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Agility TRADER - Automate your ideas and expand your mind

  • #361
  • Edited 11:02pm Apr 11, 2016 10:12pm | Edited 11:02pm
Quoting ben.deschain
{quote} l am ok with TS now... Regarding the set file...didn't realized you were asking me the one l was testing with...sorry...it is the set file you provided : AUDUSD_RSI_60_Jan_Mar_2016 along with AUDUSD_1min_Jan_Mar_2016 l am just trying to reproduce your post 290 since a while... nothing more... Was able to do it once(first time) but never again... Will retry your method on EU( with file you have provided) as per post 356 Keep you posted
​Please refer to Post #323.

It is important that you read every post even though it may not directly concern you. This is not just related to my EA, it relates to all EA's whenever there is a change to inputs, any previous set file contents (for example Post #290) will be out of sync when reread for backtesting purposes and what you have posted is directly related to that. (If the set file has not been saved as a result of a backtest this would not be a problem). That is why I included a new EURUSD set file yesterday for the backtesting exercise.
  • #362
  • Edited Apr 12, 2016 6:28pm Apr 11, 2016 10:54pm | Edited Apr 12, 2016 6:28pm
I have received one reply on the Metaquotes forum. Unfortunately the solution did not work. Here is the link to monitor the progress of this Data Mismatch problem.
https://forum.mql4.com/72203#1033752​

EDIT: THIS IS NOW RESOLVED
This is the full workaround

  1. Disconnected from the server, delete \History\ relevant hst files and \Tester\History relevant fxt file(s)
  2. Have an hourly chart open when you do the import (disconnected from the server). After the import, change the chart to 1 min setting and the chart will automatically fill with imported data only (do not press refresh). Then use Period Converter to create the other timeframes and perform your backtests using the every tick method and there should be no chart errors
  3. Shut down MT4
  4. Change the hst files in \History and the fxt file in \tester\history to Read Only.
  5. Next time you log in, the errors will not re-appear.

(with thanks to Fernando for his suggestions in Metaquotes MT4 forum)

  • #363
  • Edited 2:30am Apr 12, 2016 12:18am | Edited 2:30am
Today in the Strategy Testing exercise I am dealing with the Straddle Trade. The purpose of this exercise is to identify favourable trading times, the distance from the the current price to place the straddle and also to optimize all the money management factors similar to yesterday.

It is a common misconception that all backtesting achieves is a a set of figures that worked in the past. Whilst that is correct, the real reason for backtesting is to determine the "DNA" of that currency for that time frame. Todays optimization of the straddle buffer is a classic example. Whilst it might be tempting to use a standard figure, a 15 pip buffer on AUDUSD is totally different from a 15 pip buffer on EURUSD and likewise for all money management variables. That is why an expression of SL and TP as a multiple of ATR is a good idea.

The full optimization took around 4 hours using the every tick method.

I re-iterate that this is a demonstration for educational purposes. As I have stressed previously please do not predicate your trading simply on technical indicators because they only reflect what has happened in the past, hence a continuing emphasis on money management factors. The enclosed set file (rename from .txt to .set) includes all the optimization factors. Change the settings at your will to see the effect.
Attached Image(s) (click to enlarge)
Click to Enlarge Name: 2016-04-12 15_14_30-Microsoft Edge.jpg Size: 55 KB
Click to Enlarge Name: 2016-04-12 15_14_52-Microsoft Edge.jpg Size: 108 KB
Click to Enlarge Name: 2016-04-12 15_15_05-Microsoft Edge.jpg Size: 83 KB
Attached File(s)
File Type: txt EURUSD_Straddle_60_Jan_Mar_2016.txt   43 KB | 276 downloads
  • #364
  • Apr 12, 2016 5:18am Apr 12, 2016 5:18am
​By the way, I opened the EA on my VPS that I described yesterday in our discussion on Strategy Testing. Because no closed trades have taken place, there are no results yet published on MyFXBook but I have taken a screen shot of the current situation and this is a great testament to SetStopLossToBreakEven. I'm sure you will appreciate the following screenshots.
Attached Image (click to enlarge)
Click to Enlarge Name: 2016-04-12 10_11_15-2042223_ GlobalPrime-Demo - Demo Account - [EURUSD,H1].jpg Size: 53 KB
Attached Image
  • #365
  • Edited 11:51am Apr 12, 2016 11:27am | Edited 11:51am
can you create a preset for me? its very complicated for me to understand your whole EA, all i need is two indicators signals:

BUY when Stochastic close from bellow over line 20, second confirmation signal: current candle close is higher than close of previous candle and bar lenght is at least 50% or more of previous candle lenght (this confirmation can be valid after severals bars of stochastic signal and will expire only once the stochastic reach level 80)

SELL signal simiar but opposed: stochastic level crossing from above level 80 and current candle close lower than previous, current candle bar lenght 50% or more than previous candle.

Take profit is only 30 pips - 50 pips
Stop loss: none
Risk management: 100%

Timeframe: can be used any, but most profitable is at 30 min

Also a second confirmation indicator can be used but will low the entry signals by 80%, RSI 7 level 25 and 75: BUY when crossing above line 25 from bellow and SELL when crossing bellow from above at levek 75

Please kindly tell me if you can configure this to me?
I make 100% a day with this strategy and is a scalping one, unfortunatelly i miss alot of the entry because of lag of time

Takeprofit is only 3 pips or 30 pips on 5th decimal to better understand, i use only on EURUSD / USDJPY and sometime GBPJPY
Attached Image (click to enlarge)
Click to Enlarge Name: MT4.jpg Size: 249 KB
  • #366
  • Apr 12, 2016 2:37pm Apr 12, 2016 2:37pm
Quoting csa1234
can you create a preset for me? its very complicated for me to understand your whole EA, all i need is two indicators signals: BUY when Stochastic close from bellow over line 20, second confirmation signal: current candle close is higher than close of previous candle and bar lenght is at least 50% or more of previous candle lenght (this confirmation can be valid after severals bars of stochastic signal and will expire only once the stochastic reach level 80) SELL signal simiar but opposed: stochastic level crossing from above level 80 and current...
I would never consider a scenario with a zero Stop Loss, 3 pip profit and 100% risk management even through programming, as your details require.
  • #367
  • Apr 12, 2016 3:07pm Apr 12, 2016 3:07pm
Quoting Dave_C
{quote} I would never consider a scenario with a zero Stop Loss, 3 pip profit and 100% risk management even through programming, as your details require.
How about a user sets stoploss.? And tp. I like the pa. Entry after retrace. . thanks dave
Learn THEN Unlearn
  • #368
  • Apr 12, 2016 3:40pm Apr 12, 2016 3:40pm
Quoting HighFivve
{quote} How about a user sets stoploss.? And tp. I like the pa. Entry after retrace. . thanks dave
What is pa. Entry after retrace?
  • #369
  • Apr 12, 2016 4:08pm Apr 12, 2016 4:08pm
Quoting Dave_C
{quote}What is pa. Entry after retrace?
Sorry should .be caps..price action.. As in bar 2 closing above 50% of bar 1..after stoc. And rsi. .have moved above\Below 80\20 75\25
..thanks
Learn THEN Unlearn
  • #370
  • Edited 4:36pm Apr 12, 2016 4:22pm | Edited 4:36pm
Quoting HighFivve
{quote} Sorry should .be caps..price action.. As in bar 2 closing above 50% of bar 1..after stoc. And rsi. .have moved above\Below 80\20 75\25 ..thanks
There would some custom programming required.
  • #371
  • Apr 12, 2016 8:07pm Apr 12, 2016 8:07pm
Hi Dave, in post 223 you refer to being able to program in time zones when you want the EA to operate.
You wrote:
Opening Time 1:30 to 12:30 step 1, Close Time Buys 13:30 to 23:30 step 1, Close Time Sells 13:30 to 23:30 step 1

I can't see this option in agility so I wondered if you would post a set file with something like the above that refers to to a specific time so I can see where it's entered and then copy in future.
Thanks for your help

M
  • #372
  • Edited 8:29pm Apr 12, 2016 8:15pm | Edited 8:29pm
Quoting intraining
Hi Dave, in post 223 you refer to being able to program in time zones when you want the EA to operate. You wrote: Opening Time 1:30 to 12:30 step 1, Close Time Buys 13:30 to 23:30 step 1, Close Time Sells 13:30 to 23:30 step 1 I can't see this option in agility so I wondered if you would post a set file with something like the above that refers to to a specific time so I can see where it's entered and then copy in future. Thanks for your help M
Please refer Post #363 above. Also it is covered in the manual and Post #205
  • #373
  • Apr 12, 2016 10:20pm Apr 12, 2016 10:20pm
Quoting Dave_C
{quote} I would never consider a scenario with a zero Stop Loss, 3 pip profit and 100% risk management even through programming, as your details require.
ok, then please consider this:

Timeframe H4
Same entry strategy, Stop loss: 20 - 25 pips
1st Take profit half of the lots close at 60 pips 2nd take profit: 100 pips
When 1st Take profit is hit, break even on 2nd take profit at entry price +8 micropips or decimal pips to avoid the comission negative in case of a turnarround

Risk manager: 10% of equity only
Currency pair: GBPJPY only
  • #374
  • Apr 12, 2016 11:14pm Apr 12, 2016 11:14pm
Quoting csa1234
{quote} ok, then please consider this: Timeframe H4 Same entry strategy, Stop loss: 20 - 25 pips 1st Take profit half of the lots close at 60 pips 2nd take profit: 100 pips When 1st Take profit is hit, break even on 2nd take profit at entry price +8 micropips or decimal pips to avoid the comission negative in case of a turnarround Risk manager: 10% of equity only Currency pair: GBPJPY only
​There is custom programming required. Please PM me if you wish to proceed.
  • #375
  • Apr 13, 2016 12:10am Apr 13, 2016 12:10am
Todays exercise on leveraging the power of Agility Trader though backtesting and optimization relates to trading channels, being defined by support and resistance levels.

The resistance line generally is defined by a line joining the peaks of price action and the reverse with the support line joining the troughs. The parameters required are the number of bars to be considered for determining these peaks and troughs and the buffer from the projected support or resistance line.

I have included 2 trading scenarios,

  1. The first - trading with a Take Profit and Stop Loss
  2. the second - continuous trading scenario with Buy trades occurring at support and Sell trades occurring at resistance (the opposite trade in place is closed before the new trade)

As with the previous exercises the Money Management factors have been optimized as well as the number of bars for the calculation.

Attached Image(s) (click to enlarge)
Click to Enlarge Name: 2016-04-13 14_47_00-Microsoft Edge.jpg Size: 63 KB
Click to Enlarge Name: 2016-04-13 14_47_21-Microsoft Edge.jpg Size: 109 KB
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Click to Enlarge Name: 2016-04-13 14_49_11-Microsoft Edge.jpg Size: 58 KB
Click to Enlarge Name: 2016-04-13 14_49_23-Microsoft Edge.jpg Size: 101 KB
Click to Enlarge Name: 2016-04-13 14_49_50-Microsoft Edge.jpg Size: 88 KB
Attached File(s)
File Type: txt EURUSD_Channel_SL_TP_60_Jan_Mar_2016.txt   43 KB | 224 downloads
File Type: txt EURUSD_Channel_Continuous_60_Jan_Mar_2016.txt   43 KB | 249 downloads
  • #376
  • Apr 13, 2016 9:20am Apr 13, 2016 9:20am
Hi Dave, I found the PM on post 95 interesting so I downloaded the file and in the process of setting it up to trade. I was wondering is the indicator Custom1 correct ? just wanted to make sure is all. I also did not pursue the MT5 process staying with the MT4. Do you have any suggestions regarding currencies to trade with this indicator ? Thank you for your contribution to this forum. Cheers !!!
  • #377
  • Edited 3:36pm Apr 13, 2016 12:38pm | Edited 3:36pm
Quoting rammer13
Hi Dave, I found the PM on post 95 interesting so I downloaded the file and in the process of setting it up to trade. I was wondering is the indicator Custom1 correct ? just wanted to make sure is all. I also did not pursue the MT5 process staying with the MT4. Do you have any suggestions regarding currencies to trade with this indicator ? Thank you for your contribution to this forum. Cheers !!!
​The settings for Custom1 are correct in that there are no inputs and the Buffer being read is buffer 0.

The indicator was only an example of what could be achieved with a custom indicator and was not intended for trading.
  • #378
  • Apr 13, 2016 7:14pm Apr 13, 2016 7:14pm
Hi Dave, so do not trade this indicator at this time is that correct ? Cheers !!!
  • #379
  • Apr 14, 2016 12:51am Apr 14, 2016 12:51am
Quoting rammer13
Hi Dave, so do not trade this indicator at this time is that correct ? Cheers !!!
​Yes
  • #380
  • Edited 1:36am Apr 14, 2016 1:00am | Edited 1:36am
General Update at Post #1

  1. Corrections to code for Comparisons
  2. Divergence algorithm updated
  3. Changes to Support and Resistance Variables
  4. Update to Panel to display Fixed Stop Loss
  5. Update to PDF Manual

I will include updated set files for the Channel Trading exercise (as a result of the variables change) with the daily Strategy Testing and Optimization discussion.

EDIT: Please re-download if you downloaded before 0635 GMT

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