got in late as i was testing my new open/closing but still about 82 pips up (0.01 lots)
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DislikedJohn
I am finding the combination of the history generator indy and your EA running at 70% CPU which is making my system very slow to respond. I only have the 1 timeframe open, i did have 4 before your EA was released when testing my strategies and the CPU load was never that high. Is there something that can be done to reduce the overheads either in the indy or the EA?
I've not had time to look in detail at the code myself but my PC is struggling to keep up
MikeIgnored
DislikedCould someone who is an expert in T101 please advise if this following idea makes sense
in the example picture above I showed the new balance table for when there is no open orders to show the true balance of each pair in the basket
obviously the more in balance the basket is (ie. all pairs going the same way) the better the chance the trade has of closing in profit.
my idea is to have a "Pair Min Balance", there would be only one value and it would be automatically set to positive or negative depending on the trade open request
an example...Ignored
DislikedJohn,
From my understanding this is a "trade hedge". It is normal to have a few unruly pairs that go against you - it all has to do with smoothing out the final result. The other thing that comes to mind is that if you start messing with the basket too much the offline chart will no longer represent the basket completely thus giving signals that may not be valid and causing the EA ultimately to act incorrectly on the basket. I thinkIgnored
Disliked@jmw1970
I think your idea makes very good sense.
Now I know this may be very tricky to code, but say you have 12 pairs heading the "right" way and 2 going against you, so you start a basket trade with the 12 that are heading the "right" way. Will you still monitor the 2 that were going the "wrong" way and add them as well to accelerate the basket's success if they do also turn around?
InvisibleIgnored
Dislikedas a follow up, in theory what I am proposing is similar to how I have been running the strategy today with one slight difference
today, I have been using the bot to identify buy & sell opportunities
i have then been opening the full basket
once the basket has gone into profit (at about 50 pips / 5 USD) I have been manually going into terminal and closing the heaviest losing orders
in effect this has "unbalanced" the basket in theory, but the chart remains the same as it is still based on a full basket
the difference i am proposing is...Ignored
DislikedInstead of not opening them go the other way
If a buy basket make them a sell and visa versa
So you might have 2-3 pairs out of the 14 going in the other direction.
On the original T101 thread this was discussed and the hedging also
will give it another look I think Usd/chf was a pair that was placed in the opposite direction of the basket...Ignored
DislikedThere is a new update version 1.2 available on the first post
please upgrade to this version as it contains some very important bug fixes and new improvements - details below
Version 1.2 - 7 Sept. 2011
When there is an open basket it shows the pair in the basket that doesn't have an open order (either because user closed, error on send)
When there is no open basket, the current basket balance (up/down) is displayed (when there is a open basket the balance value is shown in brackets after the P/L...Ignored
Dislikedthx jmw for last update
I read your posts and still don't understand following parameters:
--Basket Threshold Protection
true
700
70
--Basket Balancing
3
5
about your q from post #40 I'm sorry to say that rebel pairs can not be fixed
they always change as the market changes
ie USD is still a safe heaven currency?
Have you noticed that GOLD acts like a currency lately ?
I think in the future CHF will be the reference currency,and each time EURO,USD and JPY will get in trouble Super-CHF will save the world
The only fixed rule for...Ignored