newschool wrote:It depends how you see it. Instead of making 100 indicators, its also possible to add the formulas calculation part into the EA, thus not needed to load many exernal data (saving miliseconds).
That sounds to me like aggregation by another name? Are you saying, aggregate as much indicator output as possible and then relabel that cluster of output as the new Indicator_1? Still, won't MQL have to know what the underlying formulas are and even as much, still calculate their values? Almost like thermodynamics in the sense that you can change the state of energy, but you cannot create or destroy energy. The calculations have to get done in some form or another, in some clustering or aggregation scheme or another; but in any case, they all have to get done/processed.
newschool wrote:Also if I think about it, Im not sure Excel really has more processing power than MQL4... its not like it was optimized for that kind of task...
Well, that's the thing about Excel. From a pure calculation standpoint, it will be as powerful as the processors (CPUs) behind it. I run a dual processor system and I routinely have banged up against Excel's maximum formula size restriction. So, many of the formulas had to be stretched out across multiple cells and linked together. There are lots of those examples in the system and I never run into any problems with Excel hanging or slowing down. It takes approximately 28 seconds to save the Engine file. That's how large file has become, yet no latency issues on any real-time calculations. I streamlined where I could.
I don't yet know much about the MQL/MT4 architecture, but from I do here from people that have been with the application since the earlier versions, is that it hangs or slows down when you add a certain number of Indicators. That says nothing about what those Indicators are comprised of, but that's what I hear and read from time-to-time.
newschool wrote:But concerning the Excel cells, I still think your calculations are pretty simple (AND/OR/SUM) and a hundred of them wouldnt be a problem (I saw some kind of work like that).
The baseline calculations are simple. The only baseline data points to calculate are the Open, High, Low and Close. So, that's easy to understand and all of those calculations comprise the core functions and core indicators. The higher level functions and higher level indicators, is where things stop being all that simple because multiple Indicators are uses to produce higher level Indicators, or what I call, Metadata. It is the Metadata layer within the system that causes complexity, not the baseline calculations.
Above the MetaIndicator layer resides the MetaBrain layer. Yet, another higher tier of MetaIndicators born out of other MetaIndicators (Meta about Meta). The actual trade signal comes from the MetaBrain tier/layer. At that level, there are zero core calculations anywhere and the system is no longer relying on "market data" to make its decision. The things that I've shown thus far are simple, yes - but the full spectrum system architecture is rather unique. I've never seen anything like it in Excel for trading and I've seen some fairly amazing trading set-ups using Excel.
newschool wrote:By judging of the different screenshots of your "controlboard", I do believe a full .NET made by a pro would be the top solution. But like you seems to accept in your later posts, properly chosed portions of the system could be running great with EAs.
Yes, the Tactical Trade Panel, is my pride and joy. In all these years, I've not seen anyone build anything even remotely close to that in Excel. Now, I've seen some better looking C, C++ trading panels, but nothing that rivals this in Excel. What sits
behind the panel is the most interesting part as the panel itself is self sorting on each engine update, so the entire GUI shifts its order, while maintaining the overall look & feel with each engine update. I have a Tactical Panel as well as the Global View:
Note: This panel is disconnected and pointing to out of date and un-synchronized data, so the output on the panel is not live. DO NOT USE.
The difference here, is that this Tactical Panel shows only the trade profile for a single currency pair. Note that the GlobalView Panel shows the Mini Profile for all pairs in the system. The Tactical Panel is a more detailed view of the trade profile and what the market/trade is doing at any given time.
I don't expect to recreate this kind of stuff in MQL/MT4. But, yes, you are correct. I would like to do some other thing using the lower-time interval data in MQL based on some of the concepts you see here in digital form. I am for the most part a Digital Dashboard type trader as it removes much of the forward looking anticipatory angst and replaces it with hard-core numbers and trade progress message. This Panel displays real-time messages about various aspects of the both the trade itself and the market. Just some FYI.
I love the McLaren! But, she is no Veyron! Not by a long shot, guy.
The Veyron is a wet dream and an engineering masterpiece. However, in its day, the McLaren was most definitely the one to beat at 246 mph straight line speed. However, at 254 mph, nothing touches the Veyron,
while still qualifying as a street legal daily driver. Just the transmission design alone on the Veyron, is worth the price of admission. It is a dual-shaft, dual-clutch, DSG, 7-speed active drive-line transmission that spools-up and auto-synchronizes the "next" gear
before it is needed, producing a shift speed less than 150 milliseconds. 0-60 mph then back to 0 mph in under 4.9 seconds. That's absurdly ridiculous. And, all of that connected to a 4-wheel drive-train.
Like I said, I love the McLaren - she's awesome. But, the Veyron transmission alone has more engineering stamina than two McLaren's stacked on top of each other. In all honesty, the Koenigsegg CCXR, is the "new" McLaren and the Zonda R, is the new "Ferrari Enzo." And, to top it all off, you can actually buy the CCXR and the R brand new - whereas, you can't buy either the McLaren or the Enzo new anymore.
Zonda R
