Fapturbo EA - All Versions

[Ansatsu_]

Re: Fapturbo v48

 

FapTurbo48 build 225 (educated) + manual + expert guide:

 

http://sharebee.com/39f7d4bc

 

that fapturbo says the expiration will end 2010/1 or will last forever? its just there?

 

someone can make this fap work for any pair and any time frame in the long and short term? please removing all the restrictions ^:)^ ^:)^ and making the longer term working for every pair, not just eurusd, for optimizations. i woulb be very thankfull

 

thanks

[engtraderfx]

Re: Fapturbo v48

 

Hi...

 

have fun guys....

 

a mostly unplugged version is attached. The scalper part doesn't need the dll & actually runs without it but the long term system still needs the dll. I can't figure out the function for the eurusd long term system to completely free it. If you want to run fapt (eurusd) you need to latest dll to be sure, either use the latest "FapTurbo3.dll" (& rename dll in mt4 file) or use attached ( I renamed to avoid confusion with other versions).

 

A bunch of mods & variables are now available for use to play with & scalper can now use any pair (once allowed by user). Hopefully they are all self explanatory.

 

Features summarised in revision history below:

 

REVISIONS - based on fapturbo v48

Version 0 - partial unplugged (func 2 to 4, Scalper works without dll but not Long term)

Version 0.1 - AutoGMT using kernel32 method. Calls to internet removed

Version 0.2 - no limit of fapt (long term) min TP

- remove all 2nd language lines

- allow use of any pair & setting of default SL/TP

- scalper random delay modified to user value max delay in seconds (random delay will be 0 to X user seconds)

- program now independent of chart period (but must change Time period above to use different function time periods)

- Internal Time Period now user variable for each system

- simplified GMTOffset for testing, automatically set to Manual if testing.

- provide user options for requoting (max, delay, slippage), default is OFF (no requote)

- Modifed / Fixed TradeMonday/Friday. Instead of excluding whole day, now refers to

first & last session of week (ie Sun/Mon Morning & Fri Night/Sat. Default is OFF & hour is set (internally) to 12.

- Scalper setting for signals now adjustable

Version 1 - released

 

I have backtested ok & at least put on a chart to see it work, but haven't tested live so check it our for yourself first that it works satisfactorily.

 

In future versions I want to update the risk position sizing, I prefer the capital %Risk model instead of the fixed fraction method normally used.

 

If anybody can help figure out the fapt long term function (fun1) that would be appreciated.

 

Chrs, Dave

 

For files including mq4, dll & a few example set files, go to -> f0rexsh@ring_dot_com/588810

[engtraderfx]

Re: Fapturbo v48

 

please note that the trade times for the long term strategy are NOT adjusted for GMT so if you try the set file it will need adjusting for different brokers. The set file was used for a GMT+2 broker (ie alpari, tadawuf, gomarkets). I'll look at adding GMT adjusment in a later version.

[Ansatsu_]

Re: Fapturbo v48

 

thanks for your efforts, now this version is much more versatile, you putted the settings for the scalpers so that they can be ajustable, but i see in the code much more parameters:

// EURCHF Values

int gi_604 = 25;

int gi_608 = 75;

int gi_612 = 3;

int gi_616 = 100;

int gi_620 = 2;

int gi_624 = 135;

int gi_628 = 0;

int gi_632 = 210;

int gi_636 = -1;

int gi_640 = 245;

int gi_644 = -4;

double gd_648 = 0.2;

 

what are this ones?

 

thanks

[engtraderfx]

Re: Fapturbo v48

 

Hi Ansatsu...

 

yes there are lots more parameters you could play with, the other variables are:

 

int gi_604 = 25; // Bar simple height filter pips (max hi-lo difference of last 2 bars)

// Timed exit parameters

int gi_608 = 75; // open time 1 (minutes)

int gi_612 = 3; // new take profit 1

int gi_616 = 100; // Time2

int gi_620 = 2; // tp2

int gi_624 = 135; // time3

int gi_628 = 0; // tp3

int gi_632 = 210; // time 4

int gi_636 = -1; // tp 4

int gi_640 = 245; // time 5

int gi_644 = -4; / tp 5

double gd_648 = 0.2; // Trend Filter max value (which is just the absolute value of a 4 day rate of change) ie the rate of change of the trend must be greater than AND less than 0.2 (ie within a small band).

 

I can expand the default set to include these variables if you like. THe idea is whenyou are happy with the variables for a pair you hard code them in like the exisitn EURGBP/ CHF etc.

 

Chrs, Dave

[Ansatsu_]

Re: Fapturbo v48

 

if you wanted you could put that values too in the properties for complete optimization ehehe since every pair has his own values.

could you put all the parameters of the strategy to play with? since i want to do optimizations for others pairs too like eurusd.

 

much apreciated ^:)^ great work :-bd

[engtraderfx]

Re: Fapturbo v48

 

if you wanted you could put that values too in the properties for complete optimization ehehe since every pair has his own values.

could you put all the parameters of the strategy to play with? since i want to do optimizations for others pairs too like eurusd.

 

much apreciated ^:)^ great work :-bd

 

New version... [email protected]/455152

 

Note the other scalper adjustment parameters (RSI deviations & periods) are at the bottom.

 

Version 2 Revisions

- Scalper - added custom levels

- Fapturbo - added additional trailing stop logic (trigger point & minimum step)

- Both - added risk percent position sizing based on size of stop loss & account balance (not free margin)

 

Risk% is my prefered position sizing approach. I don't know why more experts don't use it, just requires tick value. Will default to original fractional sizing if broker doesn't provide tick value.

 

Chrs, Dave

[Ansatsu_]

Re: Fapturbo v48

 

thanks, now that is a complete fapturbo to play with :shand:

 

great work ^:)^

[mambo84]

Re: Fapturbo v48

 

Thx for sharing Bro,

 

But, any1 can share the best set file?

 

i'm using FXopen

[Ansatsu_]

Re: Fapturbo v48

 

this fap v2 needs dll from the long term too?

 

the scalper signal settings only serves for default settings right when they true? or its too for the other oficial pairs?

 

thanks

[engtraderfx]

Re: Fapturbo v48

 

hi Ansatsu...

 

the dll should only be needed for the long term (at least I backtested successfully the scalper without the dll being present. Correct me if I am wrong or load up the dll just to be sure).

 

The scalper signal inputs are true for all pairs (etc rsi period etc), there are no internal settings for each pair. That is how the original fapt scalper is set up, they didn't customise these for each pair. I think there is scope to optimise for each pair as they all respond slightly differently.

 

Chrs, Dave

[Ansatsu_]

Re: Fapturbo v48

 

hi Ansatsu...

 

the dll should only be needed for the long term (at least I backtested successfully the scalper without the dll being present. Correct me if I am wrong or load up the dll just to be sure).

 

The scalper signal inputs are true for all pairs (etc rsi period etc), there are no internal settings for each pair. That is how the original fapt scalper is set up, they didn't customise these for each pair. I think there is scope to optimise for each pair as they all respond slightly differently.

 

Chrs, Dave

 

are you saying that the same settings respond diferently for every pair? how is that possible?

 

thanks :shand:

[engtraderfx]

Re: Fapturbo v48

 

Yes, the original scalper uses the same inputs for each pair but each currency does not respond identically so there may be some benefit in adjusting them for each pair. ;hence why they are available at the bottom to test out. Try changing the rsi & mov average period for each pair & see if it helps.

 

Chrs, Dave

[Ansatsu_]

Re: Fapturbo v48

 

ok

 

i have some doubts

- provide user options for requoting (max, delay, slippage), default is OFF (no requote)

 

the original fapturbo doesnt use requote or it used but the trade was not made then? if it uses what were the normal settings?

 

- Modifed / Fixed TradeMonday/Friday. Instead of excluding whole day, now refers to

first & last session of week (ie Sun/Mon Morning & Fri Night/Sat. Default is OFF & hour is set (internally) to 12.

 

i didnt understand this one quietly, they are the two of them off what that means? i want to trade monday but not friday, what i have to do?

 

thanks

[engtraderfx]

Re: Fapturbo v48

 

1. Requote vs slippage

 

I found in the original code the option to allow fapt to handle a requote (resend a rejected order when price moves beyond slippage parameter). At the moment it is off & orders use the slippage parameter only.

 

After finding it I was going to try using it to see if accepting a requote (up to max deviation) got any more trades. A requote has similar effect as slippage, you get a worse price. In my mind it may be worth testing zero slippage/allow requotes vs no requote/add slippage.

 

The default (off) is same as current fapt code.

 

2. The sessions issue is a kind of bug from the original fapturbo. The original code excluded the whole trading day instead of just the start & end of week trading session .

 

The sessions effected are:

First Session = Sunday night to Monday morning (12 midday)

Last Session = Friday Midday to Saturday.

 

The new code with both flags off, will allow full trading from Monday night (after midday) to Friday morning (before midday).

 

The old code for example if you elected to trade friday would allow a position to open say Friday 22:00 or Sat morning & you would end up with a position hanging over the weekend. If you set it off, you would not get any trades from the end of Thursday session onwards.

 

If you want the old method I will have to add a flag back in if you want the option to block out the full day.

 

Hope that helps. Chrs, Dave

[Ansatsu_]

Re: Fapturbo v48

 

ok i understood now, so if i set true first session will trade the beginning of sunday until friday midday, that's fine.

But that is only for scalping right or that is general for long term too? the long term i just dont wanna to trade friday after 00:00 and that has already an option in the long term.

 

thanks :-bd

[engtraderfx]

Re: Fapturbo v48

 

Yep that's only the scalper, the FT long term has its own settings.

 

Chrs, Dave

[Ansatsu_]

Re: Fapturbo v48

 

Yep that's only the scalper, the FT long term has its own settings.

 

Chrs, Dave

 

could you do another big favour?

 

making a gmt offset just for backtesting, you would put two parameters for gmt, one for after the last weekend of march and before the last weekend of october and another after the last weekend of october and before the last weekend of march, like the normal gmt changes two time a year, for optimization that would be cool, because for example if iam at the middle of april and i want to optimize one month, i would have conflict in gmt settings from march to april and the results would go wrong. Making a special gmtoffset just for backtesting where it would change automaticly for every year, but not in normal trading. that would be very cool.

 

another thing the mt4 doens let me optimize all the parameters, it tells me it have too much parameters to optimize :hammer: do you know how to flip this thing?

 

many thanks ^:)^ :-bd :shand:

[engtraderfx]

Re: Fapturbo v48

 

I think there is some code on another thread for gmt adjustments. I will have a look for it.

 

I didn't know about the limit on optimisation on mt4, I just learnt something new! I usually do it manually one by one anyway to understand the effect of every variable.

[sunyc1982]

Re: Fapturbo v48

 

Hi engtraderfx

thanks for your effort but can you explain more about int gi_604 = 25 and double gd_648 = 0.2 please?

 

If max hi-lo difference of last 2 bars beyond 25 it wouldn't trade and show "Today market is in risky conditions. Trade is forbidden by the filter SimpleHeightFilter",right?

 

And what should I change double gd_648 or something else if I want to trade a pair with a 30-35 range?

 

thanks again.

 

sunyc

[Ansatsu_]

Re: Fapturbo v48

 

and please make that gmt stuff i asked, so i can do optimizations freelly throw the history and for normal trading [-O< without that i cant do nothing :-ss

 

thanks

[engtraderfx]

Re: Fapturbo v48

 

hi guys...

 

gi_605 = 25 is the hi lo difference setting...fapturbo looks at the last 2 bars to see if the high - low range is greater than 25 pips or won't trade. If you want to test other values, try the default settings (set UseDefaultSettings = True) & set default_barheightmax = 35;

 

gd_648 is the trend filter limit. The trend filter is the absolute value of the change in the moving average over the last 4 days. Because its an absolute value it will always be +ve & means that the moving average trend filter will be between -0.2 & 0.2 when true. The concept is that fapt is looking for a trend with a small rate of change around zero.

 

Will get to the gmt stuff later guys, maybe the weekend. I started back at work this week & travelling for clients so out of action this week.

 

chrs, Dave

[kobasyun]

Re: Fapturbo v48

 

Can somebody share the settings in the Guide for the long term strategy for EURUSD?

 

Thanks,

[sunyc1982]

Re: Fapturbo v48

 

hi guys,

I checked the parameters in V44 45&47,they didn't change at all.

they only change "trendroc"from 0.15 to 0.35 at GBPCHF in V48.

 

sorry my English is poor.Can anyone explain what trend filter used for and what will happen the trendroc became bigger?

thanks a lot.

[engtraderfx]

Re: Fapturbo v48

 

hi sunyc... the trend filter is as per the response above, the trend filter is checking if the velocity or the rate-of-change of the mov average is close to zero (ie not moving much). The rate-of-change is changed to an absolute value so it looks for a value within +/- 0.3 (for example).

 

Increasing the value from 0.15 to 0.35 allows for more movement in the mov average & hence allows more trades. Backtesting is needed to see if it still works ok without letting in too many stop losses.

 

As always tho its not perfect as the moving average can be moving very slowly just before a major breakout (& hence the occassional stopout).

 

Hope that helps..chrs, Dave