Dislikedvidal,
I had all single filters and the triple filter ON.
Also, ATR TP and SL were ON.
I hope we'll be able to identify this pattern (if there's any) for both London and NY openings.Ignored
"Keep your eyes on the helpers" - Mr. Rogers
Slingshot 30M & 1H - The 2nd Coming......
- #921
- Feb 25, 2009 7:50pm Feb 25, 2009 7:50pm
- Joined Oct 2007 | Status: I'm on a 10 year plan. | 4,309 Posts
"Keep your eyes on the helpers" - Mr. Rogers
- #922
- Feb 25, 2009 7:56pm Feb 25, 2009 7:56pm
- Joined Oct 2007 | Status: I'm on a 10 year plan. | 4,309 Posts
YOu are awesome man 
. It is great have you around.
. It is great have you around.Inspired by the presentation of results by hsa, my results for today are attached. The data shows one trade still opened but as I was typing this it closed. I finished the day at -$6.00
Gary
"Keep your eyes on the helpers" - Mr. Rogers
- #924
- Feb 25, 2009 8:03pm Feb 25, 2009 8:03pm
- Joined Oct 2007 | Status: I'm on a 10 year plan. | 4,309 Posts
Hey Damon -
Very good analyses. Do you want a quick change in the closing as you described below (with a new ea version posted) or do you want to continue testing the current version?
Gary
"Keep your eyes on the helpers" - Mr. Rogers
- #927
- Feb 25, 2009 8:29pm Feb 25, 2009 8:29pm
- Joined Oct 2007 | Status: I'm on a 10 year plan. | 4,309 Posts
I know Dibanos was using the HMA with good results... see post #413 & #493.
"Keep your eyes on the helpers" - Mr. Rogers
Damon -
First, let me be sure I understand what your suggestion is and, second, let me present an issue or two to think about whether the 'positives' of doing this outweights the 'negatives'.
When I read about closing a trade based on a 'profit' calculated at the end of a bar and not the opening of the next bar, here what comes to mind. If price action is brisk and there are lots of ticks with little time between them, then the difference between the close of one bar and the open of the next is generally small (commonly 1 pip). Where I see the problem, is when there is significant price differences between the close of a bar and the open of the next which is negatively changing the profit in the trades you were mentioning. These larger price changes between closing of bar 1 and opening of bar 2 are commonly accompanied by longer time spans between ticks.
As you know, we don't know when the last tick of a bar or the first tick in a new bar is going to happen in real time. Lets, for sake of discussion, say that the lag time was 20 seconds or more. In order to know if the last price value was "the last" one in a bar, we would have to write some code that refreshes our charts automatically every second so we are tracking the last value in real time and know for sure that its "the last" one. Following our example, if the last tick in the bar was 20 seconds before the end of the bar, we would be tracking (refreshing) our data so that in real time we knew the final price even though no new tick data had occurred (= bar hasn't closed and new one hasn't opened on the chart). In Metatrader and as the ea is written, we trigger our trades against 'chart time' and not real time. Chart time is only changed when a tick occurs.
So, the 'positives' of doing this is a function(s) that refreshes our chart data in real time so we can determine the last tick value - we would use this bar close price determined in real time to determine profit and whether to then close a trade. A large 'negative' of doing this will be significantly increased CPU time, even worse for multiple charts. If this is correct, it may be a very high price to pay for a ??? gain in pips.
I haven't thought about this long enough or in enough detail to be sure what I've said is absolutely correct. It's some quick and simple thoughts that crossed my mind as I thought about an approach to use in writing the code. Some of the much brighter minds on the team will set me straight soon enough. However, until we are sure about the positives vs negatives of doing this, I think we need to stay with the current approach until we get some feedback. I may be working on old notions and information....Lord knows I've been wrong enough on this ea that being corrected once again is quite possible. Who knows, with a little more effort (and sleep) I might even correct myself?!
Gary
First, let me be sure I understand what your suggestion is and, second, let me present an issue or two to think about whether the 'positives' of doing this outweights the 'negatives'.
When I read about closing a trade based on a 'profit' calculated at the end of a bar and not the opening of the next bar, here what comes to mind. If price action is brisk and there are lots of ticks with little time between them, then the difference between the close of one bar and the open of the next is generally small (commonly 1 pip). Where I see the problem, is when there is significant price differences between the close of a bar and the open of the next which is negatively changing the profit in the trades you were mentioning. These larger price changes between closing of bar 1 and opening of bar 2 are commonly accompanied by longer time spans between ticks.
As you know, we don't know when the last tick of a bar or the first tick in a new bar is going to happen in real time. Lets, for sake of discussion, say that the lag time was 20 seconds or more. In order to know if the last price value was "the last" one in a bar, we would have to write some code that refreshes our charts automatically every second so we are tracking the last value in real time and know for sure that its "the last" one. Following our example, if the last tick in the bar was 20 seconds before the end of the bar, we would be tracking (refreshing) our data so that in real time we knew the final price even though no new tick data had occurred (= bar hasn't closed and new one hasn't opened on the chart). In Metatrader and as the ea is written, we trigger our trades against 'chart time' and not real time. Chart time is only changed when a tick occurs.
So, the 'positives' of doing this is a function(s) that refreshes our chart data in real time so we can determine the last tick value - we would use this bar close price determined in real time to determine profit and whether to then close a trade. A large 'negative' of doing this will be significantly increased CPU time, even worse for multiple charts. If this is correct, it may be a very high price to pay for a ??? gain in pips.
I haven't thought about this long enough or in enough detail to be sure what I've said is absolutely correct. It's some quick and simple thoughts that crossed my mind as I thought about an approach to use in writing the code. Some of the much brighter minds on the team will set me straight soon enough. However, until we are sure about the positives vs negatives of doing this, I think we need to stay with the current approach until we get some feedback. I may be working on old notions and information....Lord knows I've been wrong enough on this ea that being corrected once again is quite possible. Who knows, with a little more effort (and sleep) I might even correct myself?!
Gary
- #934
- Feb 25, 2009 11:08pm Feb 25, 2009 11:08pm
- Joined Oct 2007 | Status: I'm on a 10 year plan. | 4,309 Posts
"Keep your eyes on the helpers" - Mr. Rogers
- #935
- Edited 11:21pm Feb 25, 2009 11:10pm | Edited 11:21pm
- Joined Oct 2007 | Status: I'm on a 10 year plan. | 4,309 Posts
Hey Gary....
It doesn't matter how long it takes for the next tick really. When the new bar opens, the EA just reads whether the trade was in profit or B/E at the close of the last bar. If it was, it closes the trade where it is. The next tick, could be a minute and that would be fine.
It doesn't matter how long it takes for the next tick really. When the new bar opens, the EA just reads whether the trade was in profit or B/E at the close of the last bar. If it was, it closes the trade where it is. The next tick, could be a minute and that would be fine.
Damon -
First, let me be sure I understand what your suggestion is and, second, let me present an issue or two to think about whether the 'positives' of doing this outweights the 'negatives'.
When I read about closing a trade based on a 'profit' calculated at the end of a bar and not the opening of the next bar, here what comes to mind. If price action is brisk and there are lots of ticks with little time between them, then the difference between the close of one bar and the open of the next is generally small (commonly 1 pip). Where I see the...
"Keep your eyes on the helpers" - Mr. Rogers
- #937
- Feb 25, 2009 11:17pm Feb 25, 2009 11:17pm
- Joined Oct 2007 | Status: I'm on a 10 year plan. | 4,309 Posts
Another words. What you have marked as bar #1 at 13:30 is my bar at 11:30. So, for all my times, just add 2 hours to them and we will be on the same bar.
The bar with the arrow below is my 13:30 bar. I see there are some differences in price action as well, as this was not a entry bar for you as it was for me. The 16:30 bar is mt next entry bar and was also your 18:30 trading area.
The bar with the arrow below is my 13:30 bar. I see there are some differences in price action as well, as this was not a entry bar for you as it was for me. The 16:30 bar is mt next entry bar and was also your 18:30 trading area.
Hey Black Wolf....you need to calculate that you are GMT +2 and I am GMT.
"Keep your eyes on the helpers" - Mr. Rogers
