Custom Signal Search Criteria (average holding time)

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Khaled Hafez
782
Khaled Hafez  

Is there a way to apply filters to signals search other than the defaults? As an example, I'd like to be able to search for signals with average holding time < 12 hours or sort them by "growth per week".

Is there an API somewhere or perhaps a way to download search results as a csv or so for further processing? 

Eleni Anna Branou
Moderator
6598
Eleni Anna Branou  

I don't think that's possible through MQL5 website.

I've done such research myself in the past, but manually and it took ages. 

Alain Verleyen
36058
Alain Verleyen  
MorpheusZ:

Is there a way to apply filters to signals search other than the defaults? As an example, I'd like to be able to search for signals with average holding time < 12 hours or sort them by "growth per week".

Is there an API somewhere or perhaps a way to download search results as a csv or so for further processing? 

There is an API but not sure it allows to do what you want, I never used it.
Alain Verleyen
36058
Alain Verleyen  
MorpheusZ:

Is there a way to apply filters to signals search other than the defaults? As an example, I'd like to be able to search for signals with average holding time < 12 hours or sort them by "growth per week".

Is there an API somewhere or perhaps a way to download search results as a csv or so for further processing? 

By the way using Trading activity between 0 and 20% should be close to "holding time <12 hours".
Eleni Anna Branou
Moderator
6598
Eleni Anna Branou  

Alain is right!

You can use Trading Activity between 0 and 40% (less than half a day) and you will get average holding times, less than 12 hours. 

Khaled Hafez
782
Khaled Hafez  
Alain Verleyen:
By the way using Trading activity between 0 and 20% should be close to "holding time <12 hours".

oh, that's good to know! thanks!

does anyone know how "trading activity" is calculated? I failed to find info on it in the mql5 docs

Eleni Anna Branou
Moderator
6598
Eleni Anna Branou  
Average holding time is the percentage of time that orders were open in the total time of the signal's monitoring period.
honest_knave
Moderator
2302
honest_knave  
MorpheusZ:

oh, that's good to know! thanks!

does anyone know how "trading activity" is calculated? I failed to find info on it in the mql5 docs

https://www.mql5.com/en/articles/2704 

Trading activity is displayed as the percentage of the total time when there were open positions on the account. If this value approaches 100%, it means the account almost always has open positions,
EDIT: Sorry Eleni, it looks like we posted at the same time.
The Easy Way to Evaluate a Signal: Trading Activity, Drawdown/Load and MFE/MAE Distribution Charts
The Easy Way to Evaluate a Signal: Trading Activity, Drawdown/Load and MFE/MAE Distribution Charts
  • 2016.09.28
  • MetaQuotes Software Corp.
  • www.mql5.com
Subscribers often search for an appropriate signal by analyzing the total growth on the signal provider's account, which is not a bad idea. However, it is also important to analyze potential risks of a particular trading strategy. In this article we will show a simple and efficient way to evaluate a Trading Signal based on its performance values.
Khaled Hafez
782
Khaled Hafez  
Eleni Anna Branou:
Average holding time is the percentage of time that orders were open in the total time of the signal's monitoring period.

edit:

afaiu, there could be very active scalpers with short holding times but large trading activity, or conversely inactive swing traders with long holding times but small trading activity

still, seems like a good approximation for holding time! thanks a bunch!

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