scooby-doo BOJ JPY pairs trading robot

Quoting hohgch

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RANSquawk is reporting that HSBC had $17 billion in loan exposure to UAE at the end of 2008 and foreign banks in general are up to their ears in some $47 billion of UAE debt.

Bloomberg is citing a JP Morgan report that Royal Bank of Scotland Group was Dubai World's biggest loan arranger over the last two years.

Rumor going around that Barclay's has some significant exposure to the Dubai situation.

The Emirates Banks Association lists the following institutions as being the largest foreign banks invested in the UAE:
HSBC $17bn
Standard Chartered...

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Quoting letizia

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Just started again to get same error as I got in post 3556. Another question, The pairs we are now using are GBPJPY, and EURJPY. Would adding another pair such as AUDJPY to the list cause the ea to generate those errors?

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Quoting Jefftrader

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I get the same error, you are not alone...

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Quoting SteveHopwood

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In time for market opening after the weekend, I am going to add code to ensure the Original only takes 1 pre-open/close trade and conforms to the lower tf rs value moving out of the overbought/sold area before taking the trades.

I will try to get the hedging stuff finished, but this is not a priority given the method the Original robot trades.

Re hedging, here is a knotty little problem I can't get my head around, so I would appreciate some help. watube would be grateful as well, as it addresses a problem he has with the KG robot.

Most criminals...

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newVal = 217 - (217 MOD 5) = 217 - 2 = 215 
// == 2.15 when converted back to float

or

newVal = i1 - (i1 % i2);

//convert newVal back to float, normalize to proper number of decimals

Quoting scooby-doo

Disliked

Is there a problem with strategy tester or is there something wrong with the following as it processes order outside of the hours below ?

extern int Market.Hour.Start = 22;
extern int Market.Hour.Stop = 8;

if(TimeHour(TimeLocal()) >= Market.Hour.Stop && TimeHour(TimeLocal()) < Market.Hour.Start)
{
Comment("nTrading disabled.","n","nReason: Outside of trading hours.");
return(0);
}

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extern int Market.Hour.Start = 22;
extern int Market.Hour.Stop  = 8;


// main code
if (!IsMarketHours()) {
   Comment("nTrading disabled.","n","nReason: Outside of trading hours.");
   return (0);
}


bool IsMarketHours()
{
   if (Market.Hour.Start <= Market.Hour.Stop) {
      if (TimeHour(TimeLocal()) >= Market.Hour.Start && TimeHour(TimeLocal()) < Market.Hour.Stop)
         return (true);
   }
   
   // if start not less than equal to stop, it must be greater than
   if ((TimeHour(TimeLocal()) >= Market.Hour.Start) || (TimeHour(TimeLocal()) >= 0 && TimeHour(TimeLocal()) < Market.Hour.Stop))
      return (true);
      
   return (false);
}

Quoting ikdenk

Disliked

BOJ sells XJ at Tokyo open, start of business day. Selling XJ is the same as buying Yen, thereby increasing its value, making it stronger.

This is good for importers buying during their business day, getting more oil for their Yen.

BOJ buys XJ at Tokyo close, end of business day. Buying XJ is the same as
selling Yen, thereby decreasing its value, making it weaker.

This is good for exporters being paid during their clients' business day in London and New York e.g., getting more Yen for their Euros and Green backs.

And it doesn't even have...

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Quoting fxjedi

Disliked

Hi Scooby,

try something like this and let me know if it works, you need some edge case logic to deal with the start time being > than the end time

[code]
extern int Market.Hour.Start = 22;
extern int Market.Hour.Stop...

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Quoting scooby-doo

Disliked

Still doesnt work in Strategy Tester as it is placing trades at 11.45am, 2.25pm, 3.15pm etc.

The strange thing is that my code works in my expert when I run it live but not in ST.

Weird sh!t

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Quoting fxjedi

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Oh oops sorry Scooby, classic mistake I should have caught this before I wrote that code and told you to try it.

The MQL time functions TimeLocal, and TimeCurrent always return the current time not the time of the leading candle or of the the simulation.

In order to make this work in the strategy tester you need to make your comparisons against the timestamp of the leading candle.

ie Time[0]

and then I think it will work.

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Quoting fxjedi

Disliked

Hi Steve,

well this is a simple idea and maybe you've already considered it but how about something like this, convert values to integer then

Inserted Code

newVal = 217 - (217 MOD 5) = 217 - 2 = 215 
// == 2.15 when converted back to float

or

newVal = i1 - (i1 % i2);

//convert newVal back to float, normalize to proper number of decimals

Minimum lot step can always be entered by the user as a parameter if required as well.

Be careful with the types going from float to int and back again to make sure there is no accidental truncation.

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Quoting SteveHopwood

Disliked

In time for market opening after the weekend, I am going to add code to ensure the Original only takes 1 pre-open/close trade and conforms to the lower tf rs value moving out of the overbought/sold area before taking the trades.

I will try to get the hedging stuff finished, but this is not a priority given the method the Original robot trades.

Re hedging, here is a knotty little problem I can't get my head around, so I would appreciate some help. watube would be grateful as well, as it addresses a problem he has with the KG robot.

Most criminals...

Ignored

Quoting stovedude

Disliked

Another good solution is to use this equation:

mathfloor (Lots/Lotstep) x lotstep. This will round down to an acceptable lot step (divisible by .05 or whatever). Example: 2.17 will then be 2.15

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