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Symphonie EA
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Author:  phoenixrising8 [ Mon Mar 19, 2012 8:54 am ]
Post subject:  Re: Symphonie EA

Running this on eur/usd 5 min chart just to see trades triggering quicker.
Which they are trying to do only I am getting. "SELL order send failed with error (130): invalid stops"

Anyone have any ideas?

Have just started adjust the setting of the ea. That never is a good idea with me. Hammer + nut+ idiot in control of hammer = not a good thing!
Author:  cuzgeorge [ Mon Mar 19, 2012 9:04 am ]
Post subject:  Re: Symphonie EA

phoenixrising8 wrote:Running this on eur/usd 5 min chart just to see trades triggering quicker.
Which they are trying to do only I am getting. "SELL order send failed with error (130): invalid stops"

Anyone have any ideas?

Have just started adjust the setting of the ea. That never is a good idea with me. Hammer + nut+ idiot in control of hammer = not a good thing!
Hi Phoenixrising8, you'll see when you read the instructions from Sir Steve, there are several options and once you go through the settings with the EA set up on a chart, you won't have any issues, just pay attention to your broker, whether ecn or not when setting the stop loss and TP.

on the 5min charts it's lighting up big time, really cool to see an EA 'go-for-it' especially with that big downtrend we just experiencing.

also, be aware to set the max lot usgae as i'm getting rather large positions that i'm not comfortable with yet while testing.
hope this helps
cheers :D
Author:  SteveHopwood [ Mon Mar 19, 2012 12:33 pm ]
Post subject:  Re: Symphonie EA

batemap wrote:I think there is a problem reading the extreme 'spike' indicator. On AUDUSD M5, the EA was showing spike as buy and the other indicators red, so from my limited understanding and from checking the code, no trade, but a short trade was opened. I'm guessing that the spike was initially showing sell and that's why the trade was taken, because the code here looks very straightforward.

I also notice that because of the repainting of this indi MajorCycleBuyHistory/MajorCycleSellHistory dots are shown, perhaps the EA needs to read these as well? I say this because I saw the EA change from showing a buy (x candles ago ) then after an indi repaint the EA was showing a sell ~27 candles ago.

Cheers

Paul

Open the data window and hover the mouse over coloured peaks/troughs and you will see that MajorCycleBuy/Sell are the buffers that hold values - hence the variable names. When the peak is uncoloured, values are seen in MinorCycleBuy/Sell.

I declared and use ExCandleCount partly to show that the value extraction code is working, partly in case we find a use for this information somewhere down the line.

At the opening of a new candle, the bot looks back for a coloured spike. If it finds one and all the other indi's line up, then it attempts a trade. The function of Extreme is to spot major highs/lows. If the recent major high/low is suddenly no longer a spike, then the colours disappear - the 'repainting' thingy. Wouldn't be much use if it didn't repaint - not helpful at all if it carried on insisting that a major spike is a major spike even though it isn't.

So, it can subsequently look as though a trade should not have been taken. Whether we do anything about this or not, depends on how profitable the EA is. If it is as profitable as Evaluator is in his trading, then it matters not a jot. If not, we can start to think about an acceptable range for the peak to have occurred - between x and y candles ago, that sort of thing.

We shall see. For now, we need to let the bot run and see how it behaves.

:D
Author:  cuzgeorge [ Mon Mar 19, 2012 3:06 pm ]
Post subject:  Re: Symphonie EA

mbkennel wrote:One concern. Symphonie-Sentiment-Indicator uses information from the future, meaning that on the chart is it different from real-time.

I bet also that when doing Empty4's backtesting, it will erroneously use the value of the indicator as computed on full historical data (i.e. using data from the future).

Offending code (ugly decompiled stuff):

Code: Select all

   for (int li_120 = 0; li_120 < li_116; li_120++) {
      l_high_104 = High[iHighest(NULL, 0, MODE_HIGH, period, li_120)];
      l_low_96 = Low[iLowest(NULL, 0, MODE_LOW, period, li_120)];
      ld_16 = (High[li_120] + Low[li_120]) / 2.0;
      ld_48 = 0.66 * ((ld_16 - l_low_96) / (l_high_104 - l_low_96) - 0.5) + 0.67 * ld_56;
      ld_48 = MathMin(MathMax(ld_48, -0.999), 0.999);
      g_ibuf_80[li_120] = MathLog((ld_48 + 1.0) / (1 - ld_48)) / 2.0 + ld_80 / 2.0;
      ld_56 = ld_48;
      ld_80 = g_ibuf_80[li_120];
You see that the loop is going up from 0 to li_116, meaning from later time to earlier time.
But "ld_56" and "ld_80" values are from the previous iteration---which is in the future relative to the one in li_120.

A correction would be to change the for loop to go from li_116-1 down to zero. I also bet the results will look not quite as good. ;)

Note, this technique is probably a great way for EA scammers to sell fake results.
Hi mbkennel,
this was really a brilliant spot, thank you again.

i have used this manual trading system for some time now, and did well in the beginning, but then i got impatient and just let rip every chance i could and subsequently blew my accounts. This is no fault of symphonie , but my impatience and trying to crack the jackpot in one foul swoop.
anyways, i always used to get caught by the 'whipsaws', now i know why. not only the extreme indicator , but all the other 'thingies' would repaint on the next bar, and i was left feeling like i was sitting tooooo close to the back of a horse at feeding time.

i was wondering if you did take a look at the other indis and if you found something similar, they are not as prone to repaint as the extreme indicator, so i would have assumed you would have found something wrong with the extreme indi as opposed to the others.?

attached is also a copy of my one meta demo with my results so far. please excuse my newbie'ism as i'm still getting the hang of forums, never hung out , EVER, until i found Sir Hopwood's .com and for a little while at FF. you'll notice my brief description as to which computer i'm running on and the abreviations for the EA running on your settings as well as the original posting's indi's.

i'm getting great results so far, and i have'nt meddled with the code yet, or at least 'read' it yet. Ive left simple settings and just my SL and TP i set. These are the results off course. I have had some losses, but i would definately be up for the day, and i started this when the markets opened, could'nt wait , like a child looking for candy.

as a previous user of the manual system, i spent some time on their forum at FF, i have the attached indi which would refresh the page to keep the 5 , 15, 30 etc etc charts fresh, but i'm not sure how often it refreshes as i still end up with an 'old' chart, and that horse would come visit again.
i know this cos when i hit 'refresh' manually, it refreshes to give me a new chart with the indi's showing something different. Eval calls this a whipsaw i suppose, but i was wondering if you could look at it, please. if you have the time! Steve?

i am also attaching my set file for how i am getting these results, if anyone would like to use them or simply play around. really nothing special, stock standard as Steve sent him out, and you might not like the big lot positions i let the EA take. Remember , you will need all the correct indis as downloaded. no name changes, just orignal if you want to take a look.

I am pretty sure i will be running this live shortly, on the metals too as soon as i figure out how to convert the TP and SL for the big numbers or swings that they can take during the course of trading. that horse again. :|

I have also highlighted 2 of Steve's SS sor SilverTrend results. i tend to lose, but not so bad and cant seem to get to a decent set of settings here. maybe if the signal was based on your revised indi as the indi's seem to be loose and not tight to the rule. I was wondering, as the indi that you now fixed, regardless if the market would change or whipsaw (can always reverse the position through code), is it possible to link the indi to the SS . I believe in KISS, posted somewhere here before as keeping it simple, and i really would love to be able to code that myself as a start. do you think it's possible as i would like to make that my first codeing project and dont want to waste my time if it's not possible. i think you're way too smart for this, so please humour me with a response if you don't mind.
Hope you managed to stay awake through this huge post, sorry, really got a lot to say for Steves work here and bursting with eagerness.

regards and happy pipping!
cuzgeorge
Author:  hipcio [ Mon Mar 19, 2012 3:40 pm ]
Post subject:  Re: Symphonie EA

It works quite well :) on h4 starting the begining of 2010,
I add set file because my settings seem not to be very obvious :)
and todays trade that is still open :)

Best,
peter
Author:  cuzgeorge [ Mon Mar 19, 2012 4:36 pm ]
Post subject:  Re: Symphonie EA whacking

I just got whacked by that spike north, why you ask? because i failed to set my stop loss and TP settings correctly and i let it ride, thinking i was on Gertje.

just a quick report back and lesson to newbies like me.
Author:  Mediator [ Mon Mar 19, 2012 8:07 pm ]
Post subject:  Re: Symphonie EA

Hello Trader,

the problem is not the repainting issues of the indicators which were provided by evaluator at Symphonie Trader System.

I trade this method manual for 2 month now. First i was impressed from the results, later then i thought this is all faked reports and was so angry that newbies could be scammed with it.
so i needed prove and asked for a myfxbook-journal, but @evaluator did not do that with the answer: "I'm not a signalservice'. I was fed up with it.

The only prove i could get was to trade it for myself. i'm not a newbie trader and my experience is now about 6 years of fulltime trading.
first i learned stochastic trading with OzFx from Melbourne, Australia (greetz to fxozgirl) and later OzFx was a scam. Not the system itself.

Later i learned countertrend trading with NanningBob. Since a half year i'm learning trendtrading and searched for a trend-system and found symphonie.

Between i let trade some atrificial neural networks, developed an adaptive multiagent system with evolutional programming technics, published the cointegration search engine (i know i should finish my version 2 now).

And now i will combine everything together, because what i've learned in conclusion is so simple and easy to answer. everything is brainf***ked and nothing else.
it doesn't matter if you put zig-zags with lot repainting, MA's with lagging, Stochastics with leading or your butt which stinks on the chart. there are only a few rules which rules the trading.

1. Only risk money which is afforable to loose (this blends out greed and fear). There is nothing to fear if you take money, which could be throw out of the window.
2. Follow the price and momentum. Momentum appear at 33%, 50%, 66%, 100%, 125%, 150%, 175%, 200% and so on. No fibonacci at all. Do a simple retrace- and expansion analysis with fractal zigzags and you will see.
3. Start you trading in lower timeframes and move this trades into higher Timeframes and try to stack you orders in one direction until it turns around. participate, low-risk and growth are the keys.
4. don't believe analysies made from another then by yourself. only your bias will tell which direction to trade, but...
5. anything can happen and the market is the driver.
6. think in probabilities.

that's all (for now). simple rules to follow with patience and discipline and every, yes, every system will work.

what i tried to say?

Ahh, well, handle the EA like you would trade manual. your mindset and trademanagement is the most important in trading. it doesn't matter if you have this extreme spike here and that extreme spike there. if you don't like extreme spike then take an usual zigzag, or i like the X3 semafor or whatever indicator which is coded like zigzag.

done now. attached this month of trading (spike north is were i put money from my friends).



Gross Profit: 428.14 Gross Loss: 204.77 Total Net Profit: 223.37
Profit Factor: 2.09 Expected Payoff: 5.08  
Absolute Drawdown: 23.02 Maximal Drawdown: 73.39 (2.43%) Relative Drawdown: 2.43% (73.39)
 
Total Trades: 44 Short Positions (won %): 29 (65.52%) Long Positions (won %): 15 (60.00%)
Profit Trades (% of total): 28 (63.64%) Loss trades (% of total): 16 (36.36%)
Largest profit trade: 89.09 loss trade: -73.39
Average profit trade: 15.29 loss trade: -12.80
Maximum consecutive wins ($): 6 (36.51) consecutive losses ($): 5 (-23.79)
Maximal consecutive profit (count): 98.84 (2) consecutive loss (count): -73.39 (1)
Average consecutive wins: 3 consecutive losses: 2
Author:  lhDT [ Mon Mar 19, 2012 8:52 pm ]
Post subject:  Re: Symphonie EA

Hi Cuzgeorge,

Thanks for taking time coding this. I'm using Symphonie since months right now and got some nice profit. The problem, as almost all trending strategy is ranging market. If you trade using that strat during that time you will be simply short killed.
In manual, it isn't a real problem because we can easily spot it but in a EA it's a bit a challenge.
I coded a MTF Signaler (on FF thread) but also an EA for Symphonie (not using Steve's shell, I love it anyway :) ) some weeks ago and I got the latest version running since two weeks on a demo account.
You can see the results on myfxbook (links at the bottom), running on 4/5 pairs. Results are pretty impressive trough now. 89% hit rate in E/U.
That demo forward test is intended to spot the weakness of the system using a bot.

Triggers are a bit bit different than yours, I mainly use multi timeframe triggers (which cannot be backtested in Empty4).
H1 aligned + M5 triggers and some other things. I also recoded some of the indicators to make it less cpu intensive (nbrs of counted bars, etc ...).
To get rid of the whipsaw I just count the piprange of X previous bars. Example, if last 20 bars pip range is lower than 20/30pips, the EA won't trigger a trade. I finally find that method more useful than a RSI or something else.

The EA will be probably released once finished.
Myfxbook link : http://www.myfxbook.com/portfolio/symph ... nge/262518

Cheers,
LhDT

Edit : Repainting isn't a problem because it uses multiple indicators which need to be aligned.
Author:  phoenixrising8 [ Mon Mar 19, 2012 9:32 pm ]
Post subject:  Re: Symphonie EA

cuzgeorge wrote:
phoenixrising8 wrote:Running this on eur/usd 5 min chart just to see trades triggering quicker.
Which they are trying to do only I am getting. "SELL order send failed with error (130): invalid stops"

Anyone have any ideas?

Have just started adjust the setting of the ea. That never is a good idea with me. Hammer + nut+ idiot in control of hammer = not a good thing!
Hi Phoenixrising8, you'll see when you read the instructions from Sir Steve, there are several options and once you go through the settings with the EA set up on a chart, you won't have any issues, just pay attention to your criminal, whether ecn or not when setting the stop loss and TP.

on the 5min charts it's lighting up big time, really cool to see an EA 'go-for-it' especially with that big downtrend we just experiencing.

also, be aware to set the max lot usgae as i'm getting rather large positions that i'm not comfortable with yet while testing.
hope this helps
cheers :D


Thanks cuzgeorge for the swift reply, I had to go out about an hour later, so didn't have much time to check any settings. Though when I come back I am still getting the same problem.

So, can yourself or someone please give me some settings to try. Listed one by one. At least then I will know the problem is something other than the settings.

TIA.
Author:  SteveHopwood [ Mon Mar 19, 2012 9:42 pm ]
Post subject:  Re: Symphonie EA

phoenixrising8 wrote:Thanks cuzgeorge for the swift reply, I had to go out about an hour later, so didn't have much time to check any settings. Though when I come back I am still getting the same problem.

So, can yourself or someone please give me some settings to try. Listed one by one. At least then I will know the problem is something other than the settings.

TIA.
They will be if your problem is down to your inability to read simple instructions, and are then too lazy and stupid to check basic settings.

Do not expect others to do the thinking for you that you appear to be unable to do for yourself.

Bear in mind that I have to read posts in my threads, otherwise I might miss something useful. When these posts are as moronic as yours, I start to get mildly irritated.

And yes, feller, this is me being mildly irritated. You will know about it when I am seriously cross.

Now, stop being so stupid and sort thingies out for yourself. George gave you a hint with, "Here is the solution, you dimwit" plastered all over it in massively large print. Act on the hint.

Stop your idiotic postings and do some thinking for yourself. If you have nothing useful to say, then stay stum of I will stum you permanently.
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