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Agility TRADER - Automate your ideas and expand your mind

  • #661
  • Jun 10, 2016 1:46am Jun 10, 2016 1:46am
Quoting modo7777
Hi Dave, Harking back to post #468 regarding the Railway lines indicator and set file. Just wanting to clarify that when tweaking the CalcBars and Multiple - this is NOT done by adjusting the MQL code in the indicator. Correct? If running as a custom indicator in Agility Trader I will adjust it there? In particular parameter1 represents CalcBars and parameter2 represents Multiple. Can you confirm please. Screen shot below and attached set file. Also, if you have any updates to the original set file to share or info it would appreciated. thanks in...
See personal email.
  • #662
  • Jun 10, 2016 1:49am Jun 10, 2016 1:49am
Quoting Murysco
Hello Dave, I have a problem with my set file. Can you please help me out? I made a set file on Agility base on CCI + MA using pending order for the entries type but no BUY trades were opened all through the 5months run when I tested on Strategy tester. I found some errors in the journal as in the screenshot below. I've also attached the set-file and wish to be assisted of where I could have gone wrong. {image} {file} Thanks for all your help. MM
In both the cases you highlight, you had existing trades opened and the exit conditions had not been validated.
  • #663
  • Jun 10, 2016 1:57am Jun 10, 2016 1:57am
Hello Dave,

The entry time frames on the Agility does not include the weekly time-frame but the monthly and the rest. I just discovered so as i was about trying an old strategy which needs to get reference from the weekly time frame.

Thanks.

MM
Patience, Persistence and discipline = Holy Grail.
FUNDED FEEDER All Time Profit: $104
  • #664
  • Jun 10, 2016 2:02am Jun 10, 2016 2:02am
Quoting Murysco
Hello Dave, The entry time frames on the Agility does not include the weekly time-frame but the monthly and the rest. I just discovered so as i was about trying an old strategy which needs to get reference from the weekly time frame. Thanks. MM
Please try your strategy within the existing timeframes.

There may be a problem with pending trades so please advise if this pending update fixes your problem.
Attached File(s)
File Type: ex4 AgilityTrader.ex4   583 KB | 183 downloads
  • #665
  • Jun 10, 2016 2:55am Jun 10, 2016 2:55am
Quoting Dave_C
{quote} Please try your strategy within the existing timeframes. There may be a problem with pending trades so please advise if this pending update fixes your problem. {file}
Initially, when i tried the strategy on the last update of Agility in post #1 which was released 4days ago, the pending order is placed and closed immediately but only SELL orders (below the 10 SMA) and nothing happens when price is above the MA. The newly updated you gave me a few minutes ago has the same issue as you can see in the screenshot below.

Attached Image (click to enlarge)
Click to Enlarge Name: cci error 2 r.png Size: 81 KB



Then i went back to the older version of Agility and tried it (
Attached File(s)
File Type: ex4 AgilityTrader.ex4   592 KB | 245 downloads
). Here the pending order worked and trades were opened but only SELL orders and no BUY order was opened all through the 5months test run. I tried on different pairs and the problem is the same. Here's a screenshot of the scenarios.

Attached Image (click to enlarge)
Click to Enlarge Name: cci error.png Size: 94 KB
Patience, Persistence and discipline = Holy Grail.
FUNDED FEEDER All Time Profit: $104
  • #666
  • Jun 10, 2016 4:28am Jun 10, 2016 4:28am
Quoting Murysco
{quote} Initially, when i tried the strategy on the last update of Agility in post #1 which was released 4days ago, the pending order is placed and closed immediately but only SELL orders (below the 10 SMA) and nothing happens when price is above the MA. The newly updated you gave me a few minutes ago has the same issue as you can see in the screenshot below. {image} Then i went back to the older version of Agility and tried it ({file}). Here the pending order worked and trades were opened but only SELL orders and no BUY order was opened all through...
I have discovered that in whatever strategy i use, i am only having SELL orders and no BUY orders are opened. This only happens when i'm using PENDING ORDER entry type because i suspected the issue could be from it.

Attached Image (click to enlarge)
Click to Enlarge Name: Sell orders only.png Size: 86 KB



Then i switched to MARKET ORDER and trades were opened in both ways.


Attached Image (click to enlarge)
Click to Enlarge Name: Market order.png Size: 87 KB



I am still using the older version i posted earlier as it seems to work better than the latest, for now.

I hope the issue with the PENDING ORDER can be fixed.

Regards.
MM
Patience, Persistence and discipline = Holy Grail.
FUNDED FEEDER All Time Profit: $104
  • #667
  • Jun 10, 2016 8:33pm Jun 10, 2016 8:33pm
Quoting Murysco
{quote} I have discovered that in whatever strategy i use, i am only having SELL orders and no BUY orders are opened. This only happens when i'm using PENDING ORDER entry type because i suspected the issue could be from it. {image} Then i switched to MARKET ORDER and trades were opened in both ways. {image} I am still using the older version i posted earlier as it seems to work better than the latest, for now. I hope the issue with the PENDING ORDER can be fixed. Regards. MM
I have posted a general update at Post #1 to address the Pending BuyStop and Pending SellStop issue.

There is also a problem with your set file in that you have nominated BuyExit and SellExit criteria in addition to a Stop Loss value based on ATR.

You can only have one or the other, that is either a stop loss or a reversal order.
  • #668
  • Jun 11, 2016 8:17am Jun 11, 2016 8:17am
Quoting Dave_C
{quote} I have posted a general update at Post #1 to address the Pending BuyStop and Pending SellStop issue. There is also a problem with your set file in that you have nominated BuyExit and SellExit criteria in addition to a Stop Loss value based on ATR. You can only have one or the other, that is either a stop loss or a reversal order.
Thanks a lot for the update. I'll check and work on it to see how it goes. I'll update you later.

The STOP LOSS + REVERSAL order work well together without contradiction in many strategies i've tested so far, as you can see in the Screenshot below, some trades were closed by SL while some were closed by the REVERSAL ORDER.

Attached Image (click to enlarge)
Click to Enlarge Name: REVERSAL SL.png Size: 264 KB


The idea of using the SL is to protect the trade against any news release that could go against the trade and have a big dent in the capital with just one candle before the reversal order can act.

I wish an option of TRAILING BY CANDLESTICK can be implemented in the Agility as i have been using this type of trailing in my trading with great effect, with the help of a management EA that has many options for trailing. Eg Trail by pips, by Candlestick, by MA, by Parabolic SAR, by fractals, by profit % and by ATR. If you allow me, i can post the EA here for you to take a look.

Thanks for your efforts.

MM.
Patience, Persistence and discipline = Holy Grail.
FUNDED FEEDER All Time Profit: $104
  • #669
  • Edited 12:24pm Jun 11, 2016 10:46am | Edited 12:24pm
Quoting Murysco
{quote} Thanks a lot for the update. I'll check and work on it to see how it goes. I'll update you later. The STOP LOSS + REVERSAL order work well together without contradiction in many strategies i've tested so far, as you can see in the Screenshot below, some trades were closed by SL while some were closed by the REVERSAL ORDER. {image} The idea of using the SL is to protect the trade against any news release that could go against the trade and have a big dent in the capital with just one candle before the reversal order can act. I wish an option...
On a daily basis I get requests for amendments to Agility Trader.

Some code changes are very minimal, some code changes involve many extra hours. Generally I look more closely at what would be in the interests of the majority of users. Your request falls into the most common category and that is you are trying to adapt another trading idea into the realm of Agility Trader for the purposes of automation and back testing. Agility Trader was never designed to be the ultimate swiss army knife. There would always have to be limitations or we would be carrying around a knife 6 inches thick. I've used the analogy before with the evolution of Microsoft Word, all I ever wanted to do was just write a bloody letter.

So the short answer is No. It is outside my desired scope for Agility Trader. I can program just about anything but it takes time and most of my programming time is taken up at the moment with the pending release of Agility Trader 2.

Relating to your query relating to closure of trades with both reversals and Stop Loss protection, it is not that simplistic. You say you want the protection of Stop Loss but at the same time you require closure with Trade Reversal. It is very easy in retrospect to say you could have avoided large losses with a small SL figure but that small SL figure could also negate many of your reversal trades and that is why they do not work well in conjunction with each other. The easy solution is to just delete your Buy Exit and Sell Exit conditions and just use the Buy Entry and Sell Entry conditions. Why do you need to trade continuously?

The premature closure of the Stop Orders was bought about by my response to cover an updated Stop Loss order on a further retracement with the nonlagdot user indicator and serves as an example of just how careful I need to be with user requests. I might add that that request was valid as it was in the general interest as the nonlagdot indicator is a very useful and popular indicator.

My own observation is that more emphasis on Money Management and Fundamentals would serve a more useful purpose.
  • #670
  • Jun 11, 2016 12:33pm Jun 11, 2016 12:33pm
Hi Dave

Long time without posting...
About TDI preset...couldn't figured how to get it works my way...

My conditions are simple: when green line cross up yellow line= buy triger...and reverse for a sell...
Thanks for any help you can provide
Have a great WE
Ben
  • #671
  • Jun 11, 2016 1:50pm Jun 11, 2016 1:50pm
Quoting Dave_C
{quote} Relating to your query relating to closure of trades with both reversals and Stop Loss protection, it is not that simplistic. You say you want the protection of Stop Loss but at the same time you require closure with Trade Reversal. It is very easy in retrospect to say you could have avoided large losses with a small SL figure but that small SL figure could also negate many of your reversal trades and that is why they do not work well in conjunction with each other. The easy solution is to just delete your Buy Exit and Sell Exit conditions...
Hello Dave,

Thanks for the information and the tip.

I have checked the latest Agility and the PENDING ORDER is working for both BUY and SELL but is not cancelled when not triggered after the nominated number of bars, thus preventing a new order for another new signal. It remains there until triggered.
Attached Image(s) (click to enlarge)
Click to Enlarge Name: P.O ERROR.png Size: 57 KB
Click to Enlarge Name: P.O ERROR 2.png Size: 53 KB
Patience, Persistence and discipline = Holy Grail.
FUNDED FEEDER All Time Profit: $104
  • #672
  • Jun 11, 2016 6:21pm Jun 11, 2016 6:21pm
Quoting Murysco
{quote} Hello Dave, Thanks for the information and the tip. I have checked the latest Agility and the PENDING ORDER is working for both BUY and SELL but is not cancelled when not triggered after the nominated number of bars, thus preventing a new order for another new signal. It remains there until triggered. {image} {image}
Try this amendment.
Attached File(s)
File Type: ex4 AgilityTrader.ex4   582 KB | 216 downloads
  • #673
  • Edited 6:53pm Jun 11, 2016 6:37pm | Edited 6:53pm
Quoting ben.deschain
Hi Dave Long time without posting... About TDI preset...couldn't figured how to get it works my way... My conditions are simple: when green line cross up yellow line= buy triger...and reverse for a sell... Thanks for any help you can provide Have a great WE Ben
The Yellow line is Buffer No. 2 and the Green line is Buffer No 5.

The real issue as I tried to explain to Richard before his outburst is that if you are going to use User Indicators, you need to understand the indicator otherwise you will end up getting frustrated.

For everybody contemplating using user indicators, you must identify the appropriate buffer and nominate that buffer in your User Indicator definition. If there are 2 buffers, use slots 1 and 2 with the same indicator name, just nominating the appropriate buffer number in each slot.

If you don't understand this, please stay away from User Indicators. Agility Trader V2 will have 5 definition slots to allow for use of up to 5 buffers.

The set file is enclosed. Rename to TDI.set
Attached File(s)
File Type: txt TDI.txt   9 KB | 183 downloads
  • #674
  • Jun 12, 2016 1:15am Jun 12, 2016 1:15am
Quoting Dave_C
{quote} Try this amendment. {file}

Thanks for the amendment but Still the same. The issue is not resolved. You may test in strategy tester to see how it is. Thanks
Patience, Persistence and discipline = Holy Grail.
FUNDED FEEDER All Time Profit: $104
  • #675
  • Jun 12, 2016 1:25am Jun 12, 2016 1:25am
Quoting Murysco
{quote} Thanks for the amendment but Still the same. The issue is not resolved. You may test in strategy tester to see how it is. Thanks
Can you please post your set file and advise the currency pair and timeframe as I cannot re-create your problem.

It is a particularly odd use of the EA but nevertheless needs to be resolved.
  • #676
  • Edited 3:44am Jun 12, 2016 2:42am | Edited 3:44am
Quoting Dave_C
{quote} Can you please post your set file and advise the currency pair and timeframe as I cannot re-create your problem. It is a particularly odd use of the EA but nevertheless needs to be resolved.
Here you go. Not really an odd use.

The idea is, i'm trying to trade trend pullbacks when 20EMA is below 50EMA in a downtrend and vice-versa for uptrend: When the retracement goes beyond the 20EMA (E.g in a downtrend) , Pending SELL (sell stop) is set below the first bearish candle that comes from beyond the 20EMA and if not triggered and price goes higher, creating a bullish closed candle, I expect the order to be cancelled and wait for a new bearish candle if the conditions are still met. Thats why i used DurationBars of 3.

Attached File(s)
File Type: txt MA P.O.txt   43 KB | 253 downloads


EURAUD H4 the first issue i noticed was JAN 2015

Attached Image (click to enlarge)
Click to Enlarge Name: ENTRIES 2.png Size: 311 KB
Patience, Persistence and discipline = Holy Grail.
FUNDED FEEDER All Time Profit: $104
  • #677
  • Edited 12:29pm Jun 12, 2016 7:47am | Edited 12:29pm
Quoting Dave_C
{quote} The Yellow line is Buffer No. 2 and the Green line is Buffer No 5. The real issue as I tried to explain to Richard before his outburst is that if you are going to use User Indicators, you need to understand the indicator otherwise you will end up getting frustrated. For everybody contemplating using user indicators, you must identify the appropriate buffer and nominate that buffer in your User Indicator definition. If there are 2 buffers, use slots 1 and 2 with the same indicator name, just nominating the appropriate buffer number in each...
Thanks Dave
Will try to catch up on buffer and how to customize user indicator...Really want to learn using this fonction properly...So much potential in it...Just cannot stay away...It is crucial for me to control TDI with AT...Have watched your video numerous time... but cannot apply it to other indi...l probably still missing something simple...Will try to find out.

Continue your great work

EDIT: Went back to post 639 again trying to figure out...l believe under General tab... have to change buffer from 4-5 to 2-5...But about settings 7-1-3-6 and 130-340-70-0...don't know where they come from and if l have to change it...Just let me know if you don't mind...
Another novice question: Can we customized AT to trigger trades based on alerts from any one indic...If yes...a quick tuto or video might be useful for novices like me as l think l am not alone in this situation...Sorry if l ask you too much...
Thanks
  • #678
  • Jun 12, 2016 5:31pm Jun 12, 2016 5:31pm
Quoting Murysco
{quote} Here you go. Not really an odd use. The idea is, i'm trying to trade trend pullbacks when 20EMA is below 50EMA in a downtrend and vice-versa for uptrend: When the retracement goes beyond the 20EMA (E.g in a downtrend) , Pending SELL (sell stop) is set below the first bearish candle that comes from beyond the 20EMA and if not triggered and price goes higher, creating a bullish closed candle, I expect the order to be cancelled and wait for a new bearish candle if the conditions are still met. Thats why i used DurationBars of 3. {file} EURAUD...
Please try this.
Attached File(s)
File Type: ex4 AgilityTrader.ex4   582 KB | 230 downloads
  • #679
  • Edited Jun 13, 2016 12:14am Jun 12, 2016 6:09pm | Edited Jun 13, 2016 12:14am
Quoting ben.deschain
{quote} Thanks Dave Will try to catch up on buffer and how to customize user indicator...Really want to learn using this fonction properly...So much potential in it...Just cannot stay away...It is crucial for me to control TDI with AT...Have watched your video numerous time... but cannot apply it to other indi...l probably still missing something simple...Will try to find out. Continue your great work EDIT: Went back to post 639 again trying to figure out...l believe under General tab... have to change buffer from 4-5 to 2-5...But about settings...
Here is brief summary of a user indicator - I do stress that if you do not understand the mechanics of a user indicator, you will need to do some educational research otherwise leave User Indicators alone.

Any indicator uses code to generate values. Some values are for internal computations and some values are for plotting lines or Symbols on the chart. Before attempting to use an indicator with Agility Trader you need to determine the set of values that you wish to read. Each set of values whether it be a set for computational purposes or display purposes is held in a buffer which is just a set of values that changes from bar to bar. When the idea of user indicators was firstly incorporated into Agility Trader, it was only envisaged that Buffer 0 would be read however it soon became apparent that some users had a requirement for other buffers to be read hence the addition of the buffer number in the inputs for Agility Trader.

There are 2 elements of using User Indicators with Agility Trader

  1. Describing the Structure of the User Indicator
  2. Referencing the User Indicator in your Buy and Sell Conditions

Using your previous post as an example where you required a cross of the green line (Buffer 5) over the Yellow Line (Buffer 2), you need to describe this in the Structure of your User Indicator. Within this structure you also describe the relative position of any inputs that you wish to set when you are setting your conditions of trade. So if for example there are a total of 5 user inputs in the indicator (some simply may be color preferences) you need to specify the relative position of the inputs that you are referencing. Putting all this together in describing the Structure, you have the following inputs.

  1. The exact name of the indicator
  2. The total number of user inputs for the indicator
  3. The relative positions of up to 3 inputs that you will reference in your conditions.
  4. The maximum number of bars into a signal that you will accept as a valid signal
  5. The buffer number that you are referencing

Having set up the structure, you can then go ahead and build your conditions by referencing the User Indicator inputs at the bottom of the list of available indicators. So in your case you are monitoring the crossing of the green line above the yellow line for a buy signal. In this case the argument is

Within 1 bar (the last bar - default setting) Custom 2 (which is described as Buffer No. 5 in your definition) crosses above Custom1 (Buffer No. 2)

Agility trader is being told to read the mathematical values of Buffer Numbers 2 and 5 using the parameters that you nominate in Params 1, 2 or 3. It knows where to place these numbers into the request because you specified the positions when you described the Structure. NOTE: Some Parameters in some User Indicators require decimal values and it became necessary to multiply all values by 10 to accommodate this request in Agility Trader.

(Version 2 will remove this requirement and add the option for specify up to 5 User Indicators or 5 Buffers.)

I hope this clarifies the use of the User Indicator facility. Google the word "iCustom" for an understanding of the mechanics of reading values of custom indicators.

Any indicator within the MT4 framework can be used as a User Indicator so in effect it gives you the ability to use Agility Trader with ANY indicator. Now you understand just how agile, Agility Trader can be.

  • #680
  • Jun 12, 2016 7:03pm Jun 12, 2016 7:03pm
Quoting Dave_C
{quote} Here is brief summary of a user indicator - I do stress that if you do not understand the mechanics of a user indicator, you will need to do some educational research otherwise leave User Indicators alone. Any indicator uses code to generate values. Some values are for internal computations and some values are for plotting lines or Symbols on the chart. Before attempting to use an indicator with Agility Trader you need to determine the set of values that you wish to read. Each set of values whether it be a set for computational purposes...
Thanks a lot to take time to explain so meticulously...Have a better understanding now...will do research on my side to improve my knowledge...
Meanwhile did realized your last TDI's preset was customized as per my request...Then l suppose l had nothing to touch...So l am trying it actually on low TF to see if trades occurs as l desire...
What version do you recommend me for this TDI preset... l may have an old version as l am running 10 MT4 at the same time l may be out of date for some...

Thanks
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