Macd Stochastic Fractal MA5/25 Daily Marylin

[phil_trade]

Hi Niepce

New module to add to Empty4 version : MACD Main/Signal Take Profit. This allow smoother result and add GBPUSD to 7 bases pairs :

GBPUSD with new module MACD Main Signal Take Profit.PNG

It take profit when MACD main reach a parameter value MACD_UseCloseTradeWithMACDlevel and when MACD main < MACD Signal with a minimum delta pips and if a minimum profit is achieved

In the close module code :

Ft code to translate :

Code: Select all

  // Close on MACD MAIN MAX / MACD SIGNAL
    if (MonProfitPips > GainPipsMinimumToClose[j]) and (MACD_UseCloseTradeWithMACDlevel[j] > 0) and (PaireMACD_D1Main[j,1] > MACD_UseCloseTradeWithMACDlevel[j]) and
    (PaireMACD_D1Signal[j,1] > PaireMACD_D1Main[j,1]) and (PaireMACD_D1Signal[j,1] - PaireMACD_D1Main[j,1] > DeltaPipsInterMainSignal[j]*Point) and
    (OrderType = tp_buy) then
    begin
          FermeTradeDevise(PaireDevise[j],tp_buy,0,999999);
          Lprint(PaireDevise[j]+' -> Close sur MACD Main Max Level atteint et < Signal ->' +MaValeurToStr(PaireMACD_D1Signal[j,1] ,Digits)+'/'+MaValeurToStr(PaireMACD_D1Main[j,1] ,Digits));
          exit;

    end;  //if  (OrderType = tp_buy) then

    if (MonProfitPips > GainPipsMinimumToClose[j]) and (MACD_UseCloseTradeWithMACDlevel[j] > 0) and (PaireMACD_D1Main[j,1] < -MACD_UseCloseTradeWithMACDlevel[j]) and
    (PaireMACD_D1Main[j,1] > PaireMACD_D1Signal[j,1]) and (PaireMACD_D1Main[j,1] - PaireMACD_D1Signal[j,1] > DeltaPipsInterMainSignal[j]*Point) and
    (OrderType = tp_sell) then
    begin
          FermeTradeDevise(PaireDevise[j],tp_sell,0,999999);
          Lprint(PaireDevise[j]+' -> Close sur MACD Main MAx Level atteint et > Signal ->' +MaValeurToStr(PaireMACD_D1Signal[j,1] ,Digits)+'/'+MaValeurToStr(PaireMACD_D1Main[j,1] ,Digits));
          exit;
    end;  //if  (OrderType = tp_sell) then

and don't forget to add in the take trade module this control to avoid Quick Open/Close bug :

for sell

Code: Select all

regle13 := (MACD_UseFilterTradeWithMACDlevel[kk] = 0) or (PaireMACD_D1Main[kk,1] > -MACD_UseFilterTradeWithMACDlevel[kk]);

for buy

Code: Select all

     regle13 := (MACD_UseFilterTradeWithMACDlevel[kk] = 0) or (PaireMACD_D1Main[kk,1] < MACD_UseFilterTradeWithMACDlevel[kk]);

GBPUSD 4 years backtest :

GBPUSD with new module MACD Main Signal Take Profit.PNG

The overall 8 pairs FT benchmark now give :

FT Benchmark 2009 2013 fixed lot 0.10.PNG

[jjgengis]

Hi to all,

great work guys! After the last modify by Php71 ( fractal calculation inside EA) the EA's behavior is became normal. No huge memory and cpu consumption. I suggest this version to all those who use VPS.

Many thanks again to Phil and niepce.

JJ

[phil_trade]

Niepce

there is a little logical bug in our control distance Last Trade... we only control the last trade

in a buy, if first trade is 1.50, the second 1.40, and the third 1.50, Marylin accept this third trade cause distance with last trade is OK !

it should be better to test all opened trades like this

Code: Select all

function ControleDistanceInterTrade(PaireAtrouver : string; MonIndice : integer; PrixActuel : double ; MonTicket : integer) : boolean;
var
i : integer;
DistanceOK : boolean;
begin
DistanceOK := true;

for i:=0 to OrdersTotal - 1 do
begin
   if OrderSelect(i, SELECT_BY_POS, MODE_TRADES) then
   begin

        if (OrderSymbol = PaireAtrouver) then
        begin
            if (PrixActuel > OrderOpenPrice) then
            begin
              if (PrixActuel - OrderOpenPrice <  MACD_DistanceInterTrade[MonIndice]*Point) then
              begin
              DistanceOK := false;
              break;
              end;
            end
            else
            begin
              if (OrderOpenPrice - PrixActuel <  MACD_DistanceInterTrade[MonIndice]*Point) then
              begin
              DistanceOK := false;
              break;
              end;
            end;
        end;
   end;

end;   //for i:=0 to OrdersTotal - 1 do

[phil_trade]

Hi all

Hope your Marylin has catched SELL XAUUSD on 27.03 at 1600. We are running to retest 1555 support

[phil_trade]

Just load last data 02 to 03 2013 and control FT Windev/Empty4 versus live :

02 and 03-2013 are difficult period, as we can find a lot in 2009-2012 benchmark

MACD DAILY 8 pairs 02 to 03 2013.PNG

patience, patience !

[phil_trade]

Marylin suffers from solitude fortunately that her gold trade is well...so she smile

[aly365]

Phil,

making a nice move on G/U.
But as you mentioned she's quiet at this time.
Unfortunately my broker does not offer the opportunity to trade Gold and Silver.

aly365

[AGT]

Marylin ...so she smile

Are you sure ? I think at least for me here it seems she is crying:
https://www.myfxbook.com/portfolio/mari ... p-1/516563
May be you hope for a more successful result in the distant future ... :

Btw your own stats dont show a really successful trading process ... lets see the more distant future ? ... but may be I'm wrong at all ...

[niepce]

me too, I almost return back to breakeven
Something is possibly wrong in the code

I loose the will to live just thinking about debugging this (Steve "godfather" powered sentence).

I currently make a pause in the development of MM

[phil_trade]

Oh OK guys... some bad days and that's it ! waooo

nothing more to share... as nobody has post only one improvement !

Cheers