Something Interesting - page 42

[Sergey Golubev]

Forum on trading, automated trading systems and testing trading strategies

Requests & Ideas, the beginning

Sergey Golubev, 2018.04.30 14:35

Interesting article - 

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My First "Grail" 

The word "grail" is now often used among modern programmers ironically. It means for them the impossibility to create a "universal" program for all occasions. As to programming in MQL4, this word means impossibility to create an expert that would give fantastic effects in the real trading.

In reality, forex is the reflection of a complex conglomerate of phenomena - economic and industrial relations, human characters, politics. Moreover, and this is even more important, it cannot be simply formalized. Experienced traders recommend to enter the market only if there are three to five or even more signs indicating the possible trend.

At the same time, the regularities determined by now cannot completely provide a deep basis for market forecasting with high probability of success. The contradictory prognoses made by leading analysts of eminent banks and financial organizations confirm this. All analysts, without any exception, can very well interpret the events that have already happened, but only a few of them can give a sequence of really confident prognoses.

Let us be just towards them: These people do what they can do, most of them have a long trading experience and much knowledge we can envy. However, let us call things by their proper names: practically all of them are often mistaken. They can look big, enjoy more or less popularity, sometimes make a handsome fortune ("gurus" of different kinds are really well described in the Alexander Elder's book titled Trading for a Living: Psychology, Trading Tactics, Money Management), but the fact remains that even experienced analysts are often mistaken.

So, considering these circumstances, what are the chances of a first-time programmer who is just making his or her first steps in trading on Forex? Let us try to retrace the pathway that the beginner goes in his or her quest of the "Grail". 

[Sergey Golubev]

Interesting EA was published - 

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Self Optimizing RSI or MFI Trader - expert for MetaTrader 4

It is a dream of mine to have a robot that optimized itself, that way I would know that it was always working with the best values. This is my humble attempt to bring a piece of my dream into reality. The attached expert advisor optimizes the overbought and oversold levels that it uses to make trades. It is my wish that others could take this concept and expand on it to create something even greater if you do, please let me know about it. Also, don't forget to rate my robot using the stars above. This strategy is applicable to any currency pair using any time frame with of course the correct settings.

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• The second version of the EA: please download from this post.
• The settings (set file) proposed by the author for the second version: this post to download.

For more information - go to this page.

[Sergey Golubev]

Forum on trading, automated trading systems and testing trading strategies

Very Profitable Heiken-Ashi System

Sergey Golubev, 2018.05.13 09:32

AlliHeik - expert for MetaTrader 5

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This is good EA with very simple buy/sell signals.
EA is using the following indicator: Heiken Ashi Smoothed Oscillator - indicator for MetaTrader 5

For more information/explanation (and to download) - this page.

[Sergey Golubev]

BRAINTRADING SYSTEM 

• BrainTrending indicators to download with template.
• Rules to trade manually
• How to install  
• TSD DS jurik BrainTrading system - the key thread
• TSD BrainTrading Stochastics system - the post
• BrainTrading Semi-Manual EA for M30 timeframe system - the thread 
• The differences between Brainwashing and BrainTrading system - the post.

[Sergey Golubev]

Interesting thread was started in the end of last week (interesting discussion) -

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C++ ... whats next? 

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Forum on trading, automated trading systems and testing trading strategies

C++ ... whats next?

Maxim Kuznetsov, 2018.05.24 12:16

Firstly, I ask you to excuse me - English is not my native language and I do not speak it well. Therefore, I first write large texts in Russian and then publish it in part with the help of google translate. Russian original of the following can look here: http://nektomk.ru/atcl:why

Here I quote only the abstracts from my entries, but still a large volume is obtained. I will be glad to any discussion and criticism - this will help me make the project better.

---

Why an additional language

Briefly, for what it would be desirable to use scripting language inside MQL:

• simplification and reduction of recording algorithms, rapid prototyping . In a high-level scripting language

algorithms are written very compactly and are quickly developed.

• overcoming the «problems» of MQL . The language of the platform is focused primarily on interaction with the trading environment

and fast mathematical calculations. Arrays are not first-class entities, but dynamic structures are rather difficult to program. For the sake of justice - it has justifications and partly it is solved by the «Standard Library»

• Code reuse . Many of the developed would like to be used outside of MetaTrader, and MQL is exclusively

trading platform language

• Programming the GUI . When I look at how programmers are tormented by developing components that can be displayed

only inside the graph and at the same time programmers calculate the pixels, I want to cry. 2018, the 21st century, trading platform. In any language there are 1-2-3 modern, full-featured, stable framework for user interfaces.

• Interaction with the «world» - the trader's environment includes DBMS, tables, different data streams, news feeds,

analytical software and so on. You need the means to interact with this

• I would like to have «glue» for using other means . In order to debug one DLL and one language in one platform,

and all others easily clung to him already. All modern languages ​​have mechanisms for adapting external modules from other languages.

Limitations and drawbacks of the solution

Of course, the solution will have obvious limitations and drawbacks, this too must be immediately understood and accounted for the scope of application:

• the use of another language entails the use of its infrastructure. Simply speaking, installation is required

this language with its libraries and tools on the computer.

• programs using DLL:
  • can not be executed on popular «VDS» MetaQuotes
  • can not be used in the «optimizer cloud»

* can not be sold through «market mql5.com»

MT Features and System Requirements

Known features of MetaTrader work, which significantly influence the choice of the language for embedding:

1. There are three types of user programs:
   1. indicators
   2. scripts
   3. experts
2. each program is a separate entity, works with its own memory and should not affect the work of others
3. for execution of the program, the platform calls its methods (standard functions) which must be worked out to the end
4. while indicators of one chart are executed (called) within one system thread associated with the chart
5. scripts and experts use a separate thread for each chart
6. MT functions can not be called from the DLL.

the main system requirement follows from this:

«should be able to run several independent instances of the interpreter (or virtual machine language) on 1 system thread.»

and one great wish (to make the impossible possible):

«it is desirable that the language / interpreter has a» continuation «that is, it allows the return of the intermediate result with the preservation of its own state»

User requirements (my)

To learn a new programming language is not so difficult, the more I have a presentation about their device, and I consistently looked at almost everything. Of course, I had my requirements / wishes for them (with a few explanations):

1. this should not be an exotic or very new / experimental language.
2. must have not too big API
3. The API must provide access directly to the language and data, and not just its console or bath-mode
4. the language itself must be quite high
5. have good application libraries
6. have a suitable license interpreter and libraries, which allows you to use it in freelancing or commercial projects without imposing restrictions on the customer

Forth, Lisp, C, C ++

Forth and Lisp immediately disappeared, the first is too low, the second is so sharply different from MQL that using it is a dissonance. Although anyone who wrote in MQL «translator of arithmetic formulas» or «calculator with brackets» almost realized one of them. depending on the applied method of parsing expressions

C and C ++, such interpreters, for example, Cling (https://root.cern.ch/cling) used in the analysis of CERN data, do not seem to be suitable. Using scripts like C ++ within a C ++-like language will not make the recording of algorithms easier or faster.

Remained the following group of popular languages: Python, Ruby, R, JavaScript, Lua, Tcl
I am ready to talk about the analysis of each of them in terms of integration with Metadrader.
But a little later, that there was time for discussing what was already said

[Sergey Golubev]

As the people are still asking about "How to open account with Metatrader" so it is the information - 

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MetaQuotes company is not a broker so you need to select a broker for trading.

Some links which may help in this situation:

MetaTrader 5 Help - Getting Started

MetaTrader 5 Help - Getting Started - Open an Account 

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• "Two types of accounts are available in the trading platform: demonstration (demo) and real. Demo accounts provide the opportunity to work in a training mode without real money, allowing to test a trading strategy. They feature all the same functionality as the live ones. The difference is that demo accounts can be opened without any investment and, therefore, one cannot expect to profit from them."
• "Live accounts, unlike demo, cannot be opened straight from the platform. They can only be opened by brokerage companies under certain terms and conditions. However, a real account request can be sent to a broker from the trading platform."

[Sergey Golubev]

Some interesting indicator which can be used as a trailing stop for scalping for example - 

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Mod_ATR_Trailing_Stop - indicator for MetaTrader 5  

The indicator displays possible StopLoss levels on the price chart. Levels are shown separately for Long and Short positions.

[Sergey Golubev]

This is the next/improved version of this indicator - 

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Trailing_Stop_Level - indicator for MetaTrader 5

The indicator displays possible StopLoss levels on the price chart. Levels are shown separately for Long and Short positions. The indicator is similar to Mod_ATR_Trailing_Stop, but has a different calculation basis - in percentage.

[FX_ Hedge]

Here is something interesting...


I have some "uptick/downtick ratio" indicators I have built over the years for the FX markets. I have tested a range of mathematical "ratios" in the uptick/downtick data flow to find BUYING into price downtrends and SELLING into price uptrends. I have never been able to find "absorption" of a price move in the capacity of the indicator shown here. Anyone have any idea how this style of indicator would be built?

[Sergey Golubev]

FX_ Hedge:
Here is something interesting...


I have some "uptick/downtick ratio" indicators I have built over the years for the FX markets. I have tested a range of mathematical "ratios" in the uptick/downtick data flow to find BUYING into price downtrends and SELLING into price uptrends. I have never been able to find "absorption" of a price move in the capacity of the indicator shown here. Anyone have any idea how this style of indicator would be built?

As I remember - there is some EA (for MT5) based on this kind of story for example ... somewhere here - Requests & Ideas (MQL5 only!)