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CCFp weekly signals (set and forget basket trading)

  • #12,341
  • Dec 5, 2017 11:44pm Dec 5, 2017 11:44pm
One more strange thing: I have used the script. Now works 1440 time frame but it doesn't work with FF, I mean when "use current= False". If TF or FT, or TT everything work. With FF I get "Zero devide...." error.
  • #12,342
  • Dec 6, 2017 12:19am Dec 6, 2017 12:19am
Quoting Ican2020
{quote} Jess, updating the Ea with the above underline feature will be greatly appreciated, please.
Ican:

Quoting xmess7
....what u need to do ... Set the Allowduplicates, Allowhedging, AllowOpposites all to true. Then set SummedLotSizes=true. ....
That will do what Jenbols ecplained
Jess
Our AWESOME IMAGINATION is the true holy grail!
  • #12,343
  • Dec 6, 2017 12:50am Dec 6, 2017 12:50am
Quoting dogri
One more strange thing: I have used the script. Now works 1440 time frame but it doesn't work with FF, I mean when "use current= False". If TF or FT, or TT everything work. With FF I get "Zero devide...." error.
Hi dogri,

Restart your mt4. Sometimes it hapens.

Benz
  • #12,344
  • Dec 6, 2017 1:02am Dec 6, 2017 1:02am
Quoting xmess7
{quote} Ican: {quote} That will do what Jenbols explained Jess
Ggrrhrh,, jessx how can i think you are mad when you are one of the most charming coders on here ?
moreover you rank among-(st)? the top 3 Coders I like to most...
I would like to get My Ferrari back cos i am tired to travel on a Fiat 600
This Ea is a Ferrari and I can't use it the way i should_

I have tried what you said, already predicting the outcome before i load it, and sorry to say Chief, but no it does not work.

GBPAUD Displays Twice in 2 of the 3 Lists of the Ccfp-diff i have on chart
but GBPAUD it is not taken as once, _ (as 1 Trade opened @ lot 0.01) of GBPAUD
or with the option False/False it is not taken at all

Jess it is like seeing the Same pair confirmed by many ccfp or confirmed by hundreds of Indicators
for Ex: if you see GBPAUD on 20/30 Lists of Ccfp... that is only a confirmation that the same pair it is being signaled
by many indicators, however at the moment of opening the trade the pair should be taken only once
The sum of the trades is when you want to sum lots of the same pairs.

Now the Ea works this way in whichever combination
Hedge False / Opposite False

With two ccfp-lists
GBPAUD_Buy GBPAUD_Buy = No Trade will Be opened

With three ccfp-lists
GBPAUD_Buy GBPAUD_Buy_GBPAUD_Buy = Trade Opened at lots 0.01 lot GbpAud Buy

With four ccfp-lists
GBPAUD_Buy GBPAUD_Buy_GBPAUD_Buy_GBPAUD_Buy = No Trade will Be opened

If I put the option Hedge True and Opposite True
then the GBPAUD will be taken but it will be taken twice or 3 times with lots on 0.02 or 0.03
and in theory when you play ccfp manually if you see a pair on many List the Trade to be opened will be only
In otehr words jess , no matter how many times one pair appears on Many lists it should be taken only once
only one trade of the same pair should be opened

Master jess i have done my best to explain is not never mind_
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The arriving better than the arrival, the journey has just started
  • #12,345
  • Dec 6, 2017 1:27am Dec 6, 2017 1:27am
Quoting jenbols
{quote} Ggrrhrh,, jessx how can i think you are mad when you are one of the most charming coders on here ? moreover you rank among-(st)? the top 3 Coders I like to most... I would like to get My Ferrari back cos i am tired to travel on a Fiat 600 This Ea is a Ferrari and I can't use it the way i should_ I have tried what you said, already predicting the outcome before i load it, and sorry to say Chief, but no it does not work................. Many lists it should be taken only once only one trade of the same pair should be opened Master...

You see with the setting I mentioned (this is based on what I see in the code) you should get the answer that you want.

Let me explain briefly.. With the settings I told you this is what happens in the code:

1. All pairs are allowed to be seen by the EA for trading (hedge's and duplicates).
2. Right before the EA gets to the actual trade it looks thru each of the pairs and does a sum of all similar symbols.

Example. Say the EA sees 3 EURUSDs (BUY EURUSD, SELL EURUSD, BUY EURUSD)
It assigned +1 to BUY and -1 to SELL.
So the EA sees BUY EURUSD, SELL EURUSD, BUY EURUSD as ==> +1 -1 +1 = +1 (it adds them up, that is why I called the input SummedLotz)
So the result for the 3 EURUSDs is +1 or 1 BUY. As you can see with this is the logic that you were talking about in your examples.

But as you tested it, it didn't work. More than likely there is a simple issue with the logic... something very minor that is not allow the operation to work as I illustrated. No problem, I know exactly what to do... in the next version this will be resolved.

Thnx for the feedback... stay tuned for the update.
Jess
Our AWESOME IMAGINATION is the true holy grail!
  • #12,346
  • Dec 6, 2017 1:46am Dec 6, 2017 1:46am
Quoting xmess7
{quote} You see with the setting I mentioned (this is based on what I see in the code) you should get the answer that you want. Let me explain briefly.. With the settings I told you this is what happens in the code: 1. All pairs are allowed to be seen by the EA for trading (hedge's and duplicates). 2. Right before the EA gets to the actual trade it looks thru each of the pairs and does a sum of all similar symbols. Example. Say the EA sees 3 EURUSDs (BUY EURUSD, SELL EURUSD, BUY EURUSD) It assigned +1 to BUY and -1 to SELL. So the EA sees...
Many thanx,Anything you need tests, or other stuff i am available
The arriving better than the arrival, the journey has just started
  • #12,347
  • Dec 6, 2017 2:42am Dec 6, 2017 2:42am
regarding "zero devide".
I gave tried to restart Mt4 but nothing happens. TF,FT and TT work with 1440min, but with FF doesn't.
Strange that FF works with all other time frames except 1440.
  • #12,348
  • Dec 7, 2017 1:15pm Dec 7, 2017 1:15pm
Quoting darranforex
I agree with claudia1, "...the secret is when to close." It appears my basket did not close on Friday for some reason. And if I were in profit $108, maybe I missed my profit lock lock of 100 pips by a only a few pips. When I start up with the settings I've used, my vBasket shows my open time as 00:00GMT. It does open when it's supposed to, however. Real basket DID wait until vBasket was in profit before opening. {image} {image} {image}
Hi, darranforex, can you please upload the indicators showing in the last image?
  • #12,349
  • Dec 7, 2017 6:16pm Dec 7, 2017 6:16pm
Hi Jess

just having an issue with the 'allow duplicate trades' setting. when i set this to false, the basket 'refuses' to open. but when i set it to true, it will open.

I'm having the same issue across 2 different brokers. apologies if this has been addressed already

bg
  • #12,350
  • Dec 7, 2017 6:45pm Dec 7, 2017 6:45pm
ok reloaded EA, seems ok...

but there is another issues. If I have selected do now allow duplicate trades to false, then it doesn't pick up some pairs altogether from multiple ccfp lists. Think it's something similar to the issue jenbols was having
  • #12,351
  • Dec 7, 2017 7:01pm Dec 7, 2017 7:01pm
oh damn it, just realised jen already been through all this already!! Guess you're already onto it sorting it out hopefully!
  • #12,352
  • Dec 7, 2017 10:38pm Dec 7, 2017 10:38pm
Quoting bgntrs
oh damn it, just realised jen already been through all this already!! Guess you're already onto it sorting it out hopefully!
Yep I am on it.

In fact I am going to consolidate those inputs. They are too confusing.
There were like 3 ideas that were implemented and even though I know what they do I can clearly see that they are just confusing.
Time to simplify things.
Our AWESOME IMAGINATION is the true holy grail!
  • #12,353
  • Dec 7, 2017 10:43pm Dec 7, 2017 10:43pm
Quoting bgntrs
ok reloaded EA, seems ok... but there is another issues. If I have selected do now allow duplicate trades to false, then it doesn't pick up some pairs altogether from multiple ccfp lists. Think it's something similar to the issue jenbols was having
So what did you want the basket to do? I think you meant to say "I have selected do NOT allow duplicate trades to false" ?? Just want to be clear in what you were trying to have the EA allow or not allow.
Our AWESOME IMAGINATION is the true holy grail!
  • #12,354
  • Dec 8, 2017 5:40am Dec 8, 2017 5:40am
Quoting xmess7
{quote} So what did you want the basket to do? I think you meant to say "I have selected do NOT allow duplicate trades to false" ?? Just want to be clear in what you were trying to have the EA allow or not allow.
sorry for the confusion bud. I selected 'Allow duplicate trades on lists' to FALSE. i.e I want it so multiple orders for the same pair should be prevented in a basket, only one order for each pair allowed. E.g there would only be one order of 0.01 lots GBPJPY despite it appearing on multiple ccfp lists on the chart.

hope that clears it up
  • #12,355
  • Dec 8, 2017 5:52am Dec 8, 2017 5:52am
Quoting xmess7
{quote} So what did you want the basket to do? I think you meant to say "I have selected do NOT allow duplicate trades to false" ?? Just want to be clear in what you were trying to have the EA allow or not allow.
Hello!!! Again the same problem. Blocking of income does not work
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  • #12,356
  • Dec 8, 2017 7:23pm Dec 8, 2017 7:23pm
Information on Update v38

Ok guys I need input before I release the latest update. I need to know if you agree or if you have any other conditions that I missed.
The updated EA now contains the conditions that Jencul mentioned n the post https://www.forexfactory.com/showthr...5#post10560555

The EA will have a separate function to combine all trades into a smaller basket. Trades that appear several times are added together to produce just a trade with the resulting lotsize after the combination. Example: Say the Indicator list provides 5 GBYJPY Buys and 11 GBPJPY Sells. The combination of the trades then becomes one trade of 6 GBPJPY sells. The number 6 is used to multiply the lotsize so if u are using 0.01 lots then you would have one 0.06 lot sell trade. So it basically combines all the trades that are of the same symbol and adds up the buys and sells for it. Of course if the buys-sells=0 then that pair is not included in the real basket.

The EA would still have the option for the user to AllowDuplicateTrades or AllowHedgeTrades. So depending on which you picked the resulting basket would be like this:

Default: AllowDuplicateTrades =true, AllowHedgeTrades=true.
The EA will send the list AS IS, with all duplicates and all hedges

AllowDuplicateTrades =false, AllowHedgeTrades=false.
EA will combine the pairs(explained above) and send that to open a new pair. Except this affects the resulting trades that were operated. Instead of having 6 GBPJPY sells the EA will only produce 1 GBPJPY Sell. The hedges were already removed when the total trades were added together for the same symbols.

AllowDuplicateTrades =true, AllowHedgeTrades=false.
EA combines all trades into a smaller basket(explained above). Hedges are canceled since the trades of same pair are combined. The duplicates are still
there, as in the example above you have one GBPJPY sell of lotsize 6 (6 times whatever the user entered in the lotsize input).

AllowDuplicateTrades =false, AllowHedgeTrades=true.
This one is kinda tricky. So what I did is have the EA first remove any duplicate and send the list as is to create a real basket I did not combine the list cause if that was done then the remaining hedged trades would be cancelled.

I don't know why a user would want or need AllowHedgeTrades=true. I don't see the value in this since all that does is create basically a null trade.
If you guys agree I would like to remove this feature. The only place that it may be of use if you are using the Ranger hours in which case the EA is monitoring the lists for a lot longer time and if a new trade shows up that is in the opposite then MAYBE it can would be useful. Again this just causes a trade to freeze it's status. Usually a hedge involves zero or a negative profit value and all you are doing is freezing it.

So can anyone tell me why this input shouldn't be removed?


The virtual basket and using the multiple or range hours are affected by these changes.
I will detail what and how they are affected later on.


Will have the update out soon

Jess
Our AWESOME IMAGINATION is the true holy grail!
  • #12,357
  • Dec 8, 2017 7:52pm Dec 8, 2017 7:52pm
Jess
Totally unrelated to your post above, but have you considered a continous trade feature. What I mean is to set a PT/SL targets and then when the basket closes let the EA open a new basket? Thanks for your great EA
  • #12,358
  • Dec 8, 2017 8:39pm Dec 8, 2017 8:39pm
Quoting 17John
Jess Totally unrelated to your post above, but have you considered a continous trade feature. What I mean is to set a PT/SL targets and then when the basket closes let the EA open a new basket? Thanks for your great EA
Hi John:
No, no one has requested that option.

But if you set the open hour to a range, say 01:00 - 17:00. Then depending on what other inputs you set then that is what will happen. Once the EA reached Tp/Sl or whatever it will proceed to open another new basket. As long as the hours are between the range you indicate the EA will either try to open a new basket. There is a delay that you can place on that so that you can have a chance to stop it if you need to.

In fact you can plan the opening of new baskets at different hours. You can specify to have the EA look to open a basket at 01:00,04:30,12:14,18:00 etc etc.
If a basket is still opened during the next hour, the EA will allow the basket to continue, once it is closed it looks for the next hour..

I am trying to simplify the inputs and preferences. Once this happens the EA will be alot more sturdy and many of the issues we see pop up will go away.
J
Our AWESOME IMAGINATION is the true holy grail!
  • #12,359
  • Dec 8, 2017 9:13pm Dec 8, 2017 9:13pm
Quoting xmess7
Trades that appear several times are added together to produce just a trade with the resulting lotsize after the combination. Example: Say the Indicator list provides 5 GBYJPY Buys and 11 GBPJPY Sells. The combination of the trades then becomes one trade of 6 GBPJPY sells. The number 6 is used to multiply the lotsize so if u are using 0.01 lots then you would have one 0.06 lot sell trade. So it basically combines all the trades that are of the same symbol and adds up the buys and sells for it.
Wow, i see this now at sleeping time and will take a better look tomorrow
Just out of curiosity Mr Jess, but roughly how many hours of coding does it take
to modify something like the one you just did ?
Best Regards you're a genius
The arriving better than the arrival, the journey has just started
  • #12,360
  • Dec 8, 2017 11:01pm Dec 8, 2017 11:01pm
Quoting jenbols
{quote} Wow, i see this now at sleeping time and will take a better look tomorrow Just out of curiosity Mr Jess, but roughly how many hours of coding does it take to modify something like the one you just did ? Best Regards you're a genius
Coding is no problem what takes a while to figure out are the permutations that happen for all the conditions that a user may select., I spend more time brainstorming over a notepad with a pencil than actual coding. I go thru the processes and try to imagine anything that can happen or what should happen if this and that is set or that is set and write it down. Once I have something that looks like a set of instructions I then translate that to code.

For example lets say everyone agreed and we just decided to have the EA sum up the trades and that was it.
Then we have to deal with the virtual trades. Do we want now the EA to treat the virtual trades as individual trades and not worry about hedging or duplicates or even combining the trades? And if we do decide to combine the virtual trades how do we handle the profit? How do we handle the trades the flip?

Then what about the other conditions like having the EA monitor the lists in time intervals? How do we handle when a new trade appears on the list? What if it is a hedge do we see what is already opened and close it cause we found a hedge?

This project was initially very simple. Look at the ccfp-list, open the trades on the list, and then close them at profit or stoploss or if still open, on Friday close them at NY close. Good ole vanilla
Our AWESOME IMAGINATION is the true holy grail!
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