scooby-doo BOJ JPY pairs trading robot
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.
hi Steve,
what do you think about my posting page 454- 6809 ?
void ManageTrades()
{
//Manage moving stops to be and closing half the trade
bool result;
for (int cc = OrdersTotal() - 1; cc >= 0; cc--)
{
while (!IsTradeAllowed() )
{
Comment("Trying to manage trades, but trading not allowed by the criminal");
}//while (!IsTradeAllowed() )
if (!OrderSelect(cc, SELECT_BY_POS) ) continue;
string symbol = OrderSymbol();
if (OrderMagicNumber() == MagicNumber && IsTradeAllowed() && OrderLots() > Lots / 2)
{
[color=Red]double AdrVal = Get_ADR(symbol);
double point = MarketInfo(symbol, MODE_POINT);
double digits = MarketInfo(symbol, MODE_DIGITS);
AdrVal*= TP_Percent / 100; //[/color][color=Red]TP_Percent is an extern int[/color]
[color=Red] AdrVal/= 2;
AdrVal = NormalizeDouble(AdrVal * point, digits);[/color]
if (OrderProfit() > 0)
{
double CloseLots = OrderLots() / 2;
if (OrderType() == OP_BUY)
{
//Retry an order modify if a previous attempt to move stop to be failed
if (OrderLots() < Lots && OrderStopLoss() < OrderOpenPrice() ) result = OrderModify(OrderTicket(), OrderOpenPrice(), OrderOpenPrice(), OrderTakeProfit(), 0, CLR_NONE);
[color=Red]double ask = MarketInfo(symbol, MODE_ASK);
double TargetPrice = NormalizeDouble(OrderOpenPrice() + AdrVal, digits);
if (ask >= TargetPrice && ask - OrderOpenPrice() > MarketInfo(symbol, MODE_STOPLEVEL) )[/color]
{
result = OrderClose(OrderTicket(), CloseLots, OrderClosePrice(), 500, CLR_NONE);
if (!result)
{
int err=GetLastError();
Alert(Symbol(), " Trend retracement robot ", OrderType()," part-close failed with error(",err,"): ",ErrorDescription(err));
return;
}//if (!result)
//Get new ticket number
Sleep(100);
DoesTradeExist(symbol);
OrderSelect(TicketNo, SELECT_BY_TICKET);
if (OrderStopLoss() < OrderOpenPrice() )
{
result = OrderModify(OrderTicket(), OrderOpenPrice(), OrderOpenPrice(), OrderTakeProfit(), 0, CLR_NONE);
if (!result)
{
err=GetLastError();
Alert(OrderSymbol(), " Trend retracement robot ", OrderType(), " Stop loss move failed with error(",err,"): ",ErrorDescription(err));
return;
}//if (!result)
}//if (OrderStopLoss() < OrderOpenPrice() )
}//if (ask >= TargetPrice && ask - OrderOpenPrice() > MarketInfo(symbol, MODE_STOPLEVEL) )
}//if (OrderType() == OP_BUY)
if (OrderType() == OP_SELL)
{
//Retry an order modify if a previous attempt to move stop to be failed
if (OrderLots() < Lots && OrderStopLoss() > OrderOpenPrice() ) result = OrderModify(OrderTicket(), OrderOpenPrice(), OrderOpenPrice(), OrderTakeProfit(), 0, CLR_NONE);
double bid = MarketInfo(symbol, MODE_ASK);
[color=Red]digits = MarketInfo(symbol, MODE_DIGITS);
TargetPrice = NormalizeDouble(OrderOpenPrice() - AdrVal, digits);
if (bid <= TargetPrice && OrderOpenPrice() - bid > MarketInfo(symbol, MODE_STOPLEVEL) )[/color]
{
result = OrderClose(OrderTicket(), CloseLots, OrderClosePrice(), 500, CLR_NONE);
if (!result)
{
err=GetLastError();
Alert(OrderSymbol(), " Trend retracement robot ", OrderType()," part-close failed with error(",err,"): ",ErrorDescription(err));
return;
}//if (!result)
//Get new ticket number
Sleep(100);
DoesTradeExist(symbol);
OrderSelect(TicketNo, SELECT_BY_TICKET);
if (OrderStopLoss() > OrderOpenPrice() )
{
result = OrderModify(OrderTicket(), OrderOpenPrice(), OrderOpenPrice(), OrderTakeProfit(), 0, CLR_NONE);
if (!result)
{
err=GetLastError();
Alert(Symbol(), " Trend retracement robot ", OrderType(), " Stop loss move failed with error(",err,"): ",ErrorDescription(err));
return;
}//if (!result)
}//if (OrderStopLoss() < OrderOpenPrice() )
}//if (bid <= TargetPrice && OrderOpenPrice() - bid > MarketInfo(symbol, MODE_STOPLEVEL) )
}//if (OrderType() == OP_SELL)
}//if (OrderProfit() > 0)
}//if (OrderSymbol() == symbol && OrderMagicNumber() == MagicNumber)
}//for (int cc = OrdersTotal() - 1; cc >=0)
}//void ManageTrades() [color=Black]
double Get_ADR(string symbol)
{
double digits = MarketInfo(symbol, MODE_DIGITS);
double point = MarketInfo(symbol, MODE_POINT);
int multiplier;
if (digits == 2) multiplier = 100;
if (digits == 3) multiplier = 1000;
if (digits == 4) multiplier = 10000;
if (digits == 5) multiplier = 100000;
int AvRange;////Only want a non-decimal reading
double CandleRange;
for (int cc = 0; cc <= AdrPeriod; cc++)
{
CandleRange = ((iHigh(symbol, Chart_TF, cc) - iLow(symbol, PERIOD_D1, cc)) * multiplier);
AvRange += CandleRange;
}//for (int cc = 0; cc <= AdtPeriod; cc++)
AvRange /= AdrPeriod;
return (AvRange);
}//End double Get_ADR(string symbol)
[/color] 
Here is where I am at the moment:
What I am experiencing is continued personal development on a journey that began about 15 months ago, when I started coding the KG robots. I have learned to trade through learning to code this stuff, so I returned to my first forex love, trading using Fibonacci support and resistance.
I did not fully understand what I was doing when I first brushed up against this. Now, I have a trading methodology that works for me. I also have a robot that handles the actual trading and managing (well, what a surprise ); I am not sharing it here because it is a robot that trades my decisions, not an auto-trader.
I put £100 into an Alpari UK account. These Alpari UK accounts are lethal; they trumpet their leverage of up to 500:1, as though they are doing traders a favour. In reality, this account-killing leverage is the norm unless the markets are closed. For a system to survive this, it has to be good.
The balance on the account after just under two weeks trading is a shade under £150. More to the point, with two trades outstanding, the equity is a shade over £135, meaning I could close the position when the markets open with a gain of 35% without ever taking risks that could have blown the account.
I am learning, at last.
to trend/break out; and simultaneously we SAR long/short all the way up/down to the +/- 1.0-1.2 ADR trend day level. 
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.
Hi, Steve,
I can't get the ADR bot to work/execute any trades because the "string" error messages. In any event, some ideas....
The EA has been predicated on a bi-modal or ranging day where prices have an equal distribution (like a bell curve, or market profile) around the open (hence, entry is set at +/-50% of ADR around open). So far, so good.
Our risk is a trending day where prices run 100%+ of ADR mainly on one side of day's open (not ranging +/-50% on either side).
So [b]can we consider a mod 2 version of this bot...
Wow. You are turning into a goldmine. Thanks for all this.
I will start work on all this on Monday; Sunday is a busy teaching day for me.
Which "string error" messages? You cannot try to send trades because the markets are closed, and the robot is a multi-pair trader so it cannot be back tested in strategy tester, so I do not know where these errors can come from.
Okay. Not trying to trade today, LOL, or test.
It was live on Friday. The bot started and could be seen on my chart etc., and it properly posted its breakout levels etc., but no trades were placed because of the following error messages:
http://www.forexfactory.com/showthre...36#post3502336
I'm patient. I'm impressed with your coding ability, so I'm not worrying about this.
