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scooby-doo BOJ JPY pairs trading robot

  • #6,761
  • Feb 25, 2010 8:12am Feb 25, 2010 8:12am
Quoting scooby-doo
Here goes.
You tease!
Looks fantastic on the evidence so far.
  • #6,762
  • Feb 25, 2010 8:13am Feb 25, 2010 8:13am
Quoting dinofx
i suppose you have declared an array to store all these "mathmax" values
No
  • #6,763
  • Feb 25, 2010 8:17am Feb 25, 2010 8:17am
This is the correct fix...

//+------------------------------------------------------------------+
//| expert News function |
//+------------------------------------------------------------------+

bool NewsExist()
{

string xmlFileName = Month()+"-"+Day()+"-"+Year()+"-"+Symbol()+Period()+"-"+"FFCal.xml";
bool News;

for(int d = 0; d < ArraySize(Pairs); d++)
{
int MinutesSincePrevEvent =
iCustom(NULL,0,"Economic News",Pairs[d],true,false,false,true,true,1,0);

int MinutesUntilNextEvent =
iCustom(NULL,0,"Economic News",Pairs[d],true,false,false,true,true,1,1);

if(MinutesUntilNextEvent < 60 ||
MinutesSincePrevEvent < 15)
{
News = true;
}
}

int handle = FileOpen(xmlFileName,FILE_BIN|FILE_READ|FILE_WRITE);

if(handle < 0)
{
News = true;
}

FileClose(handle);

return(News);

}
  • #6,764
  • Feb 25, 2010 9:31am Feb 25, 2010 9:31am
Scooby,

If there is major news for any pair then you hold off on trades? I noticed you search trhough all of the pairs to see if there's news. Whereas Zoog checks for news for a single pair. If I'm reading the code right.

Thanks,
Sandy
  • #6,765
  • Feb 25, 2010 9:40am Feb 25, 2010 9:40am
Quoting nubchai
Scooby,

If there is major news for any pair then you hold off on trades? I noticed you search trhough all of the pairs to see if there's news. Whereas Zoog checks for news for a single pair. If I'm reading the code right.

Thanks,
Sandy
Yes.

Reason being that there is allot of dependency with these pairs.

i.e. Any high news affecting USD will probably affect EUR pairs aswell.

Also becaure of the YEN cross pairs any news affecting USD will have an affect on them too because of GBPJPY = GBPUSD & USDJPY.

The downside to this is that you dont get many trades.

Scoobs.
  • #6,766
  • Feb 25, 2010 9:42am Feb 25, 2010 9:42am
Here are my results so far. I am using six demo accounts with small balances on Alpari with a leverage of 1:1. So far boj original has had all wins.
https://www.myfxbook.com/portfolio
Vince
  • #6,767
  • Feb 25, 2010 9:57am Feb 25, 2010 9:57am
Quoting maxou888
apparently, the function MathMax is able to find the maximum value between 2 values only
In order to find the maximum value inside 8 values, I have write like this :

intermedaire1 = MathMax(JpyKgRS,UsdKgRS)
intermedaire2 = MathMax(GbpKgRS,EurKgRS)
intermedaire3 = MathMax(ChfKgRS,AudKgRS)
intermedaire4 = MathMax(NzdKgRS,CadKgRS)
intermedaire5 = MathMax(intermedaire1,intermedaire2)
intermedaire6 = MathMax(intermedaire3,intermedaire4)
MaxKG = MathMax(intermedaire5,intermedaire6)

Is there a less stupid way to write this ???
Inserted Code
MaxKG = MathMax(MathMax(MathMax(JpyKgRS,UsdKgRS), MathMax(GbpKgRS,EurKgRS)), MathMax(MathMax(ChfKgRS,AudKgRS), MathMax(NzdKgRS,CadKgRS)));

Equally nasty just takes up less room.
  • #6,768
  • Feb 25, 2010 10:11am Feb 25, 2010 10:11am
Quoting zoogle
Inserted Code
MaxKG = MathMax(MathMax(MathMax(JpyKgRS,UsdKgRS), MathMax(GbpKgRS,EurKgRS)), MathMax(MathMax(ChfKgRS,AudKgRS), MathMax(NzdKgRS,CadKgRS)));

Equally nasty just takes up less room.
Yes, I thought about this, but such a mess !
  • #6,769
  • Feb 25, 2010 10:14am Feb 25, 2010 10:14am
Quoting scooby-doo
Yes.

Reason being that there is allot of dependency with these pairs.

i.e. Any high news affecting USD will probably affect EUR pairs aswell.

Also becaure of the YEN cross pairs any news affecting USD will have an affect on them too because of GBPJPY = GBPUSD & USDJPY.

The downside to this is that you dont get many trades.

Scoobs.
In the Economic News indicator there is a variable ReportAllForUSD which I've set to true. This should filter out the real earth shakers.
  • #6,770
  • Feb 25, 2010 10:17am Feb 25, 2010 10:17am
Quoting scooby-doo
Yes.

Reason being that there is allot of dependency with these pairs.

i.e. Any high news affecting USD will probably affect EUR pairs aswell.

Also becaure of the YEN cross pairs any news affecting USD will have an affect on them too because of GBPJPY = GBPUSD & USDJPY.

The downside to this is that you dont get many trades.

Scoobs.

Ok thank you Scoobs. Makes sense.

Sandy
  • #6,771
  • Feb 25, 2010 10:24am Feb 25, 2010 10:24am
In fact, using KGRs indic (or the code inside my Ea that gives same results) gives OB/OS levels when they reached 80/20 level (or anything else)
I have found that when the market and all pairs are very volatile, it seems to give results in a more narrow range (see the picture, Pink draw), and sometimes the range is wider(blue draw.
My wish is to find at any moment the strongest and weakest currency (and so, only 1 pair). So I first look at the 2 extreme currencies and later do some maths,(I have tried to modify the indic to have something like Stochastic of this indic but I didn't succeded)
Attached Image (click to enlarge)
Click to Enlarge Name: kgmax.jpg Size: 307 KB
  • #6,772
  • Feb 25, 2010 11:03am Feb 25, 2010 11:03am
Maxou 516 has played a blinder today. Nice.
TRADE FOR SWAP
  • #6,773
  • Feb 25, 2010 11:18am Feb 25, 2010 11:18am
yes, some days are wonderfull, others no. We should study why
  • #6,774
  • Feb 25, 2010 11:29am Feb 25, 2010 11:29am
Yep, its making up for yesterday nicely, however the open DD yesterday was pretty extreme
Attached Image (click to enlarge)
Click to Enlarge Name: Statement.gif Size: 6 KB
  • #6,775
  • Feb 25, 2010 1:05pm Feb 25, 2010 1:05pm
DD is back again...
  • #6,776
  • Feb 25, 2010 1:16pm Feb 25, 2010 1:16pm
We cannot avoid DD since a lot of trades are opened. Must wait
  • #6,777
  • Feb 25, 2010 1:30pm Feb 25, 2010 1:30pm
yes.. i agree..

But there must be a better way of finding the overall direction of a trade..
  • #6,778
  • Feb 25, 2010 1:59pm Feb 25, 2010 1:59pm
Has anyone running Scooby Holy Grail 1.4 or1.6 had any trades today? I haven't had a single one. It's a heavy news day so maybe the filter is saving me from trouble

Thanks!
Sandy
  • #6,779
  • Feb 25, 2010 2:02pm Feb 25, 2010 2:02pm
Quoting Viv108
yes.. i agree..

But there must be a better way of finding the overall direction of a trade..
There is.

Its called studying the underlying economics of a currency.

You could have 1000 technical indicators all saying its a LONG setup only for it to reverse for a number of reasons. i.e. News, Market consolidation, Hedge funds, Trending/Ranging market, Buyers and Sellers.

Example:

You enter a LONG trade on USDJPY and without warning HSBC trading floor decides to sell 100 Million USD cashing in on their previous LONG trades.

This ofcourse is not enough to cause a trend reversal but will blow most retail traders LONG trades and/or accounts.

Dont forget also that your broker may well be trading against your position in the hope of moving the market to your SL's.

Scoobs.
  • #6,780
  • Feb 25, 2010 2:03pm Feb 25, 2010 2:03pm
Quoting nubchai
Has anyone running Scooby Holy Grail 1.4 or1.6 had any trades today? I haven't had a single one. It's a heavy news day so maybe the filter is saving me from trouble

Thanks!
Sandy
I´m running v1.6. Here it opened just 2 trades today, one closed in profit, the other is 4 pips away from TP as of now.
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