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scooby-doo BOJ JPY pairs trading robot

  • #6,841
  • Feb 26, 2010 5:39pm Feb 26, 2010 5:39pm
Quoting scooby-doo
I am used to being given strict trading limits for a reason.

Otherwise I would be trading 9999 lots with other peoples money.

Ahhhhhh. Clocked you at last. I knew you sounded familiar. You are Nick Leeson, aren't you?
  • #6,842
  • Feb 26, 2010 6:31pm Feb 26, 2010 6:31pm
Quoting SteveHopwood
Ahhhhhh. Clocked you at last. I knew you sounded familiar. You are Nick Leeson, aren't you?
no.

He got caught.

  • #6,843
  • Feb 26, 2010 6:49pm Feb 26, 2010 6:49pm
Quoting getdown71
I use http://mt4spread.com/ to see who's really taking the piss and see who the top crims of the heap.

Is anyone using IAMFX They look pretty good. the G/J spread with FXDD is 9, which I use.... Alpairi not much better 8 . . . iamfx 2.2 but I'm sure there is a catch . . variable spread but in which direction is the variable up or down

ps thanks getdown for the link
  • #6,844
  • Edited 9:35pm Feb 26, 2010 6:53pm | Edited 9:35pm
(@Scooby: I hope you don't mind me posting a modified version of Scooby.mq4. If this is a problem, I can pull this post.)

This is my first try at amateur code hacking, so try not to all laugh at once . Anyway, basically, what I think I have done is to use EMA21, EMA34 and SMA100 for the trend detection rather than SMA20 and SMA 200. So for a buy to be valid, EMA20 > EMA34 > SMA100, and the reverse for a sell. I am also using a slightly changed version of the MPTM set up that MacMan posted a while back to manage trades.

I don't know if I have just lucked out with this combination, but it has had a great few days as you can see from the detailed statement attached. I have been running the Account Equity Analyzer indicator, which showed just over 3% max floating DD for that period. You can also find the graph from this indicator in the zip file. (The yellow line is closed profit, blue is total equity.) As you can see, this is also a very nice curve.

What I have observed is that the price often approaches or just breaches the 20EMA and if the RSI is peaking then it will then "bounce" off and continue in the direction of the trend. You can see what I mean by checking out the entry.jpg that is in the zip file also.

Do take a look at this and see what you think.

I have a couple of questions:

 

  1. I am not a coder. So does my revision to the Scooby code really do what I think it does ?
  2. This version has the old news checking code in it. To upgrade to the new code that Scooby posted earlier, do I need to just copy and paste it in, eliminating the older code.

Attached File(s)
File Type: zip Modifed Scooby.zip   120 KB | 572 downloads
  • #6,845
  • Feb 26, 2010 7:19pm Feb 26, 2010 7:19pm
WSJ.com - Hedge Funds Try 'Career Trade' Against Euro* This article will be available to non-subscribers of the Online Journal for up to seven days after it is e-mailed.

=================
Will Hedge Fund against euro damaged BOJ original EA ?
Will BOJ Buy xxxJPY only during this time period ?

Maybe Steve can make Hedge Fund Carrer Trade against Euro EA ?

Have a nice weekend

Cheers,
  • #6,846
  • Feb 26, 2010 8:25pm Feb 26, 2010 8:25pm
Quoting Invisible
(@Scooby: I hope you don't mind me posting a modified version of Scooby.mq4. If this is a problem, I can pull this post.)

This is my first try at amateur code hacking, so try not to all laugh at once . Anyway, basically, what I think I have done is to use EMA21, EMA34 and SMA100 for the trend detection rather than SMA20 and SMA 200. So for a buy to be valid, EMA21 > EMA34 > SMA100, and the reverse for a sell. I am also using a slightly changed version of the MPTM set up that MacMan posted a while back to manage trades.

I don't know if I have...
Invisible,

Great results. 1 question. I looked at the code and it looks like SMA1 is set to 20 and not 21. Did you intend to use 20?

I'm going to put it on a demo account next week.

Thanks!
Sandy
  • #6,847
  • Feb 26, 2010 9:34pm Feb 26, 2010 9:34pm
20 not 21. If that is what the code says..... Memory lapse there.

Yes, put it on demo. What I am interested to see more of is what happens when the oversold / overbought keeps on pushing for a while and trades go the wrong way. So far it has handled this well, but I think more observation is needed.

Before going live, I would also consider reducing the number of open trades allowed (I put max of 8, but that is to stress-test it, and perhaps max 4 would be better in a real account), and possibly also increasing the lot divisor to 100,000 from the current 50,000 (again, which was for the purpose of stress testing.)
  • #6,848
  • Feb 27, 2010 2:34am Feb 27, 2010 2:34am
This week results:

THG1.4 1 sl and 8 win +4%
THG1.6 6 sl and 9 win -1%
Zoogle 16 sl and 48 win -1%
Scooby.mq4 22loss and 29 win -12%
  • #6,849
  • Feb 27, 2010 3:47am Feb 27, 2010 3:47am
Quoting Invisible
(@Scooby: I hope you don't mind me posting a modified version of Scooby.mq4. If this is a problem, I can pull this post.)

This is my first try at amateur code hacking, so try not to all laugh at once . Anyway, basically, what I think I have done is to use EMA21, EMA34 and SMA100 for the trend detection rather than SMA20 and SMA 200. So for a buy to be valid, EMA20 > EMA34 > SMA100, and the reverse for a sell. I am also using a slightly changed version of the MPTM set up that MacMan posted a while back to manage trades.

I don't know if I have...
I am doing something similar with EMA20, EMA40 and EMA80.

The EMA distances should be divisible/multiple by 2.

Scoobs.
  • #6,850
  • Feb 27, 2010 3:56am Feb 27, 2010 3:56am
Steve

Not saying you do but if you want to use the LaguerreRSI without the custom indicator then....

I am using Gamma of 0.50 which is low but I am still testing. Normally it should be set at 0.70

Scoobs


//+------------------------------------------------------------------+
//| expert LaguerreRSI function |
//+------------------------------------------------------------------+
double LaguerreRSI(string strPair, int intTF, double dblGamma, int intShift)
{
int intSize = 100;

double dblRSI, dblUp, dblDown;
double L[4], LA[4];

ArrayInitialize( L, 0.0 );

for(int inx = intSize; inx >= 0; inx--)
{

double Price = iMA(strPair,intTF,1,0,MODE_EMA,PRICE_CLOSE,inx+intShift);

ArrayCopy(LA, L);
dblUp = 0.0;
dblDown = 0.0;

L[0] = ( 1 - dblGamma ) * Price + ( dblGamma * LA[0] );
L[1] = ( -dblGamma * L[0] ) + LA[0] + ( dblGamma * LA[1] );
L[2] = ( -dblGamma * L[1] ) + LA[1] + ( dblGamma * LA[2] );
L[3] = ( -dblGamma * L[2] ) + LA[2] + ( dblGamma * LA[3] );

if(L[0] >= L[1]) dblUp = L[0] - L[1];
else dblDown = L[1] - L[0];

if(L[1] >= L[2]) dblUp = dblUp + L[1] - L[2];
else dblDown = dblDown + L[2] - L[1];

if(L[2] >= L[3]) dblUp = dblUp + L[2] - L[3];
else dblDown = dblDown + L[3] - L[2];

if(dblUp + dblDown != 0.0) dblRSI = dblUp / (dblUp + dblDown);
}

return( dblRSI );

}
  • #6,851
  • Feb 27, 2010 5:20am Feb 27, 2010 5:20am
He scoob

are you happy with THG v1.9 this week? I guess it was only tested for about 3 days. Would have been interesting to see how it would have performed at the beginning of the month when euro started to plummit..
  • #6,852
  • Feb 27, 2010 5:42am Feb 27, 2010 5:42am
hi Scoob,

i'm thinking, after demoing a few days, that trading with an ema of Lrsi would give better entry and close timing if we look at ema trend:

either - Lrsi > ema && ema > ema previous : close sell && open buy
- Lrsi < ema && ema < ema previous : close buy && open sell
  • #6,853
  • Feb 27, 2010 5:45am Feb 27, 2010 5:45am
Quoting scooby-doo
Steve

Not saying you do but if you want to use the LaguerreRSI without the custom indicator then....

I am using Gamma of 0.50 which is low but I am still testing. Normally it should be set at 0.70

Scoobs


//+------------------------------------------------------------------+
//| expert LaguerreRSI function |
//+------------------------------------------------------------------+
double LaguerreRSI(string strPair, int intTF, double dblGamma, int intShift)
{
int intSize = 100;

double dblRSI, dblUp, dblDown;
double L[4], LA[4];

ArrayInitialize(...
Wonderfull, I will include in my code.
Thanks Scoob
  • #6,854
  • Feb 27, 2010 5:47am Feb 27, 2010 5:47am
hey max.. what is the main difference between your 516 bot and the scalping bot?

Did you manage to forward test it? Does it look promising? I only applied it yesterday evening, so have not seen it in action.
  • #6,855
  • Feb 27, 2010 5:50am Feb 27, 2010 5:50am
Quoting Invisible
(@Scooby: I hope you don't mind me posting a modified version of Scooby.mq4. If this is a problem, I can pull this post.)

This is my first try at amateur code hacking, so try not to all laugh at once . Anyway, basically, what I think I have done is to use EMA21, EMA34 and SMA100 for the trend detection rather than SMA20 and SMA 200. So for a buy to be valid, EMA20 > EMA34 > SMA100, and the reverse for a sell. I am also using a slightly changed version of the MPTM set up that MacMan posted a while back to manage trades.
I am always surprised about the serious and mind of people (sometimes very famous traders or "specialist") that use exotics numbers like 21, 34, 163, 187 etc... for Ema or indics. Why not use round numbers? Anyone can plot a 34 EMA and 35 EMA, or a fibo number and just it's nearest round number and verify that there is a microscopic difference.
  • #6,856
  • Feb 27, 2010 5:56am Feb 27, 2010 5:56am
Quoting Viv108
hey max.. what is the main difference between your 516 bot and the scalping bot?

Did you manage to forward test it? Does it look promising? I only applied it yesterday evening, so have not seen it in action.
The scalping bot use only M5 for trend ,can open trades in the 2 directions, and close trades very easy. It made a killing yesterday afternoon, but finish the days with DD. So must wait next week to see how it will manage and perform. Not sure it will be promising.
I have the 522 demoing in 4 demo accounts, using LaguerreRsi or StochRsi. Dd is better controlled. More promising. I wait it's bug free before posting this one.
  • #6,857
  • Feb 27, 2010 6:16am Feb 27, 2010 6:16am
Quoting maxou888
The scalping bot use only M5 for trend ,can open trades in the 2 directions, and close trades very easy. It made a killing yesterday afternoon, but finish the days with DD. So must wait next week to see how it will manage and perform. Not sure it will be promising.
I have the 522 demoing in 4 demo accounts, using LaguerreRsi or StochRsi. Dd is better controlled. More promising. I wait it's bug free before posting this one.
Excellent. Do keep me posted. Your bot is excellent, but the DD is quite scary. If we can minimise that, then we should have an awesom bot!
  • #6,858
  • Feb 27, 2010 6:19am Feb 27, 2010 6:19am
Quoting scooby-doo
Steve

Not saying you do but if you want to use the LaguerreRSI without the custom indicator then....

I am using Gamma of 0.50 which is low but I am still testing. Normally it should be set at 0.70

Scoobs


//+------------------------------------------------------------------+
//| expert LaguerreRSI function...
Cheers scoobs. I don't, but thanks anyway.

  • #6,859
  • Feb 27, 2010 6:22am Feb 27, 2010 6:22am
I am doing a bit of work on the ADR bot, especially squishing the bug that allows it to close half the trade before the stop can move to break even because the market is too close to allow it.

I am also making it completely time-frame independent for those who like to play with different time scales.

If anyone wants anything else, now is the time to turn into a little birdy.

  • #6,860
  • Feb 27, 2010 6:43am Feb 27, 2010 6:43am
Quoting SteveHopwood
I am doing a bit of work on the ADR bot, especially squishing the bug that allows it to close half the trade before the stop can move to break even because the market is too close to allow it.

I am also making it completely time-frame independent for those who like to play with different time scales.

If anyone wants anything else, now is the time to turn into a little birdy.

WHich one is the ADR bot??
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