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scooby-doo BOJ JPY pairs trading robot

  • #7,121
  • Mar 4, 2010 5:00am Mar 4, 2010 5:00am
Quoting tazmaan
that was a blazing fast original bot buy tp, 3mins here
Congrats Taz. I didn't get the buy on fxdd. I always seem to get the sell trade but never the buy trade.

Sandy
  • #7,122
  • Mar 4, 2010 6:13am Mar 4, 2010 6:13am
Quoting SteveHopwood
I have added more error trapping code to Original 2.4 - lots of if (IsTradeAllowed() ) {do some order sending stuff}

Added this to the SendTrade function:
[code]...
Thanks for the mods Steve!
  • #7,123
  • Mar 4, 2010 6:16am Mar 4, 2010 6:16am
Quoting scooby-doo
Doing really well, I will post the results on Friday.

No losing trades thus far.

Scoobs.
Does the story continue? Man it would be incredible..I am waiting very anxiously till tomorrow!

Punter
  • #7,124
  • Mar 4, 2010 6:43am Mar 4, 2010 6:43am
Wheeh! Here we go. Let's see what happens with these sudden market moves.

EDIT: I have the orginal mod and 3 variants running. I have a good feeling about one of the variants, but the other two I think were good ideas which did not turn out to be so hot in practice.
  • #7,125
  • Mar 4, 2010 6:51am Mar 4, 2010 6:51am
Quoting Invisible
Wheeh! Here we go. Let's see what happens with these sudden market moves.

EDIT: I have the orginal mod and 3 variants running. I have a good feeling about one of the variants, but the other two I think were good ideas which did not turn out to be so hot in practice.
7% drawdawn on open trades

Elovv
  • #7,126
  • Mar 4, 2010 6:58am Mar 4, 2010 6:58am
I've noticed on the Original bot Live FXDD that the last buy trades have only taken minutes any Ideas why?

ps I love it
  • #7,127
  • Mar 4, 2010 7:10am Mar 4, 2010 7:10am
Mine maxed out at 5.58% floating DD. We will see what happens. Scooby has promised us some real mayhem, so perhaps this is not over yet . Then we get the NFP fun tomorrow too. Yay!
  • #7,128
  • Mar 4, 2010 8:29am Mar 4, 2010 8:29am
a personal tweak of "Immediate Trades"
changed coordinates, color and naming.

note: when i've saved this gif, the picture is bigger than the trade windows where "Immediate Trades" are in the right bottom corner, not as on this gif. ( need to adjust x,y to screen size, it's not automatic)
Attached Image (click to enlarge)
Click to Enlarge Name: immediate-trades.gif Size: 23 KB
  • #7,129
  • Mar 4, 2010 9:38am Mar 4, 2010 9:38am
I customized the Holy Grail v1.6.

now for the newly-added settings below:

LotFixed = true;
fixedLot = 0.01;
UsePendingOrder = true;
OrderLimit = 6;

they mean:

you can set your own lotsize fixed at 0.01 or 10 if you want;
when entry conditions meet, we put a pending order instead of a market order; the pending order will be valid for 4800 seconds, that is 1 hour and 20 minutes, before it is expired or entered (4800 is just my feeling);
and the limit for this EA's positions is 6. (before 6 is the limit of the whole MT4 platform, which is inconvenient for many's Demo purposes.)

The entry will be less, because i used pending orders here (you still can select market order by turn "usependingorder=false"). However, I believe both hit-rate and drawdown will be improved by pending orders.

by the way, i guess, the fundamental logic from early Scooby.mq4 till late Holy Grail v1.6.mq4 is similar and inherited, according to Scooby's comments and coding. Is this right? Scooby? Therefore, I customized this instead of scooby.mq4 as requested by someone in PM.

this is just for fun and tweaking, demo first, demo first.

please allow my presumptuous action, Scoobs. Thanks.
Attached File(s)
File Type: mq4 The Holy Grail v1.601_charvo.mq4   14 KB | 731 downloads
  • #7,130
  • Mar 4, 2010 9:53am Mar 4, 2010 9:53am
Quoting charvo
I customized the Holy Grail v1.6.

now for the newly-added settings below:...
Charvo,

Thank you!

Is the orderLimit setting a limit to the open orders or to the pending orders? I presume the open orders, but checking to be certain.

If usePendingOrder=true and there are already 6 open orders, how will the EA handle new pending orders?
  • #7,131
  • Mar 4, 2010 10:06am Mar 4, 2010 10:06am
sorry, i was not clear.

OrderLimit is the maximum number of positions the EA can open, including both pending and entered.

Say 3 pos entered, and 3 pending, total 6, then EA will stop adding new positions.

say 6 pending pos were placed (but not triggerred yet), then EA will also stop adding new pos.

As to "usependingorders"
if true, the EA will only put pending orders; this way, I overcome the spread cost when entering.
if false, the EA will only put market orders; it is like original Holy Grail way.

so "usependignorder" and orderlimit are not related.

when 6 pos by this EA are seen (either pending or entered) in MT4, EA stop adding new pos.

let me know your other questions.

Quoting octomanoak
Charvo,

Thank you!

Is the orderLimit setting a limit to the open orders or to the pending orders? I presume the open orders, but checking to be certain.

If usePendingOrder=true and there are already 6 open orders, how will the EA handle new pending orders?
  • #7,132
  • Mar 4, 2010 10:43am Mar 4, 2010 10:43am
Quoting Invisible
Mine maxed out at 5.58% floating DD. We will see what happens. Scooby has promised us some real mayhem, so perhaps this is not over yet . Then we get the NFP fun tomorrow too. Yay!
Invisible,

I'll reply to your PM in a little bit. I attached the current status of your original EA on my FxPro demo account for comparison.
Attached Image (click to enlarge)
Click to Enlarge Name: 20100304-InvEA.jpg Size: 193 KB
  • #7,133
  • Mar 4, 2010 11:42am Mar 4, 2010 11:42am
Looks very similar even with a different broker, although my DD % is not as large so yours must be opening larger positions.

If these kinds of events are infrequent enough, it may be worth running with Account Sentry shutting it down and closing trades on the day or two each month that things really get out of hand.

Even as it stands now, closed equity on my $5k demo has increased about $50 during the past few hours and with about $300 in floating DD at the moment. If I closed all trades and shut down now, I would have lost about $250 today, but overall it would be up $750 still in 1 week and 1 day.
  • #7,134
  • Mar 4, 2010 12:31pm Mar 4, 2010 12:31pm
Here's a crude analyzer I whipped together to aid in my analysis of results from my version of Scooby's EA. Perhaps it might be of use to others as well.

Paramaters:
extern int StartPos=1; // Starting Order in list to display
extern int ATRRange=3; // ATR Periods to use in calculation
extern int ATRPer = 1440; // ATR time frame to use in calculation
extern int Magic=0; // Magic number to filter, 0 for all

It will output what the Maximum draw down of a trade in a percentage of the ATR at the time of the trade opening. 1:2 R/R ratio, here i come.
Attached File(s)
File Type: mq4 Zoogle's GetMaxDD.mq4   2 KB | 389 downloads
  • #7,135
  • Mar 4, 2010 12:48pm Mar 4, 2010 12:48pm
Quoting SteveHopwood
I have added stop and reverse trading to the ADR_OB_OS robot. Details in post 1.

This was much more complicated to code that I imagined it would be. I have spent recent days in a permanent logic fuzz. There will be bugs.

Hi Steve,
I have been running the latest ADR OB_OS robot for the last couple of days and have noticed that it does not open any 'BUY STOP' orders.
Looking back through the logs, the orders are being placed but they are immediately being cancelled.

I have had a quick look through the code and can only see one possible answer. In the SendOrder function you are not calculating a value for 'tp' in the conditional brach 'if (dir == OP_BUYSTOP)'.

I'm not sure if this is the answer. I will have a play around with the code.

PeeJay
  • #7,136
  • Mar 4, 2010 2:46pm Mar 4, 2010 2:46pm
Here are my results for the Invisible EA. It took some hits today:

Demo 1 fxdd Ea only No mptm 15 trades 8 winners 6 losers 1 BE -62 pips Current DD = 3.5%

Demo 2 fxdd EA with mptm 17 trades 10 winners 6 losers 1 BE -67 pips Current DD = 5%


Sandy
  • #7,137
  • Mar 4, 2010 2:51pm Mar 4, 2010 2:51pm
I have finally lost all patience with custom indicators.

TCV V3 is in post 1. Details in the relevant section in the post.

  • #7,138
  • Mar 4, 2010 3:08pm Mar 4, 2010 3:08pm
Quoting SteveHopwood
I have finally lost all patience with custom indicators.

TCV V3 is in post 1. Details in the relevant section in the post.

Thank you Steve, great work as always
24 hours in a day – 24 bottles of beer in a case – Coincidence? I think not
  • #7,139
  • Mar 4, 2010 3:16pm Mar 4, 2010 3:16pm
As soon as I put TCF V3 on my live account, I realised I had blooped.

Sorry guys; if you are one of the 5 to have downloaded within the last few minutes, you need to redownload the fix. 'twas a big bloop.

  • #7,140
  • Mar 4, 2010 3:17pm Mar 4, 2010 3:17pm
Thanks for your results, Sandy. My demo profit is suffering some dents, but still not bad at all for just over a week. If I were live I would just close it and leave it until after NFP next week and be happy with what I had.
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