Agility TRADER - Automate your ideas and expand your mind

Just an update on my testing on 2000.00 acc umm am forward test on few pairs now ....looking good to me ? hre is set file too

thank you Dave,and congratulation for your great work, it's amazing. I have a question, its possible when you put your ideas here in FF could its be as template? I and many,many other will be very happy and thankful to you dave.
thanks again

​Just an update on future directions. I am working on a dashboard which will indicate all Buy and Sell signals over all timeframes over 14 Major currency pairs with an option to trigger any indicated trade just by clicking on the indication.

Look at it as a market scanner according to your own conditions. Any input gratefully accepted. Now that quite a few Forex Brokers are branching out into CFD share trading, I hope to incorporate that type of trading.


Also I intend to expand the User Indicator concept by creating a tutorial, the end result of which, would be to replicate nearly every trading idea, not just the current 35 indicators. At the moment we have a sample indicator which uses the 3 consecutive same direction candles (a basic form of 3 white soldiers or 3 black crows) as the trigger for trades but from that code you can see that it would be possible to build any candle formation.

For your interest, I have enclosed the source code from within Agility Trader which handles Candlestick patterns at the moment.

bool candlePatternBullishEngulfing(int ShiftV)
{
double O = iOpen(Symbol(),TimeFrame[Counter],ShiftV);
double O1 = iOpen(Symbol(),TimeFrame[Counter],ShiftV+1);
double C = iClose(Symbol(),TimeFrame[Counter],ShiftV);
double C1 = iClose(Symbol(),TimeFrame[Counter],ShiftV+1);

if ((O1 > C1) && (C > O) && (C >= O1) && (C1 >= O) && (( C - O) > (O1 - C1))) return(true);
return(false);
}


bool candlePatternBullishPiercingLine(int ShiftV)
{
double L = iLow(Symbol(),TimeFrame[Counter],ShiftV);
double H = iHigh(Symbol(),TimeFrame[Counter],ShiftV);

double O = iOpen(Symbol(),TimeFrame[Counter],ShiftV);
double O1 = iOpen(Symbol(),TimeFrame[Counter],ShiftV+1);
double C = iClose(Symbol(),TimeFrame[Counter],ShiftV);
double C1 = iClose(Symbol(),TimeFrame[Counter],ShiftV+1);
if ((C1 < O1) && (((O1 + C1) / 2) < C) && (O < C) && (O < C1) && (C < O1) && ((C - O) / (.001 + (H - L)) > 0.6)) return(true);
return(false);
}


bool candlePatternBullishKicker(int ShiftV)
{
double O = iOpen(Symbol(),TimeFrame[Counter],ShiftV);
double O1 = iOpen(Symbol(),TimeFrame[Counter],ShiftV+1);
double C = iClose(Symbol(),TimeFrame[Counter],ShiftV);
double C1 = iClose(Symbol(),TimeFrame[Counter],ShiftV+1);

if ((O1 > C1) && (O >= O1) && (C > O))return(true);
return(false);
}


bool candlePatternBullishHarami(int ShiftV)
{
double O = iOpen(Symbol(),TimeFrame[Counter],ShiftV);
double O1 = iOpen(Symbol(),TimeFrame[Counter],ShiftV+1);
double C = iClose(Symbol(),TimeFrame[Counter],ShiftV);
double C1 = iClose(Symbol(),TimeFrame[Counter],ShiftV+1);

if (((O1 > C1) && (C > O) && (C <= O1) && (C1 <= O) && ((C - O) < (O1 - C1))))return(true);
return(false);
}


bool candlePatternBullishAbandonedBaby(int ShiftV)
{
double O = iOpen(Symbol(),TimeFrame[Counter],ShiftV);
double O1 = iOpen(Symbol(),TimeFrame[Counter],ShiftV+1);
double O2 = iOpen(Symbol(),TimeFrame[Counter],ShiftV+2);
double C = iClose(Symbol(),TimeFrame[Counter],ShiftV);
double C1 = iClose(Symbol(),TimeFrame[Counter],ShiftV+1);
double C2 = iClose(Symbol(),TimeFrame[Counter],ShiftV+2);
double H = iHigh(Symbol(),TimeFrame[Counter],ShiftV);
double H1 = iHigh(Symbol(),TimeFrame[Counter],ShiftV+1);
double H2 = iHigh(Symbol(),TimeFrame[Counter],ShiftV+2);
double L = iLow(Symbol(),TimeFrame[Counter],ShiftV);
double L1 = iLow(Symbol(),TimeFrame[Counter],ShiftV+1);
double L2 = iLow(Symbol(),TimeFrame[Counter],ShiftV+2);

if (C2 < O2 && MathAbs(C2 - O2) > (H2 - L2) * 0.50 && H1 > L2 && (C1 + O1) /2 >= ((H1 + L1) / 2) * 0.40
&& (C1 + O1) / 2 <= ((H1 + L1) / 2) * 0.60 && MathAbs (C1 - O1) <= (H1 - L1) * 10 && L > H1 && C < O)return(true);
return(false);
}


bool candlePatternBullishMorningStarDoji(int ShiftV)
{
double O = iOpen(Symbol(),TimeFrame[Counter],ShiftV);
double O1 = iOpen(Symbol(),TimeFrame[Counter],ShiftV+1);
double O2 = iOpen(Symbol(),TimeFrame[Counter],ShiftV+2);
double C = iClose(Symbol(),TimeFrame[Counter],ShiftV);
double C1 = iClose(Symbol(),TimeFrame[Counter],ShiftV+1);
double C2 = iClose(Symbol(),TimeFrame[Counter],ShiftV+2);
double H = iHigh(Symbol(),TimeFrame[Counter],ShiftV);
double H1 = iHigh(Symbol(),TimeFrame[Counter],ShiftV+1);
double H2 = iHigh(Symbol(),TimeFrame[Counter],ShiftV+2);
double L = iLow(Symbol(),TimeFrame[Counter],ShiftV);
double L1 = iLow(Symbol(),TimeFrame[Counter],ShiftV+1);
double L2 = iLow(Symbol(),TimeFrame[Counter],ShiftV+2);

if (C2<O2 && MathAbs(C2 - O2) > (H2 - L2) * 0.50 && H1 < L2 && ((C1 + O1) / 2) - L > (H - L) * 0.40
&& ((C1 + O1) / 2) - L < (H - L) * 0.60 && MathAbs(C1 - O1) < (H1 - L1) * 0.20 && C > O) return(true);
return(false);
}


bool candlePatternBullishInvertedHammer(int ShiftV)
{
double O = iOpen(Symbol(),TimeFrame[Counter],ShiftV);
double H = iHigh(Symbol(),TimeFrame[Counter],ShiftV);
double L = iLow(Symbol(),TimeFrame[Counter],ShiftV);
double C = iClose(Symbol(),TimeFrame[Counter],ShiftV);

if ((((H - L) > 3 * (O - C)) && ((H - C) / (.001 + H - L) > 0.6) && ((H - O) / (.001 + H - L) > 0.6)))return(true);
return(false);
}


bool candlePatternBullishThreeWhiteSoldiers(int ShiftV)
{
double O = iOpen(Symbol(),TimeFrame[Counter],ShiftV);
double O1 = iOpen(Symbol(),TimeFrame[Counter],ShiftV+1);
double O2 = iOpen(Symbol(),TimeFrame[Counter],ShiftV+2);
double O3 = iOpen(Symbol(),TimeFrame[Counter],ShiftV+3);
double C = iClose(Symbol(),TimeFrame[Counter],ShiftV);
double C1 = iClose(Symbol(),TimeFrame[Counter],ShiftV+1);
double C2 = iClose(Symbol(),TimeFrame[Counter],ShiftV+2);
double C3 = iClose(Symbol(),TimeFrame[Counter],ShiftV+3);
double L = iLow(Symbol(),TimeFrame[Counter],ShiftV);
double L1 = iLow(Symbol(),TimeFrame[Counter],ShiftV+1);
double L2 = iLow(Symbol(),TimeFrame[Counter],ShiftV+2);
double H = iHigh(Symbol(),TimeFrame[Counter],ShiftV);
double H1 = iHigh(Symbol(),TimeFrame[Counter],ShiftV+1);
double H2 = iHigh(Symbol(),TimeFrame[Counter],ShiftV+2);

if ((C > O* 1.01) && (C1 > O1 * 1.01) &&(C2 > O2 * 1.01) && (C > C1) && (C1 > C2) &&(O < C1 && O > O1)
&&(O1 < C2 && O1 > O2) &&(((H - C) / (H - L)) < .2) && (((H1 - C1) / (H1 - L1)) < .2)
&&(((H2 - C2) / (H2 - L2)) < .2)) return(true);
return(false);
}


bool candlePatternBearishEngulfing(int ShiftV)
{
double O = iOpen(Symbol(),TimeFrame[Counter],ShiftV);
double O1 = iOpen(Symbol(),TimeFrame[Counter],ShiftV+1);
double C = iClose(Symbol(),TimeFrame[Counter],ShiftV);
double C1 = iClose(Symbol(),TimeFrame[Counter],ShiftV+1);

if ((C1>O1)&&(O>C)&&(O>=C1)&&(O1>=C)&&((O-C)>(C1-O1))) return(true);
return(false);
}


bool candlePatternBearishDarkCloudCover(int ShiftV)
{
double L = iLow(Symbol(),TimeFrame[Counter],ShiftV);
double H = iHigh(Symbol(),TimeFrame[Counter],ShiftV);

double O = iOpen(Symbol(),TimeFrame[Counter],ShiftV);
double O1 = iOpen(Symbol(),TimeFrame[Counter],ShiftV+1);
double C = iClose(Symbol(),TimeFrame[Counter],ShiftV);
double C1 = iClose(Symbol(),TimeFrame[Counter],ShiftV+1);
double CL = H-L;

double OC_HL;
if((H - L) != 0) OC_HL = (O-C)/(H-L);
else OC_HL = 0;

double Piercing_Line_Ratio = 0.5;
double Piercing_Candle_Length = 10;

if ((C1 > O1)&&(((C1 + O1) / 2) > C)&&(O >C) && (O > C1) && (C > O1) && ((O - C) / (.001 + (H - L)) > .6))return(true);
return(false);
}


bool candlePatternBearishKicker(int ShiftV)
{
double O = iOpen(Symbol(),TimeFrame[Counter],ShiftV);
double O1 = iOpen(Symbol(),TimeFrame[Counter],ShiftV+1);
double C = iClose(Symbol(),TimeFrame[Counter],ShiftV);
double C1 = iClose(Symbol(),TimeFrame[Counter],ShiftV+1);

if ((O1 < C1) && (O <= O1) && (C <= O))return(true);
return(false);
}


bool candlePatternBearishHarami(int ShiftV)
{
double O = iOpen(Symbol(),TimeFrame[Counter],ShiftV);
double O1 = iOpen(Symbol(),TimeFrame[Counter],ShiftV+1);
double C = iClose(Symbol(),TimeFrame[Counter],ShiftV);
double C1 = iClose(Symbol(),TimeFrame[Counter],ShiftV+1);

if (((C1 > O1) && (O > C) && (O <= C1) && (O1 <= C) && ((O - C) < (C1 - O1))))return(true);
return(false);
}


bool candlePatternBearishAbandonedBaby(int ShiftV)
{
double O = iOpen(Symbol(),TimeFrame[Counter],ShiftV);
double O1 = iOpen(Symbol(),TimeFrame[Counter],ShiftV+1);
double O2 = iOpen(Symbol(),TimeFrame[Counter],ShiftV+2);
double C = iClose(Symbol(),TimeFrame[Counter],ShiftV);
double C1 = iClose(Symbol(),TimeFrame[Counter],ShiftV+1);
double C2 = iClose(Symbol(),TimeFrame[Counter],ShiftV+2);
double H = iHigh(Symbol(),TimeFrame[Counter],ShiftV);
double H1 = iHigh(Symbol(),TimeFrame[Counter],ShiftV+1);
double H2 = iHigh(Symbol(),TimeFrame[Counter],ShiftV+2);
double L = iLow(Symbol(),TimeFrame[Counter],ShiftV);
double L1 = iLow(Symbol(),TimeFrame[Counter],ShiftV+1);
double L2 = iLow(Symbol(),TimeFrame[Counter],ShiftV+2);

if (MathAbs(C2 - O2) > (H2 - L2) * 0.50 && C2 > O2 && MathAbs(C1 - O1) <= (H1-L1) * 0.05
&& ((C1 + O1) / 2) - L1 >= (H1 - L1) * 0.40 && ((C1 + O1) / 2) - L1 <= (H1 - L1) *0.60
&& L1 > H2 && C < O && H < L1 && O > C2 && (L > O2 || C < L2))return(true);
return(false);
}


bool candlePatternBearishEveningStarDoji(int ShiftV)
{
double O = iOpen(Symbol(),TimeFrame[Counter],ShiftV);
double O1 = iOpen(Symbol(),TimeFrame[Counter],ShiftV+1);
double O2 = iOpen(Symbol(),TimeFrame[Counter],ShiftV+2);
double C = iClose(Symbol(),TimeFrame[Counter],ShiftV);
double C1 = iClose(Symbol(),TimeFrame[Counter],ShiftV+1);
double C2 = iClose(Symbol(),TimeFrame[Counter],ShiftV+2);
double H = iHigh(Symbol(),TimeFrame[Counter],ShiftV);
double H1 = iHigh(Symbol(),TimeFrame[Counter],ShiftV+1);
double H2 = iHigh(Symbol(),TimeFrame[Counter],ShiftV+2);
double L = iLow(Symbol(),TimeFrame[Counter],ShiftV);
double L1 = iLow(Symbol(),TimeFrame[Counter],ShiftV+1);
double L2 = iLow(Symbol(),TimeFrame[Counter],ShiftV+2);

if (((C2 > O2) && ((C2 - O2)/(.001 + H2 - L2) > .6)&&(C2 < O1) && (C1 > O1)
&&((H1 - L1) > (3 * (C1 - O1))) && (O > C) && (O < O1))) return(true);
return(false);
}


bool candlePatternBearishShootingStar(int ShiftV)
{
double O = iOpen(Symbol(),TimeFrame[Counter],ShiftV);
double H = iHigh(Symbol(),TimeFrame[Counter],ShiftV);
double L = iLow(Symbol(),TimeFrame[Counter],ShiftV);
double C = iClose(Symbol(),TimeFrame[Counter],ShiftV);

if ((((H - L) > 4 * (O - C)) && ((H - C) / (.001 + H - L) >= 0.75) && ((H - O) / (.001 + H - L) >= 0.75)))return(true);
return(false);
}


bool candlePatternBearishThreeBlackCrows(int ShiftV)
{
double O = iOpen(Symbol(),TimeFrame[Counter],ShiftV);
double O1 = iOpen(Symbol(),TimeFrame[Counter],ShiftV+1);
double O2 = iOpen(Symbol(),TimeFrame[Counter],ShiftV+2);
double C = iClose(Symbol(),TimeFrame[Counter],ShiftV);
double C1 = iClose(Symbol(),TimeFrame[Counter],ShiftV+1);
double C2 = iClose(Symbol(),TimeFrame[Counter],ShiftV+2);
double L = iLow(Symbol(),TimeFrame[Counter],ShiftV);
double L1 = iLow(Symbol(),TimeFrame[Counter],ShiftV+1);
double L2 = iLow(Symbol(),TimeFrame[Counter],ShiftV+2);

if (O1 < O2 && O1 > C2 && O < O1 && O > C1 && C1 < L2 && C < L1 && C2 < L2 * 1.05 && C1 < L1 * 1.05 && C < L * 1.05) return(true);
return(false);
}

​Enclosed is a prototype of a new presentation for the Companion program where all the input will be visible on 1 screen. Eventually I will implement Backtesting, Scanning, Portfolio Management, Watchlists ,Charting and Reports. Now is the time to make that decision because upgrades are included at the moment.

Hi Dave, this is going to be amazing. The proposed layout is very functional & easy to follow.
Being able to do so many tasks from the Agility Companion tabs is going to be a big time saver.
Thanks
M

​I did say in a previous post that my intention was not to turn non programmers into programmers but I wiil introduce such concepts as

if (condition1 crosses a value) or (condition1 > indicator1) then open a Buy Trade

The logic develops and so will you. You can unleash all your ideas with a very simple tutorial (you will also understand "(and" etc.)

Hi Dave and all community!

I need a grid with a spacing of 50 points and tp 50 points.
Then open 2,3,4- infinity transaction, TP must move with 25 points (Up or Down. Depending on the transaction (By or Sell))!

Transactions are opened by hand.
Will be good if we can manually change the grid parameters and tp.

Best regards!

Results using the EURUSD RSI SET file from this thread - but with ATR based SL & TP in 5 min timeframe.

Hey Dave,

A quick question on NLD and Agility Trader Basket.

I noticed that in my current basket I have trades both ways on USDCHF. Is this supposed to happen? I thought the usual scenario with Agility Trader is one trade at a time per pair. Can you confirm.

Thanks in advance,

Hi Modo7777
You're right. When I closed one of MT4 platform in my comp everything ok. And now I see first open order Thank's a lot
Regards

An UserIndicator_BullsandBears.mp4 file only can handle a customer indicator, how can I use two customer indicators same time?

Dave, just want you to know that I signed up especially to learn how to use your system.

​Looking at your panel, I can see that you are using an RSI strategy on this chart.

I assume because you mention the NonLagDot indicator, that there is another chart trading that strategy. That is OK (You need a different Magic Number on each chart). Agility Trader will only allow 1 trade per chart and it makes that determination by Magic Number.

There is no limit on the number of open trades of the same currency pair on different charts.

​
This is outside the scope of Agility Trader and the one trade per chart philosophy and would be subject to quotation.

​The file BullsAndBears is itself a custom indicator.

I'm not sure your terminology is correct but I assume your question is the ability to handle more than 1 user indicator. There are 2 slots available for defining the use of of 2 different custom indicators.

If you are concerned with the ability to handle more than one indicator within the logic of a custom indicator, there is no limit, and I will commence a tutorial this week on programming the logic for a custom indicator in which we will use reference to multiple indicators including other custom indicators.

Thanks Dave,

I see the error of my ways now. Case closed!

Regarding Post#423 and #424 the dashboard and updated companion sound amazing. You must survive on about 3 hours sleep a day to be pumping this stuff out!! Also interested to know more about the required commercial investment punters will need to get on board.

​The dashboard will become a reality very soon as all the tools are in place.

Regarding the companion program, I made a decision very early in the conceptualization, to display all the parameters available and as a result, the program code required was absolutely painstaking, in fact, more lines than the EA. Now I realise that it would have been a far easier road to embark on by using the concept displayed above where all the input was on the same page so I will move to that even though all the options are not visible on the page.

No doubt you are aware of the Traders Gift thread where I presented a concept where the backtesting and optimization was undertaken by the companion program. I ran into a degree of flak by posters saying that the results did not match results shown by MT4 backtesting. There are so many variables in a backtest and optimization including the genetic algorithm, timing of entries and datafeeds. I don't know if you are aware of the option on the Testing tab on the user inputs, when backtesting, to deselect the genetic algorithm. The point is that a genetic test does make assumptions and I was aware of that when I wrote the Traders Gift EA. If some sort of algorithm is not used every single iteration will be tested and I needed to program a more efficient algorithm to reduce backtesing times. The issue is the common perception that tick data is the most accurate way to backtest but laboriously slow with optimization.

Here is a point which I would like everybody to think about. Any data whether it be daily, hourly or minute data is an amalgamation of tick data which always shows the minimum price reached at the lowest tick data point and likewise for a maximum price. If you are backtesting, you should be considering the lowest point for a buy trade before you consider any high point so a trade StopLoss should be considered before a TakeProfit. In my coding for Traders Gift that was my predication and I constantly reminded posters that the 1 minute data should not be necessary for backtesting. So here is my challenge, can anybody explain why backtesting with hourly data should be different to backtesting with one minute data when dealing with strategies based on higher timeframe data. In other words explain why the open prices model should produce different results to the tick data model if the worst case scenario is being considered which is what should occur on backtesting (that is SL being considered before TP).

Having said all that, I will proceed with developing a similar backtesting scenario for AgilityTrader and progressively develop the other tabs. Regarding commercial investment, I earn my living by trading but this project provides me the connection with the real world and I become more aware from the input of posters such as yourself.

We are in the process of reinventing our lifestyles due to the ability, through personal computer devices, to program tasks, perform commerce, gather information and interact without personal contact, but this is very much in an infancy stage. Look at Aviation progress in 100 years.

Thanks for sharing those valuable thoughts Dave.

I won’t try and follow through with anything as expansive... but I would like to share following link which supports data and back testing issues you have raised + gives a concise explanation.

http://www.backbaymarkets.com/achiev...n-metatrader4/

Hi Dave,I loaded these inputs along with money management on h1 charts and after three days no trades have been placed attached file. Can you have a look please to see what the issue is ?
Cheers

BUY ENTRY
0 1 Custom 0 0 0 equal to Nominated Value 1 0 0 0
---BUY EXIT---
---SELL ENTRY---
0 1 Custom 0 0 0 equal to Nominated Value 2 0 0 0
---SELL EXIT---

​You have not changed the inputs for Custom Indicator 1. It is still set to NonLagDot.

I have enclosed an amendment where CustomIndicator1 (at the bottom of the inputs in MT4) references the correct file. Very obvious with the companion program.