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scooby-doo BOJ JPY pairs trading robot

  • #5,621
  • Feb 10, 2010 10:46am Feb 10, 2010 10:46am
Quoting getdown71
1) Steve can you possibly add ECN support and money management to Scoobs latest monster EA? (Scooby 20EMA-200EMA-RSI3)

2) The whole ECN issue has been misunderstood/misinterpreted. ECN's are part of the future of MT4 (lets not discuss the dog that is MT5).

I use both FXDD (non-ECN) and Collective FX (ECN) both have their pro's and cons. The BIG pros for Collective FX ECN are;

A) It uses an institutional grade feed = high tick volume
B) Very, very narrow spreads
C) No per transaction commission. (there is a monthly fee)
D) A wide range of pairs...
And advantage E
E) ECN (& in theiory STP) brokers don't trade against you, they earn their money by fixed charges.
Junja
  • #5,622
  • Feb 10, 2010 10:54am Feb 10, 2010 10:54am
Quoting junja
And advantage E
E) ECN (& in theiory STP) brokers don't trade against you, they earn their money by fixed charges.
Junja
Any broker that requires you to send a 2 stage order is a complete fcukin idiot and knows exactly what they are doing.
  • #5,623
  • Feb 10, 2010 10:55am Feb 10, 2010 10:55am
Quoting maxou888
Hi Steve,
How we use your History analysis? It's an Ea? We display in a chart windows?
Note that with the last version, I have 5 magic numbers (magicT, 1 for each mode)
400944
401194
403194
404194
405194
for the main Trades (T)
All the Scale trades (scaling in ) are magicT+200
All the Hedge trades are magicT+100
Here is the last version. Major Update, many bugs fix, re-code some part previouly coded like crap, Hedge ok, better display...
I suggest to open 5 charts on M15 :
UsdChf for mode 1
EurUsd for mode 2
GbpJpy for mode 3
GbpUsd for mode 4
EurJpy...
Any way our 24000 monster cores could crunch all together your prog
  • #5,624
  • Feb 10, 2010 11:06am Feb 10, 2010 11:06am
Quoting dinofx
Any way our 24000 monster cores could crunch all together your prog
.
If I could find the code source of Kg indic, I will try to recode it, if it's possible to improve the speed
  • #5,625
  • Feb 10, 2010 11:11am Feb 10, 2010 11:11am
hmm, today I have many trades in negative territory, many hedges have been triggered, so the equity is "stick". The question is : now (17:00 gmt) there is a come back to the right way, so the logic is to cut the hedges ans slowly the original trades will recover. How to write this in the code ? I have tried a function "CutHedgeOnOppSig" but it reopen another hedge as soon, because the loss is still the same.
Any idea ?
  • #5,626
  • Feb 10, 2010 11:15am Feb 10, 2010 11:15am
Quoting maxou888
.
If I could find the code source of Kg indic, I will try to recode it, if it's possible to improve the speed
Hi Maxou,
Just compiled your latest version and the following errors appeared:

"TotalLots" function is not referenced and will be removed from exp. file
"BasketLots" function is not referenced and will be removed from exp. file

I don´t know if this will affect the EA, just thought it might have some relevance.

Thanks,
  • #5,627
  • Feb 10, 2010 11:47am Feb 10, 2010 11:47am
Maxou,


If you use hedging does that mean you are not using martingale? I would assume you would use one or the other. I'm about to start a demo to track performance.

Jag

Quoting maxou888
hmm, today I have many trades in negative territory, many hedges have been triggered, so the equity is "stick". The question is : now (17:00 gmt) there is a come back to the right way, so the logic is to cut the hedges ans slowly the original trades will recover. How to write this in the code ? I have tried a function "CutHedgeOnOppSig" but it reopen another hedge as soon, because the loss is still the same.
Any idea ?
  • #5,628
  • Feb 10, 2010 11:51am Feb 10, 2010 11:51am
Quoting maxou888
hmm, today I have many trades in negative territory, many hedges have been triggered, so the equity is "stick". The question is : now (17:00 gmt) there is a come back to the right way, so the logic is to cut the hedges ans slowly the original trades will recover. How to write this in the code ? I have tried a function "CutHedgeOnOppSig" but it reopen another hedge as soon, because the loss is still the same.
Any idea ?
my thinking, as i'm not very courageous , is to cut losts shortly and let longs running, as simple as ....

"in french: 1 tiens vaut mieux que 2 tu l'auras ... " , for others " beter to catch 1 than dream in 2"
  • #5,629
  • Feb 10, 2010 12:06pm Feb 10, 2010 12:06pm
Quoting maxou888
.
If I could find the code source of Kg indic, I will try to recode it, if it's possible to improve the speed
I briefly looked at your code, I would start here to improve performance:

- Get rid of iCustom calls for KG indicator (you mentioned this already) - make an internal function for the calculation. The KG indicator simply calculates the average RSI value for the 7 pairs associated with each currency.

Create a global array to store the RSI values for each pair. Update the values in this array for each new tick. Then you can calculate the currency RSI value accordingly.

- Get rid of the iCustom calls for Rsi_BB. Again, internal functions for the calculations. Or better yet, create a separate include file with these functions to enable reuse in other EAs.

- Do not calculate the ADR with every tick. In fact, you are calculating the ADR twice for each pair for each tick. There is certainly better ways of doing this.
  • #5,630
  • Feb 10, 2010 12:09pm Feb 10, 2010 12:09pm
Everyone

I would be very careful trading on Thursday 11th as there is an emergency EUR summit all day regarding Greece and others.

Information will get leaked to the markets and could have serious consequences if you happen to be on the wrong side of Euro and other trades.

I dont know if my EA will work or not as FFCAL lists the time as ALL DAY.

If I were retail trading using my own money then I would stay out of the market completely, its annoying I know but better to be safe than sorry.

However, it is ofcourse your call.

Goodluck

Scoobs.
  • #5,631
  • Feb 10, 2010 12:18pm Feb 10, 2010 12:18pm
Quoting maxou888
hmm, today I have many trades in negative territory, many hedges have been triggered, so the equity is "stick". The question is : now (17:00 gmt) there is a come back to the right way, so the logic is to cut the hedges ans slowly the original trades will recover. How to write this in the code ? I have tried a function "CutHedgeOnOppSig" but it reopen another hedge as soon, because the loss is still the same.
Any idea ?
Maybe you would want to implement ea states for your robot. For example, if you are in a trade and have open an hedge position you can set the state to "hedging", and if then you decide to close the hedge then you can change the state to "NoHedgeAllowed" and close the hedge. When looking for new hedge then you need to test also the state and according to the state decide if it is allowed to take the hedge without regarding if normal hedge conditions are met.

Just a thought.

Hernando
  • #5,632
  • Feb 10, 2010 12:25pm Feb 10, 2010 12:25pm
Quoting scooby-doo
Everyone

I would be very careful trading on Thursday 11th as there is an emergency EUR summit all day regarding Greece and others.

Information will get leaked to the markets and could have serious consequences if you happen to be on the wrong side of Euro and other trades.

I dont know if my EA will work or not as FFCAL lists the time as ALL DAY.

If I were retail trading using my own money then I would stay out of the market completely, its annoying I know but better to be safe than sorry.

However, it is ofcourse your call.

Thanks...
Thank you for the heads up scoobs. Appreciate it.
  • #5,633
  • Feb 10, 2010 12:29pm Feb 10, 2010 12:29pm
Quoting dinofx
my thinking, as i'm not very courageous , is to cut losts shortly and let longs running, as simple as ....

"in french: 1 tiens vaut mieux que 2 tu l'auras ... " , for others " beter to catch 1 than dream in 2"
Pour sur, c'est une bonne idée, mais comment mettre ça en pratique ??
  • #5,634
  • Feb 10, 2010 12:33pm Feb 10, 2010 12:33pm
Quoting scooby-doo
Everyone

I would be very careful trading on Thursday 11th as there is an emergency EUR summit all day regarding Greece and others.

Information will get leaked to the markets and could have serious consequences if you happen to be on the wrong side of Euro and other trades.

I dont know if my EA will work or not as FFCAL lists the time as ALL DAY.

If I were retail trading using my own money then I would stay out of the market completely, its annoying I know but better to be safe than sorry.

However, it is ofcourse your call.

Goodluck...
Sen Zhu have spoke
Nice advice, Scoob.
Cheers
(by the way, do you have any idea how to cope with the hedges ??? )
  • #5,635
  • Feb 10, 2010 12:36pm Feb 10, 2010 12:36pm
Quoting zznbrm
I briefly looked at your code, I would start here to improve performance:

- Get rid of iCustom calls for KG indicator (you mentioned this already) - make an internal function for the calculation. The KG indicator simply calculates the average RSI value for the 7 pairs associated with each currency.

Create a global array to store the RSI values for each pair. Update the values in this array for each new tick. Then you can calculate the currency RSI value accordingly.

- Get rid of the iCustom calls for Rsi_BB. Again, internal functions for...
Right, if you fell couragous enough to do it, please do.
I don't know how to transform an indic's code inside an EA
About the ADR, you are right, I will do that later
  • #5,636
  • Feb 10, 2010 12:37pm Feb 10, 2010 12:37pm
Maxou888,

What would the settings be for a smaller account? I changed Initial lot to 0.01. I also changed starlotscale and increament to 0.004. Is this correct?
  • #5,637
  • Feb 10, 2010 12:38pm Feb 10, 2010 12:38pm
Quoting sidhujag
Maxou,


If you use hedging does that mean you are not using martingale? I would assume you would use one or the other. I'm about to start a demo to track performance.

Jag
I use both, but may be it's stupid
  • #5,638
  • Feb 10, 2010 12:39pm Feb 10, 2010 12:39pm
Scooby 20EMA-200EMA-RSI3

One thing has popped into my head about this regarding how close the 20 day EMA is to the 200 day EMA.

What I propose is the following...

double Gap = iATR(Pairs[b],1440,1,0) / MarketInfo(Pairs[b],MODE_POINT);

Buy = 20EMA > (200EMA + Gap)
Sell = 20EMA < (200EMA - Gap)

Does anyone have a view ?

Scoobs
  • #5,639
  • Feb 10, 2010 12:40pm Feb 10, 2010 12:40pm
Re "Scooby 20EMA-200EMA-RSI3"

If you use a broker with mixed digits (some pairs are 2/4 digits, some pairs are 3/5 digits) like FxPro Demo, you might want to update the code in SendOrder() to use "MarketInfo" to get the digits instead of "Digits".
  • #5,640
  • Feb 10, 2010 12:55pm Feb 10, 2010 12:55pm
Quoting zznbrm
Re "Scooby 20EMA-200EMA-RSI3"

If you use a broker with mixed digits (some pairs are 2/4 digits, some pairs are 3/5 digits) like FxPro Demo, you might want to update the code in SendOrder() to use "MarketInfo" to get the digits instead of "Digits".
It already does this...

RefreshRates();
price = MarketInfo(symbol,MODE_ASK);
point = MarketInfo(symbol,MODE_POINT);
digit = MarketInfo(symbol,MODE_DIGITS);
sl = NormalizeDouble(price-stop*point,digit);
tp = NormalizeDouble(price+take*point,digit);
ticket = OrderSend(symbol,dir,lots,price,3,sl,tp,Key,Magic,0,CLR_NONE);
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