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Thread: Fractal_Dimension EA

  1. #1
    Administrator funyoo's Avatar
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    Default Fractal_Dimension EA




    We enter when the fractal dimension is red and the last bar is up for sell and down for buy (it is a "reversed price action" filter).

    EU H1. On one year.

    Total net profit : 785.39%
    RDD : 28.25%

    Note : there is some issues with the indicator. It doesn't work everytime for certain reasons that I ignore. Maybe another coder will find why.
    Attached Images Attached Images Fractal_Dimension EA-strategytester-fractal_dimension-ea-eu-h1-gif 
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    Quote Originally Posted by funyoo View Post


    We enter when the fractal dimension is red and the last bar is up for sell and down for buy (it is a "reversed price action" filter).

    EU H1. On one year.

    Total net profit : 785.39%
    RDD : 28.25%

    Note : there is some issues with the indicator. It doesn't work everytime for certain reasons that I ignore. Maybe another coder will find why.
    Hi,
    i m not a programer, but i took a closer look at the indicator. I guess this issue has to do with the repainting of "n". Would be nice if a skilled coder jumpes in to find a work around on this problem. System itself looks promising.

  3. #3

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    Hi Funyoo,

    in the back test (5M & 30M) i m getting some impressive results.....but too many bad entries.....

    is it possible to add some filters to eliminate bad signals?....SMA and a good Oscillator could help us to eliminate some bad signals....if you have some time plz add some Filters.....

    Regards.....
    Toxic

  4. #4
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    very nice EA, $1000 to $3000 in 12 month with 68% DD and that is just using the funyoo defult settings, i wonder what this could do if properly optimized, this is a great EA funyoo
    Attached Images Attached Images Fractal_Dimension EA-frac-gif 

  5. #5

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    Quote Originally Posted by funyoo View Post


    We enter when the fractal dimension is red and the last bar is up for sell and down for buy (it is a "reversed price action" filter).

    EU H1. On one year.

    Total net profit : 785.39%
    RDD : 28.25%

    Note : there is some issues with the indicator. It doesn't work everytime for certain reasons that I ignore. Maybe another coder will find why.
    Please i'd like to look at this system from the manual point of view and i dont seem to understand what you mean by the fractal dimension and the last bar being up or down. which is the last bar and do i measure the fractal dimension through the levels?

    could you explain simply like this:

    TO BUY do this or watch out for this (vice versa)!!!

    Thanks

  6. #6
    Administrator funyoo's Avatar
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    Quote Originally Posted by Onyebuchim View Post
    Please i'd like to look at this system from the manual point of view and i dont seem to understand what you mean by the fractal dimension and the last bar being up or down. which is the last bar and do i measure the fractal dimension through the levels?

    could you explain simply like this:

    TO BUY do this or watch out for this (vice versa)!!!

    Thanks
    The fractal dimension is the FDI (fractal dimension indicator).

  7. #7
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    interesting, but when I tested it in my MT4, it did not do any trades. i even used the same time frame, time period and symbol as in attached strategy tester report

  8. #8

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    Same thing for me. I guess its broker sensitive or data feed sensitive. But i'll hold on for more time.

  9. #9
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    Hi Funyoo,

    After looking at the logic of your EA, and if I understood it correctly (which is not sure, I don't have much experience on MQL4), it seems you are entering a trade after the FDI changes from blue to red (i.e, when the fractal dimension crosses the 1.5 line) in the direction opposite to the sense of the last bar (or rather opposite to the sense of the difference between open prices of the current and last bar, I noticed on MT4 that for some timescale, the closing price of one bar is not necessarily always the open price of the next, you may want to check that).
    This logic is legitimate, though I think it is perhaps possible to improve on it a bit by considering a few last bars, instead of just the last one, and condition your entry to the overall movement in them.

    I am not sure of the nature of the problem you mention, is it with the FDI indicator or with the EA?
    As for the indicator, I don't see any problem in it in relation with the coloring of bars, the curve is red as soon as it links to a value of fdi smaller than 1.5, it may happen that part of the red curve appears to be above 1.5 (and part of the blue curve below 1.5) but this is just because the curve does not represent a continuous set of values, but rather links distinct discrete values of the fractal dimension.

    Cheers

    Jean-Philippe
    Fractals, Technical Analysis and other things...

  10. #10
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    Hi Funyoo,
    Very impressive results.
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