Dewey McG » Mon Dec 22, 2014 1:17 am wrote:Hello Spyder.

Thanks for working on this EA.

I had been playing around with a trade simulator before your EA and was looking at EURCAD because it has been ranging this month and I thought that would be a good test. In ran the EA for the 1st week of December because I had already done that with a simulator. There seems to be some bugs. As you can see from the PIC there were signals confirmed by Hurst which were not taken, one trade taken well after the signal and two taken that didn't seem to have a signal.

Can I also suggest allowing separate TP targets for range trades? I suspect going for smaller TP targets may work better on these, while shooting for larger targets for the big arrows.

SpiderX » Sun Dec 21, 2014 9:14 pm wrote:
Hi Dewey,

Thanks for the test.
My EA doesnt take range trades, but i can add it into the options if there is demand for it.
with regards to backtest and trading simulation, my recommendation is for you to run it in visual mode and see it in action at that point of time.
Since Hurst is a repainting indicator, there is no point in putting a chart and saying..."oh...10 candles back, it is a HurstSellCondition, why is there no sell trade with a HGI Downtrend arrow ?"
The fact is that if you run this simulation again and go back to the same point in time, you see that the MA's are aligned differently at that point of time.
This was my experience when running my own "backtest" of this system.
the fact is that Hurst WILL limit the trades, and it should be less trades than in hindsight (i.e looking back 100+ candles)

cheers

Note to all: There is no point in posting a chart and saying, why wasnt the trade taken 10-20 candles back , because Hurst channel repaints. The existing condition is not the same condition at that point of time !

Dewey McG » Mon Dec 22, 2014 9:49 am wrote:
Maybe I wasn't clear. The chart was from the visual mode test I did with the simulator. It was not from taking a new chart which would show the repainted signals. Even with visual mode, some things would change--arrows disappearing or appearing after the fact. Also, the Hurst redraws as well, so it might show "red" on the chart but could have been green at the time (using the ribbon). Each line I drew was done by pausing the simulator when a trade signal appeared at that specific point in time.

SpiderX » Sun Dec 21, 2014 10:01 pm wrote:
Hi Dewey,

Thanks for the reply.
Yes. The arrows disappearing and appear can be an issue.
As a note, the EA reads at 1 minute and not every tick, but not sure if we can be "lucky" enough to miss or hit trades in this manner.
Maybe we have to consider a certain "hold" time for signals before entering...

Missing trades can be attributed to 2 things.
1. EA does not take range trades (at least not currently)
2. Pendings expired so trades not entered (not sure on this one, you can test again by disabling pending entry and doing direct entry)

For the rest of the issues...would need to think about it and run the test.
If you are running in visual mode, you can check the outputs from the EA to see if it is giving the right outputs..Right hurst values and HGI signal.

Cheerd

Dewey McG » Mon Dec 22, 2014 10:08 am wrote: My mistake for not realizing about the range trades. next time I will look at direct entry. Here is something I also noticed which might be worth a peak: A signal (big arrow) appears but Hurst says no, then on the very next bar the Hurst has redrawn or is now in line with the signal. I could be wrong, but my gut says those might be good trades, even if a bar late. of course I have no scientific basis for believing that so I could be way off the mark.

SpiderX » Sun Dec 21, 2014 10:14 pm wrote:For trades with no signals, if possible please rerun the simulation at that point of time and observe carefully for signals that may appear and disappear on the same bar.
Wonder if that could be causing the issue.

cheers

tutank » Mon Dec 22, 2014 9:41 pm wrote:Hi, any idea why i get this error when ea tries to close order
GBPCHF was long, (Close due to Bearish HGI Signal: Trend Up)?

2014.12.22 15:36:51.545 HGI Hurst Trader GBPCHFm,H4: CloseTheTrade :Close GBPCHFm Failed !
2014.12.22 15:36:51.846 HGI Hurst Trader GBPCHFm,H4: CloseTheTrade: Close due to Bearish HGI Signal: Trend Up
2014.12.22 15:36:51.848 HGI Hurst Trader GBPCHFm,H4: Alert: CloseTheTrade :Attempting to close GBPCHFm