scooby-doo BOJ JPY pairs trading robot | Page 126 | Forex Factory

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scooby-doo BOJ JPY pairs trading robot

  • #2,501
  • Nov 17, 2009 3:46pm Nov 17, 2009 3:46pm
Latest updates in post 1. They attempt to address the issue of trades sometimes going missing from the basket and try to force a re-send of missing trades.

This is one of those niggling little thingies that can fall foul of the law of unintended consequences. If not quite right yet, it will be soon.

  • #2,502
  • Nov 17, 2009 3:46pm Nov 17, 2009 3:46pm
Quoting smjones
The reason you cannot backtest this EA with Strategy tester is because metatrader cannot not keep track of more than one currency in the test mode. I and others have explained this before....
Where did you get your japanese candle program from?
  • #2,503
  • Nov 17, 2009 3:47pm Nov 17, 2009 3:47pm
Would it be good to have an option in the EA's to not look at the real balance but to input a balance?
So we could limit it to trading for example $1000, while your balance could be higher? (or lower if you want to..) This way we don't have the problem with the ratio's from the fixed lot size option.
(sorry for my bad english.)
  • #2,504
  • Nov 17, 2009 3:49pm Nov 17, 2009 3:49pm
Quoting e-piphany
Where did you get your japanese candle program from?
From my post three posts up:

If you want to back test it, write a JPY candle program like I did

I asked if this was needed early on in the thread and there was no interest for it and as there would be some considerable effort to make it auto scale, I decided to keep it manually scaling and use it for myself.
  • #2,505
  • Nov 17, 2009 3:50pm Nov 17, 2009 3:50pm
about producing one candle based on average of opposing currencies vs JPY. Managed to confuse myself. I am sure you have a better handle on this idea than I do.
Vincit qui se vincit.
  • #2,506
  • Nov 17, 2009 3:50pm Nov 17, 2009 3:50pm
Quoting weetikveel
Would it be good to have an option in the EA's to not look at the real balance but to input a balance?
So we could limit it to trading for example $1000, while your balance could be higher? (or lower if you want to..) This way we don't have the problem with the ratio's from the fixed lot size option.
(sorry for my bad english.)
Did you read my post about minimum amount to use with this system is 2500 of base currency on a standard account ?
  • #2,507
  • Nov 17, 2009 3:54pm Nov 17, 2009 3:54pm
Quoting scooby-doo
Did you read my post about minimum amount to use with this system is 2500 of base currency on a standard account ?
Yes i did, i'm just demoing at this point untill i'm comfortable enough with it. It's just an example (although it would've been better to use the $2500 in this example). I think (if it's doable) it would be a nice addition to the ea. What's you opinion about it?
  • #2,508
  • Nov 17, 2009 3:57pm Nov 17, 2009 3:57pm
NVM - Mistake
24 hours in a day – 24 bottles of beer in a case – Coincidence? I think not
  • #2,509
  • Nov 17, 2009 4:10pm Nov 17, 2009 4:10pm
Quoting Fredella
Steve,

it might be that the following is missing at the end of the NewsFilterCheck() method:

if (NewsTime) return (true);

I believe without this the method always returns false?

I've done a test just now with a local xml file and it seems to suspend now whereas it didn't before.

Let me know.

Fredella
Cheers. I don't really understand. Granted, the bool NewsFilterCheck() should be a void function because NewsTime is declared in the general definitions section.

NewsFilterCheck() sets NewsTime to either true or false. From there, start() uses the construct:
Inserted Code
   if (NewsTime)
   {
      ScreenMessage = StringConcatenate(Gap, "Trading suspended because of news item", NL);
      Comment(ScreenMessage);
      return;
   }//if (NewsTime)

Sing out if you think I have missed something.

Thanks

  • #2,510
  • Nov 17, 2009 4:16pm Nov 17, 2009 4:16pm
I have EA 2.5 on IBFX demo and mini live. Interesting to see if there is difference betwen demo and live.

elovv
  • #2,511
  • Nov 17, 2009 4:20pm Nov 17, 2009 4:20pm
Quoting Elovv
I have EA 2.5 on IBFX demo and mini live. Interesting to see if there is difference betwen demo and live.

elovv
There is a difference. For one thing, the live version the spreads vary. Demo does not vary on spread even at news.

The live news feed is not delayed like the demo and The execution is more touchy on the live account. I always have my slippage set a 3pips and have never had any problem with re quotes on the live account after that.
  • #2,512
  • Nov 17, 2009 4:24pm Nov 17, 2009 4:24pm
Quoting smjones
There is a difference. For one thing, the live version the spreads vary. Demo does not vary on spread even at news.

The live news feed is not delayed like the demo and The execution is more touchy on the live account. I always have my slippage set a 3pips and have never had any problem with re quotes on the live account after that.
There is no slippage settings on this EA. I have max spread=10.

But interesting to compare the result after a couple of weeks. I have never traded EA´s. A funny new word.

Elovv
  • #2,513
  • Nov 17, 2009 4:25pm Nov 17, 2009 4:25pm
Quoting Keith
Hello,
First of all, It's really an interesting and helpful thread. Thanks to all contributors.

I've downloaded the latest version of EA from 1 post

I live in GMT + 7. Here are inputs from Journal tab

2009.11.18 02:34:23...
Thanks Keith.

Dividing a number by zero is impossible in the 'real' world. 26 / 0 = ???

This is a bug that stops a mql4 ea dead in its tracks but does not throw up a visible error.

I shall look into this tomorrow.

Cheers

  • #2,514
  • Nov 17, 2009 4:26pm Nov 17, 2009 4:26pm
Quoting vinesh
keith,
This EA does not backtest.
Ahh, missed Keith was talking about backtesting. Cheers vinesh, saves me a bit of angst tomorrow.
  • #2,515
  • Nov 17, 2009 4:28pm Nov 17, 2009 4:28pm
Quoting Pippopotamus
about producing one candle based on average of opposing currencies vs JPY. Managed to confuse myself. I am sure you have a better handle on this idea than I do.
I think I just got what you are saying, and I think we are both right and this is why:

You are talking about a JPY candle, which removes the XXX from the price and thus when the aggregate of the XXXJPY pairs is declining, your JPY candle would be increasing, because it is the base or second currency in the pairs.

Mine is a XXXJPY candle, (although it would be fairly easy to strip out the first currencies) The reason mine is set up like that, is because we are trading the aggragate of all of the XXXJPY pairs, not the currency JPY. So, I wanted a visual way of representing the XXXJPY aggregate the same way the GroupRSI sees the pairs. So we are actually talking about slightly different approaches. I think you are referring to the currency Yen and I am referring to the XXXJPY pairs.
  • #2,516
  • Nov 17, 2009 4:29pm Nov 17, 2009 4:29pm
Quoting dryclean
OMG
I think it has been over 24 hours with out an update
you mean we are still on v2.5 I can't believe it.
  • #2,517
  • Nov 17, 2009 4:32pm Nov 17, 2009 4:32pm
Quoting SteveHopwood
Ahh, missed Keith was talking about backtesting. Cheers vinesh, saves me a bit of angst tomorrow.
Yes, this is part of my post on the last page. No need to persue this any further.

Quote
PS, the reason for the zero divide error, is because when MT4 cannot find a currency price, it returns a 0 (ZERO) instead and the tester can only find the price of the currency the EA is running on.
  • #2,518
  • Nov 17, 2009 4:34pm Nov 17, 2009 4:34pm
Hope we get a setup now, 1h was co-operating but the 15 min still in lala land.
  • #2,519
  • Nov 17, 2009 4:43pm Nov 17, 2009 4:43pm
I just did some analysis on Yen, looks like we are set to go up.. I have put my 24/5 ea on buy only, I feel this sort of manual intervention is required .
  • #2,520
  • Nov 17, 2009 4:43pm Nov 17, 2009 4:43pm
Hi Steve,

I am using BoJ V2.5 but do not seem to be able to switch off the Medium impact news releases. I only want the High Impact releases to be used by the robot.

I have tried adding FFCal Scoobs to a chart and then changing the input so that Medium impact is set to false. The screen message is then correct but the robot still uses the medium release. Have also tried changing the Medium impact to false in the mq4 file and recompiling, but no difference.

Any ideas?
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