scooby-doo BOJ JPY pairs trading robot | Page 186 | Forex Factory

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scooby-doo BOJ JPY pairs trading robot

  • #3,701
  • Dec 1, 2009 8:50am Dec 1, 2009 8:50am
Quoting SteveHopwood
4 digit or 5 digit criminal?

Hi Steve

That would be a 5 digit blood-sucker:

GoMarkets (aus)

Thanks

hatter
  • #3,702
  • Dec 1, 2009 9:04am Dec 1, 2009 9:04am
Well I accidently forgot to load my set file for the Orignal v1.2 and it just took a trade. In and out in under a minute.

Worked fine.
  • #3,703
  • Dec 1, 2009 9:06am Dec 1, 2009 9:06am
Quoting hatter1000
Hi Steve

That would be a 5 digit blood-sucker:

GoMarkets (aus)

Thanks

hatter
Hmmmm. Can't see anything wrong.

  • #3,704
  • Dec 1, 2009 9:12am Dec 1, 2009 9:12am
Quoting Jimbop
Forcing sell baskets Mon-Thurs night 530pm EST from November 12th through tonight, account started at $2890 ish TP at $100 (once raised to $150 and it also hit) but I went back to $100 (didnt trade Thanksgiving)

Havent seen the Basket below -$100 (figured on -200 for SL but hasnt been an issue) here are the results..

Thanks for the Great system!
I've been noticing GY UY hit their hiatus about 3-4pm EST time last week or so (I have taken GY sells at that time) I think tonight I'll start the BOJ robot at 5pm EST time and see what happens (with the BOJ "official announcement" I might hosed...) Or maybe adjust the TF to allow for 4 hours instead of 2.
  • #3,705
  • Dec 1, 2009 10:14am Dec 1, 2009 10:14am
Attached Images
  • #3,706
  • Dec 1, 2009 12:41pm Dec 1, 2009 12:41pm
I had an extremely fast basket trade yesterday during the Tokyo close session at 06.40 GMT, in and out in less than a minute with a 10% loss to (demo) account.

I run version 3[1] of the original, without hedging because of IBFX.

Now could this be the broker fooling around or is that just one of those things? The entry conditions seem to have been okay.

Or is it time to upload a more recent version? This download is at least a week old - prehistoric really in terms of this thread.
  • #3,707
  • Dec 1, 2009 1:12pm Dec 1, 2009 1:12pm
Quoting ikdenk
I had an extremely fast basket trade yesterday during the Tokyo close session at 06.40 GMT, in and out in less than a minute with a 10% loss to (demo) account.

I run version 3[1] of the original, without hedging because of IBFX.

Now could this be the broker fooling around or is that just one of those things? The entry conditions seem to have been okay.

Or is it time to upload a more recent version? This download is at least a week old - prehistoric really in terms of this thread.
What was your TP set too ?
What was your SL set too ?
Is your broker 4 or 5 digit ?
  • #3,708
  • Edited 3:27pm Dec 1, 2009 2:03pm | Edited 3:27pm
Hello,

Picked this up on another thread (Strat's), thought it may be of interest here.

http://bloomberg.com/apps/news?pid=2...d=a0UHaYFupBAE

Regards,
  • #3,709
  • Dec 1, 2009 2:59pm Dec 1, 2009 2:59pm
Quick question for Steve and Scooby:

If you have 2 pairs for trading (GBPJPY and EURJPY) would it be worth looking at not only the correlation between those pairs at the time of the trade signal, but at the correlation of what used to be the whole basket?

So right now it seems like if you have two pairs to trade it checks to see if those two are correlated highly and if it is it goes ahead. However, I am wondering whether there is a case for saying that if the basket of 5 original pairs is not well correlated, then even if those two pairs you are going to trade are, it is better not to trade, as the JPY pairs as a whole are clearly not in lockstep.

So the process would be:

1. Check for signal.
2. If there is a signal, check to see if the five original pairs are correlated to the right degree. (I think you were working on 0.7 as the threshold if I remember rightly).
3. If these 5 pairs are correlated, then ensure that the two trading pairs are also highly correlated. (I am guessing it is possible that the basket of 5 could pass the correlation test, but a a set of two pairs from the basket of 5 could still fail it.)
4. If all the above is OK, fire the trades.

I am not of a mathematical bent, so forgive me if this does not add up.

Cheers and thanks for what is proving to be a great system.

( I am demoing using the 24H to generate signals and then using some other indicators to time the firing of the basket manually and results are very encouraging.)
  • #3,710
  • Dec 1, 2009 3:22pm Dec 1, 2009 3:22pm
SMJONES:

Quoting smjones
In version 3.2 I have added volume to the chart and it can be accessed like any other volume with the built in volume in the chart or using an indicator, like better volume for instance. As long as you keep the name of the chart the same as you had it for version 3.1, this...
I have your new indicator up and running fine, but the price shown on the right of the offline chart does not match that of the Dragon. GBPJPY price is 144.025 and your chart reads 96.298. Where does this price come from?
  • #3,711
  • Dec 1, 2009 4:25pm Dec 1, 2009 4:25pm
Buying high and Selling low...
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  • #3,712
  • Dec 1, 2009 4:33pm Dec 1, 2009 4:33pm
hatter - I had the same problem as you yesterday morning, but upon restarting it worked fine for a nice TP basket.
  • #3,713
  • Dec 1, 2009 4:41pm Dec 1, 2009 4:41pm
Jefftrader,

looks like a new form of art.....
  • #3,714
  • Dec 1, 2009 4:50pm Dec 1, 2009 4:50pm
Quoting ikdenk
I had an extremely fast basket trade yesterday during the Tokyo close session at 06.40 GMT, in and out in less than a minute with a 10% loss to (demo) account.

I run version 3[1] of the original, without hedging because of IBFX.

Now could this be the broker fooling around or is that just one of those things? The entry conditions seem to have been okay.

Or is it time to upload a more recent version? This download is at least a week old - prehistoric really in terms of this thread.
v1.1 has this problem but not v1; not sure about v1.2
  • #3,715
  • Dec 1, 2009 5:03pm Dec 1, 2009 5:03pm
Quoting ikdenk
I had an extremely fast basket trade yesterday during the Tokyo close session at 06.40 GMT, in and out in less than a minute with a 10% loss to (demo) account.

I run version 3[1] of the original, without hedging because of IBFX.

Now could this be the broker fooling around or is that just one of those things? The entry conditions seem to have been okay.

Or is it time to upload a more recent version? This download is at least a week old - prehistoric really in terms of this thread.
A more recent version will not solve the problem that sometimes baskets will go bad and hit their stop loss.

It will be up to date with latest thinking; sometimes discovered bugs have been sprayed with anti-bug stuff. If an older version contained a bug and you are still running it, then you are running a version with bugs.

I write the code for this stuff and can tell you this; not keeping up with latest versions is a mistake.

  • #3,716
  • Dec 1, 2009 5:07pm Dec 1, 2009 5:07pm
Quoting SteveHopwood
A more recent version will not solve the problem that sometimes baskets will go bad and hit their stop loss.

It will be up to date with latest thinking; sometimes discovered bugs have been sprayed with anti-bug stuff. If an older version contained a bug and you are still running it, then you are running a version with bugs.

I write the code for this stuff and can tell you this; not keeping up with latest versions is a mistake.

To hit SL in less than 1 minute is going some.
  • #3,717
  • Dec 1, 2009 5:14pm Dec 1, 2009 5:14pm
Quoting scooby-doo
To hit SL in less than 1 minute is going some.
Why hang around?
  • #3,718
  • Dec 1, 2009 5:15pm Dec 1, 2009 5:15pm
Quoting scooby-doo
To hit SL in less than 1 minute is going some.
I have this problem for the past few days; the basket of orders got sent out and immediately close with losses; it wasnt like this wth v1.0
  • #3,719
  • Dec 1, 2009 5:16pm Dec 1, 2009 5:16pm
Quoting SteveHopwood
A more recent version will not solve the problem that sometimes baskets will go bad and hit their stop loss.

It will be up to date with latest thinking; sometimes discovered bugs have been sprayed with anti-bug stuff. If an older version contained a bug and you are still running it, then you are running a version with bugs.

I write the code for this stuff and can tell you this; not keeping up with latest versions is a mistake.

Yes of course the latest is most bugfixed. But the latest is for experimental on demo. And I use 2.9 on my live account since monday last week, up 17% with default settings. Maybee it can be better but I´m very glad with that result (use all 5 pairs).

Elovv
  • #3,720
  • Dec 1, 2009 5:24pm Dec 1, 2009 5:24pm
Quoting Elovv
Yes of course the latest is most bugfixed. But the latest is for experimental on demo. And I use 2.9 on my live account since monday last week, up 17% with default settings. Maybee it can be better but I´m very glad with that result (use all 5 pairs).

Elovv
All you have to do to use the latest with all 5 pairs is enter them into the PairsToTrade input.

I have the latest version on my live account. A tiny account, but tiny is all the accounts I have.

I am not telling you to use the latest, just pointing out that I am.

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