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Libraries: Universal Expert Advisor scheme

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MetaQuotes Software Corp.
Moderator
182618
MetaQuotes Software Corp. 2008.12.17 07:33 

Universal Expert Advisor scheme:

Universal EA scheme to enable easy multiple strategy implementation into one EA

Author: slacktrader

MQL4 Comments
16319
MQL4 Comments 2008.12.18 00:04  

novadar your idea is great please send my your email i have many ideas for that systems ..example you can look the retun if retun (1)<retun (2) <retun (3) then change the expert or condition or reverse conditions..my e mail is tradersoros@yahoo.com.ar

best regards-

MQL4 Comments
16319
MQL4 Comments 2008.12.27 09:16  
soros11:

novadar your idea is great please send my your email i have many ideas for that systems ..example you can look the retun if retun (1)<retun (2) <retun (3) then change the expert or condition or reverse conditions..my e mail is tradersoros@yahoo.com.ar

best regards-

This muiltisttrategy approach is a very ambitious project to program. I have been manually analysing the market in a similar way (from monthly to even a minute time frame) and choose a particular timeframe to trade a particular elliottwave per currency pair. I am not an mql4 programmer but this approach holds great interest for me. I understand that the "action code" chooses a strategy, calls it from "strategy code" and executes it. There seem to be 14 strategies based on MACD amd MAs. Fractals are involved in some places. I have not spent much time on these as I do not understand the non-Enflish comments in the code and also mql4 if foriegn to me.

The following 3 compilation warnings are currently showing in the code:

1. Function "GetLots" is not referenced and will be removed from exp-file

2. Function "CloseAllPositions" is not referenced and will be removed from exp-file

3. Function "getStrategyCurrencyByNumber" is not referenced and will be removed from exp-file

I hope that helps in this project.

Regards

usp

usp

MQL4 Comments
16319
MQL4 Comments 2009.09.10 04:39  

I tried to figure out how to modify it but i couldn't

I want to make a system that

Buy lot 0.01 when RSI 14 Smoothed cross over 30

close the position with 10pips or when RSI 14 Smoothed cross over 70

Thanks

elbarck

nik1
21
nik1 2009.10.25 17:26  

The idea is interesting however there are some questions:



- What if somebody wants to start the Universal Single Position trader on a demo/live account for different currencies at once? Is the money management supporting this already in this trader ?

- I noticed that this EA is slower than the other EAs "around". (This has a huge negative impact on GA parameters finding). Any particular idea on how the speed can be improved ?!

While backtesting in the default settings I have just changed to M5, and also the following:

int _STRATEGY_NUMBER = 14;

extern int _STRATEGY_TIMEFRAME_CHOICE = 2;
extern int _STRATEGY_TIMEFRAME = 2;

extern int _SIGNAL_COMBINATION = 2;


, everything others stays the same.

I have noticed also error 130 !. Perhaps has to do with some problem other by SL / TP it self or by proper time frame reading. Although I think that the code:


bool LastBarTraded()
{
//Trade only once on each bar
if(LastBarTraded == Time[0])
return(true);
else
return(false);
}

helps in some sort that the actual bar is traded while backtesting, but the error 130 still appears in backtesting. Any suggestions on how this can be improved ? Without this improvement I find the idea very ok, but the code it self rather not reliable for serious backtesting/trading ..

Last but not least :

- How will be the Universal Single Position trader framework portable with MT5?


I hope we get some improvement on this EA ..

slacktrader
399
slacktrader 2010.02.16 21:53  
nikmo:

The idea is interesting however there are some questions:



- What if somebody wants to start the Universal Single Position trader on a demo/live account for different currencies at once? Is the money management supporting this already in this trader ?

- I noticed that this EA is slower than the other EAs "around". (This has a huge negative impact on GA parameters finding). Any particular idea on how the speed can be improved ?!

While backtesting in the default settings I have just changed to M5, and also the following:

int _STRATEGY_NUMBER = 14;

extern int _STRATEGY_TIMEFRAME_CHOICE = 2;
extern int _STRATEGY_TIMEFRAME = 2;

extern int _SIGNAL_COMBINATION = 2;


, everything others stays the same.

I have noticed also error 130 !. Perhaps has to do with some problem other by SL / TP it self or by proper time frame reading. Although I think that the code:


bool LastBarTraded()
{
//Trade only once on each bar
if(LastBarTraded == Time[0])
return(true);
else
return(false);
}

helps in some sort that the actual bar is traded while backtesting, but the error 130 still appears in backtesting. Any suggestions on how this can be improved ? Without this improvement I find the idea very ok, but the code it self rather not reliable for serious backtesting/trading ..

Last but not least :

- How will be the Universal Single Position trader framework portable with MT5?


I hope we get some improvement on this EA ..


I hope you will help to improve this EA :-)

You can support development of this EA with your ideas and experience here: http://code.google.com/p/universaltrader/

If you are interested, please contact me.

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