scooby-doo BOJ JPY pairs trading robot | Page 130 | Forex Factory

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scooby-doo BOJ JPY pairs trading robot

  • #2,581
  • Edited 3:32am Nov 18, 2009 3:19am | Edited 3:32am
Quoting DXTrade
Wow... blocked in Scoobys thread... and I haven't even asked for the daylight savings in Siberia!

Well, never mind... take care guys and thanks for everything Steve!
Will follow in silence!
Thought you would be able to post - 7 vouchers - pretty good, maybe its the picture.
The Scooby-doo is a bit of a dog you know - lol.
But Scoobs has gone to Nippon land with his bag of bones.
Just hope he brings them back next week & posts some more.

cheers scalpz
Target 2 : Stoploss in the green
  • #2,582
  • Nov 18, 2009 3:33am Nov 18, 2009 3:33am
I think I have found the source of the rogue trades this morning. The most likely possibility is that I forgot to rename the Overbought and Oversold globals in the 24H version.

What probably happened is this:

 

  1. Running both robots on the same demo.
  2. 24H version found the correct conditions to set an Oversold global during the 'official' Buy period..
  3. 'Proper' robot came across the global, found conditions just right for trading, yelled, "Yippee, some trades." and sent the Sell basket.
  4. A couple of minutes later, the 24H robot reset the global, found conditions just right..................................

So, I got two Sell baskets opened within a couple of minutes of one another.

You guys whose 'proper' robot sent the erroneous Sell basket, can you confirm that you were running both robots on the same demo?

  • #2,583
  • Edited 4:07am Nov 18, 2009 3:40am | Edited 4:07am
Quoting SteveHopwood
I think I have found the source of the rogue trades this morning. The most likely possibility is that I forgot to rename the Overbought and Oversold globals in the 24H version.

What probably happened is this:
[list][*]Running both robots on the same demo.[*]24H version found the correct conditions to set an Oversold global during the 'official' Buy period..[*]'Proper' robot came across the global, found conditions just right for trading, yelled, "Yippee, some trades." and sent the Sell basket.[*]A couple of minutes later, the...
Steve,

I am running the 'proper' robot on a clean demo account with no other EA's present and did not get any trades last night or this morning. News filter is set to Off until I can hack it so that it only uses High Impact releases.

Here is the history

http://www.myfxbook.com/members/macm...ention-ea/6024

Hope this helps ...

P.S.
Can you vouch for me 9 times so that I will then have 11 vouchers. I can then nip over to Scoobys thread and I will have enough vouchers to be able to ask a question about which time zone I should be using .....
  • #2,584
  • Nov 18, 2009 3:50am Nov 18, 2009 3:50am
Quoting macman
Steve,

I am running the 'proper' robot on a clean demo account with no other EA's present and did not get any trades last night or this morning. News filter is set to Off.

Here is the history

http://www.myfxbook.com/members/macm...ention-ea/6024

Hope this helps ...
Yes it does; thanks. Given that zzrnbm spotted the blunder that allowed the 'proper' bot to send trades in the wrong direction and I corrected this, the most likely cause of the wrong trades is cross-contamination. That yours took no trades last night or this morning helps confirm that.

  • #2,585
  • Nov 18, 2009 3:58am Nov 18, 2009 3:58am
Quote:
Originally Posted by DXTrade http://cdn.forexfactory.com/images/buttons/viewpost.gif
Wow... blocked in Scoobys thread... and I haven't even asked for the daylight savings in Siberia!

Well, never mind... take care guys and thanks for everything Steve!
Will follow in silence! http://cdn.forexfactory.com/images/s.../yim/happy.gif


Quoting scalpz
Thought you would be able to post - 7 vouchers - pretty good, maybe its the picture.
The Scooby-doo is a bit of a dog you know - lol.
But Scoobs has gone to Nippon land with his bag of bones.
Just hope he brings them back next week & posts some more.

cheers scalpz
DX - you are not alone -

You need a minimum of 11 vouchers to post in Scoobys new thread.

Warren Buffett didn't make it either ....
  • #2,586
  • Nov 18, 2009 3:59am Nov 18, 2009 3:59am
Hi Steve been a bit out of the loop just spend an hour catching up from page 130 and on

I dont really feel comfortable asking anything anymore however i must try since i just cant seem to find the answer to my question.

In 2.6 how do I manually issue a sell or buy basket? Right now i am basically using the older version for this cause i cant figure out how to do it
  • #2,587
  • Nov 18, 2009 4:01am Nov 18, 2009 4:01am
Steve,

I have been doing some backward research and analysis.

The odd ball currency in the basket seems to be AUDJPY, it also has the lowest correlation factor compared to the others in the group.

I think you can get away with just blocking trades based on AUD and JPY economic news. Obviously the other rules stay in place.

This assumes that people are only ever sending AUDJPY, CHFJPY, EURJPY, GBPJPY and USDJPY.

Cheers

Scoobs

PS. My flight is at 9.00pm tonight.
  • #2,588
  • Nov 18, 2009 4:03am Nov 18, 2009 4:03am
Quoting Ervichov
Hi Steve been a bit out of the loop just spend an hour catching up from page 130 and on

I dont really feel comfortable asking anything anymore however i must try since i just cant seem to find the answer to my question.

In 2.6 how do I manually issue a sell or buy basket? Right now i am basically using the older version for this cause i cant figure out how to do it
Double-click the relevant label so it is surrounded by a white rectangle, then drag it anywhere else on the chart.

At the next tick, the robot detects the label has been moved, than carries out the relevant function. You will see the label replace itself.

_________________________________________

Just looking at the news thingy, guys.

  • #2,589
  • Nov 18, 2009 4:04am Nov 18, 2009 4:04am
Quoting macman
Quote:
Originally Posted by DXTrade http://cdn.forexfactory.com/images/buttons/viewpost.gif
Wow... blocked in Scoobys thread... and I haven't even asked for the daylight savings in Siberia!

Well, never mind... take care guys and thanks for everything Steve!
Will follow in silence! http://cdn.forexfactory.com/images/s.../yim/happy.gif




DX - you are not alone -

You need a minimum...
LOL... so this will be a chat between Steve, Scooby, Twee and Cobraforex
"The only successful substitute for brains is silence."
  • #2,590
  • Nov 18, 2009 4:04am Nov 18, 2009 4:04am
Quoting scooby-doo
Steve,

I have been doing some backward research and analysis.

The odd ball currency in the basket seems to be AUDJPY, it also has the lowest correlation factor compared to the others in the group.

I think you can get away with just blocking trades based on AUD and JPY economic news. Obviously the other rules stay in place.

This assumes that people are only ever sending AUDJPY, CHFJPY, EURJPY, GBPJPY and USDJPY.

Cheers

Scoobs

PS. My flight is at 9.00pm tonight.
Cheers for this. Brilliant. I will update the code - just looking at it right now.

  • #2,591
  • Nov 18, 2009 4:06am Nov 18, 2009 4:06am
Quoting SteveHopwood
Double-click the relevant label so it is surrounded by a white rectangle, then drag it anywhere else on the chart.

At the next tick, the robot detects the label has been moved, than carries out the relevant function. You will see the label replace itself.

_________________________________________

Just looking at the news thingy, guys.

wow that is awesome !!!

|THANK YOU
  • #2,592
  • Nov 18, 2009 4:10am Nov 18, 2009 4:10am
Quote:
Originally Posted by macman http://cdn.forexfactory.com/images/buttons/viewpost.gif
Quote:
Originally Posted by DXTrade http://cdn.forexfactory.com/images/buttons/viewpost.gif
Wow... blocked in Scoobys thread... and I haven't even asked for the daylight savings in Siberia!

Well, never mind... take care guys and thanks for everything Steve!
Will follow in silence! http://cdn.forexfactory.com/images/s.../yim/happy.gif




DX - you are not alone -

You need a minimum...


Quoting DXTrade
LOL... so this will be a chat between Steve, Scooby, Twee and Cobraforex
How did Scooby manage to get in there? - he only has 7 vouchers
  • #2,593
  • Nov 18, 2009 4:11am Nov 18, 2009 4:11am
Quoting Ervichov
wow that is awesome !!!

|THANK YOU
Isn't it just? Thank matrixebiz - 'tis his code.

  • #2,594
  • Nov 18, 2009 4:14am Nov 18, 2009 4:14am
Quoting SteveHopwood
Isn't it just? Thank matrixebiz - 'tis his code.

I am seriously loving how everyone brings their code/ideas and this robot is quickly becoming the most fascinating EA on FF.

Thank you all for you hard work I am beginning to feel not worthy ...
  • #2,595
  • Edited 4:33am Nov 18, 2009 4:20am | Edited 4:33am
Quoting SteveHopwood
Cheers for this. Brilliant. I will update the code - just looking at it right now.

Steve,

You will need to have the RSI values as 80/20 HTF and 90/10 LTF just to play safe.

Also, we need to check the news for a primary/seconday and vice versa in the group.

So, we need to check AUDJPY and USDJPY or meaning AUD, USD and JPY for economic news.


Scoobs.
  • #2,596
  • Nov 18, 2009 4:39am Nov 18, 2009 4:39am
For the coders, updated versions with bug-fixes and enhanced new-filtering are in post 1 - I haven't updated the text in the post yet. The relevant input is NewsImpact - defaults to 3 i.e. 'High' impact. It appears to be working ok - at the time of writing, there is some medium impact GBP news pending, so the 24H version is ignoring it, then shuts down when I change the setting to 2.

Non-coders may as well wait a while in case something else crops up.

Quick question: the robot sends a call to FFCal Scoobs once a minute. Shall I change this to once every 5 minutes to cut down unnecessary calls? That is one of those logic thingys that I have a tough time getting my head around.

  • #2,597
  • Nov 18, 2009 4:44am Nov 18, 2009 4:44am
Quoting scooby-doo
Steve,

You will need to have the RSI values as 80/20 HTF and 90/10 LTF just to play safe.

Also, we need to check the news for a primary/seconday and vice versa in the group.

So, we need to check AUDJPY and USDJPY or meaning AUD, USD and JPY for economic news.


Scoobs.
Gotcha.

Guys, this means the news filter code needs a bit more attention, but play around with the existing versions anyway just to get a feel.

  • #2,598
  • Nov 18, 2009 4:55am Nov 18, 2009 4:55am
I renamed the globalvariables xxxxGv with xxxxxGV2 in the 24h version (v1.3). My surprise is when I check on the Mt4 platform tools>>GlobalVariables, I do not find any for this 2 Eas GV.
Very strange because the 2 ea working well : the 24h send 1 sell basket this morning, another sell basket yesterday evening, normal version didn't trade so far (I started this 2 bots yesterday afternoon)
  • #2,599
  • Nov 18, 2009 4:55am Nov 18, 2009 4:55am
Quoting SteveHopwood
Gotcha.

Guys, this means the news filter code needs a bit more attention, but play around with the existing versions anyway just to get a feel.

The only thing left todo is to somehow detect when there is a run on the Yen for some reason. This happend last week in the early hours (GMT) whereby the Bank of Taiwan tried too devalue JPY. Ofcourse they failed long term but in the short term it would have probably caused everyone's SL to be triggered.

This has nothing todo with economic news as such so it cant be easily spotted. But, i am hoping to discuss this with traders in Tokyo when I get there.

In case anyone is wondering.... My trading floor could have survived huge DD (to normal folk) as it would have been insignificant on the scale of things and the system would have hedged the carry trade until the Yen restored its value. This would be difficult for retail traders todo as you would have to pay and overcome a double spread.

Scoobs.
  • #2,600
  • Nov 18, 2009 4:57am Nov 18, 2009 4:57am
Updated the news filter code in both robots to include UJ.

Another logic fuzz guys. Help, coders. The robot needs to check, say, for GBP news. Can I simply send a call to FFCal Scoobs using GBPJPY as the parameter, or does it have to be specifically "GBP"? Or doesn't it matter?

Helllllllllllllllllllllllllppppppppppppppppp
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