• From: Germany
  • Registered: 2010-12-18
  • Posts: 161

Topic: ATR MA Oscilator

Hello,

I'm testing a strategy in MT4 and like closing conditions I have Bar Closing and ATR MA Oscillator. The problem is that the orders are never closing in MT4 and I suspect that there is a bug in ATR MA oscillator. Can anyone tell me who is using this indicator if is working for him? Or can you please Popov test it a little bit?

The details of ATR MA which I'm using are:

Logic: The ATR MA Oscillator crosses the zero line upward
Smoothing method: Simple
Signal line method: Smoothed
ATR period: 168
Signal line method: 99

15 Min Chart

Regards,
Sebastian

2 Reply by mentosan (edited by mentosan 2011-09-26 19:58:53)

  • From: Germany
  • Registered: 2010-12-18
  • Posts: 161

Re: ATR MA Oscilator

Ok, I FOUND THE PROBLEM !!! THERE IS A BUG !!!

This is the explanation why do I have different results in FSB than in FST. Look in the pictures. The ATR MA in FSB is sometime negative but in FST is only positive. The orders are closing when ATR MA is crossing the 0 line but in the FST the ATR MA is not crossing it. This is why, my orders are not closing automaticaly or are closing too late.


Mr. Popov please HEEELP !!!



http://s3.postimage.org/1zikg7xdw/ATR_MA_FST.jpg

http://s3.postimage.org/1zipetyv8/ATR_MA_FSB.jpg

  • From: Germany
  • Registered: 2010-12-18
  • Posts: 161

Re: ATR MA Oscilator

I'm coming with an update. I tested today the ATR MA in FST for some hours. It seems that the oscillator is going never under 0 line although in FSB is working.

That means the indicator is useless...

Maybe there are other indicators with the same error and this is why we have to check them very well....

Anyway, is anyone here? seems that nobody is interested anymore about all of these....it is a pity..

Mento

4 Reply by krog (edited by krog 2011-09-27 19:11:00)

  • krog
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  • Registered: 2010-02-26
  • Posts: 407

Re: ATR MA Oscilator

Hi Mentosan,
Thanks for the bug report, and good job on the clear description and screenshots, good catch on the indicator never going negative.

The indicator calculates the value as: ATR - MovingAverage of ATR

Since your FST never goes negative, also the curve has fewer dips than FSB, I suspect either:
1) the ATR is bigger than FSB
2) the Moving Average of the ATR is smaller than FSB

A couple of simple things to try first:
1) from screenshot, FST has only 400 bars of data; try to increase the number if possible
2) reduce the periods so they are a smaller percentage of the number of data bars

See if that helps the indicator go negative. But that is not the solution, would require changing your strategy, hopefully we can avoid that.

Another step, if you are interested in providing more info, use this custom version of the ATR MA Oscillator. It will show the values of the ATR and the Moving Average of the ATR, used in the oscillator calculation. It will verify if my guess is correct. Let me know after you download it, I will remove the attachment because it's not useful for any other purposes.

If the ATR and MA of ATR values match FSB with the same data, that will be very useful info, it will help point to the bug in a different place.

For screen shots, please be sure checkbox 2 "show traces" is ticked. It will help me figure out which one is different and causing the problem.

I don't know if I'll be able to fix it, but might be able to make a workaround for you.

thanks,
krog

edit - removed attachment

  • From: Germany
  • Registered: 2010-12-18
  • Posts: 161

Re: ATR MA Oscilator

Krog thans for your answer,

I downloaded it and I will test it tomorrow.

Today I looked with more bars in FST and it is going also under 0 line but you are right, the curve of ATR seems  to be a little bit sharped in FST.

I didn't have time to make 2 new screen shots but I will  make it today. I wish to show you another strange thing. Today when I looked once again at the ATR in FST and FSB but in the 15min from yesteray I saw that the ATR curve is almost the same in both programs (still a little bit sharped in FST). It seems that after a while, is corecting itself the curve for the nearly past time in FST. Strange....
Maybe there is another way to explain all of this, but I'm not an expert and I'm telling you only what I see.

I'm sure that the problem will be solved in the future and this will be awesome.

Sebastian

  • jgp
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  • Registered: 2011-05-05
  • Posts: 215

Re: ATR MA Oscilator

I'm having problems getting the Break Even feature to perform on MT4demo-FST the way it performs on FSB and the way it SAYS it will perform on both the FST Strategy and the FSB Strategy.  Am using FSB vers 2.64.0.0 and FST vers 1.4.8.0  library vers 1.4, expert vers 1.7 --- what appears to happen on FSB  is that all pertinent trades are closed at a break even profit when the profit falls back to the break even set point, but on FST the pertinent trades are closed out at zero profit when the profit falls back to wherever[?]  So I'm getting a lot of Stop Losses and a bunch of zero profits and the rare Take Profit.  Have the same problem whether trading .01, .02 or higher lot sizes.  Example USDCHF Winner, Reduce, 424SL, 874TP, 216 BE. 
If the break even function worked as well on MT4-FST like it does on FSB, it would be a wonderful thing!!!

  • krog
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  • Posts: 407

Re: ATR MA Oscilator

jgp wrote:

I'm having problems getting the Break Even feature to perform on MT4demo-FST the way it performs on FSB and the way it SAYS it will perform on both the FST Strategy and the FSB Strategy.  Am using FSB vers 2.64.0.0 and FST vers 1.4.8.0  library vers 1.4, expert vers 1.7 --- what appears to happen on FSB  is that all pertinent trades are closed at a break even profit when the profit falls back to the break even set point, but on FST the pertinent trades are closed out at zero profit when the profit falls back to wherever[?]  So I'm getting a lot of Stop Losses and a bunch of zero profits and the rare Take Profit.  Have the same problem whether trading .01, .02 or higher lot sizes.  Example USDCHF Winner, Reduce, 424SL, 874TP, 216 BE. 
If the break even function worked as well on MT4-FST like it does on FSB, it would be a wonderful thing!!!

Hi jgp, please open this in a new thread, it sounds like a different issue. thanks

  • krog
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  • Registered: 2010-02-26
  • Posts: 407

Re: ATR MA Oscilator

mentosan wrote:

Krog thans for your answer,

I downloaded it and I will test it tomorrow.

Today I looked with more bars in FST and it is going also under 0 line but you are right, the curve of ATR seems  to be a little bit sharped in FST.

I didn't have time to make 2 new screen shots but I will  make it today. I wish to show you another strange thing. Today when I looked once again at the ATR in FST and FSB but in the 15min from yesteray I saw that the ATR curve is almost the same in both programs (still a little bit sharped in FST). It seems that after a while, is corecting itself the curve for the nearly past time in FST. Strange....
Maybe there is another way to explain all of this, but I'm not an expert and I'm telling you only what I see.

I'm sure that the problem will be solved in the future and this will be awesome.

Sebastian

Hi mentosan,
thanks for your help. I don't know if we can fix the issue, but this is important info needed to help fix it. Let's gather info on the first issue, the indicator never goes negative, and check if the ATR and MA ATR values are the same or different between FSB and FST.
thanks
krog