HGI Hurst Trader

[Dewey McG]

Hello Spyder. I have been doing some visual backtesting with a trade simulator to mimic RL conditions and not the repainted charts. I tested the AUDJPY from December 5th through December 22nd. As you cans ee from the chart there were a few good trades with Hurst confirmation, but the EA did not take the trades in the back test. Either I am doing something wrong of there I a bug.

[SpiderX]

Hi Dewey,

5 and 19 Dec is on Friday.
If you did not readjust the Friday trading hours, most likely that was why the trade was not taken.

8 Dec is a Monday, once again looks like Monday Trading hour restrictions.
Also my understanding of Wave is that Blue wave signals start of trend, Yellow Wave signal weakness.
So Blue wave is the signal for entering trades, while Yellow wave is the signal for exiting.
In the EA display, Blue wave gives Slope of "Strong Up" , "Strong Down" , while Yellow wave displays as "Weak".

The next version will resolve the issue of the Monday/Friday Trading.
For the rest of the no trades, you would have to run the test at those specific point in time to see if
the output from the EA matches the actual signals and Hurst values.
If it matches and the trade is not taken , then definitely something is wrong in the EA.

Cheers

[SpiderX]

Hi,

v1.03 is in post 1.

29 Dec 14:v1.03
-Added more control for Start/Stop on Monday/Friday:

Code: Select all

extern bool    useMondayStartHour    = false;
extern bool    useFridayStopHour     = false;

Due to some complaints of MondayStartHour and FridayStopHour, these variables are added so the user can enable the Start/Stop Hours.
Defaults to false.
In addition, the EA gives a warning and screen feedback if the start/stop hour is activated.

-Added variable

Code: Select all

extern int     MinTimeBetweenTrades=60;

This controls the minimum time between the trades and effectively allows the EA to multitrade.
Use in conjunction with variable MaxAllowedTrades for multi trades, though that would be rare at this point in time.

-Added option for Range Trade

Code: Select all

extern bool    EntryOnRange		   = true;

Defaults to true, please adjust if you wish to disable

-Added variables for MA shift

Code: Select all

extern int      FastMA_Shift  = 0;
extern int      SlowMA_Shift  = 0;

Cheers

[Dewey McG]

Hi Dewey,

5 and 19 Dec is on Friday.
If you did not readjust the Friday trading hours, most likely that was why the trade was not taken.

8 Dec is a Monday, once again looks like Monday Trading hour restrictions.
Also my understanding of Wave is that Blue wave signals start of trend, Yellow Wave signal weakness.
So Blue wave is the signal for entering trades, while Yellow wave is the signal for exiting.
In the EA display, Blue wave gives Slope of "Strong Up" , "Strong Down" , while Yellow wave displays as "Weak".

The next version will resolve the issue of the Monday/Friday Trading.
For the rest of the no trades, you would have to run the test at those specific point in time to see if
the output from the EA matches the actual signals and Hurst values.
If it matches and the trade is not taken , then definitely something is wrong in the EA.

Cheers

You are right about the yellow lines. I ran it again starting on Dec 9th. at the very moment the arrow appeared Hurst was green, but moments later on the same candle turned red and was a strong signal. It seems as if the trade is skipped altogether unless it is perfect at the very moment the signal is given.

Can you add two things? A look-back feature so that if the Hurst turns to match the signal within X candles )as it does often) the trade will enter and a Hurst/no Hurst option so I can run some tests to see how much value it really adds. Ideally the Hurst option could be set for each type of trade. I suspect it works better for some and is not needed for others.

[SpiderX]

You are right about the yellow lines. I ran it again starting on Dec 9th. at the very moment the arrow appeared Hurst was green, but moments later on the same candle turned red and was a strong signal. It seems as if the trade is skipped altogether unless it is perfect at the very moment the signal is given.

Can you add two things? A look-back feature so that if the Hurst turns to match the signal within X candles )as it does often) the trade will enter and a Hurst/no Hurst option so I can run some tests to see how much value it really adds. Ideally the Hurst option could be set for each type of trade. I suspect it works better for some and is not needed for others.

Hi Dewey,

If you see the EA output, it is in buy mode.
The rules for the Hurst are opposite to the conventional Fast Slow MA.
We sell when the Fast MA is above the Slow and buy when Fast below Slow.
What your indicator shows is opposite of the logic.
Currently, there is a UseHurst option in the EA, you can disable that if you do not wish to use the Hurst.

Cheers

[kwchau]

Hi Spider,

In my testing, 1.03 is still not taking any trade. I have disabled Hurst and all time restrictions in order to test the order entry. I've set RAD trade to true on a 240 Trading Time Frame. There is a few examples that RAD trade is not taken, attached chart is one of them.

Is it only me or something wrong of my settings ?

Cheers,

[SpiderX]

Hi Spider,

In my testing, 1.03 is still not taking any trade. I have disabled Hurst and all time restrictions in order to test the order entry. I've set RAD trade to true on a 240 Trading Time Frame. There is a few examples that RAD trade is not taken, attached chart is one of them.

Is it only me or something wrong of my settings ?

Cheers,

Thanks for the feedback.
Bug spotted.
v1.03b in post 1.

Cheers

[kwchau]

Thanks for the feedback.
Bug spotted.
v1.03b in post 1.

Cheers

Thank you Spider, trades are taken now. Let's continue the test !

[kwchau]

Still have problems taking trade with wave (buffer 7) signal, please see attached chart.
Thanks for your attention.

[SpiderX]

Still have problems taking trade with wave (buffer 7) signal, please see attached chart.
Thanks for your attention.

Hi

This tests out fine on my backtester.
Perhaps you have enabled EntryOnWaveAndTrend, then EntryOnWave is disabled.

Cheers