Fratelli EA by Dragos and magft

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kenfen
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Posts: 26
Joined: Wed Nov 30, 2011 4:53 am

Re: Fratelli EA by Dragos and magft

Post by kenfen »

magft wrote:Sounds interesting and will deinfately help the cause Viva La Stella :lol:

The attached version of the EA is for testing purposes only, i have been through and replaced all references to the current chart to with ChartTf which is defined as 10 at top of code. This should allows us to get the M10 values in ST using another tf like M5 or M15. I noticed that the period_converter_opt_mod updates the M10 history file on updates to the base tf chart ie if you got to M1 chart with indy on and press PageUp you get more M1 history and the M10 updates accordingly. So if you import tick data to M1 chart and then drop indy on it you get detailed M10 data to test out Micky's indy or the EA or both if you so wish.

Hope this helps, i'm off to bed now.

Mike
Big help, Mike...good man!!! (We really need a :thumbsup: icon! :lol: )

I'll start playing around and see where I get to. I'm going to have many thoughts/questions, so will probably yammer on a little bit to encourage brainstorming amongst all these powerful minds!!! :mrgreen: If at any point somebody feels the need to say..."shut up you fool!" Or..."that makes absolutely NO sense, Stella Man," my skin is as thick as it comes...don't hold back! :twisted:

Cheers!
380273421
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Posts: 17
Joined: Fri Dec 02, 2011 7:44 am

Re: Fratelli EA by Dragos and magft

Post by 380273421 »

magft wrote:
kenfen wrote:The Creator is in the house...look sharp boys! :twisted: :lol:

@ Micky...

I now have ALL tick data up to today's close for ALL available pairs. Have a think about what I said a few posts above and let me know if you want to at least give it a shot to see what sort of results we get. If it looks promising, I have a machine I can dedicate to spin backtests around the clock to test ALL pairs.

AND if you wanted to try any other indicators in place of SuperTrend, this would be a great way to do it. I still think I have a couple of nice solutions. The results will be slightly different, but from what I've "eye-balled" maybe even better. It may prevent a couple of stinkers along the way.

Stellllllllla! :lol:
Sounds interesting and will deinfately help the cause Viva La Stella :lol:

The attached version of the EA is for testing purposes only, i have been through and replaced all references to the current chart to with ChartTf which is defined as 10 at top of code. This should allows us to get the M10 values in ST using another tf like M5 or M15. I noticed that the period_converter_opt_mod updates the M10 history file on updates to the base tf chart ie if you got to M1 chart with indy on and press PageUp you get more M1 history and the M10 updates accordingly. So if you import tick data to M1 chart and then drop indy on it you get detailed M10 data to test out Micky's indy or the EA or both if you so wish.

Hope this helps, i'm off to bed now.

Mike
I have two questions。First, as shown, parameter setting and display inconsistent;Secondly, if I am not ecn account can choose 'false'?Forgive my English poor。thanks for your work! :( :( :( :(
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gaheitman
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Joined: Tue Nov 15, 2011 10:55 pm
Location: Richmond, VA, US

Re: Fratelli EA by Dragos and magft

Post by gaheitman »

380273421 wrote: I have two questions。First, as shown, parameter setting and display inconsistent;Secondly, if I am not ecn account can choose 'false'?Forgive my English poor。thanks for your work! :( :( :( :(
If you look at the setting right below the one for "Lot", it is called "UseMoneyMgmt" and is set to true by default. With this set to true, the application uses the RiskPercent and StopLoss settings to calculate the size of the Lots. If you want to stick with your setting in "Lot", set "UseMoneyMgmt" to false.

Yes, if you are not using an ECN you should choose false. ECNs require orders to be placed in two steps, first an order without a StopLoss and TakeProfit, and then a second order to set the StopLoss and TakeProfit. Non-ECNs do it in one step.

George
kenfen
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Posts: 26
Joined: Wed Nov 30, 2011 4:53 am

Re: Fratelli EA by Dragos and magft

Post by kenfen »

Quick thought...

The EA is the only thing that is actually going to (hopefully...given the M10 workaround) "fire" and manage orders in backtests, correct? Micky's indy will be able to be applied to an M10 chart (quality data)...and the two compared. Is this correct? If so...initially we are looking to achieve...

1- Symmetry between orders placed by the EA and PO's by the Indy.

Once we reach an acceptable (90/95% or so?) level of symmetry, then we can start actual backtests.

What am I trying to say? It appears to me that we need as close to 100% symmetry between Indicator and EA as possible. Once we hit a desired tolerance differential (symmetry?) between the two...then we can start backtests on different pairs...trading hours...swap out indicators etc. etc.

Making any sense?
--------------------------------------------------------
Notes to self...

1- Contact Mr. Hopwood and introduce yourself. Although being a long-time fan of his continual gracious work...you've never even exchanged electronic words...let alone express appreciation for said graciousness.

2- Suggest a new "Backtesting" section for the Forum. Thoughts being...

- 27% Modeling Quality just ain't enough! :lol:
- Keep main threads clear of...Uber-Geek speak...to keep ideas flowing.


3- Suggest sections for JForex and Trade Station coders and put out a call (I'll bring a few) for said JForex and Trade Station coders! Why?

- Who loses?
- Who gains?
Zero Sum

4- Suggest Mr. Hopwood order the top 10% of the Coder Class to split in two. Half learn JF the other TS. ( :lol: :lol: ) Why?

-The complexity of thoughts around here just simply can't be handled by Empty4...or 5.
*(MetaQuotes does NOT give a shite of our struggles. Their income line is secured elsewhere.)

Example: - There is a system playing along on here right now...Co-Integration. In Empty4? Impossible (hate that word)! JForex? What dates would you like to backtest Sir/Madam? Not sure about TS...but think it might be the same.

Goodness me...Stellll-La!


*personal opinion
garyfritz

Re: Fratelli EA by Dragos and magft

Post by garyfritz »

kenfen wrote:Example: - There is a system playing along on here right now...Co-Integration. In Empty4? Impossible (hate that word)! JForex? What dates would you like to backtest Sir/Madam? Not sure about TS...but think it might be the same.
I think Co-Integration and similar multi-symbol strategies are beyond TS's ken. TS has always been a "one chart, one symbol" platform. They have made recent additions that are supposed to handle basket trading, and I have not kept up with those. But I don't think there are any abilities for a single strategy/EA to trade multiple symbols.
kenfen
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Posts: 26
Joined: Wed Nov 30, 2011 4:53 am

Re: Fratelli EA by Dragos and magft

Post by kenfen »

Thanks for the TS clarification, gary!

I actually have zero... "0"...experience in there (TS).

Part of me wants to believe it possible in JForex. Any JForex experts/amateurs that can confirm one way or the other?

Multi-Pairs/Simultaneously/Historically...

True or False?
kenfen
Trader
Posts: 26
Joined: Wed Nov 30, 2011 4:53 am

Re: Fratelli EA by Dragos and magft

Post by kenfen »

Gary...

Did you update...or "edit" your post sometime recently?

Damn...I feel like a "dope" around here sometimes. If you're trying to interact with someone...often times posts have been updated...or new posts have appeared since you've typed your reply.

Oh well,

Stella
johnjwong
Posts: 8
Joined: Sat Dec 03, 2011 9:26 am

Re: Fratelli EA by Dragos and magft

Post by johnjwong »

Hi Micky, I encounted this happening during manual backtest, the PO lines was drawn wrong with the V1.3 indi.
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johnjwong
Posts: 8
Joined: Sat Dec 03, 2011 9:26 am

Re: Fratelli EA by Dragos and magft

Post by johnjwong »

Here are some more examples
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MickyMouse
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Joined: Sat Nov 26, 2011 9:42 pm

Re: Fratelli EA by Dragos and magft

Post by MickyMouse »

hi guys ... slept well :d...

so tests need to be done one 1 minute tf , every tick for this thing to work....

the offline 10 mins chart needs to be allready created!!!...
also all references to close, high low, need to become iClose(NULL,10,?) ore iHigh(NULL,10,?)
so even if the ea test runs on 1 min, everithing else will be looking to the offline chart :D...

about the indy , for ......SKE, ITS WORKING FOR ME .... so i have no idea how you managed to make it look like that .... in case in the first indy was any fault, ill upload the indy i use for the ea...
also, dragos and magft, when u import fratelli main indy , import it on 0 (current bar) and not last bar , because the code is allready looking at last bars , so it would become looking at 2 last bars ... so import needs to be on 0, current bar :D

hope it helps and nice to see pete here as well , ... i like this place ... no bullshit, only traders !
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