scooby-doo BOJ JPY pairs trading robot | Page 320 | Forex Factory

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scooby-doo BOJ JPY pairs trading robot

  • #6,381
  • Feb 19, 2010 2:27am Feb 19, 2010 2:27am
Quoting DXTrade

That gives you a SL of around 96 Pips on GBPJPY and TP of 48 right now.
Which s reasonable....
EUR has a bit more because of the huge candle before... rare event that the atr of the eur is bigger then the guppy...
Hey DX!..i like your forex assault .
.
  • #6,382
  • Feb 19, 2010 3:03am Feb 19, 2010 3:03am
I have added a couple of inputs to my variation of Scoobs' robot, to give users complete control over ATR, should you choose to use it. Details at
http://www.forexfactory.com/showpost...postcount=6350

  • #6,383
  • Feb 19, 2010 4:05am Feb 19, 2010 4:05am
The bot keeps on trying to move the stop of losing trades to break even.

I have added code to fix this. At least, I think it fixes it.

  • #6,384
  • Feb 19, 2010 4:06am Feb 19, 2010 4:06am
hi Steve,

here are some more observations since last #6336 post on page 423:

good LR settings tested on GU M1 to M15: 50,5,2,12

new highrsi observations:

if rsi(2) 240 < 50 && rsi(2) 60 > 50 && rsi(2) 1 OB --> sell
if rsi(2) 240 > rsi(2) 1440 --> close sell

if rsi(2) 240 > 50 && rsi(2) 60 < 50 && rsi(2) 1 OS --> buy
if rsi(2) 240 < rsi(2) 1440 --> close buy

these settings should let trades have more profits and stay out false signals.

but i'm still activated more built settings ( 1 by 1) to see how they work together, so i probably add more comments later

note: what about std.chanel1/2/3 ? (left behind from an other bot ?)
  • #6,385
  • Feb 19, 2010 4:14am Feb 19, 2010 4:14am
Quoting dinofx
hi Steve,

here are some more observations since last #6336 post on page 423:

good LR settings tested on GU M1 to M15: 50,5,2,12

new highrsi observations:

if rsi(2) 240 < 50...
That is brilliant, dinofx.

When you have finished, or even as you go, a zip of set files would be really useful, with descriptive titles such as 'EU 1M' etc. The zip could go in with the trading robot's zip to help everyone else.

Cheers. You are a star.

  • #6,386
  • Feb 19, 2010 4:42am Feb 19, 2010 4:42am
Quoting SteveHopwood
That is brilliant, dinofx.

When you have finished, or even as you go, a zip of set files would be really useful, with descriptive titles such as 'EU 1M' etc. The zip could go in with the trading robot's zip to help everyone else.

Cheers. You are a star.

you joking Steve , here you are the STAR not me, sadly. I don't want to change Scoob's rules as he know what he is speaking about 'big picture' but some details make me affraid:
when all rsi TF are OB, statistically speaking, we should have a rebounce, or not, when the reversal is strong the trend can go ahead ; and vice versa for OS
As i am a 'trade what you see' follower, i drive the bot manually by choosing in MT4 'common tab' properties: long or short or both, till i can trust bot rules.

At time, lot of your bot settings are desactivated as i want to be sure of each one. So the job goes on. Have dropped on chart indis to better sight, let me know your comments and thinking.
  • #6,387
  • Feb 19, 2010 5:01am Feb 19, 2010 5:01am
So as promised here is my version of Scooby's 200-20-3 EA.

Variables:
ATRrange - Number of days to average the daily range
PercentOfADRtp - Percentage of daily range to set as TP
PercentOfADRsl - Percentage of daily range to set as SL
PercentOfAccountRisk - Risk per trade.
useRSItable - vary the RSI based on which market is open
LocalGMTOffset - your local machine's GMT offset (eg. 1 for Europe, -5 for EST, etc.)
baseRSIrange - If useRSItable is false this will be the RSI range used, while true this will be incremented by 1 or 2 depending on the time.
printDebug - Print's variable information before a send order

Display explanation:
RSI column - The RSI range used for the pair
DIR column - The direction we will be placing trades in Buy or Sell
TRG column - Which levels of RSI have satisfied the conditions for placing an order L-15M M-1H H-4H
In brackets after the pair is the calculated Average Daily Range

Has not been tested on 4 digit brokers, should work though.
I have some mucking about to do with calculating lot sizes for XAG and XAU so those have been taken out.

You'll need Scooby's Economic News indicator that was posted earlier.
No, you can't backtest.

The default settings are by no means the best, I've been testing this version for a whole 12 hours.

Hope to hear everybody's feedback next week, since this week we are outside trading hours already.
Attached File(s)
File Type: mq4 Zoogle's ver Scooby 20EMA-200EMA-RSI3.mq4   8 KB | 414 downloads
  • #6,388
  • Feb 19, 2010 5:14am Feb 19, 2010 5:14am
[quote=SteveHopwood;3478775]I am suffering one of my fuzzies.

Coders, please look at the blue highlighted code. It is trying to stop the robot placing stops that are too close to the market to be allowed. I don't want MODE_LOTSTEP; what do I want?


You need MODE_STOPLEVEL

for a long SL=MathMin("Your Stop level", Bid+MarketInfo(Symbol(),MODE_STOPLEVEL)+"Somevalue"*Point)

Pat
  • #6,389
  • Feb 19, 2010 5:20am Feb 19, 2010 5:20am
Cheers Pat

  • #6,390
  • Feb 19, 2010 5:47am Feb 19, 2010 5:47am
Quoting zoogle
So as promised here is my version of Scooby's 200-20-3 EA.

Variables:
ATRrange - Number of days to average the daily range
PercentOfADRtp - Percentage of daily range to set as TP
PercentOfADRsl - Percentage of daily range to set as SL
PercentOfAccountRisk - Risk per trade.
useRSItable - vary the RSI based on which market is open
LocalGMTOffset - your local machine's GMT offset (eg. 1 for Europe, -5 for EST, etc.)
baseRSIrange - If useRSItable is false this will be the RSI range used, while true this will be incremented by 1 or 2 depending on...

Zoogle - dont wanna sound ungrateful for your work, but there is a zero divide error after uploading.
  • #6,391
  • Feb 19, 2010 5:56am Feb 19, 2010 5:56am
1 profit basket last night for the original
took 1 hr and 29 min
FXDD LIVE up 3.48% for this week
2.52% last week
Up 7.41% since started live on Feb 8th

I like it I like it I LIKE IT

all default settings
  • #6,392
  • Feb 19, 2010 6:05am Feb 19, 2010 6:05am
Quoting Viv108
Zoogle - dont wanna sound ungrateful for your work, but there is a zero divide error after uploading.
can you turn printDebug to true and tell me what it outputs in the log? Are you using a 4 or 5 digit broker?
  • #6,393
  • Feb 19, 2010 6:19am Feb 19, 2010 6:19am
Looking at the code this is the only place it could've fudged, Line 110. You can change it to this and see if it helps. I've also attached a version with this fix.

Inserted Code
      PairStat = StringConcatenate(PairStat,"  ", Rsi,"      ",pScore," ", Pairs[b],"  (",DoubleToStr(ADR[b]*MathPow(ticksize,-1),0),")n");
Attached File(s)
File Type: mq4 Zoogle's ver Scooby 20EMA-200EMA-RSI3.mq4   8 KB | 586 downloads
  • #6,394
  • Feb 19, 2010 6:59am Feb 19, 2010 6:59am
Quoting dryclean
1 profit basket last night for the original
took 1 hr and 29 min
FXDD LIVE up 3.48% for this week
2.52% last week
Up 7.41% since started live on Feb 8th

I like it I like it I LIKE IT

all default settings
I take it you missed the SL earlier in the week - lucky boy
  • #6,395
  • Feb 19, 2010 7:09am Feb 19, 2010 7:09am
Quoting zoogle
Looking at the code this is the only place it could've fudged, Line 110. You can change it to this and see if it helps. I've also attached a version with this fix.

Inserted Code
      PairStat = StringConcatenate(PairStat,"  ", Rsi,"      ",pScore," ", Pairs[b],"  (",DoubleToStr(ADR[b]*MathPow(ticksize,-1),0),")n");
I changed printdebug to true - no zero divide error now. I m using a 4 digit broker.

Should i still use your updated version?
  • #6,396
  • Feb 19, 2010 7:13am Feb 19, 2010 7:13am
Quoting Viv108
I changed printdebug to true - no zero divide error now. I m using a 4 digit broker.

Should i still use your updated version?
It won't hurt. You're the first tester with a 4 digit broker so I'm sure I gobbled up a broker multiplier calculation somewhere.
  • #6,397
  • Feb 19, 2010 7:26am Feb 19, 2010 7:26am
Quoting dinofx
hi Steve,

here are some more observations since last #6336 post on page 423:

good LR settings tested on GU M1 to M15: 50,5,2,12

new highrsi observations:

if rsi(2) 240 < 50...
Good news dinofx. Please post your set files (need to rename to *.txt and upload to your post)

std.chanel1/2/3 should not be changed from memory - standard deviation channel for linear regression.
  • #6,398
  • Feb 19, 2010 7:29am Feb 19, 2010 7:29am
I wrote the following function which is proving profitable, so far...

//+------------------------------------------------------------------+
//| expert Trend function |
//+------------------------------------------------------------------+

string Get_Trend(string symbol)
{

string Trend = "F"; // Flat

int M15 = PERIOD_M15;
int H01 = PERIOD_H1;
int H04 = PERIOD_H4;

double EMA_020_M15 = iMA(symbol,M15,020,0,MODE_EMA,PRICE_CLOSE,0);
double EMA_020_H01 = iMA(symbol,H01,020,0,MODE_EMA,PRICE_CLOSE,0);
double EMA_020_H04 = iMA(symbol,H04,020,0,MODE_EMA,PRICE_CLOSE,0);

double EMA_200_M15 = iMA(symbol,M15,200,0,MODE_EMA,PRICE_CLOSE,0);
double EMA_200_H01 = iMA(symbol,H01,200,0,MODE_EMA,PRICE_CLOSE,0);
double EMA_200_H04 = iMA(symbol,H04,200,0,MODE_EMA,PRICE_CLOSE,0);

if(EMA_020_M15 < EMA_200_M15 && EMA_020_H01 < EMA_200_H01 && EMA_020_H04 < EMA_200_H04)
{
Trend = "D"; // Down
}

if(EMA_020_M15 > EMA_200_M15 && EMA_020_H01 > EMA_200_H01 && EMA_020_H04 > EMA_200_H04)
{
Trend = "U"; // Up
}

return(Trend);

}

Scoobs
  • #6,399
  • Feb 19, 2010 7:31am Feb 19, 2010 7:31am
Quoting zoogle
So as promised here is my version of Scooby's 200-20-3 EA.

Variables:
ATRrange - Number of days to average the daily range
PercentOfADRtp - Percentage of daily range to set as TP
PercentOfADRsl - Percentage of daily range to set as SL
PercentOfAccountRisk - Risk per trade.
useRSItable - vary the RSI based on which market is open
LocalGMTOffset - your local machine's GMT offset (eg. 1 for Europe, -5 for EST, etc.)
baseRSIrange - If useRSItable is false this will be the RSI range used, while true this will be incremented by 1 or 2 depending on the...
Zoogle, thank you for this.. First question how do you determine the trading hours? while it is 2130 here in Asia, its only 830 in NY, to me, at least I would say there is another 6 hours left of trading on a friday.

Thanks again.
  • #6,400
  • Feb 19, 2010 7:38am Feb 19, 2010 7:38am
Quoting scooby-doo
I wrote the following function which is proving profitable, so far...

//+------------------------------------------------------------------+
//| expert Trend function...
Cheers Scoobs. I look forward to playing with this; it could replace a few indicator calls and allow the robots a clearer trend picture.

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