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Importing EA's with Embedded Indicators
https://www.stevehopwoodforex.com/phpBB3/viewtopic.php?t=3347		 Page 1 of 1
Author:  Radar [ Thu Dec 26, 2013 5:02 pm ]
Post subject:  Importing EA's with Embedded Indicators
Hey gang,

Just recently installed ProTrader3, and thought I'd give phil_trade's Marilyn a run on it...

( http://www.stevehopwoodforex.com/phpBB3 ... f=5&t=1448 )

ProTrader automatically detects whether you're importing an Empty4 EA or indicator, and places it in the correct folder. Sergey Kovalyov explained that it does this by looking for the following keywords in the code...

Code: Select all


SetIndexBuffer
SetIndexStyle
SetIndexArrow
indicator_chart_window
indicator_separate_window
indicator_color
indicator_level
indicator_buffers
...and any other keywords relating to custom indicators. If it finds them in your code, (even if it's an EA with an embedded indicator), it will treat it as an indicator, and it won't trade.

I removed the following lines from Marilyn...

Code: Select all


SetIndexStyle(0, DRAW_ARROW, 0, 3);
SetIndexStyle(1, DRAW_ARROW, 0, 3);
SetIndexStyle(2, DRAW_ARROW, 0, 1);
SetIndexStyle(3, DRAW_ARROW, 0, 1);
SetIndexArrow(0, 218);
SetIndexArrow(1, 217);
SetIndexArrow(2, 218);
SetIndexArrow(3, 217);
...and am now able to backtest/walkforward test her in PT3 with just under 10 years' worth of EURUSD tick data from Dukascopy. :yahoo:

Now I can finally work out what all the settings do, and how to adjust them :) (Yes, I've read the thread quite a few times, and the docs, but I'm the sort of person that doesn't really soak things in until I've put my hands to work on it).

Just thought I'd drop this in here in case anyone decides to import EA's with embedded indicators into PT3, and find that they don't trade.

Have fun!

Radar =8^)
Author:  SteveHopwood [ Thu Dec 26, 2013 9:53 pm ]
Post subject:  Re: Importing EA's with Embedded Indicators
Nice on Radar. Thanks. :clap:

:xm:
Author:  hughmac [ Sat Dec 28, 2013 12:31 am ]
Post subject:  Re: Importing EA's with Embedded Indicators
Radar wrote:Hey gang,

Just recently installed ProTrader3, and thought I'd give phil_trade's Marilyn a run on it...
Brilliant! been playing with ProTrader for a few weeks now and its excellent. Certainly hope it manages to become a mainstream package.
Author:  bodleytunes [ Sun Dec 29, 2013 6:12 pm ]
Post subject:  Re: Importing EA's with Embedded Indicators
Hi Radar,

You'll have to try to help a dimwitted oaf, such as myself! :cheer:

I am trying to import dukascopy tick data (GBP/USD and spot gold)

Anyway, the tick data is imported, but when I try to run the test, I'm confused about the parameter within "bactesting setup >> TimeFrame" I was assuming this should be set to 1D as per what marilyn is designed to run on.

However, it doesn't let you set this because it then says no available data for 1D. I have imported tick data after all.

Is there some other trick to getting this to test?

Cheers!

Jon.

PS: It seems I have got the backtest to run but there are no bars, nothing visual, just a grey screen saying "backtesting please wait" so far up to 6 percent and no trades so will see what happens. Only another 1h 31m to go :(
Author:  bodleytunes [ Sun Dec 29, 2013 6:17 pm ]
Post subject:  Re: Importing EA's with Embedded Indicators
update! 6 trades so far and and increased balance, so looks like its working!
Author:  Radar [ Sun Dec 29, 2013 6:27 pm ]
Post subject:  Re: Importing EA's with Embedded Indicators
Hey Jon,

I usually have to wait around 7 minutes before I see any trades in the backtest... I guess that's how long it takes to process all the ticks in 100 daily bars...

When you import tick data, you will get the option "Build Highest" or something similar... Click on that button, and you will get a small dialogue box with 1 Minute and Daily... Make sure both boxes are checked, then hit OK... It will build history files for the 1 minute and daily timeframes...

When backtesting on any timeframes between 1 minute and daily, the history data is built on the fly, using the 1 minute history data... Any timeframes above daily are built using the daily history data.

Hope that helps ;)

Have fun!

Radar =8^)
Author:  Radar [ Sun Dec 29, 2013 6:32 pm ]
Post subject:  Re: Importing EA's with Embedded Indicators
Further to the previous post...

When you import tick data, use the following naming convention...

Symbol_Source (In my case, I used EURUSD_Dukas)

When you want to use that data in backtesting, you click on the currently displayed symbol, and you will get a drop-down list of all available symbols... Just scroll down to find your imported data.

Below that, you'll find the timeframe... Click on that, and you get a box with various timeframes, tick counts, etc... Choose the timeframe you want, and Bob's yer uncle ;)

Have fun!

Radar =8^)
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