[Archive!] Any rookie question, so as not to clutter up the forum. Professionals, don't pass it by. Couldn't go anywhere without you - 2. - page 471

 
The important thing is that it's sorted ... :)
 

Guys, I've read an interesting article - can you tell me the best way to perform the following (when testing different versions of owls (forward, backward) according to the article: " It is not difficult to combine history of deals in Excel (these EAs) and build the resulting graph, clearly demonstrating the essence of the idea . " - because here, one of the main issues may be to combine the timeline for different owls making trades according to different trading criteria, as well as with different time of "life" (being in the market) positions, to build the resulting balance chart . Who solved such issues, recommend a possible solution to the issueof combining the history of different EAs' trades in Excel and plot ting the resulting graph of the trading account balance changes...
 
The question is this.

The Expert Advisor uses three TFs. Let us assume a weekly, daily and 4-hour timeframe. During testing, the current TF is set to the daily one. Testing mode is control points. In such a case, what timeframe is used to calculate the check points? If the Expert Advisor has set the 4-hour timeframe as the smallest one, the check points should be calculated using the timeframe that follows the downward direction, i.e., 30-minute timeframe. But if the current timeframe for testing/optimization is a daily one, then perhaps the 4-hour timeframe is used for the checkpoints.

Clear my doubts.)))
 
tol64:
The question is this.

The Expert Advisor uses three TFs. Let us assume a weekly, daily and 4-hour timeframe. During testing, the current TF is set to the daily one. Testing mode is control points. In such a case, what timeframe is used to calculate the check points? If the Expert Advisor has set the 4-hour timeframe as the smallest one, the check points should be calculated using the timeframe that follows the downward direction, i.e., 30-minute timeframe. But if the current timeframe for testing/optimization is a daily one, then perhaps the 4-hour timeframe is used for checkpoints.

Clear my doubts.)))

I know one thing - when testing with the use of different TF in the board - test it on the smallest one used in it (and in the board all these TFs should be clearly specified - without mixing up anything), and even better to test on M1 by opening prices (in the board to provide work with control of a new bar formation, regardless of what TF this board uses in its work).
 
Roman.:
Guys, I've read an interesting article - can you suggest the best way to perform the following (when testing different versions of owls (forward, backward) according to the article: " It's easy to merge the history of deals in Excel (these EAs) and build the resulting graph that clearly shows the essence of the idea . " - because here, one of the main issues may be to combine the timeline for different owls making trades according to different trading criteria, as well as with different time of "life" (being in the market) positions, to build the resulting balance chart . Who solved such problems, recommend a possible solution forcalculating the history of different Expert Advisor's trades in Excel, and constructing the resulting graph of the trading account balance changes...


Hello!))

I use Excel a lot and for me it is a magic tool with enormous possibilities.) Everything is there for graphing.

The history of trades is somehow imported into a common spreadsheet. You just need to have the closing times of the trades. Then you sort through a filter. If necessary, use the summary tables to merge trades that closed at the same time. And then with the help of formulas work wonders and deduce on the diagram.)))

Another example:

 
tol64:


Hello!))

I am a very active user of Excel and for me it is a magic tool with huge possibilities.)) Everything is there for graphing.

Transaction history is somehow imported into a common spreadsheet. You just need to have the closing times of the trades. Then you sort through a filter. If necessary, use the summary tables to merge trades that closed at the same time. And then with the help of formulas work wonders and deduce on the diagram.)))

Another example:


It's not for nothing that I read in the Excel bible that basically everyone uses 10-20% of its features. I'm probably one of them... :-)))

"Transaction history is somehow imported into a common table" - I am so far only able to import one owl's work history into one table with closing times... How do I then merge them together - all these histories (with a closing time column in them)?

 
Roman.:

I know one thing - when testing with different TFs in owl - use the smallest one used in it (and all these TFs should be clearly specified in owl - without mixing anything up), and better yet, test on M1 with opening prices (in owl the control of new bar formation should be implemented, regardless of what TF a given owl uses in its work).


Yes, I explicitly specify in the EA settings: 10080, 1440, 240. At the moment trailing is based on the current timeframe, and the current one is a daily one. If you set it to the smallest one used in TS, the trailing stop will be based on 4h, which is not necessary.

The Expert Advisor has a check for a new bar formation. But this check currently works for the same current TF, i.e. daily. Or, to be absolutely clear, we should monitor formation of a new bar in each TF we are using? I mean if I set the current 4-hour timeframe, I will need to follow the new daily bar formation for my Expert Advisor to decide if the trailing stop needs to be modified.

 
tol64:


Yes, I explicitly specify in the EA settings: 10080, 1440, 240. At the moment trailing is based on the current timeframe, and the current one is a daily one. If you set it to the smallest one used in TS, the trailing stop will be based on 4h, which is not necessary.

The Expert Advisor has a check for a new bar formation. But this check currently works for the same current TF, i.e. daily. Or, to be absolutely clear, we should monitor formation of a new bar in each TF we are using? I mean, if I set the current 4-hour timeframe, I will need to watch the new daily bar formation for my Expert Advisor to decide if the trailing stop should be modified or not.

I need to track the formation of a new bar in the smallest used TF in the Expert Advisor. In this case, also clearly set the TF to be used - if it is a daily one, then set it to a daily one - there is nothing difficult. That is all. Test by opening prices - abandon the "checkpoints..." model - IMHO, of course.
 
Roman.:


It's not for nothing that I read in the Excel bible that basically everyone uses 10-20% of its features. I'm probably one of them... :-)))

"The transaction history is somehow imported into a common table" - so far I only know how to import one owl's history into a single table with a closing time... How to combine them together - all these histories (with the closing time column in them)?


))) I'm very glad you're so excited. Soon you will be too.)))

To combine all the stories is simple. One by one, you paste down all the stories. And then apply a filter and sort them. Select the option - From old to new.

 
tol64:


))) I am very glad you are so excited. Soon you will be too.)))

Putting all the stories together is simple. One by one, you paste down all the stories one by one. And then apply a filter and sort them. Select the option - From old to new.


I.e. let's say we have the following table - this is for one owl... section of the table - on the left - closing time, on the right - change in balance.

Next (below) will be the same table as Owl #2, also from 2002 - i.e., I "put all the stories one after the other down". How to do the following "And then you apply a filter and sort. You select the option - From old to new."???

Reason: