Topic: EA with Supertrend Indicator

Hello,
I have a problem that an EA performs in MT4 very different to FSB. It makes much much more short trades than in FSB. Trying to find the reason I think that something is wrong with the "Supertrend"-Indikator, because it shows quite different values in the MT4 chart compared with backtest or when trading with FSB-Bridge
Would anyone have an idea how to solve this? Thank You.

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Re: EA with Supertrend Indicator

I still dont know how to add more than one file, so here the rest.

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Re: EA with Supertrend Indicator

And the EA

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eu30m_1.xml 11.51 kb, 5 downloads since 2017-05-01 

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Re: EA with Supertrend Indicator

Bru, that is the nature of this indicator. Datasets must be of equal length in order for values to match. Indi itself is fine.

The issue arises when high multiplier and period values are used. Due to the calculation, it is vital to have the same dataset for testing and trading, otherwise the values don't match. Minimum data bars number needs to be manually adjusted in the EA. There's no more I can do with this. Advice - use lower period, multiplier or adjust Min_Num_Bars incrementally until the values match.

Re: EA with Supertrend Indicator

Hi footon,
thank you for the fast reply. Basically I understand what you are saying but I do not understand how to correct/synchronize that.
The data are the same for sure from and on my Demo-account. How can I adapt the EA to the values used at Backtest?
Do you think it would work in the same way as in the backtest and solve the problem if I run the EA over the bridge instead of MT4?

Re: EA with Supertrend Indicator

If I remember correctly the bridge won't solve it.

Open EA file, in the beginning there's Min_Num_Bars setting, it's default by zero. You have to make it much bigger. I don't know what settings are you using, hence how many bars have to be included. It's trial and error until you finally get to the point where it works similarly. If you need to use the whole dataset, we are talking about tens of thousands of bars, it might seriously hurt performance.

Re: EA with Supertrend Indicator

OK, I understand and I will try.
This EA was created by the Generator. Can I see somewhere how many bars the generator used, because this I think would be the needed number.
Thank you for your help.
FSB is really great and the forum is super. I like how cooperativ and helpful everyone is here.

Re: EA with Supertrend Indicator

How big is your dataset? If you didn't use OOS, than that is the length. You can see the number of bars in the Editor.

Re: EA with Supertrend Indicator

This was the original Generator result, without OOS

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Re: EA with Supertrend Indicator

And this is the comparison of FSB to MT4-Demo since I started it on 11.04.17.
Fsb is doing 5 trades compared to 206 on MT4 which is quite a difference.

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Re: EA with Supertrend Indicator

You have data bars reading of 23711 bars.

Re: EA with Supertrend Indicator

I have set the "min_data_bars" in the EA to 23711 but it does not work correct.
I tested the EA parallel to running over the bridge and FSB-Backtest.
The EA in MT4 closes each trade shortly after opening it, and by this making a lot of bad trades.
As far as I can see this is, because the Supertrend-Value is not correct, it is always close to the actual price. In the attached comparison-picture the indicator is also shown with a value about 1.074 while in the EA it is around 1.088.
You have any more idea why the EA works so different in MT4?

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Re: EA with Supertrend Indicator

You might have to verify the calculations in the ea as compared to the MT4 indicator.

I do not use MT4 indicators for that reason, often indicators have different structures.

For your purpose at this time, I would disregard the MT4 indicator and focus on the reasons that your ea is failing.....

My 'secret' goal is to push EA Studio until I can net 3000 pips per day....

Re: EA with Supertrend Indicator

Hello, thank you for your answer.
Maybe there is a misunderstanding. As far as I understand I do not use the MT4-Supertrend-Indicator because I only use MT4 to run the FSB-created EA and I think it has its indicator calculation "on board".
The same EA running via Bridge e.g. has a value of 1,07418 while on the MT4-chart it shows something near the actual price (1,09...)

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Re: EA with Supertrend Indicator

I have one coding in progress, after I've finished it I'll look into your strat, Hans.

Re: EA with Supertrend Indicator

Thank you, very kind, take your time, I am not in a hurry

Re: EA with Supertrend Indicator

Hans, you're using old version of the said indicator, update it!

Works very well!

https://s21.postimg.org/gtjie9oqf/bal.jpg

Re: EA with Supertrend Indicator

footon, thank you very much, I will change and test