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Agility TRADER - Automate your ideas and expand your mind

  • #321
  • Edited 4:58pm Apr 10, 2016 3:59pm | Edited 4:58pm
Quoting Ronald123
{quote} Thanks for your time and effort, but this doesn't seem to work: {image} Actually, I'm using this indicator to confirm already generated buy and sell signals: buy signal only valid if the trend line already turned yellow, sell signal only valid if the trend line already turned red in which case buffer 0 and 1 are needed to discern if the trend line has turned yellow/red, right? I also noticed that the info panel mentions 'custom 1', but not 'custom 2' (instead of 'custom 2' it shows '34'). Another thing: what if one wants to use custom indicators...
Only 3 relevant parameters and 2 buffers are allowed for, which is quite sufficient. If you need more than that, I would suggest you are getting too tied up with the technicals.

The set file included does exactly what you describe.

You haven't downloaded the updates. Documentation relating to the 2 user indicators was included about 3 updates ago and there have been numerous program updates. Always check at Post #1 and additionally I include advice in my latest discussion. The message above at Post #317 was one of those notifications.
  • #322
  • Apr 10, 2016 4:06pm Apr 10, 2016 4:06pm
Quoting rammer13
Hi Dave, this is just a question in general, " would it be a better to trade the Agility EA using the MT5 platform and would this also give us traders a better result as a consequence. Replies from other traders regarding this query would be appreciated. I am in the process of trying to connect the EA to an MT5 through my account on FXPro will release my trading experience in a week or two. Cheers !!!
I haven't even tested on an MT5 platform because there is close to zero demand.
  • #323
  • Edited 4:51pm Apr 10, 2016 4:36pm | Edited 4:51pm
Quoting DreamyTrader
{quote} I can not change parameter lot size... I want input in 0.1 or 0.25(for example) in FixedLotSize but always running in 0.0 (previosly changed into "Fixed Lots") What is my problem? Thanks!
With the latest update, if you have been backtesting with optimization, you will need to click on "Reset" on the Inputs tab before loading any set file and then reinput your optimization parameters.
  • #324
  • Apr 10, 2016 4:50pm Apr 10, 2016 4:50pm
Quoting Dave_C
{quote} If you are using a previously contructed set file, you may need to click on "Reset" on the Inputs tab and reconstruct the inputs with the latest update.
Thanks for your comment

I tried but problem persists... no way for change lot size... always in 0...
  • #325
  • Apr 10, 2016 5:15pm Apr 10, 2016 5:15pm
Quoting DreamyTrader
{quote} Thanks for your comment I tried but problem persists... no way for change lot size... always in 0...
I know you are new to the thread and you need to know that I cannot assist you without knowing specific details.

A general post such as yours achieves nothing. As a bare minimum, I need a copy of your set file (uploaded as .txt), the currency pair, timeframe and a screen shot of any journal errors.

Regards
Dave
  • #326
  • Edited 5:42pm Apr 10, 2016 5:27pm | Edited 5:42pm
Quoting Dave_C
{quote} I know you are new to the thread and you need to know that I cannot assist you without knowing specific details. A general post such as yours achieves nothing. As a bare minimum, I need a copy of your set file (uploaded as .txt), the currency pair, timeframe and a screen shot of any journal errors. Regards Dave
At least Ea works...

However I see that in PanelonChart the field Lots Size appears empty (zero) ... but Agility opened position at 0.01

Thank you...
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  • #327
  • Edited 7:24pm Apr 10, 2016 5:40pm | Edited 7:24pm
​This week I will be covering backtesting and optimization with a view to leveraging the value of Agility Trader. Last week I foreshadowed the type of set files that we will be developing together. See Post #252

I'd like to wrap up discussion on "Turning the corner" where I discussed turning from Losses to Profits. Everybody at some stage including myself does see the lightbulb. So here are my points which I encourage you to develop into a masterplan if you really want to succeed.

  1. Forget about purchasing blackbox EA's
  2. Trade with a maximum of 2% of equity as a general principle
  3. Always use a documented Stop Loss (not just in your head)
  4. Do not get obsessed with technicals - they only indicate past behaviour
  5. ​WAIT FOR ACTIONABLE OPPORTUNITIES ​(for example Support/Resistance, News Releases)
  6. Never trade during News Releases. Wait 15 minutes for the market to settle
  7. Consider Straddle, Limit and Stop orders rather than just market orders
  8. Always research as much as you can, particularly live news sites such as forexlive.com
  9. Monitor news trading commentaries such as currencynewstrading.com
  10. Keep meticuluous records including methodology and comments which can be searched and summarized (eg MS Excel)
  11. finally - KEEP IT SIMPLE


If you can subscribe to those points, you are on your way to becoming professional trader rather than a hobbyist.

  • #328
  • Edited 6:14pm Apr 10, 2016 5:49pm | Edited 6:14pm
Quoting DreamyTrader
{quote} At least Ea works... However I see that in PanelonChart the field Lots Size appears empty (zero) ... but Agility opened position at 0.01 Thank you... {image}
​The fixed lot size display on the panel will amended in the next update. Thank you for your notification.
  • #329
  • Apr 10, 2016 7:31pm Apr 10, 2016 7:31pm
Quoting Dave_C
{quote} ​Appreciate your input however it is only a manual buy and sell simulator not an expert advisor simulator.
ah ok np mmm never really got the chance to get closer look at this as had to work but thks for the insight
  • #330
  • Apr 10, 2016 7:46pm Apr 10, 2016 7:46pm
Hi Dave,

I have attached a screenshot of NZDUSD using 1 min chart. Using the latest cut of AgilityTrader and attached set file I think I should have got a sell Trade execution.

Are you able to you sanity check the results please.

Kind regards,

Mark
Attached Image (click to enlarge)
Click to Enlarge Name: Screenshot1.png Size: 73 KB
Attached File(s)
File Type: txt EMA34and127EMA127-15min-5%-CCI-MACD(v1.4).txt   9 KB | 192 downloads
  • #331
  • Edited 9:41pm Apr 10, 2016 9:04pm | Edited 9:41pm
Quoting modo7777
Hi Dave, I have attached a screenshot of NZDUSD using 1 min chart. Using the latest cut of AgilityTrader and attached set file I think I should have got a sell Trade execution. Are you able to you sanity check the results please. Kind regards, Mark {file} {image}
​In order to get more trades to check the logic, I have cut down your SL and TP. Since I don't have NZ data, I have used AUDUSD data but I cannot find any fault with the EA. I have enclosed a variation to your set file only with reduced SL and TP because I am unable to determine your situation.

Could you try this with AUDUSD and determine where you see a problem because everything looks fine this end. The problem is that even though you are showing a valid entry point, I have no way of determining whether there was an active trade at the time.

PS I notice you haven't used the latest general update.
Attached Image (click to enlarge)
Click to Enlarge Name: 2016-04-11 12_03_55-184857_ IFCMarkets-Demo - Demo Account - AUDUSD,H1.jpg Size: 201 KB
Attached File(s)
File Type: txt Triple.txt   43 KB | 220 downloads
  • #332
  • Apr 10, 2016 10:15pm Apr 10, 2016 10:15pm
Is this working for the NLD indicator ?
  • #333
  • Edited Apr 11, 2016 12:04am Apr 10, 2016 10:25pm | Edited Apr 11, 2016 12:04am
​I realise some of you are ripping your hair out trying to get 3 months of clean current data. It is unfortunately a fact of life that once imported data gets mixed with server data, the mismatched data errors occur.

  1. For that reason, for the backtesting exercise, after you log on to the MT testing program, detailed in earlier posts, disconnect by changing the account number by 1 under Tools, Options, Server.
  2. delete all existing historical data for EURUSD (also in \tester\history & don't forget the \tester\caches)
  3. delete any EURUSD remaining data in Tools, History Center
  4. import the provided 1 min data and distribute to other time frames by using a period converter.
  5. remain disconnected for testing

That way you will have no mismatched data errors.

  • #334
  • Apr 10, 2016 10:28pm Apr 10, 2016 10:28pm
Quoting Dridzz
Is this working for the NLD indicator ?
​Is what working for the NLD indicator?

You need to be more descriptive and it is faily obvious you haven't read the manual, viewed the videos or reviewed the thread before asking.
  • #335
  • Apr 10, 2016 10:46pm Apr 10, 2016 10:46pm
Thanks Dave,

I have loaded your triple set file against AUDUSD 1 min chart. Also downloaded AT from page 1 of the thread. So I should have the latest cut of software.

I'll send an update through later today.

Kind regards,

Mark
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  • #336
  • Apr 10, 2016 10:59pm Apr 10, 2016 10:59pm
Quoting Dave_C
​I realise some of you are ripping your hair out trying to get 3 months of clean current data. It is unfortunately a fact of life that once imported data gets mixed with server data, the mismatched data errors occur. For that reason, for the backtesting exercise, after you log on to the MT testing program, detailed in earlier posts, disconnect by changing the account number by 1 under Tools, Options, Server. delete all existing historical data for EURUSD (also in \Tester) delete any EURUSD remaining data in Tools, History Center import the...
Hi Dave

Have tried it before several time during the WE and l am still having an issue...

For example...l am actually offline...have deleted 1) Tester history file 2)History Metaquote-Demo file 3) all history file using F2
When done have imported data...everything ok...close window
Now l am back to M1 Chart...as soon as l refresh...if l hit F2 again...Unexpectedly 11 days of AUDUSD are added to data (see below)...Have no idea from where that come from...and more...
if l go back to ''History Metaquote-Demo file'' a file EURUSD15.hst showed up...as l have deleted it before...Then you are right, l am ripping my hair


It seems l have another place to delete data...Have no idea where...
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  • #337
  • Edited Apr 11, 2016 12:06am Apr 10, 2016 11:37pm | Edited Apr 11, 2016 12:06am
This is the first instalment on leveraging the power of Agility Trader and using backtesting and optimization. Quite a few diagrams, I know, but there is a message in all of them. For a background on this exercise please go back to Post #252

What are we trying to achieve - a set of parameters that we can forward test with an RSI strategy for the next month only. At the end of the next month, the most recent 3 months of data will be used. For simplicity, we are assuming that this exercise commenced at the end of March.

With the EA, most inputs are variable numbers. Anything that is a variable can be optimized with the Strategy Tester
For instance, even though you may decide that a Stop Loss of 50 is desirable, that figure can be optimized in conjunction with optimizing other variables. It is this ability to run many iterations automatically that gives us the set of figures that worked in the past.

There is no point in working with last years figures- market behaviour does change with economic conditions.
That is why Black Box EA's have a limited shelf life.

Attached Image (click to enlarge)
Click to Enlarge Name: 2016-04-11 13_42_16-181077_ IFCMarkets-Demo - Demo Account.jpg Size: 59 KB

To set up an optimization,

  1. Open Strategy Tester by clicking on View, Strategy Tester
  2. Select Agility Trader EA
  3. select EURUSD
  4. Period 1 hour
  5. spread 20 (= 2pips)
  6. Use date checked and from 2016/1/1 to 2016/3/31
  7. Model - Every tick
  8. click on Expert Properties
  9. load the included set file (rename to .set)


All the parameters that I optimized will be checked (see the enclosed diagrams). If you were to run that optimization by checking the optimization box, it would take around 4 to 6 hours. There are around 2.2 million iterations of which MT4 will randomly select 10,496 iterations to work with and display the top 200 results. I would recommend that you consider the drawdown % and you will see that I have not selected the greatest gain in equity in the results.

When you double click on the desired result, those settings will be tranferred to the left column of the inputs automatically and then you are able to save those settings as a set file for trading. All the optimized parameters and all ticked boxes are also saved.

A little discussion on the optimized parameters in this case - I chose to optimize most of the variable factors as an example therefore this was quite time consuming. You can experiment with the other models, Open Prices or Control Points but in the final analysis every tick is the most accurate. Actually it is not every tick really but a simulation. For a truly accurate past result, you will need to use a program like TickStory which uses actual tick data. (MT4 is run from within that program)

The parameters optimized are in this case are highlighted in red in the diagrams below and I manually input the start, step and stop ranges.

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Once the inputs are saved, they will be automatically read in on next load of the set file. If you were to deselect a number of checked boxes, those parameters on the left hand column would remain fixed and only the parameters with checked boxes would be optimized. That is the way to cut down on time. You will deveop a sixth sense with testing of what has the most effect. To get an idea of this, manually change the wager multiple to 1.0 and re-run the test. now you will see why I am an advocate of Wager Multiple. Observe the size of the wagers before and after changing the wager multiple.

Try the same for some of the Stop Loss Factors. Please study the enclosed diagrams in detail and I hope you will realise the power of the Strategy Tester.

At the moment, I am being inundated with requests for all sorts of combinations of technical indicators and I really want to say - forget them all and concentrate more on the Money Management side of your trading. These days, I only use 1 technical indicator - RSI, but I will deal with others during this week.

Happy Trading.
Attached Image(s) (click to enlarge)
Click to Enlarge Name: 2016-04-11 13_42_01-181077_ IFCMarkets-Demo - Demo Account.jpg Size: 228 KB
Click to Enlarge Name: 2016-04-11 13_41_05-Tester.jpg Size: 228 KB
Click to Enlarge Name: 2016-04-11 13_42_52-181077_ IFCMarkets-Demo - Demo Account.jpg Size: 107 KB
Click to Enlarge Name: 2016-04-11 13_43_07-181077_ IFCMarkets-Demo - Demo Account.jpg Size: 89 KB
Attached File(s)
File Type: txt EURUSD_RSI_60_Jan_Mar_2016.txt   43 KB | 269 downloads
  • #338
  • Edited Apr 11, 2016 12:09am Apr 10, 2016 11:58pm | Edited Apr 11, 2016 12:09am
Quoting ben.deschain
{quote} Hi Dave Have tried it before several time during the WE and l am still having an issue... For example...l am actually offline...have deleted 1) Tester history file 2)History Metaquote-Demo file 3) all history file using F2 When done have imported data...everything ok...close window Now l am back to M1 Chart...as soon as l refresh...if l hit F2 again...Unexpectedly 11 days of AUDUSD are added to data (see below)...Have no idea from where that come from...and more... if l go back to ''History Metaquote-Demo file'' a file EURUSD15.hst showed...
​Ben you are just about there.

Stay disconnected and don't worry about the extra data.

Don't press F2, just use the period converter to get the other timeframes and then start your Strategy Tester. I have experienced the same problem with the extra data and I also cannot find the source. (Just check \Tester\Cache as well)

All I know is that if you stay disconnected there will be no errors.
  • #339
  • Apr 11, 2016 1:19am Apr 11, 2016 1:19am
Hi Dave,

AUDUSD on the 1 MIN time frame also failed to trigger a SELL trade for me using the SET you provided. See screen shot.

I'm beginning to think its a problem with my platform... but I'm determined to get to the bottom of this so I'll keep troubleshooting at my end and let you know how I go.

Cheers,

Mark
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  • #340
  • Apr 11, 2016 2:11am Apr 11, 2016 2:11am
Quoting modo7777
Hi Dave, AUDUSD on the 1 MIN time frame also failed to trigger a SELL trade for me using the SET you provided. See screen shot. I'm beginning to think its a problem with my platform... but I'm determined to get to the bottom of this so I'll keep troubleshooting at my end and let you know how I go. Cheers, Mark {image}
​No trade was triggered because the Main MACD was above the signal MACD within the last 5 bars.
Attached Image
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