Posts made by gooseman

@TipsyWisdom

Hi Tipsy. This is the thread I was referencing.

Re: Error code=4806

"We discussed this and it appears that the problem is that because he loads the same indicator with different settings like in something like 100 blocks, this takes long time. For some reason MQL5 loads indicators slowly. And in the EAs I programmed MQL5 to load them on demand, which is not the official way of doing that. So I have a "while" loop that waits for indicator to load for 500 ms and then throw that error. So I changed that time to 5 seconds. Unfortunately I still don't know how to make MQL5 to load indicators more quickly." - fxDreema

This is from an old thread I found researching error code=4806 (custom indicator error) my system does not use any custom indicator but what fxdreema describes. My portfolio has over 200 moving average and RSI blocks and quadrupled checked my constants in ALL blocks. I know having missing or bad constants can throw this code. knowing that I'm still getting this code.

As far as the resolution, I wasn't too sure if fxdreema was talking about the actual fxdreema platform or if he built this using blocks in his EAs?

Edit - I apologize, I have created this topic in the wrong section. I tried to delete this and create it in the correct section but was not able to so. due to insufficient privelages.

@roar

https://fxdreema.com/shared/J4DtDAYab

I dont think I can utilize an array of symbols due to specifics like timeframe and condition.
A - main system. has 200 iterations of this. 200 blocks (Regime) that check the MA.
B - Here's my attempt to work with 1 group of blocks. This system has 2 conditions. the regime block is static, with no inputs. There are 5 blocks of (EntryLV1-5). I tried using 1 (Regime) block for both groups, but the EA would trade both groups instead of one.
C - if position exit. no inputs

my goal is to have multiple groups of the main system, without overloading the memory in the mt5 client probably caused by multiple MA-based condition blocks. each group should be in its own universe. a universe determined by symbol, timeframe, and entry lv. testing the 2 groups individually works fine. but when test both at the same time, I get bad results. I get too many trades.

Ive checked @l-andorrà youtube channel, boxxocode channel, searched here on building a portfolio and saw @TipsyWisdom hilo thread.. Any tips on structuring this portfolio?

@roar

ok makes sense, especially with the moving avg indicator. Ive noticed in past systems that when I backtest systems have used the MA, it'll backtest slower than my other non-MA systems.

I thought of restructuring also. ill give that a shot.

@TipsyWisdom

That's how I initially created this portfolio. I have all my systems and parameters on a spreadsheet. One by one, I would build the system and backtest to compare trade amount to what I had on my spreadsheet. I doubled checked and had someone else check each system for their constants.

@l-andorrà

https://fxdreema.com/shared/PNG9D7p4e

not the main project but a sample. regardless, it's just one system copied many times using different group #s, timeframes, and symbols.

I have a system that trades on mutli symbol and multi time frames. nothing fancy. if condition, go long. if position meets the opposite condition, close. I use the same system copied many times in a single project and use constants for group #s and symbols. The system works 100% when by itself. I have built a portfolio of 200 iterations of this system. No variables. just a few constants.

Here's the breakdown of the system. it only uses moving average and rsi indicators. no custom indicators. here's my portfolio

same system, just different constants for multi symbol. I use groups to create a "universe" for each symbols. when I enabled half, I get all trades being taken and no problems backtesting and can load on demo and have no errors. Once I "turn on" one of the systems on the right and load it on demo, I get errors shortly after loading the EA in mt5.

Doesnt matter which system I enable, it always ends up putting out these errors. but once I turn off the system, i can load the EA and have zero errors. Its almost as if theres a limit. Ive tripled check each system to make sure the constants and inputs are correct. tried different systems. I have had about 100 of the 200 active but the minute I enabled 101 of the 200, ill get those errors. Do I have too many systems? Is this an in efficient layout for a portfolio? I know the MA indicator can take some time to calculate. Is there an ideal and more efficient way to build this portfolio?

Edit:

I wanted to add that I compiled the source code and returned zero errors.

I don't give a damn about news lol but I know a lot of you do, so I'll back you guys up with my vote

okay ive figured it out. if you have multiple systems in one EA, you have to fill out all symbol parameters with the symbol its trading.

Check out boxxocode on youtube. They have a ton of videos on grid trading with fxdreema.

change type from double to string

@fxbam jstap gave you the answer. create a constant *adjust% in the constant tab and type "adjust%" in the block field where you currently have *95%

@sktsec said in Is this the correct layout for portfolio?:

A opens trades when no A, B positions
B opens trades when no A, B positions
A closes A, B positions
B closes A, B positions
Result: open less number of trades and close trades earlier

by keeping the market block on top of the strategy, shouldnt it be its own "universe" meaning A closes only A positions because its under the market "universe"? in other words, local and not global?

Hello

I've tested 2 systems INDIVIDUALLY. System A backtested over 10 years of 500 trades. System B backtested over the same 10 years with 500 trades. So when bringing both systems under 1 portfolio, you'd expect 1000 trades? wrong! I'm getting fewer trades on the same time range of data!

1a115cc8-9682-4a6f-b38c-1154fefefdfc-image.png

Here are my tester settings. using fixed lot 0.01 with a starting balance of 25k to ensure no margin issues. There are no errors in the journal. more specifically, market not open error is handled by the time block.

So my question is, for multi timeframe\currency portfolios. Would this be the correct block structure?

Heres the project https://fxdreema.com/shared/PWGYDrfhc

@ambrogio @roar

Thanks guys both of you were right. It was block placement. My systems now take all signals on higher timeframes now.

@ambrogio no luck!!

EA is taking some but not all trades. logs are error-free. I can post if anyone wants. I believe MT4 has the option to choose the monthly and weekly tf, but won't actually backtest on it. Could be something with MT5? I searched and could not find anything. Ambrogio, are you able to backtest on the daily,weekly and monthly and check to see if EA took all signals?

@ambrogio thank you for your response. I have tested on all price models, including real ticks, and still have the same issue. my logs are free of error.

Hey hey, whats up my friends!

No matter what EA I build, it'll work great and take ALL signals on lower timeframes. Once I get to higher timeframes above, let's say H4, my EAs still start missing signals and not opening a position. I found nothing in the logs or expert tabs. Ive created an extremely EA. long only. RSI2 buy when close is below the 30 level. if position close above RSI2 level 70, close position. nothing fancy and simple.

image above is this rsi system on the H1. takes all trades

image above is this rsi system on the DAILY. notice the missed signals

Heres the system. https://fxdreema.com/shared/cVddyRT4d

and finally, heres my MT5 backtesting setting.

I try to go as high as weekly and monthly, and get no positions opened on clear signals. Any ideas?

https://fxdreema.com/shared/TUaE9Fl4d

Hello!

Pretty simple long-only strat. FAST_MA cross above SLOW_MA. Go long. FAST_MA cross below SLOW_MA on an open position, close. I am able to make this work, but my problem is when it comes to optimizing this system, MT5 stays frozen. I am trying to optimize 2 parameters. The fast-moving average and slow-moving average. total passes are just a little over 100 passes, yet I cannot get MT5 to get me the results, it just stays frozen. Nothing in the journal. I can confirm the system is working properly using the visualize feature.

I'm positive it's how I built this system. Please advise.

@l-andorrà Coñoooooooo! Gracias hermano! hahahaha

It worked! Using a constant for the TF worked out great! One thing to add, especially for those who come across this. As l-andorrà mentioned, using a constant for the TF but you have to change the constant type to:

ENUM_TIMEFRAMES

Then you will get a fancy drop-down menu where you can choose your time frame in the inputs tab. Thanks again, learning this has GREATLY reduced my walk forward optimization process.