SuperStochs EA - Page 3

kokas · 04-23-2008, 10:49 PM

Quote:

Originally Posted by Dr Hackenbush

Hi

I think you need to review the 'isposition' function. It will need to be generalised for all currency pairs. At the moment there is a hard coded multiple (90) and presumption about the POINT size. I expect you've tinkered this to suit a particular pair while developing EA.

Also it is unbalanced in terms of reference to MODE_ASK for both buy and sell (subsequent) entries.

Without looking too closely are you not over exposed by distant TP. I guess this is in reality not a biggy as the fast signal would force an exit before it got too bad.

Keep up good work, thanks for sharing.

bool IsPosition(double inRange)
{
int totalorders = OrdersTotal();
for(int i = 0;i < totalorders;i++)
{
OrderSelect(i, SELECT_BY_POS);
if ((OrderSymbol() == Symbol()) && (OrderMagicNumber() == Magic))
{
int type = OrderType();

if ((MathAbs(OrderOpenPrice() - MarketInfo(Symbol(),MODE_ASK))*90) < (inRange))
{
if (type == OP_BUY || type == OP_SELL)
{
return(true);
}
}
}
}
return(false);
}

Regarding this function what changes do you recommend?

Many thanks
roger

kokas · 04-24-2008, 12:55 PM

Ok, here you have the new version of SuperStochs,

It has a EMA filter, I'm running an optimization now, so maybe later I will post some better settings, I'm running the optimization on EURUSD, both long and short with 90% quality, if someone could run this on other pairs it would be great.

It has also a Maxtrades where you can setup the maximum number of trades per pair.

Roger

juanche · 04-24-2008, 02:44 PM

Kokas

excuse my english

i ask the link on FF

muchas gracias

henrietta · 04-24-2008, 07:48 PM

Quote:

Originally Posted by kokas

... I'm running the optimization on EURUSD, both long and short with 90% quality, if someone could run this on other pairs it would be great.

Hello, what does it mean, 90% quality? Is that an optimization parameter that one can select somewhere, and if so, why did you choose that value?

I am trying it with 2 windows for each pair, one "short only" and one "long only". The use of a different "magic number" for each direction keeps the different position trades under control, and allows for different optimization parameters for short and long trades if needed, since the EURUSD is clearly in an intermediate and long-term uptrend.

Thank you.

kengking · 04-25-2008, 03:38 PM

Thanks for the EA kokas. Is the MoneyManagement function working for the version3? I set the risks but its always fixed lots...

kk

Quote:

Originally Posted by kokas

Ok, here you have the new version of SuperStochs,

It has a EMA filter, I'm running an optimization now, so maybe later I will post some better settings, I'm running the optimization on EURUSD, both long and short with 90% quality, if someone could run this on other pairs it would be great.

It has also a Maxtrades where you can setup the maximum number of trades per pair.

Roger

stevensign · 04-27-2008, 09:46 AM

I think Chris_H_FX asked some important questions but I haven't seen a reply.
I am a very experienced MT4 programmer and Trader and would be willing to help.
The version 3 code only compares each of the two lines for a given stochastic, not any crossovers or actual levels. It may be useful for example if all the stochastics were above 50 or 80 before placing a sell order or below 50 or 20 before placing a buy order. Or enter when the 5 mniute Stochastic crosses the 20/80 line or at least when the two lines on the 5 minute chart cross.

Just some thoughts. Let's make this win!

stevensign · 04-27-2008, 10:20 AM

Just another thought after looking at the code some more.
Maybe there should be an option to wait for the close of candle at least on the 5 minute stochastic and possibly the others.

henrietta · 05-01-2008, 07:22 PM

Quote:

Originally Posted by stevensign

I am a very experienced MT4 programmer and Trader and would be willing to help.
The version 3 code only compares each of the two lines for a given stochastic, not any crossovers or actual levels. It may be useful for example if all the stochastics were above 50 or 80 before placing a sell order or below 50 or 20 before placing a buy order. Or enter when the 5 mniute Stochastic crosses the 20/80 line or at least when the two lines on the 5 minute chart cross.
...
Maybe there should be an option to wait for the close of candle at least on the 5 minute stochastic and possibly the others.

I agree with your assessment of only taking an initial position when the values are above or below some arbitrary, optimizable value.

Since you're a very experienced programmer, I need to ask you please: How does one determine the close of a candle or bar using mq4? It was simple in Tradestation's EasyLanguage:

if barstatus(1) = 2 then ...

but I can't discover the equivalent function in mq4.

Thanks, and I'll submit my code for review when I hear back from you (or anyone for that matter) about how to recognize the candle close.

henrietta · 05-02-2008, 12:54 AM

Quote:

Originally Posted by kokas

Live Statement on test account here!

The statement hasn't been updating since 24 April?

kokas · 05-05-2008, 03:57 PM

The optimization is still running, and on a few days I believe that we have some results.

For now, I pick up some settings (the best ones until now on EURUSD), and make a backtest. Here are the results: