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DislikedHi guys, I was testing out vGrid2.2 on default settings and there is something wrong - it initiates a grid with certain increment & levels. When that grid takes profit, it doesn't initiate a new "set" with new pending orders. It continues to use the same levels of the old grid! Version 2.1 doesn't seem to have this problem...perhaps a bug in "restoreGridstate"?
If you look at the results of backtesting, all the grids have the same SL and TP. As you know, it should open new straddling pending orders upon starting subsequent grids.
Anyone...Ignored
DislikedI was thinking 3 or 4 as the max because I think the ideal spacing is to have a new grid start when you reach b2/s2 (3 levels) and that will actually only allow 3 grids (one will terminate before any more will start... hmmm... I thought the new grid spacing should be based on the base grid levels. Is that how you select them ?
ViperIgnored
DislikedHey Everyone,
I found the bug with version 2.2. Version 2.3 to fix the bug will be out shortly. I have been forward testing for a number of days and seems to be working perfectly (even using min lot size). I have found a couple of minor bugs with mgrid version also so the results will not be identical. But in my more careful I am verifying every order is correctly placed. It has been a little time consuming so I apologize for the delay... No new features except enhanced comments and bugs fixed :-)
Viper
P.S. After this release, I may begin working...Ignored
DislikedHey Guys and Gals,
I have attached version 2.3. I have done a fair amount of testing this time (2 weeks forward testing and some back testing) so I am pretty confident that it is bug free and works as intended.
It does not work exactly like mgrid, because mgrid had a couple bugs which are fixed in this release. This is MUCH better because it opens positions slower (due to the bug fix). mgrid (almost) always opened three positions (b1,b2,b3) everytime because of an error in the way it calculated the resulting new profit. The correctly behaving...Ignored
DislikedThan you Viper, your work is very much appreciated here. We'll remember you when we get to the top and and maybe send you a small check.
Cheers
WCGIgnored
DislikedThanks Viper. I've been looking forward to this.
Can you explain a bit more about the bugs in orignal mgrid & the way it calculates profit?
Is it that it is supposed to give a fixed profit on the close of every set regardless of the number of swings? Original mgrid would give a profit if you had a straight run, and almost double the ammount of profit if you had a swing between the buy and sell levels.
Will start testing as soon as the Market opens later.Ignored
DislikedWhen the program decides whether it needs to buy or sell, it calls a method called checkPendingProfit() (checkProfits() in original). If the profit it will achieve at TP is less than the goal (2*increment) it goes into a buy/sell loop. The loop says start at the max increment down to one. After each buy/sell it uses an equation to see if the new purchase will put the profit at TP over the target. If it does, it ends the loop right there, it does NOt continue through all levels.
In the original mgrid the equation which tries to add the additional...Ignored