Macd Stochastic Fractal MA5/25 Daily Marylin

[phil_trade]

My understanding is that the original code, at least what it's supposed to be in the case of a long order, is to move the stop loss to breakeven for the highest open price for a bunch of orders.
Say you have 3x longs EURUSD, opened at 1.20, 1.25, and 1.30. When the stochastic enter in overbought, it will move the SL to 1.30.

After Tommaso's change, my understanding is that each order SL will separately be set to BE (+BreakEvenProfit pips). Say your BreakEvenProfit is set to 50 pips, SLs will be set as follows : 1.205, 1.255, and 1.305.

Do I get it right ?

Hi Niepce,

I understand the same as you. So, it's a new module, but not a bug correction. MoveToHigh/LowOpenPrice is an important part of Marilyn and must stay.

You have to see what Tommaso saw as bug in his journal.

[milanese]

Good morning,

yes the codeunderstanding is right, I saw that the calculation of the newsl in your version sometimes gave an error while attempting change the sl, this code was only a first thought how to find the error, with new logic, that for me gave some sense I thougt the error prob was resolved but yesterday I saw that no.. no idea at the moment what caused the errors in in journal... still searching I was to fast as I sent the code to Phil , because with one backendtest I had no errors with the change, I leave in sell and buy logic two diffrent ways for testing proposes in debugging

Cheers

Tommaso

[milanese]

my propose is to make the BE logic as second logic and gave the user the possibility, use the logic he likes more...

Cheers

Tommaso

[niepce]

Can you dump the error (text or screenshot) ?

[milanese]

Can you dump the error (text or screenshot) ?

10:18:59 2013.04.12 19:46 Marilyn_0.37 EURUSD,D1: EURUSD SL/TP order modify failed with error(1): no error
10:18:59 2013.04.12 19:46 Marilyn_0.37 EURUSD,D1: Alert: EURUSD SL/TP order modify failed with error(1): no error
10:18:59 2013.04.12 19:47 Marilyn_0.37 EURUSD,D1: Alert: MoveSLOnStoch :Attempting to move SL of EURUSD to 1.3009
10:18:59 2013.04.12 19:47 Marilyn_0.37 EURUSD,D1: MoveSLOnStoch :Attempting to move SL of EURUSD to 1.3009
10:18:59 2013.04.12 19:47 Marilyn_0.37 EURUSD,D1: OrderModify error 1
10:18:59 2013.04.12 19:47 Marilyn_0.37 EURUSD,D1: OrderModify error 1
10:18:59 2013.04.12 19:47 Marilyn_0.37 EURUSD,D1: OrderModify error 1
10:18:59 2013.04.12 19:47 Marilyn_0.37 EURUSD,D1: OrderModify error 1
10:18:59 2013.04.12 19:47 Marilyn_0.37 EURUSD,D1: OrderModify error 1

I get this error only with some pairs..

Edit: I used too, different time frames to test but the error appears in all time frames..
Cheers

Tommaso

[aSushiRoll]

Hi all

Is there still somebody there who follows this thread ? If I speak alone in the desert, thank you for inquiring

If someone interested...let me know !

cheers

Philippe

Actually Philippe, first thanks for your wonderful EA. I've read the first few pages of this thread and skimmed trough the last few. This is a link to my Merilynn EA:
https://www.myfxbook.com/portfolio/1-mt ... mon/606234
Up +56% since June 12th DD 11%.

I am really interested offering my skills to further develop / translate this EA in it's Empty4 form (If I understand correct you're keeping the Delphi/Windev code to yourself?).

I am a programmer who studied computer science in university with experience in java/C/C++/C#/mySQL/PHP/MathLab/MQL4 and some more stuff but as you might now learning a new language is pretty easy at this point


I have to admit first I'm still developing my own Indicator/EA. I don't think there's anything like it yet. I still have to tweak performance and analyse trades. Since I'm spending most of my free time on this and having a fulltime job next to it I assume I'll be done in about 2 months with that, meaning that it will probably be about 3 months (looking at how program developments ussualy go).

After that I'll have some more results from Merylinn on my own account and I'll be very happy diving into this EA & project headfirst as I'm very impressed with it's results so far.

Sushi

[phil_trade]

Hi all

Is there still somebody there who follows this thread ? If I speak alone in the desert, thank you for inquiring

If someone interested...let me know !

cheers

Philippe

Actually Philippe, first thanks for your wonderful EA. I've read the first few pages of this thread and skimmed trough the last few. This is a link to my Merilynn EA:
https://www.myfxbook.com/portfolio/1-mt ... mon/606234
Up +56% since June 12th DD 11%.

I am really interested offering my skills to further develop / translate this EA in it's Empty4 form (If I understand correct you're keeping the Delphi/Windev code to yourself?).

I am a programmer who studied computer science in university with experience in java/C/C++/C#/mySQL/PHP/MathLab/MQL4 and some more stuff but as you might now learning a new language is pretty easy at this point


I have to admit first I'm still developing my own Indicator/EA. I don't think there's anything like it yet. I still have to tweak performance and analyse trades. Since I'm spending most of my free time on this and having a fulltime job next to it I assume I'll be done in about 2 months with that, meaning that it will probably be about 3 months (looking at how program developments ussualy go).

After that I'll have some more results from Merylinn on my own account and I'll be very happy diving into this EA & project headfirst as I'm very impressed with it's results so far.

Sushi

Hi Sushi

great result and great news ! Happy to see someone joining !

There is lot of stuff to do to perfect Marylin ( introduce Price action to better Open and Close trades for ex.)

you're very welcome.

May be you can share your Empty4 setting for Marylin and info about which broker used etc

cheers

Philippe

[aSushiRoll]

im actually using the set files someone posted in this thread the ones for each symbol a different set file cant remember who posted it. forthe symbols i didnt have set files for i think im using the unified ones. sorry for short crappy response but im in the train and hate typing on the ipad.

broker is gp demo

sushi

[Radar]

Good yawning folks,

I've been getting the same error whilst using Empty4's slacktester, and after searching for Error1, I've found that it's *supposed* to mean that the stoploss info hasn't changed, (i.e. that you're using exactly the same values as the original stoploss), but, since the order doesn't have a stoploss yet, that's not the cause

Still, the stoploss appears to be added correctly, even with the error message... Stoplosses still get changed and hit.

In forward testing, I see no such errors.

I've tried these adaptations in order to get Marilyn to run on M15...

Added BreakEvenProfit, (2 pips on EURUSD, any higher, and it lowers overall profit) Kept.

Filtering on the difference between MACD Bars, but it filtered a lot of good trades, whilst adding a lot of losers. Out.

UseRelativeStoch. I grab the Stoch value at trade entry, and move SL when Stoch has moved a user defined distance from there... It gives you a wider entry range. Kept.

AddToWinnersOnly. (I've set MaxUnprotectedTrades to 1, and DistanceInterTrade is 1 pip higher than DeltaPipsMoveSLOnStoch, (apparently only needed on lower timeframes)). Kept.

Added the option to turn off CloseOn3MACD, but only for losers, as I've found that a lot of trades reverse for more than 4 bars before going into profit. Kept.

Attempted to have a user defined count of MACD bars go against the trade before closing, but couldn't work out how to write the loop properly

I fixed a few typos, and got less trades, then fixed a few more, and got more trades

I had to change the DeltaTime settings from extern datetime to extern int to be able to backtest... It doesn't effect the functionality at all, as all date/time functions' return values are in seconds. It makes it easier to see your changes. I have to work out how to convert from M15, H1, or 47S to make it easier to enter times.

So, I've finally got some numbers worth forward testing with, after blowing $500 (DEMO), by forgetting to reset the parameters after recompiling (D'oh!).

Will set up this weekend, with both v37 original, and 37 with my adaptations... They'll both be on the same demo, though, as I couldn't get a second demo with the same broker... We'll be able to compare them based on comments, though

Anyroad, it's 4:30am, and I have to get up for work in 4 hours...

Have fun, folks! =8^)

[Radar]

Just a quickie this morning...

With my "UseRelativeStoch" modification, I could only store the Stoch for the most recent trade, as I couldn't work out how to store the Stoch and TicketNumber in a 2-dimensional array...

To be able to use it fully, I needed to store the Stoch in the first dimension, in order to sort the array by Stoch value, (or pull the average value).

We would also have to monitor which trades close, and remove them from - and resize - the array, all of which is beyond my limited copy/paste/edit skills.

Have fun!

Radar =8^)