Topic: Indicator Options in EA Studio

Hello Traders,

I started working on Indicator options in EA Studio.


https://image-holder.forexsb.com/store/settings-indicator-options.png


Currently, the options are added in the EA Studio's settings and on the Settings page.

The next stage is to start implementing them in all affected indicators.

Re: Indicator Options in EA Studio

I uploaded Expert Advisor Studio v23.3.4 with the above features implemented.

Please test it and send me a note if you find any quirks.

I'll make a full announcement of the new features when we are sure everything is alright.

I have to update the EA Studio User Guide correspondingly.

Trade Safe!

Re: Indicator Options in EA Studio

Oh wow, these are great news! Will test ASAP, currently rebuilding my 38TB NAS from parity after a crash, hence currently a little break from my usual activity. But I will report back. Thanks so much for these new features -:)

Re: Indicator Options in EA Studio

A new version was uploaded with the same number.

It fixes an issue with settings the decimal points of the generated Level parameter.

The bug was introduced with the previous release, where I added range calculation for the Level parameter for the following indicators: Bull Power, Bears Power, Momentum, and Commodity Channel Index.

How the Level range work:
1. the Generator calculates the Level value within the default ranges (Min, Max, and Point) for the first calculation of an indicator
2. It finds the Min and Max values of the indicator line.
3. The Generator use the found Min and Max values for ranges of the Level parameter for the subsequent calculation.

This feature is very useful for the Level parameter because it varies greatly for the different markets. 
This feature is used in 10 of the EA Studio indicators.

5 (edited by geektrader 2023-03-05 09:24:07)

Re: Indicator Options in EA Studio

One of the best features you've added for indicators without a fixed range (unlike RSI or WPR). They indeed vary extremely wide between different market types, so that this feature is absolutely crucial. I am glad you have added such smart stuff to EA Studio since a long time already. Thanks.

Re: Indicator Options in EA Studio

I uploaded Expert Advisor Studio v23.3.5

It comes with indicators' code cleanup and optimization.
I fixed a "Standard Deviation" indicator bug introduced in the previous release.

Re: Indicator Options in EA Studio

Uploaded Expert Advisor Studio v23.3.6

It comes with indicators' code cleanup and optimization.

I ran many tests to be sure the generated by EA Studio collections match the Express Generator.

Trade Safe!

Re: Indicator Options in EA Studio

Uploaded Expert Advisor Studio v23.3.7

This release interprets the "Max indicator period" option better when we have values higher than 200:
- Added ability to set Period higher than 200 in the Editor
- Better validation of the numeric values fields in the Indicator Properties panel
- proper Maximum values fields in the Optimizer
- Optimizer and Normalizer calculate indicator values higher than 200.

These features were rather tricky to implement, and some misbehaviour is possible.

You can test the new features by settings the "Max indicator period" higher than 200. Let's say 300.
Run the Generator.
Find a strategy with an indicator with a Period higher than 200.
Play with it in the Editor, Optimizer and Normalizer.


https://image-holder.forexsb.com/store/eas-optimizer-period-higher-than-200-thumb.png


Please report any issues you discover!

9 (edited by ViniQ 2023-03-08 19:43:19)

Re: Indicator Options in EA Studio

I have been waiting it for a long time big_smile

Congrats to the community for always improve the software with construtive feedback
and to Popov/dev team to have such a great Work ethic! Cheers from Brazil

Re: Indicator Options in EA Studio

Great news that this limit was finally lifted and the new functionality is on top! Thanks for this.

11 (edited by ViniQ 2023-03-09 01:16:03)

Re: Indicator Options in EA Studio

@Popov if possible allow us to optimize the smoothing method too on indicators that are moving average based ( Moving Average, Moving Averages Crossover ...) Cheers

Re: Indicator Options in EA Studio

I made a lot of refactoring and optimizations of the latest releases of EA Studio.

Just to be sure everything is fine, I made an automated test of the latest (unpublished) EA Studio vs the current Express Generator.

The tester generates 5 strategies in a local build of EA Studio and then tests them in Express Generator with the same settings.

It was rather boring to watch it, but finally, it found a discrepancy smile wink
One strategy showed the same count of trades but a slightly different profit.

I'll dig deeper to find out why it happens and will solve it.

https://image-holder.forexsb.com/store/eas-vs-xgen-deviation-profit.png

Trade Safe!

Re: Indicator Options in EA Studio

Uploaded Expert Advisor Studio v23.3.9

This release comes with some minor issues fixed:
- fixed starting bar of 3 indicators
- fixed Net profit calculation when the strategy opens and closes a position at the first possible bar.
- indicators have fix max period to 1000 bars. It was 200 before. Or, it is equal to the "Max indicator period" option from the Settings, if it is higher.

EA Studio is now about 5% on 100k bars. The speed improvement comes from a different way of initializing and setting the arrays  that hold the computed values of indicators.

I think all current issues are fixed. However, be careful and report any misbehavior!

Trade Safe!

Re: Indicator Options in EA Studio

Thanks for the update and another 5% speed improvement, that's pure gold as usually:-)

Also the automatic verification between EA Studio and Express Generator is a great idea. I'll test and report back how it goes.

Re: Indicator Options in EA Studio

ViniQ wrote:

@Popov if possible allow us to optimize the smoothing method too on indicators that are moving average based ( Moving Average, Moving Averages Crossover ...) Cheers

+1

Re: Indicator Options in EA Studio

After several issues have been fixed, EA Studio and Express Generator calculate equally.
All issues found were regarding the first bar of the calculations. It appeared more tricky than it should be smile


https://image-holder.forexsb.com/store/eas-vs-xgen-compare-good-thumb.png

Re: Indicator Options in EA Studio

Very interesting and great it was all solved and matches now :-) Thanks for the improvements.