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  • #181
  • Apr 15, 2016 10:18am Apr 15, 2016 10:18am
Quoting MathTrader7
{quote} Hi Patrick93, Look at the positive (bullish) and negative (bearish) speed of market, how bulls and bears fight to keep the control of the market. Also watch the acceleration and try to find out a correlation between your observations and what happens after that. This will train you to manually scalp here and there (specially during London session). I use an EA with some machine learning technique to spot and trade such opportunities. Best, Math
Hi mathtrader7, is the EA ready for release ;-)
  • #182
  • Apr 16, 2016 8:52am Apr 16, 2016 8:52am
Quoting MathTrader7
I use an EA with some machine learning technique to spot and trade such opportunities. Best, Math
How's that been working for you?
  • #183
  • Apr 16, 2016 10:41am Apr 16, 2016 10:41am
Quoting Snowski
{quote} How's that been working for you?
It is so far so good :-)
Trading is the hardest way to make easy money...
  • #184
  • May 2, 2016 9:54am May 2, 2016 9:54am
Quoting MathTrader7
{quote} It is so far so good :-)
hi MathTrader7
are you willing to share this system ?
Thanks.
  • #185
  • May 2, 2016 10:24am May 2, 2016 10:24am
is that the code? simply curious if it is public code

thanks
//+------------------------------------------------------------------+ //| price speed and acceleration.mq4 | //| Copyright 2011, Andrea Salvatore | //| http://www.pimpmyea.com | //+------------------------------------------------------------------+ #property copyright "Copyright 2011, Andrea Salvatore" #property link "http://www.pimpmyea.com" #property indicator_separate_window #property indicator_buffers 2 #property indicator_color1 LightGray #property indicator_color2 DarkOrchid #property indicator_width1 2 #property indicator_width2 2 //---- indicator buffers extern int period = 240; extern bool show_speed = TRUE; int limit; double speed[]; double acceleration[]; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int init() { //---- indicators IndicatorBuffers(2); //---- drawing settings if (show_speed == TRUE){ SetIndexStyle(0,DRAW_HISTOGRAM); }else{ SetIndexStyle(0,DRAW_NONE); } SetIndexBuffer(0,speed); SetIndexStyle(1,DRAW_LINE); SetIndexBuffer(1,acceleration); //---- return(0); } //+------------------------------------------------------------------+ //| Custom indicator deinitialization function | //+------------------------------------------------------------------+ int deinit() { //---- //---- return(0); } //+------------------------------------------------------------------+ //| Custom indicator iteration function | //+------------------------------------------------------------------+ int start() { int counted_bars=IndicatorCounted(); int i; //---- if(counted_bars>0) counted_bars--; limit=Bars-counted_bars; for(i=0; i<limit; i++) { speed[i] = iClose(Symbol(),0,i)-iClose(Symbol(),0,i+period); } for(i=0; i<limit; i++) { acceleration[i] = speed[i]-speed[i+period]; } //---- return(0); } //+------------------------------------------------------------------+

http://www.pimpmyea.com/indicators/p...-acceleration/

or >>> https://www.mql5.com/en/code/7743
  • #186
  • May 2, 2016 11:38am May 2, 2016 11:38am
Quoting cjtylor
{quote} hi MathTrader7 are you willing to share this system ? Thanks.
Hi cjtylor,

The EA I have written is using some machine learning package of R language. So, in order to share it, I need to write a long procedure to describe how to install R, link it with MQL4, etc. At the moment I have no plan to do so, but I may write some article on how to use R language for trading/scalping.

Best,
Math
Trading is the hardest way to make easy money...
  • #187
  • May 2, 2016 11:41am May 2, 2016 11:41am
Quoting dagoods
is that the code? simply curious if it is public code thanks...
The speedometer indicator differs from the codes you mentioned, and it is not open source.
Trading is the hardest way to make easy money...
  • #188
  • May 4, 2016 11:07pm May 4, 2016 11:07pm
Quote
The EA I have written is using some machine learning package of R language
What machine learning package are you using? I'm trying to get my bearings with scikitlearn, hmmlearn and tensorflow - all using python. Also isn't R pretty slow? I'm guessing your using rccp or something right?

Edit: I'm also using a package called Keras which is a great ML package for python.
  • #189
  • May 6, 2016 9:11pm May 6, 2016 9:11pm
Quoting Domopips
{quote} What machine learning package are you using? I'm trying to get my bearings with scikitlearn, hmmlearn and tensorflow - all using python. Also isn't R pretty slow? I'm guessing your using rccp or something right? Edit: I'm also using a package called Keras which is a great ML package for python.
getting the data to Matlab would be the easiest way.
i lose money for a living
  • #190
  • May 6, 2016 10:16pm May 6, 2016 10:16pm
Quoting tylerbose
{quote} getting the data to Matlab would be the easiest way.
I'd rather have the learning be done alongside my Algo platform, which is in python. Much less of a headache when I have something I want to run live.
  • #191
  • May 8, 2016 4:25pm May 8, 2016 4:25pm
Quoting Domopips
{quote} What machine learning package are you using? I'm trying to get my bearings with scikitlearn, hmmlearn and tensorflow - all using python. Also isn't R pretty slow? I'm guessing your using rccp or something right? Edit: I'm also using a package called Keras which is a great ML package for python.
Hi Domopips,

I mostly use the following R packages for machine learning: e1071, RHmm, depmixS4.

Best,
Math
Trading is the hardest way to make easy money...
  • #192
  • May 17, 2016 12:06pm May 17, 2016 12:06pm
Quoting MathTrader7
{quote} Hi cjtylor, The EA I have written is using some machine learning package of R language. So, in order to share it, I need to write a long procedure to describe how to install R, link it with MQL4, etc. At the moment I have no plan to do so, but I may write some article on how to use R language for trading/scalping. Best, Math
Hi MathTrader7, maybe I could write the long procedure ... how to install R (or RStuido), how to link to MQL4 etc, and maybe how to use R Language for trading but not scalping. So if I do this, are you willing to share more information

I have some experience with R for data analysis and statistical operations, but not with machine learning.

If you consider this, I could do the writing and after that you could share some more info, after all we are here share to ideas and to help each other, just like you published your great indicator to collect more opinions and improve it

I am long time FF reader but this is my first post here ... hehe, just got excited when i saw you are using R
  • #193
  • May 17, 2016 6:16pm May 17, 2016 6:16pm
Quoting MathTrader7
{quote} Hi Domopips, I mostly use the following R packages for machine learning: e1071, RHmm, depmixS4. Best, Math
In the previous post I forgot to tell how great is your indicator!

I am trying to build scalping EA and have taken the idea from similar (but very basic) indicator called linear momentum, and researching is how I found this thread

BTW, I am reading this book (Machine Learning with R 2nd.Edition 2015 - by Brett Lantz) at the moment but I feel far away from using machine learning in live trading EA.
Can you provide some links or post where we can see the basics of your strategy or methods you are using, it is very interesting what criteria you are using to enter a trade.

I was thinking to analyze some tick data time series and hopefully find statistically significant criterias to program in the EA, (i am really bad programmer but trying hard)

Regards.
  • #194
  • May 18, 2016 6:00am May 18, 2016 6:00am
Quoting MathTrader7
{quote} The speedometer indicator differs from the codes you mentioned, and it is not open source.

thanks math... i'm interested to know what you consider good criteria to take a trade with the indicator... TYIA
  • #195
  • May 18, 2016 8:18am May 18, 2016 8:18am
Quoting dagoods
{quote} thanks math... i'm interested to know what you consider good criteria to take a trade with the indicator... TYIA
I think that MathTrader7 dont use the indicators speedometer or accelerometer directly for the EA but as input for ML SVM or other..
  • #196
  • Edited 9:46am May 18, 2016 9:31am | Edited 9:46am
Quoting dagoods
{quote} thanks math... i'm interested to know what you consider good criteria to take a trade with the indicator... TYIA
Quoting surfeur
{quote} I think that MathTrader7 dont use the indicators speedometer or accelerometer directly for the EA but as input for ML SVM or other..
Quoting venkpetrov
{quote} Can you provide some links or post where we can see the basics of your strategy or methods you are using, it is very interesting what criteria you are using to enter a trade.
As I see interests in my scalping strategy, here are some tips about the features I use for my machine learning based scalping:

1. I don't use the indicator I uploaded in Post 1. Since I have the source code, I have written a function that computes speed and acceleration tick by tick, where both are used as part of features.
2. Tick patterns are part of features (download and install my Tick Chart Creator EA to see tick patterns).
3. Time of the day is another important feature.
4. The slope of the line fitted to the last N ticks is also an important feature (N has to be found by online optimization/search).
5. The EA looks for a few pips to exit the market in profit. If the position goes against profit zone, the EA closes the position at a stoploss greater than the target profit.
6. The win rate is high, so few losses won't degrade the profitability of the scalping strategy.

I am currently working on a dynamic lot size selection algorithm, where I'm examining the performance of Fuzzy Logic Control and Reinforcement Learning in this regard.

Best,
Math
Trading is the hardest way to make easy money...
  • #197
  • May 18, 2016 4:16pm May 18, 2016 4:16pm
Thanks Math, this is really complex EA!

Given the possible constraints you may have with the brokers in terms of speed of execution etc even ECN, and with these advanced algorithms maybe you will be better not using MT4.

You may look at these - www.quantopian.com and www.quantconnect.com. These are free platforms for Rapid Development of trading strategies, they are using cloud based online IDE to code the strategies and backtest like 50-100 times faster than your pc on a cluster of servers. This will make your bot platform independent and can be used with FIX Api or whatever you like. THE BEST PART is that if your bot is working really good, they will allocate REAL money for you to manage and you will get the commission, and really serious money think 100k+.
p.s. i personally play with quantopian but i saw an article that quantconnect is like 50x faster, may look at this also

Hope this help you

cheerz
  • #198
  • May 18, 2016 4:24pm May 18, 2016 4:24pm
Quoting venkpetrov
Thanks Math, this is really complex EA! Given the possible constraints you may have with the brokers in terms of speed of execution etc even ECN, and with these advanced algorithms maybe you will be better not using MT4. You may look at these - www.quantopian.com and www.quantconnect.com. These are free platforms for Rapid Development of trading strategies, they are using cloud based online IDE to code the strategies and backtest like 50-100 times on a cluster of servers....
Hi venkpetrov,
Thanks for your attention to my work and the useful information
I did never search for other platforms. I always looked for the ways of linking Matlab, R, ML packages, etc. with MQL4. Nonetheless, I would look at the websites you mentioned. I like to get commissions from a large investment money!

Best,
Math
Trading is the hardest way to make easy money...
  • #199
  • May 23, 2016 2:14pm May 23, 2016 2:14pm
I have one question Math, how do you measure acceleration and speed... do you use
Inserted Code
GetTickCount()
function? I have a EA indi that measures the time between the last tick and the current one, and shows the last 10 differences in price. But I still can not make it to calculate if the ticks are coming more frequently in one second.

I will attach the EA so If anyone wants to take a look and maybe help me to calculate price acceleration and direction it will be great


cheerz
Attached File(s)
File Type: mq4 QuickTestEA.mq4   3 KB | 722 downloads
  • #200
  • Edited 7:15pm Sep 18, 2016 6:49pm | Edited 7:15pm
Quoting venkpetrov
I have one question Math, how do you measure acceleration and speed... do you use GetTickCount() function? I have a EA indi that measures the time between the last tick and the current one, and shows the last 10 differences in price. But I still can not make it to calculate if the ticks are coming more frequently in one second. I will attach the EA so If anyone wants to take a look and maybe help me to calculate price acceleration and direction it will be great cheerz {file}

Hello venkpetrov...

just wondering if you found a solution on this one as I am looking for the same.
If I'm not mistaken, I think Math is using historical tick data from M1

regards
Since Frank Sinatra sings in his own way, my chart sing... I did it, my way
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