site and they don't provide any.
No guts, no glory
  • #1,176
  • Apr 19, 2016 2:36pm Apr 19, 2016 2:36pm
Quoting abokwaik
{quote} Work in progress .... Options added so far from Murysco's List: 1. USING A PENDING ORDER (P.O) 6. BREAK EVEN (B.E) TRUE/FALSE 7. ATR SL and TP 9. MAXIMUM SPREAD I have also added another 2 options: 1. No consecutive orders of Same Type. If set to true, and the last order was a buy, it will skip all consecutive buy signals and take the first sell signal (sort of swing trading). 2. Buffer:from Close(True),From High/Low (False): used for Pending Stop Order to calculate entry price from trigger candle close price or high/low price. {file}
Thanks Khalil. I'll take a look at it.

And still waiting for the remaining additions if possible.

Thanks once again.

MM
Patience, Persistence and discipline = Holy Grail.
FUNDED FEEDER All Time Profit: $104
  • #1,177
  • Apr 21, 2016 11:32am Apr 21, 2016 11:32am
Quoting HighFive
Hello guys, I want to backtest some CCI settings I think show some promise, does anyone know of a very simple EA that can test the CCI crossing a given level. If not could some kind soul code one for me. Buy when a given cci crosses a given cci level, say 80 crossing the zero line with the options to change the cci and the level, sell the exact opposite. Possibly the option to use a second CCI as an additional filter. If possible it would have the option of 3 ma's buy above all three etc tp and sl options. Trailing stop RSI filter time of day to...
Looks very good indeed. What is this EA you used HighFive?
  • #1,178
  • Edited Apr 23, 2016 4:19am Apr 22, 2016 2:53pm | Edited Apr 23, 2016 4:19am
Quoting AcerPhoon
{quote} Looks very good indeed. What is this EA you used HighFive?
Hi, it won't let me upload the file for some reason. I will try again from another computer tomorrow. sorted
Attached File(s)
File Type: mq4 cci-automated-3.mq4   5 KB | 549 downloads
  • #1,179
  • Edited 7:58am Apr 23, 2016 6:49am | Edited 7:58am
Quoting abokwaik
GIRD Systems Ladder_System_01 Robot Attached. Input Parameters : Fixed Ladder Step Size in Pips, Unified Stop Loss in Pips, Maximum Number of Open Orders, Fixed Lot size for all orders. Lot Size as percentage of equity (added for this version, although not recommended) Sample Test Results for EUR/USD April 1st,2014 till today {image} If you read the description of this system in its own thread, the robot will show many consecutive small losses followed by a big win and so on. {file} {file}
Hi Khalil,

I love the idea/style of this EA, but would be interested in using it with limit orders if possible. Tried Chipher and Pyramid but they all use stop orders only. Admittedly, the addition of limit orders is unlikely to affect the strategy...I was keen to try limit orders to ride daily pullbacks...

A combination of all three grid EA's could be quite interesting and versatile LOL

thanks again for always taking the time to listen to random questions and requests

PS. Possibly a dumb question....Are the pending orders in the above mentioned EA's intended to open and close repeatedly? or is this an ECN or issue at my end perhaps.
  • #1,180
  • May 1, 2016 5:17pm May 1, 2016 5:17pm
The Ladder is one of the dumbest EA's I've ever tested. It must have been created by a broker to sucker in newbies such as myself (3 yrs young). Don't get excited by the quantity of trades. There is no quality or substance to this EA unless u are a pro coder. Otherwise leave it alone.
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