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scooby-doo BOJ JPY pairs trading robot

  • #4,941
  • Jan 22, 2010 10:43am Jan 22, 2010 10:43am
Quoting scooby-doo
When I get back from my 4 day trip to LV I will give you a strategy which can only be used by a non dealing desk broker with total devastation.

PS. If I get time in between my trip then I will send the strategy to Steve to code or modify one of his existing Robots.
Sounds phenomenal and intriguing. Can't wait! Hope you have a good vacation.

Cheers,
Ed
  • #4,942
  • Jan 22, 2010 11:35am Jan 22, 2010 11:35am
Sounds great! This has to be one of the best threads on any forex forum I can think of. One of the few places I come back and check everyday and read all the posts on. Excellent work, chaps!

@ Scooby: I think I was the one enquiring about the 3TF bot. Thanks for the update. BTW, you did mention before that if it went well to the end of Jan, you would let it out in the wild for us lesser traders to play with. Are you still thinking of this? Do you think you will modify the final version to use those three pairs and exclude GBPJPY which you mentioned was the main cause of the DD?

Enjoy the LV break!
  • #4,943
  • Jan 22, 2010 11:58am Jan 22, 2010 11:58am
Quoting scooby-doo
When I get back from my 4 day trip to LV I will give you a strategy which can only be used by a non dealing desk broker with total devastation.

You could run it with a dealing desk broker but they will requote/offquote you galore so you cant open/close all 3 trades at once.

http://www.myfxbook.com/members/lenovos10e/hedge/14586

The TP is totally variable based on what the market is currently doing. Some of the system has already been eluded too by Steve here. The key is not running it during some specific scheduled economic news....

Thanx a lot on behalf of all of us, and can't wait to check your new strategy! Have a good trip!
  • #4,944
  • Jan 22, 2010 12:00pm Jan 22, 2010 12:00pm
[quote=scooby-doo;3392672]When I get back from my 4 day trip to LV ...


Scoobs, hope you have fun, and just remember that Gonoherpasyphilaids is proof that what hapens in vegas does not stay in vegas!!!!
  • #4,945
  • Jan 22, 2010 4:31pm Jan 22, 2010 4:31pm
Ok guys. I am adopting a new attitude to answering questions about the robots I have coded here because:

 

  1. There are a lot of robots.
  2. There are a lot of you.
  3. There is only one of me; I can spend my time coding or I can spend it answering questions about the robots - when I have persuaded peeps to tell me which one they are asking about. I have opted for the former.
  4. The info peeps want is usually available somewhere if the questioner can be bothered to look.

I have decided to ignore questions about the robots. Don't be hurt, guys. Just put yourself in my shoes and you will understand.

This doesn't mean, don't ask the questions - someone else might reply. Just don't expect a reply from me.

  • #4,946
  • Jan 22, 2010 5:31pm Jan 22, 2010 5:31pm
Steve, I think this is a good idea. You started this thread, but you don't have to babysit it. Have a good weekend, mate.
  • #4,947
  • Jan 22, 2010 5:35pm Jan 22, 2010 5:35pm
Excellent post Steve; I agree 100%. I've learned more by studying this thread (I've read it about four times now) during the past 2 weeks than I've learned anywhere else in the past 2 years. One needs to study, not just beg for answers! Thanks again for all that you and Scoobs do!

Steve
  • #4,948
  • Jan 22, 2010 6:05pm Jan 22, 2010 6:05pm
Quoting SteveHopwood
Ok guys. I am adopting a new attitude to answering questions about the robots I have coded here because...I have decided to ignore questions about the robots. Don't be hurt, guys. Just put yourself in my shoes and you will understand.


This doesn't mean, don't ask the questions - someone else might reply. Just don't expect a reply from me.

I have a suggestion which needs the cooperation of everyone who has ever posted here. In order to make it easy for new comers to read through the thread we should go through our postings and DELETE what we do not consider helpful. This should reduce the number of pages considerably.
  • #4,949
  • Jan 22, 2010 6:09pm Jan 22, 2010 6:09pm
I agree with Steve, and hope all the other great contributors/users/followers can help answering some questions!

Have a great weekend!

d.
  • #4,950
  • Jan 22, 2010 6:31pm Jan 22, 2010 6:31pm
Quoting astral77
I have a suggestion which needs the cooperation of everyone who has ever posted here. In order to make it easy for new comers to read through the thread we should go through our postings and DELETE what we do not consider helpful. This should reduce the number of pages considerably.
That is a really good idea, but I don't think it is possible. Posts appear to become locked in place after a while, and cannot be removed or edited. I can constantly revisit and re-edit post 1 because I am the OP. I just experimented with revisiting an old post of mine in a different thread and was unable to edit or remove it.

Over to the mods here. Any way this thread editing can be achieved? I could simply start a new thread, but there is so much information here.

  • #4,951
  • Jan 23, 2010 1:11am Jan 23, 2010 1:11am
Quoting SteveHopwood
That is a really good idea, but I don't think it is possible. Posts appear to become locked in place after a while, and cannot be removed or edited. I can constantly revisit and re-edit post 1 because I am the OP. I just experimented with revisiting an old post of mine in a different thread and was unable to edit or remove it.

Over to the mods here. Any way this thread editing can be achieved? I could simply start a new thread, but there is so much information here.

I'm not a MOD, but after 24h you can not change, edit or delete any of your posts anymore. Saved for eternity.
"The only successful substitute for brains is silence."
  • #4,952
  • Jan 23, 2010 4:35am Jan 23, 2010 4:35am
What about starting a wiki with a rule that if somebody asks a question and he gets an answer, he has to put that answer in the wiki. That way we can separate discussion from knowledge base.
  • #4,953
  • Jan 23, 2010 4:57am Jan 23, 2010 4:57am
TCF V2 is in post 1.

I have added a lot of stuff - 200 sma, htf Rsi, Linear Regression. Details in the TCF section of post 1.

All of us testing the first version have seen lots of smaller profits being blown away by huge losers. Me being me, I immediately started to think about how we can avoid closing losing baskets; V1 introduced the facility to avoid doing this.

V2 is an attempt to add extra certainty to the trades. Attached is an EU 4H backtest I ran from 3rd March 2008 until Dec 31st 2009 (individual trades in the zip). There is no significance to these dates.

Ignore the end, where the blue line (balance) and the green line (equity) meet. Strategy tester closes any open trades at the end of its run, so we cannot know what would have happened next.

What is obvious is that despite the overall profitability, there are periods when the balance and the equity separate by a far larger margin than we could tolerate with real, live cash, especially if the account grew the way this one did.

What to do about this is the next thing to exercise my mind - probably partial hedging again, but I am going to think about it.

Anyway, have a play and see what you all think. Even though it is weekend, dragging V2 onto a chart will show the state of the indicators at market close yesterday.

Attached Image (click to enlarge)
Click to Enlarge Name: StrategyTester.gif Size: 7 KB
Attached File(s)
File Type: zip StrategyTester.zip   35 KB | 326 downloads
  • #4,954
  • Jan 23, 2010 5:10am Jan 23, 2010 5:10am
Quoting SteveHopwood
TCF V2 is in post 1.

I have added a lot of stuff - 200 sma, htf Rsi, Linear Regression. Details in the TCF section of post 1.

All of us testing the first version have seen lots of smaller profits being blown away by huge losers. Me being me, I immediately started to think about how we can avoid closing losing baskets; V1 introduced the facility to avoid doing this.

V2 is an attempt to add extra certainty to the trades. Attached is an EU 4H backtest I ran from 3rd March 2008 until Dec 31st 2009 (individual trades in the zip). There is no...
Howdy Steve,
The price channel you added is probably the best thing you have done for this bot. THANKS. Cheers
  • #4,955
  • Edited 5:31am Jan 23, 2010 5:21am | Edited 5:31am
As promised please find attached.

Scoobs

PS. I will not reply to what I consider stupid questions, especially around timezones.
Attached File(s)
File Type: pdf 3 Way Hedge Scalping.pdf   128 KB | 1,132 downloads
  • #4,956
  • Jan 23, 2010 6:33am Jan 23, 2010 6:33am
Quoting scooby-doo
As promised please find attached.

Scoobs

PS. I will not reply to what I consider stupid questions, especially around timezones.
Thank you very much, Scoob.

You have been extremely generous. Of all the bank traders i know or heard of, never one (1) of them share their knowledge of how to profit from the market. As if money from the market is their money

There is another possibility: They do not know how to trade
福 子 Victor V
  • #4,957
  • Jan 23, 2010 6:45am Jan 23, 2010 6:45am
Quoting camvcvoo
Thank you very much, Scoob.

You have been extremely generous. Of all the bank traders i know or heard of, never one (1) of them share their knowledge of how to profit from the market. As if money from the market is their money

There is another possibility: They do not know how to trade
Some trading floors require traders and IT staff to sign ND agreements which cover all trading activities.

I had permission to post methods as long as I dont divulge specific internal practice in relation to my trading floor.

There is allot of protectionism surronding markets especially from banks.

You would not believe some of the things they get upto. But remember their goal is to make as much money as possible for their shareholders and ultimately themselves via bonuses.

Yes, sometimes they will get it wrong in a big way but unlike retail traders it is not directly their own money. Although some are required to cover major losses.

Scoobs
  • #4,958
  • Jan 23, 2010 7:15am Jan 23, 2010 7:15am
Quoting scooby-doo
Some trading floors require traders and IT staff to sign ND agreements which cover all trading activities.

I had permission to post methods as long as I dont divulge specific internal practice in relation to my trading floor.

There is allot of protectionism surronding markets especially from banks.

You would not believe some of the things they get upto. But remember their goal is to make as much money as possible for their shareholders and ultimately themselves via bonuses.

Yes, sometimes they will get it wrong in a big way but unlike...
Thank you for your unbias clarification. Yes, ND is an area i've overlooked. Silly me.
福 子 Victor V
  • #4,959
  • Jan 23, 2010 7:31am Jan 23, 2010 7:31am
great job Steve,

i wonder about spikes when calculating these 2 lines:

if (Bid > Sma200) SmaDirection = up;
if (Bid < Sma200) SmaDirection = down;

as i understand, we have to check the trend ( sma value (0) / sma value (1) ) and not follow a spike in the wrong trend. Maybe the linear regression included does the job but probably too late.

Now with 3 secure levels, we have lot of testing
  • #4,960
  • Jan 23, 2010 8:04am Jan 23, 2010 8:04am
Just wondering if someone that fully understands how scoob's methods are traded manually can write a manual so I can trade them manually, personally don't like robots.
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