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Robot Lab Project

  • #1,201
  • Jun 28, 2016 4:09pm Jun 28, 2016 4:09pm
Quoting tapyoung
{quote} owh sorry i don't know about the EA has Decompiled, i just download on the Web. Yes, I'll Delete it. Thank for reply
Thank you, and you are welcome to post ideas you deem as profitable and like to automate for back/forward testing purposes.
No guts, no glory
  • #1,202
  • Jun 29, 2016 8:20am Jun 29, 2016 8:20am
Hello,

I am new to forex but not new on trading indexes and stocks, both long terms and short terms.
While I am profitable long term, it's difficult to be profitable short-term (minutes, hourly and daily).
I am re-searching many methods on the short-term, I can get important drawdown, but I cannot find a robust trading system yet.
I am even doubt that is it possible to create one which gives persistent returns on such a small timeframes....

I am familiar with TA, thus I dont trust it except for moving averages and support&resistences.

The reason why I am writing this post is not to talk about the entry/exit logic but the optimizazion phase.
Usually, I test my strategies on different periods (bull,bears, ranging), different symbols with standard parameters. I dislike systems with many input parameters.

I am obsessed by data spoofing, overfitting.

I read some ppl here spend time on optimizing a system based on sharpe ratio or others key values, why ? what is the point in doing this ? if you find the best fit for your dataset, nothing can garantee you that fit can be good for the future, right? this is just overfitting, this is not real!
How do you assess this task?


Let's suppose you have a system that perform well on the last 3 months, basically you have find the best fit for your moving averages and other indicators.
You use the system on the real market and at the weekend you run the optimization, you change the values for your inputs and you run the system against the market for another week, then you optimize it again and so on...

We can see this approach like a self-adapting system strategy. Beside the technical issues in coding this in mt4, do you think this is a way to go ?
Market changes and our system need to adapt to these changes. Can we exchange some ideas about this ?
  • #1,203
  • Jun 29, 2016 9:21am Jun 29, 2016 9:21am
I heard it called something like artificial intelligence EA or self-learning. Sounds complicated and expensive for a newbie like me. But if someone can pull it off I'd love to try it!
  • #1,204
  • Jun 29, 2016 9:30am Jun 29, 2016 9:30am
It's not hard.
You can even do it by hand, it's just difficult to perform a backtest if you do not have a robo.

Basically:

if you are usign a moving average system:

0 - Optimize the strategy with the best values for the given inputs (based on some key metrics like PF,SR, etc)
1- Run the system for all the week
2- At the weekend, run the optimization and find out new values for the inputs
3- goto point 1)


The point is: is it worth ? is it working ? someone can share opinions ?
  • #1,205
  • Jun 29, 2016 10:06am Jun 29, 2016 10:06am
How about have it coded so it can automatically run its optimization every weekend just like virus software.
  • #1,206
  • Jun 29, 2016 10:08am Jun 29, 2016 10:08am
Hmm....when I think of like that I don't see any reason why it can't be done. Very interesting.
  • #1,207
  • Jun 30, 2016 6:06pm Jun 30, 2016 6:06pm
Is there an updated version of the TrioScalper?
  • #1,208
  • Jul 1, 2016 7:36am Jul 1, 2016 7:36am
I was wondering if you could add a "No trade on friday" function (true/false) and show current spread on chart. Do you think it's possible for a robot to optimize itself in strategy tester on preset day of the week/month? If so, I have a few idea's I'd like to share with you. thanks,

BoHanna
  • #1,209
  • Jul 2, 2016 7:58am Jul 2, 2016 7:58am
Hello abokwaik this is my idea which you will also find profitable in the long run. Many traders use strength for entries and I think that when there is a certain threshold like, 1.0 and 8.0 for bearish and bullish direction then we have to follow a direction and sell every retracement we think it is possible for profit. Here is my strategy: Wait for the threshold you think is enough for a direction (we have to leave it blank for test) sell one lot and after 20-30, or more pips of price retrace start selling until you reach an amount you think it is enough to close for the day. Every 10 pips from your desired retrace/distance add to bearish positions, if a low threshold and the opposite for a high strength, like 6.0. Of-course many testing and other ideas will be required, but I think you should give this a chance.
Looking for profitable short term trades ...|
  • #1,210
  • Jul 29, 2016 10:40am Jul 29, 2016 10:40am
Hi Abokwaik: I was following all the threads that you have opened and tried to read all of the posts , you are a generous genius who is dedicating his life to teach people ,you are a teacher.
I wonder if you ever had encountered the i_panel indicator , unfortunately, i was not able to find the source on the net , but it has two output buffer one shows the percent of uptrend and the other the down one , since it uses multiple TF for calculation , it is not TF dependent and give same result on all charts TF ,my request is using it this way :
1.open LONG when uptrend is >75 & close when it reach 50.
2. open SHORT when downtrend is>75 & Close when it gets back to 50.
of course i believe some filter like 200 SMA would help too , above it to take only long and below it , only short position .
i will post the indicator as an attachment.
thanks a lot for lessons that i have learned from you .
Attached File(s)
File Type: ex4 iPanel_Trend.ex4   55 KB | 400 downloads
  • #1,211
  • Jul 29, 2016 11:07am Jul 29, 2016 11:07am
Quoting parviz1953
Hi Abokwaik: I was following all the threads that you have opened and tried to read all of the posts , you are a generous genius who is dedicating his life to teach people ,you are a teacher. I wonder if you ever had encountered the i_panel indicator , unfortunately, i was not able to find the source on the net , but it has two output buffer one shows the percent of uptrend and the other the down one , since it uses multiple TF for calculation , it is not TF dependent and give same result on all charts TF ,my request is using it this way : 1.open...
Thanks.

It looks good, I will give it a try.
No guts, no glory
  • #1,212
  • Edited 3:51pm Jul 29, 2016 3:30pm | Edited 3:51pm
Quoting abokwaik
{quote} Thanks. It looks good, I will give it a try.
Dear abokwaik : Thanks a lot for your quick response , your approval has gave me the the self confidence to tell you about one of my other ideas ,i will write the first one , if you would be interested then i wil put the other one in this forum :
This one is an auto_optimization EA :the idea is not mine and the whole credit goes to its developer :
1.You choose one of the best preforming EA that you have written.
2.Open two instances of a demo account .
3.Your EA need to have a Boolean input for "Test mode" and "Work mode".
4.Put the EA on both account one in test mode and one in work mode .
5.Now you need 4 function to do the job ,the test mode one, opened in strategy tester and it write a csv file from the result in the tester,after the other function sort it according to your factors like profit ,draw dawn ...etc ,and write it down to a set file .
6. Now a function in the other Ea in "work mode" load the settings from the best sorted optimized value ,written in a set file in preset folder ,at the preset timer, and continue running with new settings.
7. a Timer is needed for the two procedure to be synchronized ,with a lapse period between them for the test EA to finish its testing .Eg. 1-2 hour between starting and writing the cSv file to reading it .
8. After that both Ea will be back to their usual job.

please let me know your idea, i hope that the idea was clarified enough .
thanks again
  • #1,213
  • Jul 30, 2016 12:35pm Jul 30, 2016 12:35pm
Quoting parviz1953
Hi Abokwaik: I was following all the threads that you have opened and tried to read all of the posts , you are a generous genius who is dedicating his life to teach people ,you are a teacher. I wonder if you ever had encountered the i_panel indicator , unfortunately, i was not able to find the source on the net , but it has two output buffer one shows the percent of uptrend and the other the down one , since it uses multiple TF for calculation , it is not TF dependent and give same result on all charts TF ,my request is using it this way : 1.open...
The iPanel_Trend is based on a set of standard indicators (MA, RSI, CCI ... etc), and one customer indicator (Waddah_Attar_Explosion:an error appears in log since I don't have this indicator) on multiple time frames, and then it seems to sums up the bull signals and divide them by the total signals to get the Up %, and same for Down %.

Attached Image


Since MQ4 source file is not available, I will need to develop a similar indicator myself if a test proves to be good on the provided ex4 file.
No guts, no glory
  • #1,214
  • Jul 30, 2016 12:50pm Jul 30, 2016 12:50pm
Quoting abokwaik
{quote} The iPanel_Trend is based on a set of standard indicators (MA, RSI, CCI ... etc), and one customer indicator (Waddah_Attar_Explosion:an error appears in log since I don't have this indicator) on multiple time frames, and then it seems to sums up the bull signals and divide them by the total signals to get the Up %, and same for Down %. {image} Since MQ4 source file is not available, I will need to develop a similar indicator myself if a test proves to be good on the provided ex4 file.
Dear Abokwaik:
What about just writing a quick Ea on the basis of the two output buffer of the present indicator ,using iCustom() ,just for a test ? considering that I am not a coder ,and just having some knowledge ,forgive me for my novice question ...
  • #1,215
  • Jul 30, 2016 12:57pm Jul 30, 2016 12:57pm
Quoting parviz1953
{quote} Dear Abokwaik: What about just writing a quick Ea on the basis of the two output buffer of the present indicator ,using iCustom() ,just for a test ? considering that I am not a coder ,and just having some knowledge ,forgive me for my novice question ...
That I will do. But I am looking further, and need to be fully aware of what's under the hood.

I just downloaded Waddah_Attar_Explosion indicator for the iPanel_Trend to work correctly and can be called by the iCustom function.
No guts, no glory
  • #1,216
  • Edited 1:18pm Jul 30, 2016 1:06pm | Edited 1:18pm
Quoting abokwaik
{quote} That I will do. But I am looking further, and need to be fully aware of what's under the hood. I just downloaded Waddah_Attar_Explosion indicator for the iPanel_Trend to work correctly and can be called by the iCustom function.

I believe no additional indicator is needed for correct operation of i_panel on any chart, I think all necessary codes was included in itself....
  • #1,217
  • Jul 30, 2016 1:26pm Jul 30, 2016 1:26pm
Quoting parviz1953
{quote} I believe no additional indicator is needed for correct operation of i_panel on any chart, I think all necessary codes was included in itself....
No, the custom indicator I mentioned is required. If you attach the iPanel_Trend indicator to a chart, it will work even if you don't have the indicator, but it will show an error message in the log.
No guts, no glory
  • #1,218
  • Edited 2:16pm Jul 30, 2016 1:27pm | Edited 2:16pm
Every one,

Meet Trendy!

Attached Image (click to enlarge)
Click to Enlarge Name: trendy_01_GJ_h1_2016.png Size: 51 KB


Trendy EA
Attached File(s)
File Type: ex4 Trendy_01.ex4   12 KB | 465 downloads


indicators needed :

Attached File(s)
File Type: ex4 iPanel_Trend.ex4   55 KB | 540 downloads

Attached File(s)
File Type: ex4 Waddah_Attar_Explosion.ex4   15 KB | 528 downloads
No guts, no glory
  • #1,219
  • Jul 30, 2016 2:22pm Jul 30, 2016 2:22pm
Tested with stock settings:

Attached Image (click to enlarge)
Click to Enlarge Name: c10e5910857be2d38c0241a16aa54392.png Size: 47 KB


Other time frames aren't better.

But nice of you to try Abokwaik!
  • #1,220
  • Edited 2:48pm Jul 30, 2016 2:26pm | Edited 2:48pm
Quoting kilion
Tested with stock settings: {image} Other time frames aren't better. But nice of you to try Abokwaik!
The EA uses iPanel_Trend which is time frame independent, so different time frames would show similar results
However as the EA trades at a new bar, the higher the time frame used the lower number of trades taken.
No guts, no glory
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