Pip Accumulator EA

[blueocean1713006073]

blueocean,

 

I've been experimenting with various settings without too much success so far. Watching the arrows I'm noticing that the signals are just as bad as any other conventional indicator where we get chopped to bits in ranging periods. However probability alone is something different and that can be traded successfully. Perhaps the probability levels need adjusting to filter out bad signals a bit more - for example entering long at prob > 30 and short at prob < 30 looks as though it could work very nicely and using a trailing stop to let the trades run.

 

ProfNuke - I'm not sure what happened there and because the probability is calculated in real-time and I've only got the EURUSD chart up, I can't see exactly the same signal. In fact the arrow signals were so poor today that you'd have probably been better off selling buy arrows and buying sell arrows lol. I'm thinking of removing arrows altogether from the EA and just working on probabilities as I think that's the way forward.

 

Hi Soundfx,

 

Thank you so much for a very kind response.

Great job though.

 

warmest regards

 

blueocean

[freddy]

Reposting charts about today trading. :) I hope it is helpful, zip file with PNG images.

 

 

hxxp://www.4shared.com/file/x9MJ3Owc/Archivio_2.html

 

Hi Mangiare,

 

First, thank you for giving out your strategy with PIPA.

 

If you can explain a bit what your thought process is regarding your supertrend filter:

 

On the pic, I put numbers for what you consider good or bad signal.

 

======

 

 

 

http://img717.imageshack.us/img717/1989/mangiare1.jpg

 

======

 

 

 

 

#2: you say it is a good signal because Supertrend agree (red and candle closes under ST)

 

Why #1, #1a which are in your "Bad Signal" zone are considered as bad signals?

 

They are also closing red and under red ST.

 

#1b same question.

 

 

As I don't know what were the values of the Master prob at the time of #s 1/1a/1b, could that be the reason you discard these?

Otherwise, I don't see clealy the reason, they are good signals which would have given losses!

 

Hope what I tried to show is understandable.

 

Thanks again,

freddy

[mangiare]

Hi freddy, i'm try to explain my logic (with my poor english :) )

 

You are right, in all 3 cases 1 1a and 1b ST indi was ok but MP doesn't agree in fact was not under -20 but was about -18, 0, -7 (i think -30 (30) on tf5 or 15 min is better to entry a trade). I use ST indi only for filter signals coming to MP and to set TP, don't look never ST to entry the market. If all agree (MP, arrow) but ST indi isn't right colour (or candles are in bad area) i'll wait 5 bars if still won't agree i'll wait next fresh signal. I hope that answers your question clearly :)

 

Good trading my friend.

[scorpion]

It is clear that markets tendency to EA works very well,

I changed some settings with the new version, 1.01

 

Ticket Open Time Type Size Item Price S / L T / P Close Time Price Commission Taxes Swap Profit

132426458 2011.09.08 23:15 buy 0.10 gbpusd 1.59723 1.58523 1.59873 2011.09.09 04:18 1.59873 0.00 0.00 -0.12 15.00

72119405 [email protected][tp]

132455202 2011.09.09 06:46 sell 0.70 eurusd 1.39241 1.39136 1.38941 2011.09.09 08:25 1.38941 0.00 0.00 0.00 210.00

52119405 [email protected][tp]

132453787 2011.09.09 06:15 sell 0.10 gbpusd 1.59796 1.60996 1.59646 2011.09.09 08:28 1.59646 0.00 0.00 0.00 15.00

72119405 [email protected][tp]

132480071 2011.09.09 10:00 buy 0.70 eurusd 1.39094 1.38964 1.39394 2011.09.09 10:13 1.38964 0.00 0.00 0.00 -91.00

52119405 [email protected][sl]

132483076 2011.09.09 10:15 buy 0.10 gbpusd 1.59667 1.58467 1.59817 2011.09.09 11:29 1.59817 0.00 0.00 0.00 15.00

72119405 [email protected][tp]

132486098 2011.09.09 10:30 sell 0.70 eurusd 1.38833 1.38780 1.38533 2011.09.09 11:30 1.38780 0.00 0.00 0.00 37.10

52119405 [email protected][sl]

132511580 2011.09.09 12:24 sell 0.10 eurusd 1.38363 1.39363 1.38143 2011.09.09 12:43 1.38143 0.00 0.00 0.00 22.00

52119405 [email protected][tp]

132511600 2011.09.09 12:24 sell 0.10 eurusd 1.38356 1.39356 1.38136 2011.09.09 12:43 1.38136 0.00 0.00 0.00 22.00

521194060 [email protected][tp]

132511385 2011.09.09 12:23 sell 0.10 eurusd 1.38315 1.39315 1.38095 2011.09.09 12:45 1.38095 0.00 0.00 0.00 22.00

521194015 [email protected][tp]

132515331 2011.09.09 12:43 sell 0.10 gbpusd 1.59648 1.61248 1.59368 2011.09.09 12:54 1.59368 0.00 0.00 0.00 28.00

72119405 [email protected][tp]

132509456 2011.09.09 12:18 sell 0.10 audcad 1.04839 1.05739 1.04539 2011.09.09 12:59 1.04539 0.00 0.00 0.00 30.25

1314015 [email protected][tp]

132509259 2011.09.09 12:18 sell 0.10 audcad 1.04829 1.05729 1.04529 2011.09.09 12:59 1.04529 0.00 0.00 0.00 30.25

131405 [email protected][tp]

132468418 2011.09.09 09:00 buy 0.70 usdcad 0.98894 0.98764 0.99194 2011.09.09 13:03 0.99194 0.00 0.00 0.00 211.71

21314015 [email protected][tp]

132509517 2011.09.09 12:18 buy 0.10 usdcad 0.98903 0.98003 0.99203 2011.09.09 13:09 0.99203 0.00 0.00 0.00 30.24

21314060 [email protected][tp]

0.00 0.00 -0.12 597.55

Closed P/L: 597.43

Graph

[Jarora]

It is clear that markets tendency to EA works very well,

I changed some settings with the new version, 1.01

 

And what settings you changed?

[mangiare]

Hi scorpion, good work! can you share your settings, TF etc? Thankyou.

[scorpion]

And what settings you changed?

 

the moment I'm only playing with:

TP = 22

SL = 100

TrailStar = 22

Trail = 5

MM = False

[scorpion]

Hi scorpion, good work! can you share your settings, TF etc? Thankyou.

I'm testing with different TF. can be seen in the declaration, * [iI_PIPA_EA521194*05*@1.38363[tp]

although the result is due to the movement trend this morning,

is evident that when the market moves sideways range, things change,

[mangiare]

Guys system looks work better on TF15 when market is in trend, on TF5 sometimes we got false signals also with ST indicator.

 

http://i51.tinypic.com/10s9d3q.png

http://i51.tinypic.com/10s9d3q.png

 

http://i55.tinypic.com/212j2g7.png

http://i55.tinypic.com/212j2g7.png

 

Edit: MP was 32 on TF 5 (in the fake signal area) and 19 on TF 15

Edited September 9, 2011 by mangiare

[mangiare]

Hi guys, someone can share the statement or something to show the results of PIPEA of this week please? Thankyou so much

[scorpion]

Hi guys, someone can share the statement or something to show the results of PIPEA of this week please? Thankyou so much

Here is my statement:

parameters are far from the final (when the time comes they will share)

FXsound I agree, that if we optimize a bad system, we can get good results, but when we put it to work after live does not work

However, a system needs to be optimized, I'm not a programmer, which is not the problem, this system can not be optimized, and I say this with absolute humility,

I say all this because I think the system has potential.

good weekend.

 

Ticket Open Time Type Size Item Price S / L T / P Close Time Price Commission Taxes Swap Profit

132426458 2011.09.08 23:15 buy 0.10 gbpusd 1.59723 1.58523 1.59873 2011.09.09 04:18 1.59873 0.00 0.00 -0.12 15.00

132455202 2011.09.09 06:46 sell 0.70 eurusd 1.39241 1.39136 1.38941 2011.09.09 08:25 1.38941 0.00 0.00 0.00 210.00

132453787 2011.09.09 06:15 sell 0.10 gbpusd 1.59796 1.60996 1.59646 2011.09.09 08:28 1.59646 0.00 0.00 0.00 15.00

132480071 2011.09.09 10:00 buy 0.70 eurusd 1.39094 1.38964 1.39394 2011.09.09 10:13 1.38964 0.00 0.00 0.00 -91.00

132483076 2011.09.09 10:15 buy 0.10 gbpusd 1.59667 1.58467 1.59817 2011.09.09 11:29 1.59817 0.00 0.00 0.00 15.00

132486098 2011.09.09 10:30 sell 0.70 eurusd 1.38833 1.38780 1.38533 2011.09.09 11:30 1.38780 0.00 0.00 0.00 37.10

132511580 2011.09.09 12:24 sell 0.10 eurusd 1.38363 1.39363 1.38143 2011.09.09 12:43 1.38143 0.00 0.00 0.00 22.00

132511600 2011.09.09 12:24 sell 0.10 eurusd 1.38356 1.39356 1.38136 2011.09.09 12:43 1.38136 0.00 0.00 0.00 22.00

132511385 2011.09.09 12:23 sell 0.10 eurusd 1.38315 1.39315 1.38095 2011.09.09 12:45 1.38095 0.00 0.00 0.00 22.00

132515331 2011.09.09 12:43 sell 0.10 gbpusd 1.59648 1.61248 1.59368 2011.09.09 12:54 1.59368 0.00 0.00 0.00 28.00

132509456 2011.09.09 12:18 sell 0.10 audcad 1.04839 1.05739 1.04539 2011.09.09 12:59 1.04539 0.00 0.00 0.00 30.25

132509259 2011.09.09 12:18 sell 0.10 audcad 1.04829 1.05729 1.04529 2011.09.09 12:59 1.04529 0.00 0.00 0.00 30.25

132468418 2011.09.09 09:00 buy 0.70 usdcad 0.98894 0.98764 0.99194 2011.09.09 13:03 0.99194 0.00 0.00 0.00 211.71

132509517 2011.09.09 12:18 buy 0.10 usdcad 0.98903 0.98003 0.99203 2011.09.09 13:09 0.99203 0.00 0.00 0.00 30.24

132532409 2011.09.09 14:01 buy 0.10 eurusd 1.38086 1.37086 1.38306 2011.09.09 15:04 1.38306 0.00 0.00 0.00 22.00

132516039 2011.09.09 12:45 sell 0.10 eurusd 1.38080 1.39080 1.37860 2011.09.09 16:00 1.37860 0.00 0.00 0.00 22.00

132522089 2011.09.09 13:03 buy 0.10 usdcad 0.99211 0.98311 0.99511 2011.09.09 16:27 0.99511 0.00 0.00 0.00 30.15

132557848 2011.09.09 16:15 sell 0.10 eurusd 1.37697 1.37523 1.37477 2011.09.09 16:27 1.37477 0.00 0.00 0.00 22.00

132523827 2011.09.09 13:09 buy 0.10 usdcad 0.99227 0.98327 0.99527 2011.09.09 16:28 0.99527 0.00 0.00 0.00 30.14

132508872 2011.09.09 12:17 sell 0.10 usdcad 0.98797 0.99697 0.98497 2011.09.09 16:41 0.99697 0.00 0.00 0.00 -90.27

132520128 2011.09.09 12:59 sell 0.10 audcad 1.04480 1.05380 1.04180 2011.09.09 16:41 1.04180 0.00 0.00 0.00 30.09

132520285 2011.09.09 12:59 sell 0.10 audcad 1.04455 1.05355 1.04155 2011.09.09 16:42 1.04155 0.00 0.00 0.00 30.08

132531844 2011.09.09 14:00 sell 0.10 audcad 1.04405 1.05305 1.04105 2011.09.09 16:44 1.04105 0.00 0.00 0.00 30.11

132520811 2011.09.09 13:00 sell 0.10 gbpusd 1.58994 1.60594 1.58714 2011.09.09 18:15 1.58714 0.00 0.00 0.00 28.00

132445798 2011.09.09 03:45 buy 0.10 gbpusd 1.59802 1.58602 1.59952 2011.09.09 18:47 1.58602 0.00 0.00 0.00 -120.00

132612935 2011.09.09 20:00 buy 0.10 eurusd 1.36875 1.35875 1.37095 2011.09.09 20:11 1.37095 0.00 0.00 0.00 22.00

0.00 0.00 -0.12 653.85

Closed P/L: 653.73

Open Trades:

Ticket Open Time Type Size Item Price S / L T / P Price Commission Taxes Swap Profit

132535191 2011.09.09 14:20 buy 0.10 gbpusd 1.59543 1.57943 1.59823 1.58929 0.00 0.00 0.00 -61.40

132567111 2011.09.09 16:41 buy 0.10 usdcad 0.99695 0.98795 0.99995 0.99604 0.00 0.00 0.00 -9.14

132598534 2011.09.09 18:47 sell 0.10 gbpusd 1.58561 1.60161 1.58281 1.58949 0.00 0.00 0.00 -38.80

132612173 2011.09.09 19:57 buy 0.10 audcad 1.04135 1.03235 1.04435 1.04221 0.00 0.00 0.00 8.64

0.00 0.00 0.00 -100.70

Floating P/L: -100.70

[mangiare]

I think it's dangerous to use this EA on TF5 especially if market is in trend, because big retracements over 20 25 pip looks like trend inversion by the system and if you enter can lost many pip when the market continue to follow his major trend. Some signal can be filter by MP other by ST indi but sometimes may seems good signal and then be a retracement. With a discretionary trading can further filter this entry signal just looking TF 15 but can do this EA? (i'm not a coder i don't know so much in mql language). This EA can work simultaneously on different tf if i understand, so in theory we can use TF 5 to take retracement or when market isn't in trend and TF 15 to take major move, always filtering entry and exit signal with MP ST indi and maybe another indi that i'm testing (looks work really good in combination with ST indi and MP but i want to test again). Now i just have to know what soundfx think about it and what you all think :)

 

Good weekend guys, and good trading always!

[soundfx]

Hi Guys,

 

Here's my statement from when I started using trailing stops this week - still using M5.

 

My current settings are:

 

Stop 30

Target 300 (because I'm using trailing stop instead)

 

Trail Start 22

Trail 20

 

http://i51.tinypic.com/2mwilb4.jpg

[soundfx]

Hi mangiare,

 

I'm working on putting together another version of the EA which will include SuperTrend.

 

The new version will also allow us to read the MTF probabilities and the All TF probability which we have in the II_Pip_Accumulator indicator.

 

I'm getting rid of the arrows as they serve no useful purpose and can give loads of bad signals in choppy periods.

 

I still think that 5m is ok for the EA, though we'll need to try it out on various timeframes. I agree that 15m is a good starting point to look for signals to avoid too much "noise".

 

I've not as yet looked at II_Prob_Hist on the longer timeframes such as 1H and 4H, though it would be interesting to see the patterns, if someone has a spare machine to run the indicator on for a few days.

[fx4a]

Not sure which ST indy everyone is using, but this one is MTF Non repainting Supertrend

 

Probably better to use this one if including into an EA.

 

http://www.multiupload.com/5EVYRKT8GN

[mangiare]

Hi soundfx, you are great! The fact that allow us to read the MTF probabilities and the All TF probability was really cool! We need to test the best combination of MTF prob, next week i will trade manual on 3 TF 1 trade per chart can be good TF 5M, 15M and 1H? I agree, the arrows are really no useful and sometimes they mess, only serve as an alarm for manual trading. TF 5 seems to work well but as you say a test of different TF could be a good choice. I just put on a VPS Prob_Hist with TF 5, 15, 30, 1H 4H and Daily (bingo!). If you think it's easier for you that Prob_Hist write results in a log file i will change it (as you prefer) but i can't modify the code :( . Edited September 10, 2011 by mangiare

[dhinesh89]

Hai everyone, i have been following this thread since it was started and it has grown in to a wonderful place(large) especially soundfx, psaini1973, mangiare. i thank them a lot for sharing all their strategies. you were discussing about adding trailing stop to ea, can you please attach this one two, it contains

First_TP = 0;

Second_TP = 0;

Third_TP = 0;

Fourth_TP = 0;

Fifth_TP = 0;

TP_Increment = 0;

Use_Percent_for_TP_Lots = FALSE;

First_TP_Lots = 0.0;

Second_TP_Lots = 0.0;

Third_TP_Lots = 0.0;

Fourth_TP_Lots = 0.0;

Fifth_TP_Lots = 0.0;

Close_Lots_Increment = 0.0;

First_Stop_Target = 0;

First_Stop = 0;

Second_Stop_Target = 0;

Second_Stop = 0;

Third_Stop_Target = 0;

Third_Stop = 0;

Fourth_Stop_Target = 0;

Fourth_Stop = 0;

Fifth_Stop_Target = 0;

Fifth_Stop = 0;

Trail_Stop_By = 0;

Trail_Stop_Trigger = 0;

Second_Trail_Stop_By = 0;

Second_Trail_Stop_Trigger = 0;

Max_Loss = 0;

Plus_Spread = FALSE;

Power_Out_Stop = 0;

Profit_Alert_1 = 0;

Profit_Alert_2 = 0;

Profit_Alert_3 = 0;

int Slippage = 10;

Alert_Sound = FALSE;

Alert_Popup = TRUE;

Alert_Email = FALSE;

Background_is_Dark = TRUE;

Screen_Shot = TRUE;

Show_Comments = TRUE;

Show_Balance = FALSE;

 

hxxp://www.multiupload.com/Z9CTAL07DH

 

please add this also to what you are developing...

thank you,

dhinesh

[mangiare]

Hi soundfx, you are great! The fact that allow us to read the MTF probabilities and the All TF probability was really cool! We need to test the best combination of MTF prob, next week i will trade manual on 3 TF 1 trade per chart can be good TF 5M, 15M and 1H? I agree, the arrows are really no useful and sometimes they mess, only serve as an alarm for manual trading. TF 5 seems to work well but as you say a test of different TF could be a good choice. I just put on a VPS Prob_Hist with TF 5, 15, 30, 1H 4H and Daily (bingo!). If you think it's easier for you that Prob_Hist write results in a log file i will change it (as you prefer) but i can't modify the code :( .

 

Is it also possible to eliminate MP on TF 1M because it change really fast (so the average is shifted), maybe we can use All TF MP to close a trade when it comes to 0. Because sometimes it happens that MP (on TF5 or 15) reaches 0 and then back to -30 or 30 to the next candle and restart major trend move, so if we look All TF MP (without MP 1M) that change more slowly than the average of a specific TF we can close a trade when all tf reaches 0. Just for test :)

Edited September 10, 2011 by mangiare

[apple1937]

Hi Soundfx,

 

I have just uploaded the DLL file for C4 channel at the forum, Please take a look.

 

By the way, the DLL file is installed in the window system folder instead of " Expert Library" folder..:)

 

https://rapidshare.c0m/files/302500716/C4_Channel_Trading_Software_Setup.exe

 

Thanks.

 

Best Regards,

apple

 

*** i am so sorry to contact you over here because your mailbox is FULL..:P

[scorpion]

Summary of the week

This week I have had the system connected for 24 hours continuously

under these conditions, the system is not profitable, medium and long term loses

however I found that quite rightly indicators show the direction of prices,

and there is always a moment in the day when the account shows a profit,

 

Abstract:

It is necessary to optimize the system, and find the TF, but optimal / s,

and the hours that the market defines the direction of prices,

using several pairs of symbols, and set a global target, once reached the EA will be held until the next day.

 

actions:

Next week I will try to test manually, and hath shut all operations after reaching a target of losses or gains

[soundfx]

Hi Scorpion,

 

Many thanks for your continued testing of the EA and reporting back the results :)

 

EAs are notoriously tricky to code to be consistently profitable (unless they're the type which stack trades and then at some point blow the whole account, or have targets which are tiny compared to stops with similar results ultimately).

 

I coded a new version of the EA, using mengiare's SuperTrend indicator in conjunction with probability and I've been trying that on 15m without too much success. The check for the MACD crossover arrows has been removed in this version because although they often provide a good "heads-up" signal for manual trading, the signals are too slow and incorrect in choppy markets.

 

I've made the point at which the entries are determined clear in the EA code, so if anyone wants to try different indicators with probability, it should be relatively simple to code.

 

http://www.multiupload.com/V1QM1ZR33D

[mangiare]

Thankyou soundfx for your work and for sharing :)

[mangiare]

I just put PIP EA v2 on my VPS with these settings:

 

EUR/USD TF 15 min

StopLossPip/TargetPip 0/0

SwingSL true

TrailingStart 30

TrailPip 3

AllTFEntry true

All TFProbCalc true (level 20/-20)

Ignore1m true

Work from 6 to 17 GMT

 

Edit: I think ST indicator works good for manual trading on TF 5 or 15 min (in choppy market) because we can discretionary choose "the weight" to assign it in our trading strategy, maybe it will work on automatic trading but on TF like 1H or higher (because on higher TF we have less noise and ST can be use with automatic trading too i think).

Edited September 17, 2011 by mangiare

[mw129]

do you think such EA can last forever?

[soundfx]

Hi mw129,

 

This EA is still in development, however I believe that an EA correctly coded which is based precisely on a successful manual system stands a greater chance of making consistent cash than any of the usual EA's which folks rush out to buy which are based on grid trading/martingale or have tiny targets and huge stops.