Aaragorn's EA workbench - page 3

 

there must be some tipping point.

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A couple functions I'd like...

I have ideas for several pieces of code I'd like to generate but which I'd be happy to have someone else do too...I have more ideas now for code than I have time to create myself.

1- A function that keeps track as a program runs of the pips and counts pips won, pips lost and net total from the time the EA started until the present much like the strategy tester reports on the dollars I'd like to see a report on the pips, how many were average per trade, shorts, longs etc. so I can see from a pip perspective how well the code is working. factoring in the spread appropriately on each trade of course.

2- I would like to see a code made that resolves the common problem of when a close in the current bar is crossing over a moving average and instead of the order opening right on the cross of those two lines it open several pips off of that crossing often ten or more pips away. When two lines cross in the current bar also I want only one order to open preciesly where the cross occurs and no additional orders in that bar. This is a common programming challenge that I've got right now. The best I've been able to do so far is make a filter that prevents anything outside a specified variance from opening like 2 pips or so but that often doesn't fill unless the variance is 4 pips or more. Seems to me that if the market moves thru that range there ought to be a way to get the order where you want it right on the cross. One order no more no less right on the cross. Is that too much to ask of a function?

if any of these code solutions are already done I'd like to be linked to them, that would work too.

 

Does anyone have a Williams %R incidator?

I don't see that in the platform.

 
Aaragorn:
I don't see that in the platform.

Yes, it is. Under indicators and then oscillators and at the bottom of the list.

 

You're gonna get there

Hey Aaragorn,

How's the continuous search for the holy grail? I have been following your progress and you seem to get closer every day.

That was just a word of motivation. But nevertheless, once I get more time, I wouldn't mind helping with the coding. In the meantime, I must confess there was a time that I have gone through the exact same process as you are going through and I could imagine you -just as I in the past- have dozens if not hundreds of expert advisors and mt4 platforms with several brokers trying to work out on every thing and everywhere to reach your objective.

But I realized -and perhaps that could be an advice to you- that to succeed, it is rather better to minimize the projects you are working on to at most 5 and work on them extensively before you jump to new ideas. I'm not sure if you will agree with me, but ideally if you concentrate on two ideas, you'll get faster and better results at the end.

Keep up the great work!

i_me

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P.S. attached is the backtest graph of an EA I once wrote with such tight stoplosses and money management. It started from $200 and ended up with (9 digits) in just 10 months. So I decided to toss the backtester away and do forward tests instead.

Files:
 
investor_me:
Hey Aaragorn,

How's the continuous search for the holy grail? I have been following your progress and you seem to get closer every day.

That was just a word of motivation. But nevertheless, once I get more time, I wouldn't mind helping with the coding. In the meantime, I must confess there was a time that I have gone through the exact same process as you are going through and I could imagine you -just as I in the past- have dozens if not hundreds of expert advisors and mt4 platforms with several brokers trying to work out on every thing and everywhere to reach your objective.

But I realized -and perhaps that could be an advice to you- that to succeed, it is rather better to minimize the projects you are working on to at most 5 and work on them extensively before you jump to new ideas. I'm not sure if you will agree with me, but ideally if you concentrate on two ideas, you'll get faster and better results at the end.

Keep up the great work!

i_me

---

P.S. attached is the backtest graph of an EA I once wrote with such tight stoplosses and money management. It started from $200 and ended up with (9 digits) in just 10 months. So I decided to toss the backtester away and do forward tests instead.

Dude! share it with please!!!

I not only respect the work I learn something more now from every new code I disect.

My current goal for this week is to create an indicator that can detect the three phases of a a trend acceleration, if possible mark them somehow either on the chart itself or with an additional indicator below the chart and make that distinction available for order entry manipulation. The three phases of the trend acceleration are basically the degree of the slope of a moving average.

Someone else gave me some ideas about filtering Cyberia trader too. It's hard to know which projects to give my attention to which will be of most reward. Often breakthrus on one EA precipitate code that I can then transfer to another and upgrade it there too. I'm trying to make my codes in transferable modules that way when possible.

I welcome any collaboration. What becomes possible when winning strategy are combined? I always wonder about making a super EA with the combination of multiple and compatiable strategies...

 

What name of your amazin EA?

 
Aaragorn:
Dude! share it with please!!!

I not only respect the work I learn something more now from every new code I disect.

My current goal for this week is to create an indicator that can detect the three phases of a a trend acceleration, if possible mark them somehow either on the chart itself or with an additional indicator below the chart and make that distinction available for order entry manipulation. The three phases of the trend acceleration are basically the degree of the slope of a moving average.

Someone else gave me some ideas about filtering Cyberia trader too. It's hard to know which projects to give my attention to which will be of most reward. Often breakthrus on one EA precipitate code that I can then transfer to another and upgrade it there too. I'm trying to make my codes in transferable modules that way when possible.

I welcome any collaboration. What becomes possible when winning strategy are combined? I always wonder about making a super EA with the combination of multiple and compatiable strategies...

Yes indeed. Collaboration is key to success because sometimes it may be a burden for only one individual to work simultaneously on different projects.

In the meantime, If you are not monitoring the results of mql's championship, I suggest you do so (http://championship.mql4.com). It will give you a glimpse about the performance of some popular EAs (provided the test is done with honesty). But I'm currently forward testing the EA. I'll probably post the results after some tweaking of the settings. I'd be happy to share the EA with you after a while.

In the meantime, I do hope you could share with us the forward test results of your different EAs particularly those whom you think have performed best and had settings optimized for the last three months.

Good luck!

 
investor_me:
Yes indeed. Collaboration is key to success because sometimes it may be a burden for only one individual to work simultaneously on different projects.

In the meantime, If you are not monitoring the results of mql's championship, I suggest you do so (http://championship.mql4.com). It will give you a glimpse about the performance of some popular EAs (provided the test is done with honesty). But I'm currently forward testing the EA. I'll probably post the results after some tweaking of the settings. I'd be happy to share the EA with you after a while.

In the meantime, I do hope you could share with us the forward test results of your different EAs particularly those whom you think have performed best and had settings optimized for the last three months.

Good luck!

I wish I had something that I felt was developed enough to warrent forward testing. alas..the most forward testing I've done is with the Cyberia EA. I dont' actually have tests running in demo I only have strategies and bits and pieces of strategy code which work under limited circumstances The best result I got is with some modification to the Divergence trader EA for two days .....I would love to be able to comply with your request I'm just not that advanced yet.

Good idea to monitor the championships. Thanks

What is your reason for waiting to share the EA with me?

 
Aaragorn:
I wish I had something that I felt was developed enough to warrent forward testing. alas..the most forward testing I've done is with the Cyberia EA. I dont' actually have tests running in demo I only have strategies and bits and pieces of strategy code which work under limited circumstances The best result I got is with some modification to the Divergence trader EA for two days .....I would love to be able to comply with your request I'm just not that advanced yet.

Good idea to monitor the championships. Thanks

What is your reason for waiting to share the EA with me?

You can't tell if an EA is ready for forward testing or not. If it has sound logic that makes sense and if you tried it manually (not through the tester) and it produced consistent profit in different market conditions, then I'd say it is worth a forward test.

As for your question about my EA, I'd like to share it with you and everyone else when I know it is good enough for release. It's still more of a skeleton structure but in a few weeks, I'm putting some more into it so it could be worth posting in this forum. If you insist, you may pm me and I'll send you some basic info, I don't want to divert attention on your thread to something I'm personally not ready to reveal.

BTW, why not start from today (Monday) to test your best EAs. Give it a shot. I currently have five MT4 applications running 24/7 since Monday after midnight GMT. The thing is I'm not using them for different EAs. You may be surprized if I tell you that I'm using them to test the same EA with the same parameters, same time frame and everything. I was concerned that different brokers would give different results. And I was right. Here are the initial results since today morning:

Strategy Builder FX: +66pips (5 winning trades, no losing trade, no pending)

MetaQuotes :+6 pips (2 winning trades, no losing trade, no pending)

MIG: +16 (3 winning trades, no losing trade, no pending)

NorthFinance: +50 pips (4 winning trades, no losing trade, no pending)

Alpari: +14 pips (4 winning trades, 1 losing trade, no pending)

So as you can see, the difference between 66 and 6 pips is huge (1000%) and I wouldn't be surprized if I find some with negative balances and some with positive. It's interesting how this MT4 system works with different tick feeds. But nevertheless, it is too early. I'd let the test run for a whole month before judging about the difference, which could -not necessarily though- decrease in time.

I'd hope to see forward test results when you decide to do it!

Good luck, and yes, I'd be glad to look into your divergence EA and its logic.

Cheers

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P.S. I've also dealt with cyberia trade in the past, the biggest problem is its 1to 2-pip profit trades, which make them a scalping EA prohibited by all MT4 brokers. You can't apply it to Marketiva or Oanda because the MT4 data don't match with those too. Been there, tried it, didn't work

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