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CCFp weekly signals (set and forget basket trading)

  • #19,361
  • Sep 5, 2020 5:25pm Sep 5, 2020 5:25pm
Yes, I understand. But the failure of the trigger "Only allow +profit vTrades to open in real basket" POINT-IN-TIME during the VB OPERATING WINDOW should NOT stop from EA to looking for new opportunities to open trades until the setting "Close Virtual basket hours" is met. Basically the EA should try to meet ANY SET CONDITIONS DURING the VB operating time,until EXPIRY of THE VB to is met and NOT STOP at the FIRST FAILURE of the conditions.

Quoting xmess7
{quote} You realize that, this is the idea of "Only allow +profit vTrades to open in real basket"=true right? If no positive vprofit trades are found when the TRIGGER is hit (whether it be a trigger above or below) the EA fails the test and doesn't allow the trades to be opened in the basket. J
  • #19,362
  • Sep 5, 2020 9:08pm Sep 5, 2020 9:08pm
Quoting Ilvez
Yes, I understand. But the failure of the trigger "Only allow +profit vTrades to open in real basket" POINT-IN-TIME during the VB OPERATING WINDOW should NOT stop from EA to looking for new opportunities to open trades until the setting "Close Virtual basket hours" is met. Basically the EA should try to meet ANY SET CONDITIONS DURING the VB operating time,until EXPIRY of THE VB to is met and NOT STOP at the FIRST FAILURE of the conditions. {quote}
Ilvez:
Yup, so the real issue is not the operation of "Only allow +profit vTrades to open in real basket", and has to do more with AFTER the trigger happens and you have the VB continued to be monitored for POSSIBLE trades that do meet the +profit vTrades.

I'll look into that. There is another condition that you do not notice, so I need to see and what is going on what that too..

J
Our AWESOME IMAGINATION is the true holy grail!
  • #19,363
  • Sep 5, 2020 11:49pm Sep 5, 2020 11:49pm
Quoting Ilvez
Yes, I understand. But the failure of the trigger "Only allow +profit vTrades to open in real basket" POINT-IN-TIME during the VB OPERATING WINDOW should NOT stop from EA to looking for new opportunities to open trades until the setting "Close Virtual basket hours" is met. Basically the EA should try to meet ANY SET CONDITIONS DURING the VB operating time,until EXPIRY of THE VB to is met and NOT STOP at the FIRST FAILURE of the conditions. {quote}
Alrighty.. lol. I scanned the code and re-discovered what it is doing LOL. So, the scenario you are "proposing" is not programmed into the EA.

IF the trigger is hit and the vbasket failed ANY filters like "3 candles" or +vprofit then no real basket is opened and the EA is DONE and will not monitor anything else. NO more trading for the day/week.

Now when does the continueVBmonitor or ALLOW NEW TRADES come into play?
These come into play ONLY if a real basket has been opened. Then the EA will monitor VB and/or the suggested list of pairs for NEW trades.

This was another topic that was considerably discusses back around in Feb of 2018. The idea of a vBasket is to MIMIC that of a single trade STOP/LIMIT order.
When an order is not filled,,, it is NOT FILLED and it is either removed manually or by expiry time. In the same token a vBasket is either FILLED (vbtriggers) or not. F it is not then the EA will either close it at the end of day hour OR if a new open hour happens(next day or week) the EA then resets everything and starts over.

So unless you have forward test data (cough, like a year or so, cough like MRSomeone did with his preset) to show that this would benefit the process I see no reason to krack my head figuring out how to add more code to this EA LOL

Jess
Our AWESOME IMAGINATION is the true holy grail!
  • #19,364
  • Edited 2:41pm Sep 6, 2020 3:53am | Edited 2:41pm
Jess, thank so very much for taking time to review the logic and explain it.

I agree that using together "Lower VB trigger level "& "Only allow +profit vTrades to open in real basket" is not a reasonable combination to use. I used it for testing EA logic only.

Can you kindly confirm my setup and logic:

1) I am using vBasket lower trigger of ZERO and Upper Trigger of 20pips
2) I am using CandleColorTrend filter & "Apply filters to vTrades"=true, which is very useful filter to get short term market trend confirmation on the trade suggestions based on the CMSM indicator.
3) I am using "Only allow +profit vTrades to open in real basket"=true as well.

So mathematically speaking it would be impossible for vBasket to hit "Upper Trigger" target AND at the same moment give error message "No positive vTrades found" (there needs to be some positive trades in order to hit positive target)?

Many thanks in advance,
Ilvez

Quoting xmess7
{quote} Alrighty.. lol. I scanned the code and re-discovered what it is doing LOL. So, the scenario you are "proposing" is not programmed into the EA. IF the trigger is hit and the vbasket failed ANY filters like "3 candles" or +vprofit then no real basket is opened and the EA is DONE and will not monitor anything else. NO more trading for the day/week. Now when does the continueVBmonitor or ALLOW NEW TRADES come into play? These come into play ONLY if a real basket has been opened. Then the EA will monitor VB and/or the suggested list of pairs...
  • #19,365
  • Edited 4:39am Sep 7, 2020 3:31am | Edited 4:39am
Hi,

Bug report for V91:

1) This appears consistently in my machine: Whenever multiple OpenHours are set e.g. 8:15,9:15 etc. The Virtual Basket is not opened and timer is just moved to next OpenHour. VirtualBasket is opened WHEN Debug settings are turned on.

Attached Image


Anyone else struggling with v91 Vbasket openings?

2) Even more confusion from V91 - I opened the VBasket manually at 8:46.

I am applying CandleColor filter to VTrades:
Attached Image

Meaning that open VBasket should already contain ONLY trades which have PASSED the CandleColor filter.

How come 5 minutes later VBasket gives error: "All trades failed CandleColor filter" AND there are still two pairs in the VBasket? OR is it again down to the logic of any point-in-time error in VBasket shutting down further VBasket monitoring? But why are there then 2 pairs still in VBasket? Confusing...


Attached Image


I am sure Jess has good explanation to it Until then, I am back to V89.
  • #19,366
  • Sep 7, 2020 6:59am Sep 7, 2020 6:59am
Monday weekly basket hit TP.

Daily basket did not trigger today.
Attached Image (click to enlarge)
Click to Enlarge Name: Screenshot 2020-09-07 at 08.35.45.png Size: 478 KB
Truth is like poetry. And most people f*cking hate poetry.
  • #19,367
  • Sep 7, 2020 7:24am Sep 7, 2020 7:24am
Well done!

Why did not daily basket trigger? Did you have same errors as I did e.g. VBasket was not started at all and run was postponed to next run?

Quoting mrdfx
Monday weekly basket hit TP. Daily basket did not trigger today. {image}
  • #19,368
  • Sep 7, 2020 7:48am Sep 7, 2020 7:48am
Quoting mrdfx
Monday weekly basket hit TP. Daily basket did not trigger today. {image}
Hello Mrdfx,
When does the VB cancel the potential trades on the Daily basket? 1 hour? is that correct?
  • #19,369
  • Sep 7, 2020 8:44am Sep 7, 2020 8:44am
Quoting mrdfx
Monday weekly basket hit TP. Daily basket did not trigger today. {image}
Hi mrdfx,

What's your set for EA on weekly TF, can you share that one please? Indy set I can figure out.

Many thanks,
kapy
  • #19,370
  • Sep 7, 2020 10:37am Sep 7, 2020 10:37am
Problems with v91 continue on live account, just heads-up with others who attempt to run it.

1. Virtual Basket is not opened based on timer.

2. When manually opening VB, the EA freezes. Expert log freezes at the time VB is manually started and no status on the running Virtual Basket is displayed on screen.

Attached Image (click to enlarge)
Click to Enlarge Name: Screenshot1.png Size: 166 KB

Before installing v91, cleared all global variables and installed both indicator and v91 EA on new chart.

Really hope that Jess can shed some light into this.

V89 runs more or less OK, but occasionally has failed in opening VB based on timer.
  • #19,371
  • Edited Sep 8, 2020 5:49am Sep 7, 2020 1:01pm | Edited Sep 8, 2020 5:49am
I'm using an older version of the EA which is working ok (v76) due to the problems with v90 and the fact that v86 /88 has been removed from the server. The virtual basket did trigger with the daily settings, but it didn't reach +20pips - in fact it plummeted down to about -60 pips hence no real basket triggered

blam

Quoting Ilvez
Well done! Why did not daily basket trigger? Did you have same errors as I did e.g. VBasket was not started at all and run was postponed to next run? {quote}
  • #19,372
  • Sep 7, 2020 8:17pm Sep 7, 2020 8:17pm
EA PREVIOUS VERSIONS v76 v86 v88

Interesting. I am testing v91 myself but I am using a vtrigger 15 pips.
I had no issues my vbasket triggered and all went well today. will continue to test.

The previous versions have been restored. You will find v76, v86, v88 in a folder under EXPERTS called Previous.
Click on the link to take you to the EXPERTS folder:
MT4/Experts

Try these versions out and see if you still have issues.

Jess
Attached File(s)
File Type: txt POST_WITH_EA_UPGRADE.txt   1 KB | 506 downloads
Our AWESOME IMAGINATION is the true holy grail!
  • #19,373
  • Edited 6:37am Sep 8, 2020 3:33am | Edited 6:37am
Thanks for early versions Jess,

Today all 4 accounts again failed to open VBaskets on timer trigger. Running v89 and v91 with multiple Open Hours for VBaskets. My friend who is testing v89 and v91 has exactly the same issues.

Installed v88, which works superbly - timer based VBaskets are opened every time like a clocwork. Sadly it lacks other useful features from v91.

I think the instability when opening VBasket on timer for v89 and upwards is caused the way how the multiple open hours are implemented. Also, there seems to be something laggy in v89 and v91 status screens for instance when changing Open Hour time, pressing OK, it takes few seconds for status screen to update.

Please have a look, because multiple open hours + max spread + alloverprofit settings are very useful. Too sad that v89 and v91 are just too inconsistent to be used in live account.

Many thanks,
Ilvez

Quoting xmess7
EA PREVIOUS VERSIONS v76 v86 v88 Interesting. I am testing v91 myself but I am using a vtrigger 15 pips. I had no issues my vbasket triggered and all went well today. will continue to test. The previous versions have been restored. You will find v76, v86, v88 in a folder under EXPERTS called Previous. Click on the link to take you to the EXPERTS folder: MT4/Experts Try these versions out and see if you still have issues. Jess {file}
  • #19,374
  • Sep 8, 2020 4:30am Sep 8, 2020 4:30am
Quoting xmess7
EA PREVIOUS VERSIONS v76 v86 v88 Interesting. I am testing v91 myself but I am using a vtrigger 15 pips. I had no issues my vbasket triggered and all went well today. will continue to test. The previous versions have been restored. You will find v76, v86, v88 in a folder under EXPERTS called Previous. Click on the link to take you to the EXPERTS folder: MT4/Experts Try these versions out and see if you still have issues. Jess {file}
Jess,
The EA calculates % TP and % Stop Loss on Balance or Equity?
Thank you,
Marco
  • #19,375
  • Sep 8, 2020 6:07am Sep 8, 2020 6:07am
Tuesday Daily Basket hit TP!
Attached Image (click to enlarge)
Click to Enlarge Name: Csms Daily 08Sep2020.png Size: 203 KB
  • #19,376
  • Sep 8, 2020 2:46pm Sep 8, 2020 2:46pm
Attached Image (click to enlarge)
Click to Enlarge Name: Screenshot1.png Size: 224 KB
  • #19,377
  • Sep 9, 2020 1:55am Sep 9, 2020 1:55am
Interesting pre-marekt observations: it seems v89 and v91 are opening Virtual Baskets on timer just fine when there is only one opening time.

Also, perhaps the consistent errors what I observed with multiple basket open hours are simply down to basket time separator. Settings proposed to use comma between different times and this has been causing consisten errors of not opening baskets. This morning I tried semicolon instead, and first VB were opened in v89 and v91 without any problems. It looks promising. Now will test if the multiple open hours work with semicolon - this is very annoying to test as it needs one failed/expired VBasket and then observe if second one was opened.

Jess, can you please check the code to see if really the whole issue is down to simple annoying bug of comma vs semicolon in multiple hours separator?

Attached Image

Best wishes,
Ilvez


Quoting Ilvez
Thanks for early versions Jess, Today all 4 accounts again failed to open VBaskets on timer trigger. Running v89 and v91 with multiple Open Hours for VBaskets. My friend who is testing v89 and v91 has exactly the same issues. Installed v88, which works superbly - timer based VBaskets are opened every time like a clocwork. Sadly it lacks other useful features from v91. I think the instability when opening VBasket on timer for v89 and upwards is caused the way how the multiple open hours are implemented. Also, there seems to be something laggy in...
  • #19,378
  • Sep 9, 2020 2:02am Sep 9, 2020 2:02am
Quoting mrdfx
{quote} Hey grandaevus, can you tell me why you gave different weights to the individual currencies? You gave USD and EUR the highest weights and AUD and NZD the lowest? What was your ideology on not giving them equal weighting? Thanks.
Hi mrdfx,

Say there're only two pairs, Eurusd & AudUsd and you want to calculate USD strength.

Eurusd is %1 down AudUsd is %1 up.

Without using a currency weigth which means Eur & Aud have equal importance in world finance system,

CMSM would calculate the strength of Usd as zero.

But in real life Eur is a major currency and Eurusd is the most traded pair in the world.

That's why i give more weight to Eur than Aud.

So, with EurWeight = 1 & AudWeight = 0.50 CMSM would calculate the strength of USD as 0.5 up.
  • #19,379
  • Sep 9, 2020 2:19am Sep 9, 2020 2:19am
I've started to code a new CMSM build based on ver21.05 to add Currency Weight Support.
  • #19,380
  • Sep 9, 2020 2:51am Sep 9, 2020 2:51am
I understand the concept of the weight system but where I struggled is what would be in your opinion the better option to use in short-term trading perspective e.g. Daily basket?

Equal weighting of currencies gives wider array of suggested pairs for trading (trade level setting is obviously is issue as well). Basically equal weights would assume some sort of equilibrium situation between the pairs strength as your example shows. The question is whether equal wighted currencies it is better or worse option for short term trading outcomes.

Any thoughts?

Quoting grandaevus
{quote} Hi mrdfx, Say there're only two pairs, Eurusd & AudUsd and you want to calculate USD strength. Eurusd is %1 down AudUsd is %1 up. Without using a currency weigth which means Eur & Aud have equal importance in world finance system, CMSM would calculate the strength of Usd as zero. But in real life Eur is a major currency and Eurusd is the most traded pair in the world. That's why i give more weight to Eur than Aud. So, with EurWeight = 1 & AudWeight = 0.50 CMSM would calculate the strength of USD as 0.5 up.
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