1 (edited by Popov 2013-07-14 23:51:12)

Topic: LTF Indicators on FSB Pro Trader

I'm working on LTF (Longer Time Frame) trading on FSB Pro.

Actually I found very elegant solution to implement that. It will work with the same Expert and Dll as FST and will not delay trading in any way.

I think this feature will be ready in several days.

The real problem comes with the indicators using different symbol. There are number of difficulties to implement this. It's not impossible but it will require additional requests to MT4 for supplying data.

Do you really need different symbols?

I'll implement first LTF. We'll see later what to do with the symbols.

Re: LTF Indicators on FSB Pro Trader

Different symbols are needed I think. It widens the possibilities, think about correlation, cointegration.

Re: LTF Indicators on FSB Pro Trader

Because of all the original confusion with HTF & WTF should we use a new name like LTF for Longer Time Frame for FSB Pro. Also HTF gets confused with HFT (High Frequency Trading).

4 (edited by Popov 2013-07-14 23:51:51)

Re: LTF Indicators on FSB Pro Trader

footon wrote:

Different symbols are needed I think. It widens the possibilities, think about correlation, cointegration.

I agree with you. It will be in next Alpha. Here one strategy uses LTF and Symbols and loads all when connected:

http://s7.postimg.org/srn5vej5j/screenshot_53.jpg

The program easily will update the LTF data from default symbol. After the initial download, FSB will generate LTF bars at every tick.

There is a problem how to maintain other symbols data. FSB has to make additional requests to MT4 for every other Symbol. This takes time and  stops the ticks. There is other possibilities also, but it will require a change of the expert. We'll see what to do.

Re: LTF Indicators on FSB Pro Trader

SpiderMan wrote:

Because of all the original confusion with HTF & WTF should we use a new name like LTF for Longer Time Frame for FSB Pro. Also HTF gets confused with HFT (High Frequency Trading).

Probably you are right. Lets see what other users think.

Re: LTF Indicators on FSB Pro Trader

Popov wrote:
SpiderMan wrote:

Because of all the original confusion with HTF & WTF should we use a new name like LTF for Longer Time Frame for FSB Pro. Also HTF gets confused with HFT (High Frequency Trading).

Probably you are right. Lets see what other users think.

Good point! When I saw the title first (HTF Indicators on FSB Pro Trader), it was an   oh-no-not-again-moment for me.

Re: LTF Indicators on FSB Pro Trader

Topic edited. We'll speak about LTF for FSB Pro.

Re: LTF Indicators on FSB Pro Trader

I need a small change of dll and expert in order to make LTF trading smoother.
Since the old dll was compiled with VS2008 I cannot maintain it easily.
I'll recompile it with VS2012. Doing so, it will require C++ redistributable package from Microsoft.

I'll make a new tool for installing the DLL and Expert. It will ask the user to install the required package also.

The new expert will be compatible with FST.

I'll keep the same names of the expert and the library: "MT4-FST Expert.mq4" and "MT4-FST Library.dll"

You can install now Visual C++ Redistributable for Visual Studio 2012 .
I'll use VSU3\vcredist_x86.exe. Not sure if the dll will work if you have only 64 bit version.

Re: LTF Indicators on FSB Pro Trader

Hi,

how does it work now for older strategies that are using WTF indicators.
These were not converted to new format right, so can I trade these strategies with new FST/FSB?

Re: LTF Indicators on FSB Pro Trader

You can set Longer Time Frame (LTF) directly to the indicator. It replaces WTF indicators and does it much better.

Re: LTF Indicators on FSB Pro Trader

hello pop  where are LTF indicators i try to find them with no success !!!!!

Re: LTF Indicators on FSB Pro Trader

ahmedalhoseny wrote:

hello pop  where are LTF indicators i try to find them with no success !!!!!

LTF is a setting, a feature, not separate indicators!!!!!

Re: LTF Indicators on FSB Pro Trader

footon wrote:
ahmedalhoseny wrote:

hello pop  where are LTF indicators i try to find them with no success !!!!!

LTF is a setting, a feature, not separate indicators!!!!!

Is it an automatic setting !!! because i cannot find it in the software , and how to use it!!!


thanks in advance

Re: LTF Indicators on FSB Pro Trader

http://s10.postimg.org/miero09c5/screenshot_88.jpg

Here main time frame is M1, and LTF is M5. It is naturally available for all logical conditions slots. You can even change the symbol.

NOTE: If you set lower time frame, backtester and trader will use the original time frame instead.
(The label Higher time frame will be renamed to Longer time frame))

Re: LTF Indicators on FSB Pro Trader

thanks Pop

when the generator will work in the pro version!!

Re: LTF Indicators on FSB Pro Trader

Another Question :  Do the LTF concept applied for all indicators!!

Re: LTF Indicators on FSB Pro Trader

when the generator will work in the pro version!!

I'm working on trader and hope to finish it till the end of August.
Later I'll start implementing Generator Pro. A reasonable ETA is  end of September.

Do the LTF concept applied for all indicators!!

It must work for all indicators in Opening and Closing logical slots. However this concept needs thorough testing. It seams it's working well for now. It will be really useful when both backtester and trader are fully tested and fixed. Especially when it comes with multi-symbols strategies. LTF and multi-symbol trading is already implemented in the pro trader. It must work for all included and custom indicators without changes in the code.

LTF is not an option included in an indicator code. It is native for FSB Pro. This makes it natural, fast and reliable.

Re: LTF Indicators on FSB Pro Trader

Hello Pop
Can you expand The LTF function

1 - its ok when working with one line indicator like Moving average But when work with two lines indicators like MA cross , oscillators ,..... i think it will be better if we have a separate LTF for each line.

2 - to be used as open and close points