Dynamic EAs - page 13

 
 
bebeshel:
I have seen that using different "Positions settings"; for project 1a, Project 2a, Project volty dss newsfilter - 1 :

Project 1a

extern string ____Positions = "Positions settings";

extern double TakeProfitPips = 5;

extern double StopLossPips = 50;

extern double CloseWhenProfit = 0;

extern double CloseWhenLoss = 0;

extern bool AllSymbolsForProfitAndLoss = false;

extern bool StopWhenClosedAllTrades = false;

Project 2a

extern string ____Positions = "Positions settings";

extern double TakeProfitPips = 1000;

extern double StopLossPips = 100;

extern double CloseWhenProfit = 0;

extern double CloseWhenLoss = 0;

extern bool AllSymbolsForProfitAndLoss = false;

extern bool StopWhenClosedAllTrades = false;

Project volty Dss newsfilter - 1

extern string ____Positions = "Positions settings";

extern double TakeProfitPips = 100;

extern double StopLossPips = 50;

extern double CloseWhenProfit = 0;

extern double CloseWhenLoss = 0;

extern bool AllSymbolsForProfitAndLoss = false;

extern bool StopWhenClosedAllTrades = false;

is random, or have some sense

3 different Ea's 3 different settings thats all.

 

Boxter

To smooth it the way it is described in the paper, you should use mode 3 for WprSmoothMode parameter (it is a linear weighted moving average in metatrader which is same as weighted moving average, just the name differs a bit)

As of system : will see the paper for the exact description of the system, and, if there is enough data then the system can be replicated (except for the inability of metatrdaer to trade some markets)

regards

Mladen

Boxter:
Hi mladen, in the post #2 of the DZ indi thread you posted a DZ article from Zamansky/Stendhal. On p.3 of this paper in the chapter "Real World Investing" the authors describe an EA using a DZ indicator based on the Williams’ %R indicator (parameter 1) smoothed by a weighted MA (parameter 2). Which smoothing of the DZ WPR indi from post #7 of the DZ indi thread is meant here ? The DZ EA in the article was specifically designed to recognize highprobability trading points set by the S&P 500 market (but I guess can be used for other instruments as well). They claim a profit factor of >6.3 and a sharpe ratio of 0.3 for this EA ! The EA is simply buying and exiting the S&P 500 index as the indicator crosses its respective extreme zones. The extreme zones were calculated by the DZ indi using the lookback period of 70 days, and the buy/sell probability factor of 12%. Can you develop such an EA in the DZ EA thread ?
 

mrtools

MrTools

I was thinking that for each EA, you have set different parameters for the potential of each EA, to meet the objectives? ("Take Profit" with a "Stop Loss" safer, for each different EA):)

I will not be heavy but you said you're going to introduce evening suplimentar filter that I asked (an indicator of volatility or "ATR") in the EA Project 2a ", I guess you did not have time (just wanted to remind you) .

Greetings

 

mrtools

As you can see in the image at hand, we can not tell when an order of "buy / sell", is made ​​by Project 1a "or"Project 2a ", or" Project volty newsfilter Dss - 1. "

You can do something to differentiate, when a purchase order / sales, EA is carried out by different? to see every order that EA has been done?.

 

mrtools

Sorry , talked about this picture:

mrtools

--------------------------------------------------------------------------------

As you can see in the image at hand, we can not tell when an order of "buy / sell", is made ​​by Project 1a "or"Project 2a ", or" Project volty newsfilter Dss - 1. "

You can do something to differentiate, when a purchase order / sales, EA is carried out by different? to see every order that EA has been done?.

Files:
project_1a.jpg  478 kb
 

mrtools

Mrtools, really, in:

Terminal / Operations under the heading comments note that EA (ex. Project-buy/sell), but I could not see what kind of Project ... is. (could be seen par example, if is Project 1a, or Project 2a , ... etc)

Thanks

 

mrtools

Mrtools,

I have only one question I .....

As you can see in the picture "extern int Volty.initialStopLoss = 50. "

The indicator "VoltyChannel_Stop_v2.2" change of value and follow the price, but the initial stop loss is on the same site.

My question is the stop loss did not have to follow the price and change the value, like "VoltyChannel_Stop_v2.2"taking into account that is selected = "true"

Thanks

 
bebeshel:
Mrtools, really, in:

Terminal / Operations under the heading comments note that EA (ex. Project-buy/sell), but I could not see what kind of Project ... is. (could be seen par example, if is Project 1a, or Project 2a , ... etc)

Thanks

Project3 has correct comments in,if you decide to test, now hopefully to help erase any confusion and make it easier to address questions, etc. changed (in name only)Project Volty Dss to Volty Dss if you have any more questions, complaints about this Ea please address them here. What i did is change the Ea comments to Volty Dss buy or sell please read this post, since you seem to miss a lot of posts about different things!

Files:
 
mrtools:
This Ea is kinda based on Boxters request earlier but it uses a cfb adaptive dynamic zone Wpr and cfb adaptive rsx been finding some pretty good signals of H4 adaptive Wpr as trend and using H1 adaptive Rsx as trigger, Ea uses Atr trailing,stoploss, and partial close if desired, for exits.In the zip file is everything needed for the Ea including the dll for the dynamic zone. If you like to follow the Ea trades added the mtf versions of the indicators. ps) on the picture the Ea took partial profit on its first trade and still going, first trade was .05 lots, closed partially .01 lot for $6.49 so if i'm figuring it right, it banked 64 pips.

This is cool ! Thanks, I'll test it

Reason: