Hma Ea - page 5

[Sadly]

For the TesterReport, right click on it and select attach to chart. The dialogue box appears and you can set the properties from here. Set the mode to 1.

[Sadly]

I never know whether I'm being clear enough to make any sense so as the old saying goes ... pictures speak a thousand words, I've included 2 screen shots for you.

[pelgia]

igorad:
Hi,

So I have decided to improve EA's performance considerably.

You may ask me how to do that?

It's simply, we just should add good filter(indicator) to this EA.

Next question: What is best of them - tens or even hundreds indicators?

I think it should be some sort of predictive indicator, i.e. It should be a certain price velocity indicator.

So we could make serious researches: what of these indicators is the best.

My first pretender for this rank is Efficiency indicator.

Thus we have new version of HMAExpert with implemented Efficiency_v1.1.

For optimization and testing I've chosen the period 2006.01.01...2007.01.01 (MQ Server).

For check of performance of the new indicator I realized optimization without the HMA indicator(Mode=0).

Please look at 1st screenshot: we have very good result with near +5000 pips.

Further I've tried to optimize the EA with all other inputs and MM (2nd screenshot).

So now we have profitable EA with good performance over the last year.

Try to execute out-of-sample tests.

I'm waiting for your opinion.

Regards,

Igor

hi, Igorad

i am starting forward-testing, what do you think about forward-test on 4 major currency pairs ? or only on gbpusd ?

thanks in advance

giapel

[Sadly]

Very nice work igorad, thank you. I will have a look at this over the weekend. Meantime, I too have been looking at other indicators to compliment the HMA EA but it's very difficult without the proper programming knowledge not least because indicators require input of a data set then watched then paused many many times for hours on end (the wife thinks I'm having an online affair no less). As yet such a synergism has not yet been found and nothing has stood out as being particularly complimentary either although I believe it's only a matter of time ...

I like the strategy tester function of MT4 but feel that it's lacks the functionality needed to fully test the results generated by the EA. Your TesterReport went some way to addressing this issue but I feel what is badly needed is the ability to definitively find both the most frequent target pip level and stop loss level when examining the results (as shown by TesterReport). By way of example, should the EA frequently trade to >40 pips but less often to >80 then realistically we ought to be targeting somewhere between this level for maximum profit. This also applies to risk in that should the EA rarely trade beyond >40 pips then we ought to be setting our stop loss slightly beyond such a level. However this may not be something that can be done using MQL as things stand today with the current build, I really don't know if that's the case or not.

Ultimately strategy tester should have a "Goal Seek" (more examples here)type function which calculates the optimum level to achieve the desired result in a similar fashion to the function used in spreadsheet programs. Now wouldn't that be something to work with!

[zaperon]

filters

Hi igorad

a good filter can be the FX_Sniper's_Ergodic_CCI_Trigger - this is a very fast trend following for enter and exit trades.

then we have MAX Moving Average and GMMA_Sashken that can be use in lower timeframes to confirm the direction, GMMA_Sashken works becoming wide and thin, almost always after a narrow period a significant movement comes -

working in H1 you see that in M15 and M5. and the wide time is not a good time to enter a trade.

ok i hope it helps,

juan david

[Sergey Golubev]

Hi Igorad,

In your post #44 you attached Efficiency_v2 indicator to be used in EA. But inside HMAExpert_v2 EA you commented Efficiency_v1.1 indicator and I am getting the errors because of that.

So, I changed comments inside your EA from Efficiency_v1.1 to Efficiency_v2 and it is working fine now.

EA attached.

If I did something wrong so please correct me.

[Igor Durkin]

Hi,

So I have decided to improve EA's performance considerably.

You may ask me how to do that?

It's simply, we just should add good filter(indicator) to this EA.

Next question: What is best of them - tens or even hundreds indicators?

I think it should be some sort of predictive indicator, i.e. It should be a certain price velocity indicator.

So we could make serious researches: what of these indicators is the best.

My first pretender for this rank is Efficiency indicator.

Thus we have new version of HMAExpert with implemented Efficiency_v1.1.

For optimization and testing I've chosen the period 2006.01.01...2007.01.01 (MQ Server).

For check of performance of the new indicator I realized optimization without the HMA indicator(Mode=0).

Please look at 1st screenshot: we have very good result with near +5000 pips.

Further I've tried to optimize the EA with all other inputs and MM (2nd screenshot).

So now we have profitable EA with good performance over the last year.

Try to execute out-of-sample tests.

I'm waiting for your opinion.

Regards,

Igor

[Igor Durkin]

Sorry for misunderstanding.

I've edited my post with correct version Efficiency_v1.1.

Try to compare two versions.

newdigital:
Hi Igorad,

In your post #44 you attached Efficiency_v2 indicator to be used in EA. But inside HMAExpert_v2 EA you commented Efficiency_v1.1 indicator and I am getting the errors because of that.

So, I changed comments inside your EA from Efficiency_v1.1 to Efficiency_v2 and it is working fine now.

EA attached.

If I did something wrong so please correct me.

[Sergey Golubev]

Thanks.

I edited 1st post of this thread (yopur post, sorry, just to sort everything on this thread out) and this post in files thread.

[Sadly]

ExitMode in the data set = 4. Commentary in EA says "System Exit Switch:0-off,1-signal(w/o timefilter),2-signal".

ER_Mode in data set = 3. Commentary "Efficiency Mode: 0-off,1-trend,2-signal".

Also, what is TE Mode? Timed Exit??