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Steve Hopwood's Basket Multi-pair Auto-trading Robot

  • #61
  • Edited 6:25pm Nov 3, 2010 6:10pm | Edited 6:25pm
What I can see its no idea to have the EA to rest when it has the RSI things. It makes money and plenty. I don't know what is wrong wit my things. I have the EA on 2 different demo but in the same computer. Same happens when the EA close a basket and a new open. It close the new basket directly. Is the code in BWB the same as in the new MPTM for basket close. When I use the September MPTM everything works fine. I took a siesta and when I comes back I was 6000 pips minus. Open close open close. I tried to put SleepHoursAfterBasketClosure to 1 and changed micro seconds to 60000 (1 min) but it did not help. The market was crazy around 6-7 GMT and the EA could have done 1000 pips in short time but I was struggling with the TP and open close thing.

EDIT: Now I see that its not only me who has the problem. Will try the update.
  • #62
  • Nov 3, 2010 6:54pm Nov 3, 2010 6:54pm
Quoting E2u
What I can see its no idea to have the EA to rest when it has the RSI things. It makes money and plenty. I don't know what is wrong wit my things. I have the EA on 2 different demo but in the same computer. Same happens when the EA close a basket and a new open. It close the new basket directly. Is the code in BWB the same as in the new MPTM for basket close. When I use the September MPTM everything works fine. I took a siesta and when I comes back I was 6000 pips minus. Open close open close. I tried to put SleepHoursAfterBasketClosure to 1 and...
I also realised that using BWB's tp mechanism to close baskets when some trades are hedged will not work for you, because the hedged trade will add PipsProfitTargetPerTrade pips to the basket tp target.

Frankly, it is so long since I coded the basket stuff in mptm and so long since I used it, that I have no idea how it works. I have added some extra lines of code to see if I can stop mptm closing baskets as soon as they are opened. I am not sure if this will work, but give it a go and see.

Attached File(s)
File Type: mq4 Multi purpose trade manager.mq4   100 KB | 394 downloads
  • #63
  • Nov 3, 2010 7:01pm Nov 3, 2010 7:01pm
Quoting SteveHopwood
I also realised that using BWB's tp mechanism to close baskets when some trades are hedged will not work for you, because the hedged trade will add PipsProfitTargetPerTrade pips to the basket tp target.

Frankly, it is so long since I coded the basket stuff in mptm and so long since I used it, that I have no idea how it works. I have added some extra lines of code to see if I can stop mptm closing baskets as soon as they are opened. I am not sure if this will work, but give it a go and see.

I did not use MPTM and hedge when I tried the new BWB. But BWB had same behaviour as MPTM so therefore I was thinking that you use same code.
  • #64
  • Nov 3, 2010 7:08pm Nov 3, 2010 7:08pm
Quoting E2u
I did not use MPTM and hedge when I tried the new BWB. But BWB had same behaviour as MPTM so therefore I was thinking that you use same code.
Nope. This is newly-created crap code.
  • #65
  • Edited 7:25pm Nov 3, 2010 7:15pm | Edited 7:25pm
Ok guys, this one is for the coders.

It seems that trader101's ideas have continued to inspire trading. I am receiving pm's and emails about this arising from this thread.

Most of the coding for the ea to trade the system is easy. For me, the hard bit is simulating the master basket in such a way that the winners rise to the top and the losers sink to the bottom, and display in descending order of success.

I know the answer lies in arrays, but multi-dimensional arrays in whatever computing language have traditionally defeated my pathetic logic processes. Here is what I think is needed:

 

  1. a method of combining the pair, the simulated master trade and the current market price into one array
  2. a method of sorting the arrays into descending order of profitability when the Ask is compared to the simulated master trade.

All ideas gratefully received. The first successful idea wins the undying gratitude of all of us.

  • #66
  • Nov 3, 2010 7:42pm Nov 3, 2010 7:42pm
Quoting SteveHopwood
Ok guys, this one is for the coders.

It seems that trader101's ideas have continued to inspire trading. I am receiving pm's and emails about this arising from this thread.

Most of the coding for the ea to trade the system is easy. For me, the hard bit is simulating the master basket in such a way that the winners rise to the top and the losers sink to the bottom, and display in descending order of success.

I know the answer lies in arrays, but multi-dimensional arrays in whatever computing language have traditionally defeated my pathetic...
Take a look at this code
http://www.forexfactory.com/showpost.php?p=4091342
Attached Image
  • #67
  • Nov 3, 2010 8:40pm Nov 3, 2010 8:40pm
Quoting SteveHopwood
I also realised that using BWB's tp mechanism to close baskets when some trades are hedged will not work for you, because the hedged trade will add PipsProfitTargetPerTrade pips to the basket tp target.

Frankly, it is so long since I coded the basket stuff in mptm and so long since I used it, that I have no idea how it works. I have added some extra lines of code to see if I can stop mptm closing baskets as soon as they are opened. I am not sure if this will work, but give it a go and see.

Thank you for MPTM. I will try it.
  • #68
  • Nov 3, 2010 8:55pm Nov 3, 2010 8:55pm
http://forum.mql4.com/31353

this seems easier to understand. please refer to page 3 for some code samples they made with regards to optimizing sorting multi-dimensional array
  • #69
  • Nov 3, 2010 9:37pm Nov 3, 2010 9:37pm
Steve if you make a similar autocalc on stoploss as you have on profit. If you put SL to 40 pips/currency pairs. That was T101 standard SL. It means if you have 10 pairs in the basket then SL for the basket is 400 pips.
If it works with SL 40 and it make profit then we know…...
  • #70
  • Nov 3, 2010 10:55pm Nov 3, 2010 10:55pm
This is great, Steve. For quite some time I was hoping you would get into this. It always made sense to me, but I had a very hard time following T101s method.

The way I look at the system, is the 14 pairs are in harmony (in correlation). Then something evil happens and some go astray, but the forces of nature demand that harmony eventually returns. So buy in evil, sell in harmony.

I look forward to playing with this, once I get home.

Thanks Steve.

Murph
  • #71
  • Nov 4, 2010 12:21am Nov 4, 2010 12:21am
Quoting E2u
Take a look at this code
http://www.forexfactory.com/showpost.php?p=4091342
There are several varieties of this, but yes this one seems to be the most accurate.
  • #72
  • Nov 4, 2010 1:04am Nov 4, 2010 1:04am
the-game is a new contributor who has picked up one of my copy/paste bloops in the basket pips upl calculation function. I copied this from my history tab analysis ea, and forgot to change the type of trade it was looking at.

This could explain the instant closure of a newly-opened basket; I had noticed that this only happened once a profitable basket closed. BWB closed a basket at tp, did as it was told and opened a fresh one, then did as it was told again and closed it because the total pips in the history tab trades was > the take profit. Obedient little bot, this one.

Nice one, the-game. Cheers.

I have also added the basket stop loss - functions the same as the tp. The update is in post 1 as usual.

  • #73
  • Nov 4, 2010 1:06am Nov 4, 2010 1:06am
No worries Steve, glad to be of help.

Any basket strategy interests me at the moment, especially one derived from T101's strategy.
  • #74
  • Nov 4, 2010 1:29am Nov 4, 2010 1:29am
Quoting the-game
No worries Steve, glad to be of help.

Any basket strategy interests me at the moment, especially one derived from T101's strategy.
Hehe, as I quickly discovered, BWB is based an a faulty recollection of T101's strategy but never mind. If BWB works, then great.

Next in my sights is an implementation of T101. Once I have the simulated master basket display sorted out, the rest will be easy - it already mostly exists within BWB.

  • #75
  • Edited 2:24am Nov 4, 2010 1:32am | Edited 2:24am
I added the basket functions to mptm a couple of years ago when basket trading was all the rage. There was some debate about the basket trailing stop function. Some were happy with it; I was sure it was not working properly but could not work out why not.

In a breathtaking bit of bloop-spotting, tazmaan has worked this out and provided a fix. This is just plain stunning. Non-coders, what tazmaan had done is equivalent to finding a mis-placed comma on page 294 of a Doctoral thesis. Fantastic. Take a bow, tazmaan.

I have put the updated version in my mptm thread and attach it here also, for convenience.
Attached File(s)
File Type: mq4 Multi purpose trade manager.mq4   100 KB | 480 downloads
  • #76
  • Nov 4, 2010 1:40am Nov 4, 2010 1:40am
Thanks for the kind words Steve. And being a non-coder myself, took me like like a half hour and a pad of paper to figure out how to solve it! lol
Anxiously awaiting your rendition of the t101 stuff, it's something I (like many others) have always wanted to try, just could never quite get it all figured out.
Will be interesting to compare to how I am trying to basket trade now, so get crackin!
  • #77
  • Nov 4, 2010 1:51am Nov 4, 2010 1:51am
Quoting E2u
Take a look at this code
http://www.forexfactory.com/showpost.php?p=4091342
Oh wow. I had completely forgotten Orest's fantastic work. He was doing stunning things when I was still hard-coding functions for returning Point and Digits.

I even used the attached a couple of years ago. It is an EA, and so goes in your indicators folder. To view the screen easily, the ea needs to be loaded on a chart that does not show candles, so I have attached a blank template for those who do not know how to do this.

For those of you interested, Orest's thread is the one E2u pointed me at. The first page is http://www.forexfactory.com/showthread.php?t=112522

Attached File(s)
File Type: mq4 T101_v1.15_orest.mq4   49 KB | 446 downloads
File Type: tpl blank.tpl   < 1 KB | 348 downloads
  • #78
  • Nov 4, 2010 2:26am Nov 4, 2010 2:26am
Ye Gods, but I can be such a spoon.

I made the changes to mptm's code but did not save them before uploading the so-called fix. This means the 8 individuals who downloaded the fix from a few posts ago still have the unfixed version.

The fixed fix is now in that post. Sorry guys.

  • #79
  • Nov 4, 2010 3:12am Nov 4, 2010 3:12am
Steve,

I haven't run this bot long enough yet, but double checking the code, i think the issue of BWB closing the newly open basket immediately may be due to the way "CalculateUpl()" calcs the running profit: it sums the HISTORY trades, not the OPEN trades:

for (int cc=0; cc < OrdersHistoryTotal(); cc++)

should rather be

for (int cc=0; cc < OrdersTotal(); cc++)

Do you agree ?

Again, i haven't run it long enough yet, so i'm just relying on my understanding of the code...

SQ
  • #80
  • Nov 4, 2010 3:58am Nov 4, 2010 3:58am
Quoting squalou
Steve,

I haven't run this bot long enough yet, but double checking the code, i think the issue of BWB closing the newly open basket immediately may be due to the way "CalculateUpl()" calcs the running profit: it sums the HISTORY trades, not the OPEN trades:

for (int cc=0; cc < OrdersHistoryTotal(); cc++)

should rather be

for (int cc=0; cc < OrdersTotal(); cc++)

Do you agree ?

Again, i haven't run it long enough yet, so i'm just relying on my understanding of the code...

SQ
Hell's Bells and buckets of nastily-congealing blood, me an my blasted copy/pasting again. Will I ever learn to take more care?

The fix for this is in post 1.

Boy oh boy but you lot are going to be sorry later on. I am just coding the T101 robot; this mostly consists of copy/pasting my code into Orest's ea/indi. We will be lucky if it ever works.

The Beast With Better Balls is coming up fairly soon.

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