Hma Ea

 

Hi,

I've developed simple EA for HullMA's lovers.

Also I've optimized this EA for period 2006.01.01 - 2007.01.01 (MQ Server).

Kind regards,

Igor

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Edited by Newdigital.

- HMA_v2 indicator is here.

- HMA_Expert_v1 EA: post #1 of this thread.

- HMAExpert_v1.1 together with TesterReport_v1 is here.

- HMAExpert_v1.2 with TesterReport_v1.1 is here.

- Setting from Sadly for GBPUSD H1 timeframe is here.

- HMAExpert_v2 with Efficiency indicator as a filter is here. Don't forget to place HMA indicator also (this version is using 2 indicators). Settings for EURUSD, USDJPY and GBPUSD (H1 timeframe) are here. The different settings for GBPUSD is here; settings (EAs with default settings) which I tested is here.

- HMAExpert_v2.1 with fixed FX_Snipers_Ergodic_CCI_Trigger indicator as a filter is here.

Files:
 
igorad:
Hi,

I've developed simple EA for HullMA's lovers.

Also I've optimized this EA for period 2006.01.01 - 2007.01.01 (MQ Server).

Kind regards,

Igor

hi, igorad

good result optmizing EA using ONLY 1 indicator. i am thinking to use 4TF_HAS(15 30 60 tf=15m)

on TrendEnvelopExpert to filter signal generated by ADDSignal and TrendEnvelop , setting TP=12 (for tf=15m or >12 for tf>15m) and EXIT when 4TF_HAS change color on 15m or 30m.

what do you think about this ?

giapel

 

Super! Having a look now ...

 

Hmmm, I load loaded it into strategy tester, loaded the .set data, ticked "visual mode", pressed start .... no trades?!

 

Here's what the jounal says:

2007.08.21 11:15:10 HMA_Expert_v1: loaded successfully

2007.08.21 11:15:10 HMA_Expert_v1 inputs: Magic=22222; Slippage=3; Lots=0.1; MaxOrders=1; TakeProfit=0; StopLoss=0; TrailingMode=0; TrailingStop=0; StopDeviation=0; BreakEven=0; ProfitLock=0; ExitMode=1; StartHour=0; StartMinute=0; EndHour=23; EndMinute=0; CloseTimeMode=0; CloseHour=24; CloseMinute=0; TimeFrame=0; Price=4; Length=7; PctFilter=1.7; Shift=1; Mode=2; MaxRisk=0.05;

2007.08.21 11:15:10 2007.08.13 00:04 Cannot open file 'C:\Program Files\Trading\MetaTrader\experts\indicators\HMA_v2.ex4' on the EURUSD,M5

 
Sadly:
2007.08.21 11:15:10 2007.08.13 00:04 Cannot open file 'C:\Program Files\Trading\MetaTrader\experts\indicators\HMA_v2.ex4' on the EURUSD,M5

Sorry but you have not HMA_v2 (with exact name) in ..\experts\indicators folder.

 
Sadly:
Here's what the jounal says:

2007.08.21 11:15:10 HMA_Expert_v1: loaded successfully

2007.08.21 11:15:10 HMA_Expert_v1 inputs: Magic=22222; Slippage=3; Lots=0.1; MaxOrders=1; TakeProfit=0; StopLoss=0; TrailingMode=0; TrailingStop=0; StopDeviation=0; BreakEven=0; ProfitLock=0; ExitMode=1; StartHour=0; StartMinute=0; EndHour=23; EndMinute=0; CloseTimeMode=0; CloseHour=24; CloseMinute=0; TimeFrame=0; Price=4; Length=7; PctFilter=1.7; Shift=1; Mode=2; MaxRisk=0.05;

2007.08.21 11:15:10 2007.08.13 00:04 Cannot open file 'C:\Program Files\Trading\MetaTrader\experts\indicators\HMA_v2.ex4' on the EURUSD,M5

You should have this indicator in indicators folder.

 

Thank you guys.

 

started to forward test

Start to forward test on main pairs 1 hour chart just opened trades

I have now change back to 5m what is the best periods

 

Forward testing the last session was probably not indicative of normal market conditions seeing as most majors have seen huge volatility over the last week. During this time I'm running the strategy tester instead using different data sets for the Asia through USA sessions to see how this fairs against a fixed data set.

One thing I would prefer to see with the EA and HMA_v2 indicator is coloured bars if possible (DRAW_HISTOGRAM_SOLID_LINE)???? as I find this much more readable on the chart. If this could be easily reprogrammed then that would be great. If it's time consuming then please don't worry about this.

Will update will successful strategies as they come in.

 

Profit v Losses v Drawdown

How often does the signal make a profit?

What is the average profit (in pips) that it makes (if any)? (No profit is a loss unless it's breakeven)

What is the average drawdown (in pips) before profit?

What is the ratio of profit vs drawdown?

What is the ratio of wins to loses?

From what I can see there are several calculations that are not readily available with the stategy tester and therefore it can not provide what we need even though MQL is capable of implementing a complete stategy by incorporating this type of data. That is to say if were able to surmise from the stategy tester what the data was then a planned stategy could be put in place to make a profit. At present this seems to be out of the scope what stategy tester can tell us. Knowing all of the above answers we could produce a scatter graph of profit v losses v drawdown to optimise our stategies to greatest effect. Has anyone any thoughts about how we could achieve this?

Reason: