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Trapping System: Grid

Quoting EventHorizon
Can anyone recommend a basic, simple Grid EA? Ta.


look in Market, maybe?
https://www.mql5.com/en/market
If you ask me to code/fix your EA... it's probably not for free...
Quoting radityo.ardi
{quote} If you use v1.8, the setting is now changed to "Middle Point Activation (Order Count)". Which means, middle point closure will be activated after n number of orders are executed.
Still using v1.7, and unbelievable but in one account still v1.2 (it never gave me a single problem, great programming skills mate! )
Is the v1.8 officially stable and released?
Quoting jonirrenicus
Hi, I found some connections between Grid step and Daliy AV, but i'm not sure if its useful or not. EUR/USD GBP/USD AUD/USD 每手一个点的变动对应着10美金的盈亏（$10 per point each lot) USD/CHF USD/CAD 每手每点价值＝10/当时汇率 (10/current price) USD/JPY 每手每点价值＝1000/当时汇率 (1000/current rate) All grid system...
Quoting jonirrenicus
{image} USD/CAD DAV 93 Grid step 9.3 TP $93 * (1/1.3163)=70.6 lot size=93/233=0.39 {image} UJ DAV 74 GS 7.4 TP $74*(100/121.67)=60.82 LS=74/233=0.31
Ya, I do believe that. 9/11 can happen anytime, like what happened with CHF last time. And I suppose (on a larger and simpler scope) we never know when we will die.

Quoting jonirrenicus
{quote} We have plenty of time today nobody pull the pin before 15:29. {image} Excel explains everything... Each pair has same $TP for 0.01 trader, that mean this system can work on all pairs. But we still need suggestions from radityo
It is indeed can work on all pairs. Did I mentioned before already?
I'm focusing right now for EUR/USD. Since:
- the simplest spread
- volatility
- ranging market at off time
- There are 50+ pairs over there to try, and my VPS is already full, who would buy a VPS for me to test?

That's why I share this EA to all of you guys, so you can also try on another pair, tweak the settings, and share back to us whether it is profitable. (Like what Offshore did, it was awesome try).

But, remember that each pair, each single pair, has its own characteristics. GOLD is a large truck, when it moves, it moves, no one can stop. SILVER is like an earthquake scale, so many ranging here and there.

Quoting jonirrenicus
Hi radityo, Would you like to do me a favor by sharing your EA with a price active trigger and a price stop trigger? This will improve the winning rate for stop mode dramatically. Exp. {image} 10-28 FOB usually play like this: break obvious nearest stoploss then reverse. My old system will place buy orders at lower red line and stop trading if market break seller's stoploss before fill up buy orders. Sell stop vice versa. There is a problem, if market went down or went up directly, I will lose money.... If I use your brilliant strategy, it will...
Someone asked this feature before, I think haven't said OK to it.

Then you may not need my help.
You just set the Start Time and End Time at impossible range (like 00:00:00 to 00:00:01), adjust the Current Price Interval and Grid Step. Then when the market reaching at desired price and you want to start it, click on Start Manually.
If you ask me to code/fix your EA... it's probably not for free...
Quoting chucrut
{quote} Still using v1.7, and unbelievable but in one account still v1.2 (it never gave me a single problem, great programming skills mate! ) Is the v1.8 officially stable and released?

Seriously maaan, v1.2??? It's 2015 and you're using v1.2?
Then maybe unconsciously I made a pattern like Microsoft did. Using v1.2 is like you're still using the great windows xp in 2015...

Enough joking... I'm still doing documentation for it. I hope I can release it next week. Not released yet. A (kind of) major changes actually, so I'll post the modified set file as well when I'm releasing it, plus I'll adjust the settings to GMT rather than Singapore time.
If you ask me to code/fix your EA... it's probably not for free...
Quoting radityo.ardi
{quote} Seriously maaan, v1.2??? It's 2015 and you're using v1.2? Then maybe unconsciously I made a pattern like Microsoft did. Using v1.2 is like you're still using the great windows xp in 2015... Enough joking... I'm still doing documentation for it. I hope I can release it next week. Not released yet. A (kind of) major changes actually, so I'll post the modified set file as well when I'm releasing it, plus I'll adjust the settings to GMT rather than Singapore time.
Radityo,

I am using the settings: GTLIMITEURUSD.set.txt
It looks to work better on the long term. (mt4 test docet)

I have also set the time to

  1. Weekly Start Day: Monday
  2. Weekly Start Time: 23:00:00
  3. Weekly Stop Day: Friday
  4. Weekly Stop Time: 11:00:00

​As seen on your post #1143

Am I up to speed with this great EA?
I still have a doubt on the trading time. I am from London and I am not sure if the EA is synced to my actual trading time.

Quoting radityo.ardi
{quote} Seriously maaan, v1.2??? It's 2015 and you're using v1.2? Then maybe unconsciously I made a pattern like Microsoft did. Using v1.2 is like you're still using the great windows xp in 2015... Enough joking... I'm still doing documentation for it. I hope I can release it next week. Not released yet. A (kind of) major changes actually, so I'll post the modified set file as well when I'm releasing it, plus I'll adjust the settings to GMT rather than Singapore time.
Will wait for it!
Yeah v1.2 rulez, it already given me a 100% and still running on a live account!
I grow up with xp and it was a masterpiece and now every 1 years or less there is an update and bla bla bla, go with what works! Don't care the age ahah. Like happens with many EAs, after a while from simple and useful machines they become indecipherable spaceships full of lights and settings, filters ...
It works, just it. When it won't I'll change it!
Nice tool and profitable when properly used

can an option be added to Sell only / Buy only

so Sell Limit order above and Sell Stop below and similar for buy only
bull in a china shop
Quoting radityo.ardi
{quote} Can't understand.. If you want to close / stop EA manually, click on "Stop Next Cycle" then "Force Close All". {quote} I guess you're talking about Middle Point closure. EA will close if it reaches the middle point (a point where EA starts the cycle). You need to change Close Type to "Target Based (Standard)" if you want to turn Middle Point off.
english not my language....sorry.

Let me say it in another way.

pls. Add this code to your EA

EA close all orders at High = 1.3111
EA close all orders at Low = 1.2911

EA start trading at price = 1.2950

That means EA start at 1.2950, make some B/S stop orders.

I guess that the market will reach 1.3111 or 1.2911, so I use this strategy.

if(High[0]>=EA close all orders at High || low[0]<=EA close all orders at Low) Closeall;

Do you catch me now?
No one wants to be defeated~
Update from my end

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GTALL is basically EURCHF/EURGBP/REBOOT/EURUSD2 running on one account and on one pair (EURUSD).

Quite interesting to see the results as I was expecting GTALL to represent the combination of EURCHF/EURGBP/REBOOT and EURUSD2 in terms of profits however it behaves quite differently. I suppose this is due to the shared account of all those individual EAs and the fact it ought to be using the balance/equity for its functionalities.

GTALL from the stats so far for this week states 2% daily with a < 5% DD. Lets see whether this continues

We ought to have a centralized mechnism of storing all the set files along with their forward tests to compare and figure out the best combinations.

Zz
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The battle is over!

Thank you so much Rad!
No one wants to be defeated~
Quoting jonirrenicus
{image} The battle is over! Thank you so much Rad!
Congrats! Yes, stop orders + NFP dropping like a bomb = 341 pips in less than 1 minute
Thanks Rad and everyone else here!

Quoting radityo.ardi
{quote} Seriously maaan, v1.2??? It's 2015 and you're using v1.2? Then maybe unconsciously I made a pattern like Microsoft did. Using v1.2 is like you're still using the great windows xp in 2015...
v1.2 - Old but gold

Attached Image
Quoting chucrut
{quote} Congrats! Yes, stop orders + NFP dropping like a bomb = 341 pips in less than 1 minute Thanks Rad and everyone else here! {quote} v1.2 - Old but gold {image}
You know what....you cant close you order you cant refuse the money....

What if we wrong? we can still close orders because it takes time to reverse the market.
No one wants to be defeated~
Quoting chucrut
{quote} Congrats! Yes, stop orders + NFP dropping like a bomb = 341 pips in less than 1 minute Thanks Rad and everyone else here! {quote} v1.2 - Old but gold {image}
I'm not sure I understand: If you are using the limit version (GTLIMITEURUSD2.set.txt), isn't a big gap in the market to one way a bad thing for this system? I always turn most of mine off around now (7:30 AM here in Chicago) then turn it back on at around now (8:15-8:30).

Thanks for confirming the time zone earlier! I have another question about the takeprofit: I'm using the TargetProfitDynamicBase==DBBalance (Balance of account) version. The logic should be this:

DyTargetProfit = AccountBalance() * TargetProfitMult

So this should be:
DyTargetProfit = 11,000 * 0.015 (from the settings file provided earlier).
DyTargetProfit = 165

Does this mean that once the floating P&L reaches $165, this should close all out and start the cycle again? I'm looking through the code and still cannot seem to figure this out. I have hit that amount recently and it did not close all out for profit so I am wondering what is up there. I actually had 2 buys and 2 sells for about $230 profit but it did not close so I am pretty confused about what is supposed to happen here- when this is expected to close out profits and start again.

Thanks for all of your help and hard work!
-Mike



EDIT: I think my issue was that all in either "OP_BUY" opened buy orders or "OP_SELL" open sell orders individually were not all in profit ("AllPositiveProfit" was not true for EITHER all OP_BUY or OP_SELL)? Per these lines in CheckOrders():

for (int i = OrdersTotal(); i >= 0; i--)
{
int Chk = 0;
Chk = OrderSelect(i, SELECT_BY_POS);
if (Chk > 0 && OrderMagicNumber() == MagicNumber)
{
ActiveOrders = true;
double Profit = GetProfit();
TotalProfit += Profit;


int OrdType = OrderType();
if (OrdType == OP_BUY)
{
BuyCount += 1;
if (Profit <= 0) AllPositiveProfit = false;
}
else if (OrdType == OP_SELL)
{
SellCount += 1;
if (Profit <= 0) AllPositiveProfit = false;
}




(In IsTimeToClose() function), would hit this as true:
bool IsTargetReached = ((TotalProfit >= TargetProfit && TargetType == TTFixed) || (TotalProfit >= DyTargetProfit && TargetType == TTDynamic));

THEN this is true for that default close type (#2 orCTAllOrdersExecuted):
(CloseType == CTMiddlePoint && (
IsTargetReached || IsLossAccepted || ((((BuyCount + SellCount) >= CloseMiddlePointAftOrders && CloseMiddlePointAftOrders > 0) || CloseMiddlePointAftOrders <= 0)
BUT THE SECOND PART OF THIS WILL NOT TRIGGER (since AllPositiveProfit is not true for either OP_BUY or OP_SELL)
&& AllPositiveProfit && Ask <= AskTH && Bid >= BidTH)))


THEN, in OnTick(), it hits this as false (since AllPositiveProfit is not true):
if (((IsTimeToClose()) || (StopTimeMode == STMForceCloseAll && IsInTimeRange(DailyStopTime)) || (StopTimeMode == STMForceCloseNoOpenOrder && (BuyCount + SellCount) == 0 && IsInTimeRange(DailyStopTime)))
&& (!CheckIsCorrupted || (CheckIsCorrupted && IsCorrupted()))) //if (IsTimeToClose() && (!CheckIsCorrupted || (CheckIsCorrupted && IsCorrupted())))
{
if (CloseMode == CMInternal)
{
CloseOrders();
}
else if (CloseMode == CMExtended)
{
CloseOrdersFast();
}
ResetOnClose();

}

*APOLOGIES FOR ANY CONFUSION and hopefully I do not cause any here- I'm just trying to step through the logic for when this would Take Profit given the default settings here: (GTLIMITEURUSD2.set.txt)
Quoting chucrut
{quote} Congrats! Yes, stop orders + NFP dropping like a bomb = 341 pips in less than 1 minute Thanks Rad and everyone else here! {quote} v1.2 - Old but gold {image}
Hi chucrut,
Can you please advise me how to use during NFP? when to start and when to stop? and what what set file you use?
I appreciate your response.
Quoting skillz16
{quote} I'm not sure I understand: If you are using the limit version (GTLIMITEURUSD2.set.txt), isn't a big gap in the market to one way a bad thing for this system? I always turn most of mine off around now (7:30 AM here in Chicago) then turn it back on at around now (8:15-8:30). Thanks for confirming the time zone earlier! I have another question about the takeprofit: I'm using the TargetProfitDynamicBase==DBBalance (Balance of account) version. The logic...
You have to thanks Radityo not me...
By the way I'm using GTLIMITEURUSD2 from London Close and stops orders at London Open. So during the NFP news time i don't have pending limit orders but stops order. You are right, GTLIMITEURUSD2 uses limit orders so big gaps or trends in the markets are a bad things for the system and they become good things if you are using stop orders (well, attention to slippage and spread issues...)
You can check the explanation offered by radityo at post #1721 http://www.forexfactory.com/showthre...10#post8545410 I don't understand, GTLIMITEURUSD2 starts at 17:00 GMT that is when London Close, so i don't understand why you have it running at this time (and especially on friday, mine is off now and done for week)...

About the Profit issue, from what are you saying I suppose that you are using v1.8 and i'm sorry but i don't use it already and didn't check it...I'm sure Radityo will help you.

Quoting radadiya
{quote} Hi chucrut, Can you please advise me how to use during NFP? when to start and when to stop? and what what set file you use? I appreciate your response.
I'm using stop orders from London Opens with 50 grid steps and target 3.5 pips, usually on friday I stop before NY open because i don't want to have open trades during week end but during NFP i let it run until the news time trying to catch some pips.
Even if the target is only 3.5 pips it usually grab lot more because the drop is so fast that when it reach the target and starts to close all, the price already has activated other orders and went sooooo far away. With a little target in 1-2 seconds after the news release it start to close the orders but in this 1-2 seconds the price already went kilometers away...
If you put a big target slippage issue and a spike and retrace situation could hurt...
First of all, this Grid Application Is a very great work , thank you very much that you are sharing your great work with us, thanks to the author and the community for the excellent work done here in the threat. We can see that the topic is very interesting to everyone of us.

Second, I would like to congrat everyone who found a winning setup of the Grid, either in Demo or live, for a longer lifetime.

As for me, as you guys, I did a very plenty of testings with different setups and changes in the coding, I gone early live with some setups which did not work. In the final, I did a lot of Backtesting with 1.7 and 1.8, with different parameters and Time and in my opinion, as for the moment, the Momentum in 2015 in trades are the limits, no doubt.

But none of my backtest 2014, 2013, 2012 survived with limits.

My survivals trade time after NY close and maybe one or two hours during London session (usually low volatile and volume), no open trades on a Friday and around ECB, FED days (in the tests the days for 2015 only)

I had an survival backtest since 2012 with fewlimits and some Indicator as the triggering mechanism for a sell/buy order first,
RoboForex ECN, M5
GridStepPoints =325; // eur usd start 2012 with a dashboard trigger
TargetType = TTFixed;
InitialLots =0.03;
CurrentPriceInterval=75;
LimitOrdersCount = 4;
profit_per_round = 3.0; // 3 euros with an work around
OrderOperation = FewLimitOrders;

Result: Start Equi=4000, Highest Equi=6807.92 Lowest Equi=2363.03 Close Equi=6706.09
EURUSD,M5: Highest bought=12 highest_sold=18 highest Orders=28
Round with 1=498
Round with 2=301
Round with 3=47
(MM, Profit and close orders is taken with a different logic in an work around), depending on the trigger open buy/sell order first with double lotsize (here 0.06). The idea behind is to win the round with one touch only. If not, the limits and stop orders should do.
After 5 orders I increase the stop orders with 0.01 ( the idea is to win the round after x limit orders with a martingale).

A more aggressive Play survived 2015 only (all time sessions means 24h/4days)
RoboForex ECN
GridStepPoints =75; // eur usd start 2015 with a dashboard trigger
TargetType = TTFixed;
InitialLots =0.03; // 3000 euro contract
CurrentPriceInterval=75;
LimitOrdersCount = 4;
profit_per_round = 3.0;
OrderOperation = FewLimitOrders;

Some statistics
Round with 1=515
Round with 2=165
Round with 3=95
Round with 4=28
Round with 5=0
Round with 6=0
Round with 7=0
Round with 10=23
Round with 11=6
Round with 12=62
Round with 13=4
Round with 14=8
Round with 15=0
Round with 16=5
Round with 17=3
Round with 18=0
Round with 19=1
round with 20=5
Round with gt20=20

Start Equi=4000, Highest Equi=8277.05 Lowest Equi=2730.09 CloseEqui= 8209.72,
Start Highest bought=23 highest_sold=25 highest Orders=37

The problems are the rounds with more than 10 open orders. Maybe some of the members here do have some ideas or mathematic functions in what to do if run into an range with sell/buy orders and no end.

I am live with EUR/USD 24h and dashboard trigger, CAD/JPY Asian session, AUD/JPY Asian session, XAU/USD Asian session. As for now, AUD/JPY and XAU given a big headache (long orders) means now everything is in the red ink but do hope that I will come out in the positive, sooner or later. I delete the limit orders just to reduce the loss and start with manuell sell Orders. Anyhow, I gone to aggressive into the markets with Gold. At Markets.com I start with some shares but till now no result. I also run live in RoboForex FixCent and XM micro account but in my Opinion, the ECN runs better.

My ECN statistics for the last 4 weeks Floating

Fl RoyalRumbleV18 3472 buyFirstbuy=0 profit buy=0 sell=0 profit sell=0 lots sell=0 lots buy=0
Fl grid V1 8 75er 8774 limits buy=2 profit buy=-271.7 sell=0 profit sell=0 lots sell=0 lots buy=0.07
Fl grid V1 8 75erIncrLots 8871 buy=0 profit buy=0 sell=0 profit sell=0 lots sell=0 lots buy=0
Fl royal hedge 7774 buy=0 profit buy=0 sell=0 profit sell=0 lots sell=0 lots buy=0
Fl royal hedge 7753 buy=0 profit buy=0 sell=0 profit sell=0 lots sell=0 lots buy=0
Fl Williams 6556 buy=0 profit buy=0 sell=0 profit sell=0 lots sell=0 lots buy=0
Fl SAR 4774 buy=0 profit buy=0 sell=0 profit sell=0 lots sell=0 lots buy=0
Fl RoyalRumble 6671 125er buy=0 profit buy=0 sell=0 profit sell=0 lots sell=0 lots buy=0
Fl rambo cci 1144 buy=0 profit buy=0 sell=0 profit sell=0 lots sell=0 lots buy=0
Fl shaolin 2015 buy=1 profit buy=-26.65 sell=0 profit sell=0 lots sell=0 lots buy=0.02

Floating Strategie P/L =-271.7 strategie_pl_buy=-271.7 strategie_pl_sell=0 // open XAU orders

CLOSED
H RoyalRumbleV18 3472 buyFirst buy=19 profit buy=-223.46 sell=16 profit sell=150.42 lots sell=1.33 lots buy=1.11
H grid V1 8 75er 8774 limits buy=66 profit buy=100.48 sell=87 profit sell=122.51 lots sell=3.4 lots buy=2.41
H grid V1 8 75er IncrLots 8871 buy=38 profit buy=-305.68 sell=60 profit sell=291.64 lots sell=3.78 lots buy=2.27
H royal hedge 7774 buy=14 profit buy=-13.29 sell=12 profit sell=16.02 lots sell=0.24 lots buy=0.46
H royal hedge 7753 buy=4 profit buy=-38.74 sell=4 profit sell=13.75 lots sell=0.08 lots buy=0.08
H Williams 6556 buy=5 profit buy=20.39 sell=3 profit sell=7.05 lots sell=0.09 lots buy=0.15
H SAR 4774 buy=4 profit buy=22.45 sell=7 profit sell=-12.82 lots sell=0.33 lots buy=0.16
H rambo cci 1144 buy=7 profit buy=17.4 sell=13 profit sell=-1.8 lots sell=0.39 lots buy=0.21
H shaolin 2015 buy=4 profit buy=4 sell=0 profit sell=0 lots sell=0 lots buy=0.09
H RoyalRumble 6671 125er buy=3 profit buy=-11.52 sell=4 profit sell=14.9 lots sell=0.22 lots buy=0.13 History Strategie
P/L =154.1 strategie_pl_buy=-449.37 strategie_pl_sell=603.47

As for now, I run the 7774 with fewlimits and triggering Long/short order first, depending from the Dashboard Indicator from FerruFx.. I might switch to SAR or Williams again.
EUR/USD and CAD/JPY run best, XAU is dangerous, Index and shares have to be tested.

I would be very happy if some of you could give some idea in how many open orders to run in a round and having some rescue algos in case the markets run in the wrong way (NFP today and you are out of the game with limits).
Attached Images (click to enlarge)
Click to Enlarge Name: TesterGraph eur usd 8774 with dashboard trigger since 2012 grid 325.gif Size: 12 KB Click to Enlarge Name: TesterGraph eur usd 8774 dashboard trigger 2015 75er grid.gif Size: 12 KB
Quoting skillz16
{quote} I'm not sure I understand: If you are using the limit version (GTLIMITEURUSD2.set.txt), isn't a big gap in the market to one way a bad thing for this system? I always turn most of mine off around now (7:30 AM here in Chicago) then turn it back on at around now (8:15-8:30). Thanks for confirming the time zone earlier! I have another question about the takeprofit: I'm using the TargetProfitDynamicBase==DBBalance (Balance of account) version. The logic...

May I have the source code? Then i will tell you everthing I know about Stop trading mode.....

I will make you understand in no time
No one wants to be defeated~
Quoting jonirrenicus
{quote} May I have the source code? Then i will tell you everthing I know about Stop trading mode..... I will make you understand in no time
Hi,
The source code you can download form page 1 or with this link http://rdzgridtraps.codeplex.com/SourceControl/latest and click on source code/branches than on select v1.7 and press download
Hi Radityo, could you indicate your preferred trading time for Friday session? Thank you!
Quoting radadiya
{quote} Hi, The source code you can download form page 1 or with this link http://rdzgridtraps.codeplex.com/SourceControl/latest and click on source code/branches than on select v1.7 and press download
Attached Image (click to enlarge)
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Could pls. check on this? a problem i never met before....
No one wants to be defeated~
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