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Steve Hopwood's Boris Schlossberg-inspired trading robots

  • #121
  • Feb 13, 2010 10:46am Feb 13, 2010 10:46am
Quoting SwingMan
Sure Steve, now is the MACD formula correct programmed. Thank you!
Cheers SwingMan. You are a star.

  • #122
  • Feb 13, 2010 3:50pm Feb 13, 2010 3:50pm
Quoting SteveHopwood
Cheers SwingMan. You are a star.

STEVE & SWINGMAN YOU ARE BOTH STARS

Downloading the fixed version now. Should have 100% correct entries now (with emphasis on entries and not necessarily winners).

Since the last fix (Wednesday) the trades on demo were much better. I know I said Thursday and Friday should not be taken into consideration. However, on Thursday nearly had 80% winners, such a hectic day with runs on EUR. This makes me ask a question.

Is it the case that for different markets different EAs should be used? Maybe scooby or some of more experienced traders could enlighten us.

Kind regards
  • #123
  • Feb 13, 2010 3:59pm Feb 13, 2010 3:59pm
Quoting astral77
STEVE & SWINGMAN YOU ARE BOTH STARS

Downloading the fixed version now. Should have 100% correct entries now (with emphasis on entries and not necessarily winners).

Since the last fix (Wednesday) the trades on demo were much better. I know I said Thursday and Friday should not be taken into consideration. However, on Thursday nearly had 80% winners, such a hectic day with runs on EUR. This makes me ask a question.

[color=black][font=Verdana][b]Is it...
You cannot read too much into the markets at the moment.

Hedge funds around the world are betting against the EURO. As a result you may see ECB interventions.

Personally, I would stay clear of EUR pairs until there is more stable economic data, especially from Germany.

Scoobs.
  • #124
  • Feb 14, 2010 12:46am Feb 14, 2010 12:46am
I am in the process of adapting the 2 MA MACD Combo robot to trade the 5 minute momo system.

In doing so, I notice that I have coded the Long/ShortTradesAllowed inputs to show on screen ( 2 MA MACD) but not actually do anything. I will post a fix for this; in the meantime, just be aware of this bug.

  • #125
  • Edited 4:06am Feb 14, 2010 3:11am | Edited 4:06am
Here is one for you, sundog.

I do not understand this from the system description: "Trail stop by higher of breakeven or 20-period EMA minus 15 pips" so I have simply added a 15(0) pip trailing stop after breakeven.

It is a sure-fire loser in backtesting. See how it goes for a while. When backtesting, remember to turn off the news filter or the bot will not take any trades.

Attached File(s)
File Type: mq4 Steve Hopwood's BS 5 minute momo.mq4   35 KB | 295 downloads
  • #126
  • Feb 14, 2010 8:04am Feb 14, 2010 8:04am
Quoting SteveHopwood
Here is one for you, sundog.

I do not understand this from the system description: "Trail stop by higher of breakeven or 20-period EMA minus 15 pips" so I have simply added a 15(0) pip trailing stop after breakeven.
I think this means, for longs, MathMax( breakeven, EMA(20) - 15*pointvalue)

and for shorts, everything reversed, i.e. MathMin(breakeven, EMA(20) + 15*pointvalue).
  • #127
  • Feb 14, 2010 8:21am Feb 14, 2010 8:21am
Quoting SteveHopwood
Here is one for you, sundog.

I do not understand this from the system description: "Trail stop by higher of breakeven or 20-period EMA minus 15 pips" so I have simply added a 15(0) pip trailing stop after breakeven.

It is a sure-fire loser in backtesting. See how it goes for a while. When backtesting, remember to turn off the news filter or the bot will not take any trades.


Appreciate the effort, I will load it up for the week. BTW im BackTest dumb. Only fwd testing. I will let you know
  • #128
  • Feb 14, 2010 8:56am Feb 14, 2010 8:56am
Quoting SteveHopwood
Here is one for you, sundog.

I do not understand this from the system description: "Trail stop by higher of breakeven or 20-period EMA minus 15 pips" so I have simply added a 15(0) pip trailing stop after breakeven.

It is a sure-fire loser in backtesting. See how it goes for a while. When backtesting, remember to turn off the news filter or the bot will not take any trades.

Hi Steve
Just loaded up the Momo. I don't go backwards, just forward and I will try it out this week. No clear winner yet with the other 4 BS bots. Time will tell...

whip
  • #129
  • Feb 14, 2010 10:42am Feb 14, 2010 10:42am
Quoting mbkennel
I think this means, for longs, MathMax( breakeven, EMA(20) - 15*pointvalue)

and for shorts, everything reversed, i.e. MathMin(breakeven, EMA(20) + 15*pointvalue).
Cheers Matt. Really helpful.

The trailing stop function needs a little recoding, but just go with what we have for now guys. I probably won't get around to this tonight (Sunday in the UK) and have a busy day tomorrow, but will make the changes as soon as I can.

  • #130
  • Feb 14, 2010 3:22pm Feb 14, 2010 3:22pm
Whilst informing mptm users of a bug I spotted when porting the trailing stop function to this robot, I spotted another bug that impacts on this robot.

Confused? You should be. I sure am.

Fix attached.

Attached File(s)
File Type: mq4 Steve Hopwood's BS 5 minute momo.mq4   35 KB | 304 downloads
  • #131
  • Feb 15, 2010 3:40am Feb 15, 2010 3:40am
Quoting SteveHopwood
Whilst informing mptm users of a bug I spotted when porting the trailing stop function to this robot, I spotted another bug that impacts on this robot.

Confused? You should be. I sure am.

Fix attached.

Thanks Steve, I've got it running on 1 chart, problem being Im running out of computing power.. So many Bots to test
  • #132
  • Feb 15, 2010 4:56am Feb 15, 2010 4:56am
HI Steve

Sorry to be a pain but the updated version has a bug. I just installed on the PC at work and straight away 7 positions were wrongly opened. It seems the rule regarding no trades if more than 5 MACD lines is missing.

kind regards
  • #133
  • Feb 16, 2010 2:39am Feb 16, 2010 2:39am
Quoting astral77
HI Steve

Sorry to be a pain but the updated version has a bug. I just installed on the PC at work and straight away 7 positions were wrongly opened. It seems the rule regarding no trades if more than 5 MACD lines is missing.

kind regards
HI Steve

I know you are very busy. AS I stated previously the 5 Bar rule does not work in the new version!!!

I have looked into the code but since I have not got a clue it is all gibberish to me. I have copied and pasted the new and the old code side by side into a excel sheet (attached). Please have a quick look and see if this is where the problem lies.

kind regards
Attached File(s)
File Type: xls MACD lines in EA.xls   24 KB | 338 downloads
  • #134
  • Feb 16, 2010 2:57am Feb 16, 2010 2:57am
Quoting astral77
HI Steve

I know you are very busy. AS I stated previously the 5 Bar rule does not work in the new version!!!

I have looked into the code but since I have not got a clue it is all gibberish to me. I have copied and pasted the new and the old code side by side into a excel sheet (attached). Please have a quick look and see if this is where the problem lies.

kind regards
Yes, I can see where the problem lies.

I adopted SwingMan's code suggestion for returning the value of macd because he knows more about indi's than me. If this is actually causing the system to work incorrectly, it is the work of seconds to revert to the original. Would you like me to?

  • #135
  • Feb 16, 2010 3:48am Feb 16, 2010 3:48am
Quoting SteveHopwood
Yes, I can see where the problem lies.

I adopted SwingMan's code suggestion for returning the value of macd because he knows more about indi's than me. If this is actually causing the system to work incorrectly, it is the work of seconds to revert to the original. Would you like me to?

If its just a few seconds work.. would you please? I haven't had 1 trade as yet.

Tks
  • #136
  • Feb 16, 2010 3:50am Feb 16, 2010 3:50am
Quoting SteveHopwood
Yes, I can see where the problem lies.

I adopted SwingMan's code suggestion for returning the value of macd because he knows more about indi's than me. If this is actually causing the system to work incorrectly, it is the work of seconds to revert to the original. Would you like me to?

It may be the case that we can not have an EA which works exactly according o rules. The EA in its present format is unworkable (e.g. long trade after MACD has been in positive for 15 BARS).

Unless swingman has a solution I think it may be worth while to go back to the last version for the time being.

kind regards
  • #137
  • Feb 16, 2010 4:05am Feb 16, 2010 4:05am
Quoting astral77
It may be the case that we can not have an EA which works exactly according o rules. The EA in its present format is unworkable (e.g. long trade after MACD has been in positive for 15 BARS).

Unless swingman has a solution I think it may be worth while to go back to the last version for the time being.

kind regards
Hi astral77,

are you sure you have posted the right compared versions?

- In the old version gives the formula
Inserted Code
   MacdVal = iMACD(NULL, 0, 12, 26, 9, PRICE_CLOSE, MODE_MAIN, 0);
and in the changed version must be
Inserted Code
   MacdVal = iMACD(NULL, 0, 12, 26, 9, PRICE_CLOSE, MODE_MAIN, 0) -
             iMACD(NULL, 0, 12, 26, 9, PRICE_CLOSE, MODE_SIGNAL, 0);
  • #138
  • Feb 16, 2010 4:13am Feb 16, 2010 4:13am
Quoting astral77
It may be the case that we can not have an EA which works exactly according o rules. The EA in its present format is unworkable (e.g. long trade after MACD has been in positive for 15 BARS).

Unless swingman has a solution I think it may be worth while to go back to the last version for the time being.

kind regards
Please post a chart with your MACD 15 bars counter. Maybe use you an other MACD version as in the EA, because it gives two.
  • #139
  • Edited 4:59am Feb 16, 2010 4:43am | Edited 4:59am
Hi Swingman
Please find attached couple of examples. Unfortunately when it comes to coding I am totally illiterate. My experience was a very limited amount of html around 12 years ago!

PS Just looked at the excel file. Please forgive me the headings should be the other way round with regard to the old and the new version. However, just triple checked on the PC and the VPS and the latest version is the one with the problems you can see below.
Attached Image(s) (click to enlarge)
Click to Enlarge Name: gbpcad 15 feb.gif Size: 16 KB
Click to Enlarge Name: cadjpy 15 feb.gif Size: 17 KB
  • #140
  • Feb 16, 2010 6:10am Feb 16, 2010 6:10am
Quoting astral77
...However, just triple checked on the PC and the VPS and the latest version is the one with the problems you can see below.
It is just as I had suspected, not the version is the problem, the problem is that you have not read my post #108, and you don't use the "MACD true" indicator what I posted.
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