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scooby-doo BOJ JPY pairs trading robot

  • #7,261
  • Mar 7, 2010 6:38pm Mar 7, 2010 6:38pm
Quoting mbkennel
That's my concern, increase in volatility of returns but zero expectation => lower Sharpe.

In serious news against your position, you won't get filled in live trading anywhere near your intended stop loss. (demo will look much better than real).
Golden, you are right, i'm wrong. Hate myself for ignoring this! Thanks a lot!

so newsfilter is needed, but I guess it may not be too strict to kill many entries. that's another long story, i know.
  • #7,262
  • Mar 7, 2010 6:45pm Mar 7, 2010 6:45pm
Quoting charvo
Golden, you are right, i'm wrong. Hate myself for ignoring this! Thanks a lot!

so newsfilter is needed, but I guess it may not be too strict to kill many entries. that's another long story, i know.
There is maybe 3 to 5 serious scheduled news per month that you need concern yourself with.

The major movement is un-scheduled like ECB, BOJ, FED, HEDGE FUND intervention which you cannot plan for.

Scoobs.
  • #7,263
  • Mar 8, 2010 1:49am Mar 8, 2010 1:49am
Quoting Devas
Incredible results with maxou v516 despite a bug on 02/17!
Is the equity curve available? it is not shown in the report.

many thanks!

Maxou's system is very sophisticated, spent quite a few hours, cannot figure out how it works...
  • #7,264
  • Edited 5:26am Mar 8, 2010 2:19am | Edited 5:26am
Most of retails can't use seriously the "news calendar" because they can't have the good tools (professional feeds) and the knowledge to scan the underlying market contracts.
All the common calendars we know brings partial and outaded news and some wrong data. Meaning that it's nothing but noise.

The most risky news to stay out is NFP.

some details on :

http://www.investopedia.com/articles...dingOnNews.asp
  • #7,265
  • Mar 8, 2010 3:15am Mar 8, 2010 3:15am
Quoting Devas
Incredible results with maxou v516 despite a bug on 02/17!
Nice to see your results. I cannot beleive that! Did you use the bot alone, or use the help of Steeve multi management? what are your settings?
I have cancelled following this 516 for few weeks, concentrate my efforts to most recent versions that unfortunatly do not give so nice results.
I will be in New york for 2 weeks I will not have time to continue developing my bot, April will be very busy for me also, so I let the recent versions (525, 526) running on demo, I put back the 516 also on demo.

"Maxou's system is very sophisticated, spent quite a few hours, cannot figure out how it works..."
Don't worry, if it worth something and prove it's profitable, I will explain the code and how it works. I will make user manual but ask some help to the members of this forum to correct my poor english...
  • #7,266
  • Mar 8, 2010 3:40am Mar 8, 2010 3:40am
Two winning baskets this morning. Love it

Elovv
  • #7,267
  • Edited 5:33am Mar 8, 2010 4:59am | Edited 5:33am
Quoting maxou888
Nice to see your results. I cannot beleive that! Did you use the bot alone, or use the help of Steeve multi management? what are your settings?
I have cancelled following this 516 for few weeks, concentrate my efforts to most recent versions that unfortunatly do not give so nice results.
I will be in New york for 2 weeks I will not have time to continue developing my bot, April will be very busy for me also, so I let the recent versions (525, 526) running on demo, I put back the 516 also on demo.

"Maxou's system is very sophisticated, spent quite...
I am sure it will be no problem to find help writing your manual in English. Also I believe Steve speaks fluent French, as well as five other languages - and he is not very busy right now ...

Best of luck -
  • #7,268
  • Mar 8, 2010 5:48am Mar 8, 2010 5:48am
Quoting scooby-doo
YES

This is key from my analysis and others have mentioned it.

It looks as though you need to pick pairs with a high ATR.

When I was testing I noticed that Alpari widened the spread on EURCHF during Asian sessions meaning the R:R was very bad because of the low ATR on this and other pairs.

Scoobs.
This week I am running a test on two brokers - Alpari UK & Alpari NZ (Russia) logging the min & max values of the spread on the pairs used in Scooby's THG 1.6.

This is in response to Scooby's remark about spreads widening on EURCHF. Will post results here at the end of the week
Attached Image (click to enlarge)
Click to Enlarge Name: Alpari UK spread monitor.jpg Size: 196 KB
  • #7,269
  • Mar 8, 2010 6:09am Mar 8, 2010 6:09am
Just after posting my own test on broker spreads, I opened my mail and found this - I am sure these guys will do a better job - Enjoy

"We are pleased to announce the start of a new service from MTI Live: comparison of broker spreads based on collection of every tick during the trading week.
You can find the new data and tools at http://www.mt4i.com/spread. We are monitoring the spread on every tick reported by brokers to MT4, compiling several million data points per week in order to let you do the following:

 

  1. Compare the average spreads on a symbol from different brokers (e.g. EURUSD)
  2. Compare the range of spreads from minimum to maximum, as well as the average
  3. Inspect the variation across different market sessions - for example, some brokers deliberately widen their spreads during the Tokyo session to hinder scalping
  4. View a "rate card" of a single broker's spreads on several symbols (e.g. an Alpari Classic account)
  5. Chart the average spread from a broker, and the range of their spread (e.g. Alpari Demo/Pro)
  6. Draw a comparative chart of the average spreads on two or more broker accounts (e.g. Alpari Classic vs Alpari Demo/Pro)
  7. Open multiple browser tabs (using Ctrl+click) to switch easily between different information
  8. Bookmark individual pages of data, or share their URLs with friends and associates"

  • #7,270
  • Edited 6:15am Mar 8, 2010 6:14am | Edited 6:15am
Quote
Nice to see your results. I cannot beleive that! Did you use the bot alone, or use the help of Steeve multi management? what are your settings?
I have cancelled following this 516 for few weeks, concentrate my efforts to most recent versions that unfortunatly do not give so nice results.
I will be in New york for 2 weeks I will not have time to continue developing my bot, April will be very busy for me also, so I let the recent versions (525, 526) running on demo, I put back the 516 also on demo.

You can believe me I was very surprised because I knew that other people didnt get such results. No other bots, no tools and just the standard settings. (I reduced the lot size to 0.1 for one or two days).
Attached Image (click to enlarge)
Click to Enlarge Name: equity.gif Size: 5 KB
  • #7,271
  • Mar 8, 2010 6:31am Mar 8, 2010 6:31am
Just curious about hedging
The Original has had hedging for at least 3 months so It is safe to assume that there is that much testing done with hedging on.

What has been the experiences with hedging
does it really help or not.

I 've been live for a month on FXDD and hedging kicked in last night for the first time. The hedge killed my basket after all was said and done. I was up 30 pips from the Original basket but the hedge was down 343 pips thank God it was .01 lots. So I made $4.73 better than -4.73 but Just curious about what other think about the hedging in the Original
  • #7,272
  • Mar 8, 2010 6:37am Mar 8, 2010 6:37am
Quoting Devas
You can believe me I was very surprised because I knew that other people didnt get such results. No other bots, no tools and just the standard settings. (I reduced the lot size to 0.1 for one or two days).
you used the 5 modes (5 charts)?
Witch TF
Martinguale =1 ?
  • #7,273
  • Mar 8, 2010 6:43am Mar 8, 2010 6:43am
Quoting Elovv
Two winning baskets this morning. Love it

Elovv
My sell basket during Tokyo open was closed for loss of around 4% after the 300 minutes expiry. Buy basket during Tokyo closed hit tp. All live trades. MIG Real2
福 子 Victor V
  • #7,274
  • Mar 8, 2010 6:49am Mar 8, 2010 6:49am
The ADR OB_OS robot leaped into life this morning. I new something was wrong when they were all sells taken out with the markets well within their adr's.

Usual thing - infant school standard coding mistake. Anybody else demoing this needs to re-download the fixed version.

The bummer is all the trades were profitable. Hey ho. That kind of happy accident will not happen every day.
  • #7,275
  • Mar 8, 2010 7:05am Mar 8, 2010 7:05am
Quiet day so far, Grail hasn't opened any trades for me.
  • #7,276
  • Mar 8, 2010 7:29am Mar 8, 2010 7:29am
Thanks, Steve. Got it. Switched to your new SAR version of the bot (from the older mean-reversion one only).

NB: if it's a quiet day, let's see if some mean-reversion/ranging trades will kick in.... May complement Scooby's Grail EA, if we can tweak yours (right parameters, etc.) to get it to work.

Quoting SteveHopwood
The ADR OB_OS robot leaped into life this morning.... Anybody else demoing this needs to re-download the fixed version.

The bummer is all the trades were profitable. Hey ho. That kind of happy accident will not happen every day.
  • #7,277
  • Mar 8, 2010 8:11am Mar 8, 2010 8:11am
Quoting sundog
Quiet day so far, Grail hasn't opened any trades for me.
Just checked-no trades yet for Grail 1.6 here either
  • #7,278
  • Mar 8, 2010 10:17am Mar 8, 2010 10:17am
The markets have been very slow today after the antics of Friday.

My new version only placed 3 trades so far today for 1.84% ROI.

Scoobs.
  • #7,279
  • Mar 8, 2010 10:17am Mar 8, 2010 10:17am
original bot took two losses for me last night, both with hedging. Hedging doesn't seem to be helping much at all, in both cases it just added more loss to the basket.
  • #7,280
  • Mar 8, 2010 10:20am Mar 8, 2010 10:20am
Quoting scooby-doo
The markets have been very slow today after the antics of Friday.

My new version only placed 3 trades so far today for 1.84% ROI.

Scoobs.
But 3 good ones
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