no, I have not tried them yet. I thought I would wait for the report and the tests, but have been a little preoccupied.
ReachingDeepSavant
ReachingDeepSavant
"Golden Arches" Project
- Thread starter ElectricSavant
- Start date
Absolutely. I originally dowloaded this code when ES posted it and immediately began porting it to WL. Unfortunately I have been way too busy with other committments which should go away by next week. I downloaded MT4 on another machine (for some reason I don't trust it, although coding seems awesome on it) and ran the mq4 file. Again since this is a new platform, I wasn't too sure of what was actual code and what was being called platform specific. In any case, took some potshots and realized it always calculates based on houry bars as long as the timeframe selected is less than 60mins.
Bottom line, the code needs some simple changes to work with daily bars and some simple changes to include H,L and not just C. Not sure if ES has already done these mods but if not, I can do it and then, theoretically, youe should have an identical CR indicator in MT4 as you do in FXCM. Of course, ES is really the only one who can verify the 2 indicators to be identical as I am downloading FXCM closer to the actual trades so I can follow along without it expiring on me.
Also, with the help of SkiBumm, I am also comparing two more versions of code to see which one is the best fit. What I have so far looks promising...but buggy
One problem I am faced with right now is historical data for FOREX. I have been unsuccessful downloading EOD Daily data (whats the cut off anyhow, 11h59pm?). I can download intraday data from IB but I need a source for daily data longer than 4 years back for backtesting CR with period 299. Anyone know where I can get a simple ASCII download, free of course!
thx
thx
Absolutely. I originally dowloaded this code when ES posted it and immediately began porting it to WL. Unfortunately I have been way too busy with other committments which should go away by next week. There is no hurry
I downloaded MT4 on another machine (for some reason I don't trust it, although coding seems awesome on it) and ran the mq4 file. Again since this is a new platform, I wasn't too sure of what was actual code and what was being called platform specific. In any case, took some potshots and realized it always calculates based on houry bars as long as the timeframe selected is less than 60mins. I know that FXCM uses a 299 period calculation, according to skibumm
Bottom line, the code needs some simple changes to work with daily bars and some simple changes to include H,L and not just C...we work with High OPEN and Low. There is a difference, as the line will lock and notch, instead of floating with the current price.
Not sure if ES has already done these mods but if not, I can do it and then, theoretically, youe should have an identical CR indicator in MT4 as you do in FXCM. Of course, ES is really the only one who can verify the 2 indicators to be identical as I am downloading FXCM closer to the actual trades so I can follow along without it expiring on me. Sure I can test. But realize, I will struggle to even get the custom indicator downloaded to get to to work...haha...coding for me is out of the question
Also, with the help of SkiBumm, I am also comparing two more versions of code to see which one is the best fit. What I have so far looks promising...but buggy. Good work so far...its really great that you guys are working together
You know...its too bad that North Finance is questionable or not recommended. I would love to be able to trade 1 mini on several pair choosing from a watchlist of 55 PAIR ...that would be awesome...
But anyways...I think that if I can get MetaTrader to work, I will publish with Oanda...Oanda has 33 pair and most of them will be on NorthFinances feed...I have to just close this fricken last losing position (EUR/AUD) and get the money transferred to Oanda from FXCM (I will leave 50 bucks in the account to maintain the charts) The search for Golden Arches continues (or shall I say "Green" Arches)...stay tuned
I downloaded MT4 on another machine (for some reason I don't trust it, although coding seems awesome on it) and ran the mq4 file. Again since this is a new platform, I wasn't too sure of what was actual code and what was being called platform specific. In any case, took some potshots and realized it always calculates based on houry bars as long as the timeframe selected is less than 60mins. I know that FXCM uses a 299 period calculation, according to skibumm
Bottom line, the code needs some simple changes to work with daily bars and some simple changes to include H,L and not just C...we work with High OPEN and Low. There is a difference, as the line will lock and notch, instead of floating with the current price.
Not sure if ES has already done these mods but if not, I can do it and then, theoretically, youe should have an identical CR indicator in MT4 as you do in FXCM. Of course, ES is really the only one who can verify the 2 indicators to be identical as I am downloading FXCM closer to the actual trades so I can follow along without it expiring on me. Sure I can test. But realize, I will struggle to even get the custom indicator downloaded to get to to work...haha...coding for me is out of the question
Also, with the help of SkiBumm, I am also comparing two more versions of code to see which one is the best fit. What I have so far looks promising...but buggy. Good work so far...its really great that you guys are working together
You know...its too bad that North Finance is questionable or not recommended. I would love to be able to trade 1 mini on several pair choosing from a watchlist of 55 PAIR ...that would be awesome...
But anyways...I think that if I can get MetaTrader to work, I will publish with Oanda...Oanda has 33 pair and most of them will be on NorthFinances feed...I have to just close this fricken last losing position (EUR/AUD) and get the money transferred to Oanda from FXCM (I will leave 50 bucks in the account to maintain the charts) The search for Golden Arches continues (or shall I say "Green" Arches)...stay tuned
http://ratedata.gaincapital.com/ the data is a little ugly. i wrote an app that parsed it all in and made sure everything was in temporal order before using. there are probably gaps in it too. so your system should be able to handle the data feed dropping out.
Doh! Ok will change to OPEN, completely missed that one. So I can assume the FXCM hard codes its period to 299 with no user input.
In any case, I will make the following changes to MT4 code:
Change input period to be bars regardless of timeframe(instead of hours) user adjustable.(already done in WL)
Change input to include user selectable Series (O,H,L) instead of hard coded C.(already done in WL)
I will pass this file on to you (ES). getting it to work in MT4 was literally 2 seconds. I will list the 2+ steps involved when I post the file. It will show up in you indicator list like all the other ones.
If you can do the compare, and get back to me then I can have confidence in the WL version. In any case, the platform has its own learning curve for me and sometime next week should be reasonable.
hmm, just noticed the check spelling button, will use
thx
fifo,
Too funny... you do not know me...hehe...but MM did things in a methodical fashion to deal with my savantishness...lol..so in fact I have several instances of MT4 on my desktop...(newcomers read the earlier posts). I have learned when dealing with coders ...NOTHING IS EASY...no offense intended..its just that you guys "shock and awe" me...
Post all your work in this thread and avoid PM'S and emails...as we need to stay transparent...but I understand that the email system will be needed for attachments and such.. and I will PM you my email address. But you can just put electricsavant in front of gmail or yahoo..or in front of electricsavant.com ...and you got my address.
Michael B.
will pass this file on to you (ES). getting it to work in MT4 was literally 2 seconds. I will list the 2+ steps involved when I post the file. It will show up in you indicator list like all the other ones.
Too funny... you do not know me...hehe...but MM did things in a methodical fashion to deal with my savantishness...lol..so in fact I have several instances of MT4 on my desktop...(newcomers read the earlier posts). I have learned when dealing with coders ...NOTHING IS EASY...no offense intended..its just that you guys "shock and awe" me...
Post all your work in this thread and avoid PM'S and emails...as we need to stay transparent...but I understand that the email system will be needed for attachments and such.. and I will PM you my email address. But you can just put electricsavant in front of gmail or yahoo..or in front of electricsavant.com ...and you got my address.
Michael B.
will pass this file on to you (ES). getting it to work in MT4 was literally 2 seconds. I will list the 2+ steps involved when I post the file. It will show up in you indicator list like all the other ones.
lol. None taken. I know exactly what you mean and people often mistake me for an Engineer first and a finance/trader second because of my SW background. In reality, I am a finance/trader first who early on realized the need for SW systems in the market and went on to study engineering AFTER Finance and landed an Engineering job (lol) too hot to refuse. And, boy I know what you mean when techies get caught up in the microcosm of technicalities when all I can say is who gives a "freak", whats the bottom line! LOL.
This is why I tend to leave my code crude cuz no time to waste, first make money then tidy up.