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100% Win Math Grid Ea

  • #981
  • Dec 7, 2009 2:28am Dec 7, 2009 2:28am
Hi Puks

Thanks for your directions...I went back and found the file, downloaded and installed it in my platform, but the format is a PHP file, not an mqh format file, as are all the files in the experts/include folder. Can you post the mqh format file in reply please?

Cheers
Designmax
  • #982
  • Dec 7, 2009 3:00am Dec 7, 2009 3:00am
Quoting designmax
Hi Puks

Thanks for your directions...I went back and found the file, downloaded and installed it in my platform, but the format is a PHP file, not an mqh format file, as are all the files in the experts/include folder. Can you post the mqh format file in reply please?

Cheers
Designmax
which internet browser are you using? Try downloading using Internet explorer. It is the same file I used. there is no other file.

but anyways, to save you the hassle, here you go...
Attached File(s)
File Type: mqh OrderReliable_v0_2_5.mqh   26 KB | 2,366 downloads
  • #983
  • Dec 7, 2009 3:46am Dec 7, 2009 3:46am
Hi Puks

Thanks for that...the file has downloaded in the correct format. I am using Safari for my browser......

Give give the code another try now....

Cheers
Designmax
  • #984
  • Dec 7, 2009 9:09am Dec 7, 2009 9:09am
Quoting designmax
Hi Puks

Thanks for your directions...I went back and found the file, downloaded and installed it in my platform, but the format is a PHP file, not an mqh format file, as are all the files in the experts/include folder. Can you post the mqh format file in reply please?

Cheers
Designmax
As to what you have described above, i've come across such problem. What i did was to click the attachment icon on the top right corner of the thread and download from there. It works most of the time.

Just my observations.

福 子 Victor V
  • #985
  • Dec 8, 2009 12:21am Dec 8, 2009 12:21am
Hi Ogie,

You want to optimize too ?? ;-) Here I added the needed parameters to optimize the volatility filters. You do not need to update to this latest version if you are not using the volatility filters.

There are no other changes. No other improvements or bug fixes.

Viper

Quoting ogidimi
Thank you Viper, Great job.

I already did the first testing and show promising results.

A ? for you - The BB filter and the iRegr filter need to be optimized. How do we do that?

My experience with mGrid and iRegr Filter shows that optimizing the parameters of iRegr makes a big, big, big difference. If the EA show very promising results now, imagine how much better it would be if the filter is optimized. Different currency pairs need different settings of the filter because of the different volatility each pair has...

Same applies to the BB filter

Thank...
Attached File(s)
File Type: mq4 ViperGridEA_Version2.6.1.mq4   75 KB | 2,419 downloads
  • #986
  • Dec 8, 2009 2:11am Dec 8, 2009 2:11am
Hi Ogie,
I modified the original mGrid EA in three main areas. I added entry filters, I added risk mitigation strategies, and I added stability fixes. The OrdersReliable functions do not help with the spread issue, that was part of the general stability enhancements I put in. It is not a trivial change to make those changes. You can turn off OrdersReliable in ViperGrid if you want.

It would be easier to add your version of the iRegr (with the more in depth slope determination algorithm) to ViperGrid than to add my stability fixes to your EA. Not to mention, I'm pretty swamped right now. I really do appreciate the vote of confidence and if I get freed up in the near future, I will be happy to discuss possibilities with you.

Viper

P.S. I'm sure you noticed the version 2.6.1 I released to give you access to the volatility input parameters. Please share your results if you find a particularly successful combination. Thanks.

Quoting ogidimi
Hello Viper,

If you could do me a favor and add the OrderReliable to the attached iRegr Grid EA.

I would like to do some comparable testing but I need to have both EA not be messed up by the different order levels due to spreads.

I would be willing to compensate you for the work, if you think it would take too much of your time

Thank you and God Bless

Ogie D
  • #987
  • Dec 8, 2009 5:29pm Dec 8, 2009 5:29pm
Hey Viper, your EA keeps getting better and better. Excellent work!

The new setting "EntireSetTakeProfit" is a great setting. I like it better than the other high and low water mark strategies.

Is there a way to make this option active after "x" number of orders are opened or "x" number of total lots are opened?

The reason I ask is - say price goes directly to a TP, you would want to capture this maximum profit. But if price has fluctuated between several levels and you have 60 orders open, then I would want to close the grid with even $1 profit.
  • #988
  • Dec 8, 2009 5:52pm Dec 8, 2009 5:52pm
Hi guys

I have everything up and running now, and have done a few backtests. I have set the risk per trade initially at 1%, then down to 0.5%, and running a backtest from Jan 1, 2009, it only lasts until late Feb, when it loads up with so many orders, it runs out of margin. Is there some other settings that need to be changed from default in order to prevent the blowups? The big danger is when the market keeps going sideways, it is still pulling in more and more orders.

Cheers
Designmax
  • #989
  • Dec 8, 2009 6:01pm Dec 8, 2009 6:01pm
Quoting designmax
Hi guys

I have everything up and running now, and have done a few backtests. I have set the risk per trade initially at 1%, then down to 0.5%, and running a backtest from Jan 1, 2009, it only lasts until late Feb, when it loads up with so many orders, it runs out of margin. Is there some other settings that need to be changed from default in order to prevent the blowups? The big danger is when the market keeps going sideways, it is still pulling in more and more orders.

Cheers
Designmax
What are your settings? Don't set the increment to narrow nor too wide. Don't have too many levels...you should only trade .01 lots per 10k - don't know what that is in percentage risked, but it's less than .5%.

Try trading off of strong pivot levels of support/resistance...if you see a strongly ranging market, perhaps try a grid whose first levels are outside this range and the grid will play the breakout...

Just some suggestions!
  • #990
  • Dec 9, 2009 12:55am Dec 9, 2009 12:55am
Hi Optojay

I am running everything ond efault settings except for the risk per trade, which I have set down to 0.5% per trade.

Have you managed to do a backtest which survives? If so, can u post your settings?

Cheers
Designmax
  • #991
  • Dec 9, 2009 1:10am Dec 9, 2009 1:10am
Quoting designmax
Hi Optojay

I am running everything ond efault settings except for the risk per trade, which I have set down to 0.5% per trade.

Have you managed to do a backtest which survives? If so, can u post your settings?

Cheers
Designmax
Mate,

Can I suggest you to do a demo test (forward test) for 2 weeks and see the results for yourself?

Backtesting, as Viper has said earlier, is not accurate for some reason. Also when market opens with GAP on a Monday, back test fails big time.
  • #992
  • Dec 9, 2009 1:14am Dec 9, 2009 1:14am
Hi Puks

I am doing a backtest again now...I have done a couple already, starting from Jan this year, and can't get past the 3rd week of Feb. I will post the results of my current test once the drawdown has arrived...

Cheers
Designmax
  • #993
  • Dec 9, 2009 1:28am Dec 9, 2009 1:28am
That is exactly what the low water mark will do for you. If you want to bail at the first sign of profit after 60 orders is reached set the low water mark for 60 if using 1 level, 30 if using 2 levels or 20 if using 3 levels. After it broaches each low water mark multiple, it also lowers the profit goal a little which theoretically slows the accumulation of new orders.

Viper

Quoting optojay
Hey Viper, your EA keeps getting better and better. Excellent work!

The new setting "EntireSetTakeProfit" is a great setting. I like it better than the other high and low water mark strategies.

Is there a way to make this option active after "x" number of orders are opened or "x" number of total lots are opened?

The reason I ask is - say price goes directly to a TP, you would want to capture this maximum profit. But if price has fluctuated between several levels and you have 60 orders open, then I would want to close the grid...
  • #994
  • Dec 9, 2009 2:14am Dec 9, 2009 2:14am
Hi Guys

Here is my backtest from beginning of Jan to Feb 19th this year. It could not get past 7 weeks, on standard settings. Viper, I can't see how your second grid to offfset the DD's from the first grid actually prevents a blowup...any thoughts?

Cheers
Designmax
Attached Image (click to enlarge)
Click to Enlarge Name: ViperGrid EA backtest - Jan Feb 09.jpg Size: 399 KB
  • #995
  • Dec 9, 2009 2:48pm Dec 9, 2009 2:48pm
I have not posted anything in a while (boy, am I going through a posting withdrawal) since I spent some time trying to figure out why after all those improvements the DD is still considerable and blows the account. Here is what I found:

Adding I-Regr as a filter is good, but not good enough, if you do not enter at the right time. I have posted before on this issue and here is some more (see the attached file Entry Points).


On the screenshot I have identified several entry points. The proper entry points should be 2,4,6 and 8. If you enter at point 1 or 3 you are going to have a humongous DD.

I tested i-Regr GRID and Viper with the same settings on GBPUSD for the period of 09/01/09 till 12/09/09. I had the BB filter off, but the trend filter and iRegr filter ON in the Viper Grid EA. The results are posted here and you can see the difference in the drawdown and the graph. Viper has double the profit but double the DD.

The reasons for the much bigger Drawdown with ViperGrid are:

1. Viper grid enters when price is out of the iRegr channel, at points 1,2,3,4,5,6,7 and 8 regardless of the slope of the channel. I-Regr Grid enters only at points 2, 4 and 6, hence the lower DD.

Entry at point 1 and point 3 is almost guaranteed to give you a margin call if your account is not big enough.

If there is a programmer out there willing to take up the task, the logic of i-RegrGrid could be copied to Viper Grid. I know Viper is busy and he has done too much for us anyway.

2. The compensation logic of Viper is another contributing factor for the biger DD of Viper. Every time a new level is hit, ViperGrid compensates in the opposite direction at the last two levels only. So you end up with several lots on one level. If those levels are hit but the TP/SL level is not hit and the price reverses and goes the opposite way you are in a big trouble. (Actually the iRegr Grid has the original compensation logic from mGRID). As you can see iRegr has much better distribution of the lots on the different levels.

BOTH ViperGrid and iRegr GRID however are overcompensating the positions in the opposite direction and BOTH EA need some improvement on this end. I am willing to take up the task to create a better compensation formula if there is a programmer willing to work with me.

I already lost $5k from the iRegr Grid in automatic mode because of the spread issue. I have been using ViperGrid in semiautomatic mode assigning a pivot price. There is an even better way to use it I have been turning it on manually when I get a signal from my manual trading setup instead of placing a single order, I just turn the EA on and so far the biggest DD I have seen is couple of hundred bucks

That is it so far. Plenty of food for thought. Have a good Holiday season everyone

Ogie D
Attached Image(s) (click to enlarge)
Click to Enlarge Name: entry points.jpg Size: 133 KB
Click to Enlarge Name: ViperGrid Performance.jpg Size: 181 KB
Click to Enlarge Name: iRegrGRID performance.jpg Size: 194 KB
  • #996
  • Dec 9, 2009 4:34pm Dec 9, 2009 4:34pm
Hi Guys

Viper, I have checked the input settings for v2.6, and there does not seem to be a low water mark setting. Is this on another version perhaps?

Cheers
Designmax
  • #997
  • Dec 9, 2009 8:03pm Dec 9, 2009 8:03pm
Hi Viper

I have found the low water mark settings, but there are 3 input fields. Which one do I use - I am running 3 levels? Also, do I need to put the 20 value in the high water settings as well?

Cheers
Designmax
  • #998
  • Dec 9, 2009 9:40pm Dec 9, 2009 9:40pm
Quoting rbrtsha
since b1 and s1 is where most of your lots are opened,would it make more sense to set their tp/sl to b2/s2 or b3/s3?
has anyone even tried this method? if so what were the results?
  • #999
  • Dec 9, 2009 11:50pm Dec 9, 2009 11:50pm
Hi Desi,

Running a second grid does not prevent a blowup at all. What I said or meant to say is that if a second grid is spaced right, it can't contribute to a blowup. Everytime one grid swings across the the pivot to accumulate more positions, the other grid closes for a profit.

Now I have to ask. How do you get your backtester working so well ?? Very nice. I always have chart mismatch errors and everything else under the sun. Maybe I have poor historical data ?

Viper
Quoting designmax
Hi Guys

Here is my backtest from beginning of Jan to Feb 19th this year. It could not get past 7 weeks, on standard settings. Viper, I can't see how your second grid to offfset the DD's from the first grid actually prevents a blowup...any thoughts?

Cheers
Designmax
  • #1,000
  • Dec 9, 2009 11:56pm Dec 9, 2009 11:56pm
Hi Desi,

There are three ways to signal that the water is rising. They all have the exact same effect. So you can just set one or you can set all three.

For the high-water mark, I suggest setting them just below where your broker is going to get upset (the flood is here). So if your broker has max orders of 200, set the high-water mark at 180 or so (assuming you are only running one grid). The point of the high-water mark is to take some emergency measures before your broker does in a way most unfavorable to you. You will probably lose money on the set if this gets activated but hopefully not have your house washed away.

Viper

Quoting designmax
Hi Viper

I have found the low water mark settings, but there are 3 input fields. Which one do I use - I am running 3 levels? Also, do I need to put the 20 value in the high water settings as well?

Cheers
Designmax
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