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Attachments: Agility TRADER - Automate your ideas and expand your mind
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Agility TRADER - Automate your ideas and expand your mind

Quoting Dave_C
{quote} Yes, I did miss that. The wager size must be the same in all examples, but the problem is the maximum drawdown and that is why diagram 3's drawdown is around the ballpark figure that I would be looking for if it was my investment. 46% is definitely too risky and even 25% is bit too high. 10-15% is OK however.
Hi Dave
I thought I had provided sufficient information - obviously not, apologies - please see the original post 596 and would appreciate your opinion ...
When you are successful perhaps give a thought to others ... Kiva dot org
Quoting PayItForward
{quote} Hi Dave I thought I had provided sufficient information - obviously not, apologies - please see the original post 596 and would appreciate your opinion ...
Hello Richard. I see the full post now. For some reason I could only see the 3 diagrams previously. Will disect the info and get back to you.​
Have you optimized all the money management options. I don't think anybody would advocate an investment as being safe with a 46% drawdown.

I personally would maybe drop down the size of the wager and use as many money management factors as possible. If you are prepared to post your set file or something symbolic of it, I will give you an example of how the investment could be streamlined.
Hi Dave,

In process of reading the thread but noted that nothing is mentioned of the Strategy Optimizer is it still useful to keep an EA performing at it's best, and do we still download from "Traders Gift" thread?
Also I am using a Centered TMA and Non-centered TMA, much smoother lines, tried WMA's but very noisy in comparison, would it be a major problem to add them in or best used in a separate EA?

Allonso
Hello. I have downloaded the zip drive int eh original post, however there is no .tpl file. Am I missing something?
Quoting allonso
Hi Dave, In process of reading the thread but noted that nothing is mentioned of the Strategy Optimizer is it still useful to keep an EA performing at it's best, and do we still download from "Traders Gift" thread? Also I am using a Centered TMA and Non-centered TMA, much smoother lines, tried WMA's but very noisy in comparison, would it be a major problem to add them in or best used in a separate EA? Allonso
Backtesting and optimization is through MT4.
Quoting Warrick
Hello. I have downloaded the zip drive int eh original post, however there is no .tpl file. Am I missing something?
No you are not. Please read the documentation for installation.

This is an Expert Advisor from which you make your own choice of indicators to create your own templates if required.
​Hi Dave,

I am not sure about the settings to use with SMA, EMA and WMA. Is this assumtion correct:

Parameter1 = MA Period
Parameter2 = MA Method
​Parameter3 = Apply to (Open, Close, High, Low, etc.)

If not what setting should I use for an exponential moving average, 9 periods, applied to price high?
Quoting vtt1
​Hi Dave, I am not sure about the settings to use with SMA, EMA and WMA. Is this assumtion correct: Parameter1 = MA Period Parameter2 = MA Method ​Parameter3 = Apply to (Open, Close, High, Low, etc.) If not what setting should I use for an exponential moving average, 9 periods, applied to price high?
Type = EMA
Parameter1 = 9
Parameter2 = 2 (0 is close Price, 1 is Open Price, 2 is High Price, 3 is Low Price)
Quoting allonso
Hi Dave, In process of reading the thread but noted that nothing is mentioned of the Strategy Optimizer is it
still useful to keep an EA performing at it's best, and do we still download from "Traders Gift" thread?
Also I am using a Centered TMA and Non-centered TMA, much smoother lines, tried WMA's but very noisy in comparison
would it be a major problem to add them in or best used in a separate EA? Allonso

Backtesting and optimization is through MT4.


Your answer to my question indicates to me that I did not communicate very well, as what I was trying to elicit
from you was whether your "Strategy Optimizer" was still OK to use with the Agility EA. I was thinking that if
someone found the "Agility thread" but had no idea about the "Traders Gift thread", they would miss a great
opportunity to watch the excellent videos on this great program and make use of it. I found it an eye opener
and very instructive.
I think it would be an advantage for all, if it was mentioned it on the first post of the Agility thread.

As the EA on Traders Gift is free am I wrong to assume that the "Strategy Optmizer" included in the download
is as well?

I take from your answer that you are not interested in adding the Triangular MA's mentioned, to the EA, so will
have to see how I get on with manually trading weighted MA's again.

Its a great progam and when I can prove my strategy works and I have all my trading rules determined I shall
be loading it up and testing.

Kind Regards
Allonso
Quoting allonso
Quoting allonso Hi Dave, In process of reading the thread but noted that nothing is mentioned of the Strategy Optimizer is it still useful to keep an EA performing at it's best, and do we still download from "Traders Gift" thread? Also I am using a Centered TMA and Non-centered TMA, much smoother lines, tried WMA's but very noisy in comparison would it be a major problem to add them in or best used in a separate EA? Allonso Backtesting and optimization is through MT4. Your answer to my question indicates to me that I did not communicate very well,...
Hello Allonso

If you have been reading through my thread, you would be well aware that Agility Trader is a work in progress and that I intend to merge Agility Heatmap and Agility Trader in the future. Traders Gift was the beginning of this series and whilst I did provide a companion program for Backtesting and Optimization, this project has vastly improved capabilities compared with Traders Gift.

To give you an idea, there was about 1,400 lines of code in Traders Gift and around 6,200 lines of code in Agility Trader. Consequently this is a much more involved work in progress. Even the companion program has over 5000 lines of code. To see the future direction, I suggest you look at the Agility Heatmap thread. For the present, anybody who has updated the companion program will receive the full Backtesting and Optimization program when it is completed.

On a daily basis, I receive around 5 requests for modifications of the core logic of Agility Trader and mostly I do not get involved in modifications unless of course it is treated as a commercial transaction. One request that was in the interest of most, was the ability to use Custom Indicators and this addition has catered for most self interests and I urge you to explore this avenue. (I have discussed these in detail on the thread and a video tutorial is available)
Hello Dave,
I have some Strange effetcs with the Companion program and with backtests. I would be very grateful if you coud help me with your advice.

Companion program
It displays different settings when I open the setfile with the Companion program or with MT4
​- "Show Input Panel" shows always "Yes" and its possible to activate "Yes" and "No" at the same time with the Companion program.
- Custom Indicator2 displays "2" and if I open the file with MT4 it shows "0".

Backtests
For the backtest I use an external indicator. BufferNumber is 2 and the indicator gives 1 for buy and -1 for sell. Strangely​ I got different results with the following entry conditions:
- buy if indicator signal = 1
​- buy if indicator signal > 0

​In visible mode the journal shows modified or closed trades which are not visible on the chart (#7, #8)
Attached Image(s) (click to enlarge)
Click to Enlarge Name: Settings AGT.PNG Size: 123 KB
Click to Enlarge Name: Settings MT4.PNG Size: 49 KB
Click to Enlarge Name: AGT Tester.PNG Size: 124 KB
Attached File(s)
File Type: txt CCI.txt   43 KB | 225 downloads
Quoting vtt1
Hello Dave, I have some Strange effetcs with the Companion program and with backtests. I would be very grateful if you coud help me with your advice. Companion program It displays different settings when I open the setfile with the Companion program or with MT4 ​- "Show Input Panel" shows always "Yes" and its possible to activate "Yes" and "No" at the same time with the Companion program. - Custom Indicator2 displays "2" and if I open the file with MT4 it shows "0". Backtests For the backtest I use an external indicator. BufferNumber is 2...
I have amended the companion program for users which can be downloaded at the original link and will update the demo in the next general revision.

Regarding the Custom Indicator2, the input that you refer to is the name of the Custom Indicator not the Buffer Number. If you don't nominate the name of the indicator here, the EA will not know which indicator to reference for calculations and as a result in your case it will not function.

In the case of your trades, the set file seems to have faults and it looks like you have provided insufficient information in the definition. Because you haven't included your Indicator called "Slope", I am unable to determine what the correct settings should be.

Best you PM me and describe exactly what you are trying to achieve.
Quoting Dave_C
{quote} I have amended the companion program for users which can be downloaded at the original link and will update the demo in the next general revision. Regarding the Custom Indicator2, the input that you refer to is the name of the Custom Indicator not the Buffer Number. If you don't nominate the name of the indicator here, the EA will not know which indicator to reference for calculations and as a result in your case it will not function. In the case of your trades, the set file seems to have faults and it looks like you have provided insufficient...
​Sorry I forgot to attach the indicator. Concerning Custom indicator2 what I observed was, that when I opened the setfile with the Companion program the field contained 2 and when I opened the setfile with MT4 the field contained 0.
Attached File(s)
File Type: mq4 Slope.mq4   4 KB | 265 downloads
Quoting vtt1
{quote} ​Sorry I forgot to attach the indicator. Concerning Custom indicator2 what I observed was, that when I opened the setfile with the Companion program the field contained 2 and when I opened the setfile with MT4 the field contained 0. {file}
Whilst you have set a correct Buffer Number, you have also set a Bar Limit of 2 if you check your inputs in MT4 which will prevent trades from taking place. Also you need to set the nominated values as equal to 1 and -1 for Buy and Sell trades respectively. Your Sell Entry has a value of 180 as Parameter1 for the User Indicator but you have not allocated any input parameters in your UserIndicator1 definition.

I will look into why the Bar Limit number is being reported in the UserIndicator2 name field in the companion program.
Quoting vtt1
{quote} ​Sorry I forgot to attach the indicator. Concerning Custom indicator2 what I observed was, that when I opened the setfile with the Companion program the field contained 2 and when I opened the setfile with MT4 the field contained 0. {file}
I have looked into the Companion program and everything is working correctly.

I can only assume that you were using an earlier version of the program before the Bar Limit field was introduced.

For your convenience, I have attached the set file (as .txt) in it's corrected form using the latest update.
Attached File(s)
File Type: txt CCI_Revised.txt   9 KB | 206 downloads
Quoting Dave_C
{quote} I have looked into the Companion program and everything is working correctly. I can only assume that you were using an earlier version of the program before the Bar Limit field was introduced. For your convenience, I have attached the set file (as .txt) in it's corrected form using the latest update. {file}
​Something is still wrong. As I stated in post http://www.forexfactory.com/showthre...67#post8948367 the setting "Show Input Panel" can take "yes" and "no" at the same time. Could yo please check if you can reproduce this behavior or if it's just my installation?

Concerning the Bar Limit field, if after a trade has been closed by take profit and the trend continues and trade signal is still here, what is the correct function? My understanding is that in this case a new trade in should be opened. Is this asumption correct?
Quoting vtt1
{quote} ​Something is still wrong. As I stated in post http://www.forexfactory.com/showthre...67#post8948367 the setting "Show Input Panel" can take "yes" and "no" at the same time. Could yo please check if you can reproduce this behavior or if it's just my installation? Concerning the Bar Limit field, if after a trade has been closed by take profit and the trend continues and trade signal is still here, what is the correct function? My understanding is that in this case a new trade in should be opened. Is this asumption...
Please refer to Post #613 above.

The revision has been uploaded and is available at the position of your original download if you have upgraded, otherwise you will have to wait until the next general revision because you would not be using the companion program in this case.

The Bar Limit setting is the maximum number of bars since the trend change that a Buy or Sell Signal will be interpreted so new trades will not be opened beyond this limit.
Quoting Dave_C
{quote} I have looked into the Companion program and everything is working correctly. I can only assume that you were using an earlier version of the program before the Bar Limit field was introduced. For your convenience, I have attached the set file (as .txt) in it's corrected form using the latest update. {file}
Hi Dave

Obviously I can't see the timber for the trees, trying to use Slope (Post 614) and the file you provided (Post616 ) - have made mods as per attached but won't take a trade?

Assistance appreciated ... thanks ...

Attached File(s)
File Type: txt Agility CCI Slope_.txt   9 KB | 260 downloads
When you are successful perhaps give a thought to others ... Kiva dot org
  • Post #620
  • Quote
  • Edited 11:14pm May 30, 2016 10:04pm | Edited 11:14pm
Quoting PayItForward
{quote} Hi Dave Obviously I can't see the timber for the trees, trying to use Slope (Post 614) and the file you provided (Post616 ) - have made mods as per attached but won't take a trade? Assistance appreciated ... thanks ... {file}
Firstly your inputs
Secondly the correct inputs
I suspect you did not download the companion update.
Attached Image(s) (click to enlarge)
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