Attachments: Relative Strength Basket Trading System

Relative Strength Basket Trading System

#2,941
Jan 21, 2009 2:37am Jan 21, 2009 2:37am

SteveHopwood
| Commercial User | Joined Apr 2007 | 8,331 Posts

DC demo is doing rather well.

Attached Image (click to enlarge)

Click to Enlarge

Name: DC.jpg
Size: 199 KB

#2,942
Jan 21, 2009 3:33am Jan 21, 2009 3:33am

SteveHopwood
| Commercial User | Joined Apr 2007 | 8,331 Posts

V2d has a minimum stop loss added to the Daily Cross inputs.

MinStopLoss is the lowest sl you will accept when the EA calculates the sl based on the previous candle. This can occasionally result in a sl of only a few pips and explains some of the trades yesterday that came and went so quickly.

The default setting of 200 is pure guesswork, as I have never traded the D1 chart before. Any suggestions for this figure from more experienced day traders, will be warmly received by the rest of us.

I plan to release a version soon, with more advanced trading time filters for the basket trading options. If your demo has no DC trades pending, then there is no point in downloading this latest version as it adds nothing else to what you already have.

Attached File(s)

KG Relative Strength EA V2d.zip 686 KB | 712 downloads

#2,943
Jan 21, 2009 4:58am Jan 21, 2009 4:58am

SteveHopwood
| Commercial User | Joined Apr 2007 | 8,331 Posts

matrixebiz, cybernet69, I am having one of my logic fogs over the time zones filter thingy.

This coded function at the bottom of this post, will work fine for those of us on GMT; I just realised it will be hopeless for those of use who are not exactly on GMT. How do I make it applicable to all time zones?

I am thinking that I have to add a time offset input
extern int GmtOffsetHours and add this, so that the calculation becomes

int hours = TimeHour(TimeLocal()) + GmtOffsetHours;

Does this sound correct?

Even as I was typing the above, I realised that I do not need an offset; instead I need an extra condition, so that, for example:

Inserted Code

   if (UseAsiaTimeFilter)
   {
      if (hours >= AsiaStartTime || hours <= AsiaEndTime) IsAsianSession=true;
   }//if (UseAsiaTimeFilter)

becomes

Inserted Code

   if (UseAsiaTimeFilter)
   {
      if (AsiaStartTime > AsiaEndTime)
      {
         if (hours >= AsiaStartTime || hours <= AsiaEndTime) IsAsianSession=true;         
      }//if (AsiaStartTime > AsiaEndTime)
      else if (hours >= AsiaStartTime && hours <= AsiaEndTime) IsAsianSession=true; 
   }//if (UseAsiaTimeFilter)

See what I mean when I sometimes describe myself as getting my knickers in a twist over the algorithm? I spend huge chunks of my life in this sort of logic fog. No brains, that's my problem.

Cheers

Inserted Code

void CheckTradingTimes()
{
   // Sets the trading time filters


/*
extern bool       UseAsiaTimeFilter=true;
extern int        AsiaStartTime=22;
extern int        AsiaEndTime=8;
extern bool       UseLondonTimeFilter=true;
extern int        LondonStartTime=8;
extern int        LondonEndTime=16;
extern bool       UseNewYorkTimeFilter=true;
extern int        NewYorkStartTime=13;
extern int        NewYorkEndTime=21;

bool              IsAsianSession=false;
bool              IsLondonSession=false;
bool              IsNewYorkSession=false;

*/

   
   IsAsianSession=false;
   IsLondonSession=false;
   IsNewYorkSession=false;

   int hours = TimeHour(TimeLocal());
   
   if (UseAsiaTimeFilter)
   {
      if (hours >= AsiaStartTime || hours <= AsiaEndTime) IsAsianSession=true;
   }//if (UseAsiaTimeFilter)

   if (UseLondonTimeFilter)
   {
      if (hours >= LondonStartTime && hours <= LondonEndTime) IsLondonSession=true;
   }//if (UseLondonTimeFilter)

   if (UseNewYorkTimeFilter)
   {
      if (hours >= NewYorkStartTime && hours <= NewYorkEndTime) IsNewYorkSession=true;
   }//if (UseLondonTimeFilter)


}// End void CheckTradingTimes()

#2,944
Jan 21, 2009 5:07am Jan 21, 2009 5:07am

pipbuilder
| Joined Jan 2008 | Status: I'll pip your face! | 40 Posts

Steve I am getting the following error (Scrolling over and over in logs)

06:02:50 KG RS GROUP V1.1 GBPJPY,Daily: unknown subwindow number -1 for ObjectCreate function
06:02:50 KG RS GROUP V1.1 GBPJPY,Daily: unknown subwindow number -1 for ObjectCreate function
06:02:50 KG RS GROUP V1.1 GBPJPY,Daily: unknown subwindow number -1 for ObjectCreate function
06:02:50 KG RS GROUP V1.1 GBPJPY,Daily: unknown subwindow number -1 for ObjectCreate function
06:02:50 KG RS GROUP V1.1 GBPJPY,Daily: unknown subwindow number -1 for ObjectCreate function
06:02:50 KG RS GROUP V1.1 GBPJPY,Daily: unknown subwindow number -1 for ObjectCreate function
06:02:50 KG RS GROUP V1.1 GBPJPY,Daily: unknown subwindow number -1 for ObjectCreate function
06:02:50 KG RS GROUP V1.1 GBPJPY,Daily: unknown subwindow number -1 for ObjectCreate function
06:02:50 KG RS GROUP V1.1 GBPJPY,H4: unknown subwindow number -1 for ObjectCreate function
06:02:50 KG RS GROUP V1.1 GBPJPY,H4: unknown subwindow number -1 for ObjectCreate function
06:02:50 KG RS GROUP V1.1 GBPJPY,H4: unknown subwindow number -1 for ObjectCreate function
06:02:50 KG RS GROUP V1.1 GBPJPY,H4: unknown subwindow number -1 for ObjectCreate function
06:02:50 KG RS GROUP V1.1 GBPJPY,H4: unknown subwindow number -1 for ObjectCreate function
06:02:50 KG RS GROUP V1.1 GBPJPY,H4: unknown subwindow number -1 for ObjectCreate function
06:02:50 KG RS GROUP V1.1 GBPJPY,H4: unknown subwindow number -1 for ObjectCreate function
06:02:50 KG RS GROUP V1.1 GBPJPY,H4: unknown subwindow number -1 for ObjectCreate function
06:02:50 KG RS GROUP V1.1 GBPJPY,H1: unknown subwindow number -1 for ObjectCreate function
06:02:50 KG RS GROUP V1.1 GBPJPY,H1: unknown subwindow number -1 for ObjectCreate function
06:02:50 KG RS GROUP V1.1 GBPJPY,H1: unknown subwindow number -1 for ObjectCreate function
06:02:50 KG RS GROUP V1.1 GBPJPY,H1: unknown subwindow number -1 for ObjectCreate function
06:02:50 KG RS GROUP V1.1 GBPJPY,H1: unknown subwindow number -1 for ObjectCreate function
06:02:50 KG RS GROUP V1.1 GBPJPY,H1: unknown subwindow number -1 for ObjectCreate function
06:02:50 KG RS GROUP V1.1 GBPJPY,H1: unknown subwindow number -1 for ObjectCreate function
06:02:50 KG RS GROUP V1.1 GBPJPY,H1: unknown subwindow number -1 for ObjectCreate function

It gives this error for each TF. I created a chart for each time frame thinking that might solve it but it hasn't.

I looked throughout the docs and I am pretty sure I have everything setup as needed. What am I doing wrong? My logs are growing at a rate of a MB every minute or so

Thanks in advance for any suggestions.

Chance favors the prepared mind...

#2,945
Jan 21, 2009 5:09am Jan 21, 2009 5:09am

sundog
| Joined Dec 2008 | Status: Trader | 409 Posts

Pipbuilder, put KG RS Group on the chart.. that should fix it

#2,946
Jan 21, 2009 5:13am Jan 21, 2009 5:13am

pipbuilder
| Joined Jan 2008 | Status: I'll pip your face! | 40 Posts

Quoting sundog

Disliked

Pipbuilder, put KG RS Group on the chart.. that should fix it

Ignored

Nevermind. I found the file I was putting the RS group indi's on. I missed the KG one. Should I remove all the others?

Chance favors the prepared mind...

#2,947
Jan 21, 2009 5:16am Jan 21, 2009 5:16am

pipbuilder
| Joined Jan 2008 | Status: I'll pip your face! | 40 Posts

Another quick question... In the ea settings I set manage tp and sl to false but it still places both when entering the trade.

Any idea why?

Chance favors the prepared mind...

#2,948
Jan 21, 2009 5:57am Jan 21, 2009 5:57am

cybernet69
| Membership Revoked | Joined Oct 2008 | 144 Posts

Steve.

You need to take into account the broker server time as an offset.

i.e. Alpari (UK) is UK+1 etc

#2,949
Jan 21, 2009 6:23am Jan 21, 2009 6:23am

SteveHopwood
| Commercial User | Joined Apr 2007 | 8,331 Posts

V3 is attached, with the trading time zones filter for basket trading.

I have coded this to work on you computer's local time, so make sure this is correct. As usual. please report bugs here.

Attached File(s)

KG Relative Strength EA V3.zip 692 KB | 707 downloads

#2,950
Jan 21, 2009 8:45am Jan 21, 2009 8:45am

cybernet69
| Membership Revoked | Joined Oct 2008 | 144 Posts

Steve.

You have if (hours >= AsiaStartTime || hours <= AsiaEndTime) IsAsianSession=true;

Shouldnt it be if (hours >= AsiaStartTime && hours <= AsiaEndTime) IsAsianSession=true;

??

#2,951
Jan 21, 2009 9:11am Jan 21, 2009 9:11am

sundog
| Joined Dec 2008 | Status: Trader | 409 Posts

Also Steve, even though I have the CHF, AUD, NZD turned off in the Triggers, they still show as enabled. and also validating a bunch of AUD trades, which it shouldn't.

Ciao

#2,952
Jan 21, 2009 9:14am Jan 21, 2009 9:14am

SteveHopwood
| Commercial User | Joined Apr 2007 | 8,331 Posts

Quoting cybernet69

Disliked

Steve.

You have if (hours >= AsiaStartTime || hours <= AsiaEndTime) IsAsianSession=true;

Shouldnt it be if (hours >= AsiaStartTime && hours <= AsiaEndTime) IsAsianSession=true;

??

Ignored

I reckon it needs both, to deal with the problem of trading hours crossing midnight. The code now reads:

Inserted Code

void CheckTradingTimes()
{
   // Sets the trading time filters


/*
extern bool       UseAsiaTimeFilter=true;
extern int        AsiaStartTime=22;
extern int        AsiaEndTime=8;
extern bool       UseLondonTimeFilter=true;
extern int        LondonStartTime=8;
extern int        LondonEndTime=16;
extern bool       UseNewYorkTimeFilter=true;
extern int        NewYorkStartTime=13;
extern int        NewYorkEndTime=21;

bool              IsAsianSession=false;
bool              IsLondonSession=false;
bool              IsNewYorkSession=false;

*/

   
   IsAsianSession=false;
   IsLondonSession=false;
   IsNewYorkSession=false;

   int hours = TimeHour(TimeLocal());

   if (UseAsiaTimeFilter)
   {
      if (AsiaStartTime > AsiaEndTime)
      {
         if (hours >= AsiaStartTime || hours <= AsiaEndTime) IsAsianSession=true;         
      }//if (AsiaStartTime > AsiaEndTime)
      else if (hours >= AsiaStartTime && hours <= AsiaEndTime) IsAsianSession=true; 
   }//if (UseAsiaTimeFilter)

   if (UseLondonTimeFilter)
   {
      if (LondonStartTime > LondonEndTime)
      {
         if (hours >= LondonStartTime || hours <= LondonEndTime) IsLondonSession=true;
      }//if (LondonStartTime > LondonEndTime)   
      else if (hours >= LondonStartTime && hours <= LondonEndTime) IsLondonSession=true;
   }//if (UseLondonTimeFilter)

   if (UseNewYorkTimeFilter)
   {
      if (LondonStartTime > LondonEndTime)
      {
         if (hours >= NewYorkStartTime || hours <= NewYorkEndTime) IsNewYorkSession=true;
      }//if (LondonStartTime > LondonEndTime)
      else if (hours >= NewYorkStartTime && hours <= NewYorkEndTime) IsNewYorkSession=true;
   }//if (UseLondonTimeFilter)


}// End void CheckTradingTimes()

#2,953
Jan 21, 2009 9:20am Jan 21, 2009 9:20am

SteveHopwood
| Commercial User | Joined Apr 2007 | 8,331 Posts

Quoting sundog

Disliked

Also Steve, even though I have the CHF, AUD, NZD turned off in the Triggers, they still show as enabled. and also validating a bunch of AUD trades, which it shouldn't.

Ciao

Ignored

I cannot replicate that - everything working fine. Would you like to post your set file?

#2,954
Jan 21, 2009 9:38am Jan 21, 2009 9:38am

sundog
| Joined Dec 2008 | Status: Trader | 409 Posts

It says its an invalid file. Any ideas?

#2,955
Jan 21, 2009 9:46am Jan 21, 2009 9:46am

sundog
| Joined Dec 2008 | Status: Trader | 409 Posts

ok, worked it out.

Attached File(s)

dailycross.set.zip 2 KB | 453 downloads

#2,956
Jan 21, 2009 10:03am Jan 21, 2009 10:03am

SteveHopwood
| Commercial User | Joined Apr 2007 | 8,331 Posts

Quoting sundog

Disliked

ok, worked it out.

Ignored

Your set file has the EA trading the DC with all triggers turned on. It worked fine when I loaded it into the EA.

#2,957
Jan 21, 2009 2:29pm Jan 21, 2009 2:29pm

junja
| Joined Oct 2008 | Status: Trader | 41 Posts

Hi Steve
$$$$ everyone
Thanks for your unbelievably plentiful and excellent contributions.
If you like, I could point you to some freely available code to handle time zones - quite a few eas have something of the sort. (You need to provide for differences between brokers - mt4 uses gmt in principle only.)
Junja

#2,958
Jan 21, 2009 5:06pm Jan 21, 2009 5:06pm

SteveHopwood
| Commercial User | Joined Apr 2007 | 8,331 Posts

Quoting junja

Disliked

Hi Steve
$$$$ everyone
If you like, I could point you to some freely available code to handle time zones - quite a few eas have something of the sort. (You need to provide for differences between brokers - mt4 uses gmt in principle only.)
Junja

Ignored

Yes please, Junja. I think I have the code sussed but that is only because it works for me on my machine. A look at what others have done would be great.

#2,959
Jan 21, 2009 5:16pm Jan 21, 2009 5:16pm

SteveHopwood
| Commercial User | Joined Apr 2007 | 8,331 Posts

Here is KG Relative Strength trading EA V4. I have ported some of the routines from MPTM that handle single trades. This makes it a complete auto-trader in all three strategies. Those of you familiar with MPTM will recognise the new inputs. Details in the user guide for those of you unfamiliar with MPTM.

This EA is a monster now - for sure I am glad I am not trying to make sense of the settings for the first time.

I think it is complete now, apart from tweaks as usage shows them to be needed.

Or, should I say; I think the EA is complete until another of you comes up with a bright trading idea that I cannot resist trading. We shall see.

Attached File(s)

KG Relative Strength EA V4.zip 719 KB | 1,266 downloads

#2,960
Jan 21, 2009 6:36pm Jan 21, 2009 6:36pm

sundog
| Joined Dec 2008 | Status: Trader | 409 Posts

Quoting SteveHopwood

Disliked

Your set file has the EA trading the DC with all triggers turned on. It worked fine when I loaded it into the EA.

Ignored

Ok thanks I see my error.

Also btw, does the new time filter apply only to the DC?

tks.

Trading Systems
/
Relative Strength Basket Trading System
Reply to Thread
- 1 146 147 Page 148 149 150 174
- 1 Page 148 174

2 traders viewing now

Options

Similar Threads

Relative Strength Basket Trading System