Aaragorn's EA workbench

Aaragorn · #1 (**permalink**) 11-22-2006, 04:26 PM

This thread is where I have decided to post several EA's that I'm working on in the hopes that it will facilitate development of more profitable outcomes.

I am an amature programmer/hacker (by hacker I don't mean that I'm malicious I just mean that I'm an inexperienced programmer--I have some programmer friends who tell me that's what I am, they call me a hacker because I'm basically fumbling alot of the time with how to make the code work)who has occasional delusions of competence, and yet for all my learning to program mql4 I have yet to produce an EA which demonstrates sustainable profits. Some of the projects I'm working on are close or appear to be close. They make money for a time then give it all back.

I have looked at these EA's on the forum.
Divergence Trader
EMACross
then I developed the gogetter EAs
then did some work on multilotscalper
then focused alot of attention on the cyberia open source EA
and I've looked at maji's cost averaging system.

recently I've taken bits and pieces of what I learned from these adventures and some ideas that were suggested to me by some trader friends and created the EA's that I'm going to post here.

Patient2
This EA actually does appear to be profitable but it's a trading style that I don't have a broker to support. IBFX requires a minimum of 3 minutes in a trade or else they consider it scalping and don't allow it. The Patient2 EA scalps about one day a month and makes a ton when it does. If anyone knows a broker who allows this let me know.

Patient4
This project comes close to sustaining growth but needs better filtering.

Reverser, MACD, and MAReverser all are closely related to the Patient4 EA and were modifications of it. Anyone familliar with the Cyberia EA will recongize parts of the opensource code that is basically being used to arrive at stop loss and that's all really.

I'm not sure exactly what to do or where to focus next. I figure depositing these EA's here makes them more accessible to me from the road when I'm out of my office and only have the laptop to download them, it also makes them available to collaborators and others who wish to work on them with me.

I ask that if you join me in any of this work that you always report back and post back your results and the open source code changes you make so that we can all benefit form the progress.

Lastly, hey if we actually make any money from these, money that we don't have to lose in the process...cut me in on it right?

I welcome the constructive ideas of other developers and traders who take the time to understand what these systems are targeting and how they work.

Keep in mind this is my workbench, it's not all tidy clean code, it's bits and pieces of ideas loosly gathered and lightly organized. All hopefully with the goal of creating something that generates sustainable growth. It's a work in process not a finished work.

Aaragorn · #2 (**permalink**) 11-22-2006, 04:49 PM

I post these additional EA's so that I can access and download them when I'm away from my office and still have access to them. They contain either pieces of code I want to reference or strategies I want to continue to develop. In all this I have learned something about trading strategies, played with loops and arrays, and most recently learned how to do data dumps using the filewrite functions. All of this is leading me closer to my goal I hope. They say that many people who quit never know just how close they actually came to succeeding. I don't want to be in that group. This pursuit has taken alot more already than I ever expected yet I don't know how close I am to actually getting the goal. Perhaps I'm on the threashold now? I don't know. I don't get to know until I actually reach it. I do believe that if we all learn together and work together it's likely we will reach a better outcome sooner.

ienaplinsky · #3 (**permalink**) 11-22-2006, 05:23 PM

hi aaragon
I'm trying patient 2 but with a 90% modelling quality seems doesn't work.
What pairs and what time frame do you use for patient2?

Aaragorn · #4 (**permalink**) 11-22-2006, 05:58 PM

Thanks to templar for sharing this boll trade ea with me. I find it interesting and some of it's order control functions I want accessible to my laptop so I'm posting it here too. I didn't find it's trading rules to produce anything particularly notable.

Aaragorn · #5 (**permalink**) 11-22-2006, 06:02 PM

Quote:

Originally Posted by ienaplinsky

hi aaragon
I'm trying patient 2 but with a 90% modelling quality seems doesn't work.
What pairs and what time frame do you use for patient2?

i run patient2 on the eurusd 30m chart.

Do you know a broker that will allow this kind of trading?

rzamany · #6 (**permalink**) 11-22-2006, 06:24 PM

Quote:

Originally Posted by Aaragorn

i run patient2 on the eurusd 30m chart.

Do you know a broker that will allow this kind of trading?

what is best ea?

Aaragorn · #7 (**permalink**) 11-22-2006, 06:28 PM

Quote:

Originally Posted by rzamany

what is best ea?

one that makes and keeps more than it gives back. opinions vary. I would say one that you can understand and use accountably. if all you base your choice on is an opinion poll it's unlikely you'll learn what you need to know to use any EA successfully. Start studying.

templar · #8 (**permalink**) 11-22-2006, 07:16 PM

Quote:

Originally Posted by Aaragorn

Thanks to templar for sharing this boll trade ea with me. I find it interesting and some of it's order control functions I want accessible to my laptop so I'm posting it here too. I didn't find it's trading rules to produce anything particularly notable.

i also found an indicator with same logic of this expert

http://www.lightpatch.com/forex/mt_y...n_MT4_v04b.mq4

that's really interesting, as i could see it just lose when the chart get a strong trend to up or down, but could hold a loss with large stoploss.. you % of winwas always more than +80%, i'm trying to match it with some other indicator to filter that losses.. maybe more people could help with that!

ienaplinsky · #9 (**permalink**) 11-22-2006, 07:22 PM

Quote:

Originally Posted by Aaragorn

i run patient2 on the eurusd 30m chart.

Do you know a broker that will allow this kind of trading?

I think my brokers (fastbrokers) permits scalping.

But I 've tried patient 2 from 2004 with 90% quality model tf 30 min and I didn't see any operation!
Why? where I wrong?

Aaragorn · #10 (**permalink**) 11-22-2006, 08:14 PM

Quote:

Originally Posted by ienaplinsky

I think my brokers (fastbrokers) permits scalping.

But I 've tried patient 2 from 2004 with 90% quality model tf 30 min and I didn't see any operation!
Why? where I wrong?

I don't really know...

try these settings...
all I know is it works for me in backtester..

PHP Code:


			
//---- User defined indicator parameters

extern int                  MaxTradesAllowed = 1;

extern double                     TakeProfit = 1000;

extern double                        MaxLots = 10; // lots smaller than 1 must have "0.x", don't forget the zero left of the decimal

extern double                 LotAccelerator = 0.07; // degree of lot acceleration

extern double                   TriggerShift = 1; // zero uses the current forming bar, 1 uses the first completed bar

extern string            Envelope_Parameters = "Envelope_Parameters";

extern double                     AveragingP =  10;

extern double                       ma_shift =  0;

extern double                      Deviation =  0.47;

extern string                 ADX_Parameters = "ADX_Parameters";

extern double                      ADXPeriod =  10; 

extern string Dynamic_Trailing_Stop_Settings = "Dynamic Trailing Stop Settings";

extern bool               EnableTrailingStop = true; // Enable Dynamic Trailing Stop

extern double             TrailingStopFactor = 1.45;

extern string                  Auto_StopLoss = "Auto StopLoss";

extern double                  StopLossIndex = 2.5;

extern bool                AutoStopLossIndex = true;

extern string                Manual_StopLoss = "Manual overrides Auto StopLoss unless = 0";

extern double                 ManualStopLoss = 0;  //0 allows for auto stop loss

extern double                      StopLevel = 0;

extern string      Additional_User_Functions = "Additional User Functions";

extern bool                        UseAlerts = false; //Gives Audio and pop up Alert when Patient1 enters a position

//extern bool         DynamicTrailManualTrades = false; //Allows Patient1 Dynamic Trailing Stop to Manage Manually Opened Orders on the same currency pair

extern bool                    UseExitMarket = false;