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scooby-doo BOJ JPY pairs trading robot

  • #7,301
  • Mar 8, 2010 2:18pm Mar 8, 2010 2:18pm
Quoting dryclean
In the 24 bot Original there was an option for SMA 200

One thing I noticed is of all my losing plays have been the sell
(I've only had 4 losing trades in a month and 2 were from the timer)
I wonder if everyone is finding that the losing trades have been primarily sell trades? Most of my losing trades have been wave 3 sell trades.

Perhaps the wave 3 sell trades are less reliable performers. Perhaps BOJ interventions are more likely or have more impact near Tokyo close.

If we can identify these kinds of patterns, then Macman's idea of scaling out of losing trades might be applied on sell trades and scaling in on winning trades applied on buy trades.

Just some thoughts...
  • #7,302
  • Mar 8, 2010 2:52pm Mar 8, 2010 2:52pm
Quoting charvo
Hi, Scoobs:

could you please enlighten us how you experiment with LaguerreRSI?

using 2 Lagueerre may be too complex, so I guess that we should use one Laguerre for entry?

It seems to me default 0.7 ~ 0.4 are all acceptable values.

thanks a lot!
My experiments have shown/proven that 0.55 is the best setting for single LaguerreRSI entry on M05 but iRSI must ofcourse be OB/OS in M15, H1 and H4.

Scoobs.
  • #7,303
  • Mar 8, 2010 2:52pm Mar 8, 2010 2:52pm
Quoting octomanoak
I wonder if everyone is finding that the losing trades have been primarily sell trades? Most of my losing trades have been wave 3 sell trades.

Perhaps the wave 3 sell trades are less reliable performers. Perhaps BOJ interventions are more likely or have more impact near Tokyo close.

If we can identify these kinds of patterns, then Macman's idea of scaling out of losing trades might be applied on sell trades and scaling in on winning trades applied on buy trades.

Just some thoughts...
The question is are you using the 200 SMA filter Y or N ?
  • #7,304
  • Mar 8, 2010 4:05pm Mar 8, 2010 4:05pm
Quoting scooby-doo
The question is are you using the 200 SMA filter Y or N ?
Just checked, no SMA filter option in Original V2.2 to V2.4.

P.S. I just got up, so i may be wrong.
福 子 Victor V
  • #7,305
  • Mar 8, 2010 4:23pm Mar 8, 2010 4:23pm
Many thanks for this function, Scoobs. However, sorry for dragging you back to this early post.

Just want to confirm that you are still using it in your Holy Grail EA?

Seemingly, you are using below now:

EMA1 = 20 EMA on M15
EMA2 = 20 EMA on H1
EMA3 = 20 EMA on H4

if so, should I skip this function?

I am trying to follow your logic and comments seen here and there and apply them into my coding in Holy Grail v1.6, hence the question.

Thanks again.

[quote=scooby-doo;3504613]Enjoy.
//+------------------------------------------------------------------+
//| expert Trend_Strength function |
//+------------------------------------------------------------------+

string Trend_Strength(string symbol, int tf)
{

string Trend = "F";

double ADX01 = iADX(symbol,tf,10,PRICE_CLOSE,MODE_MAIN,0);

double EMA01 = iMA(symbol,tf,20,0,MODE_EMA,PRICE_CLOSE,0);
double EMA02 = iMA(symbol,tf,40,0,MODE_EMA,PRICE_CLOSE,0);
double EMA03 = iMA(symbol,tf,80,0,MODE_EMA,PRICE_CLOSE,0);
  • #7,306
  • Edited 4:43pm Mar 8, 2010 4:32pm | Edited 4:43pm
Quoting Invisible
I hope the positive atmosphere in this thread is not going to deteriorate. It is positively swarming with EAs, ideas and useful feedback which surely benefits all of us in the end. And let's not forget the laughs we have had along the way, too .
Don't worry about this. I control this thread ruthlessly, something that makes me unpopular in some quarters. Tough. If anybody tries to lower the tone, I ban them instantly. With one unshakable, unbreakable exception I lift the ban after a couple of weeks or so; most people have learned their lesson from this.

Max's first language is not English. His English is not great. He may well not have meant what he actually posted. He has made some great contributions here. I think we can cut him some slack.

This is an example of how I will control this thread. When I say, "I think we can cut him some slack" what I actually mean is, "We are going to cut him some slack."

'tis time to drop this now.

  • #7,307
  • Mar 8, 2010 4:34pm Mar 8, 2010 4:34pm
Quoting camvcvoo
Just checked, no SMA filter option in Original V2.2 to V2.4.

P.S. I just got up, so i may be wrong.
There is no need for a trend filter. BOJ either intervenes or it doesn't. If it does, then no trend filter in the entire known or unknown universe is going to stop the Yen going in whatever the direction BOJ wants it to go.

  • #7,308
  • Mar 8, 2010 4:40pm Mar 8, 2010 4:40pm
Quoting SteveHopwood
Don't worry about this. I control this thread ruthlessly, something that makes me unpopular in some quarters. Tough. If anybody tries to lower the tone, I will ban them instantly.

Max's first language is not English. His English is not great. He may well not have meant what he actually posted. He has made some great contributions here. I think we can cut him some slack.

This is an example of how I will control this thread. When I say, "I think we can cut him some slack" what I actually mean is, "We are going to cut him some slack."...
WOW, no fence sitting here then -

Any time you want to stand for Parliament Steve, you will get my vote. Could do with more decision makers.
  • #7,309
  • Mar 8, 2010 4:52pm Mar 8, 2010 4:52pm
Quoting macman
WOW, no fence sitting here then -

Any time you want to stand for Parliament Steve, you will get my vote. Could do with more decision makers.
Hehe. Not got enough gift of the gab.

I would make a lousy power-crazed dictator. Imagine the scenario:
Me: Ok, lousy suspect of being a traitor. You are going to die horribly as an example of what happens to those who cross me. Is that ok?

Suspected traitor: Actually, erm, no. I would prefer to go home.

Me: Ok. Off you go then.

I make this thread the sole exception to this wimpish approach to Dictatorship. I feel inclined to defend a thread that attracts such fantastic minds - and I include yours in this macman.

Besides, fences are painful things to sit on. Ask any modern British MP.
  • #7,310
  • Mar 8, 2010 4:59pm Mar 8, 2010 4:59pm
Buy basket..must be wave 2...lets see what happence

Elovv
  • #7,311
  • Mar 8, 2010 5:01pm Mar 8, 2010 5:01pm
Quoting SteveHopwood
Hehe. Not got enough gift of the gab.

I would make a lousy power-crazed dictator. Imagine the scenario:
Me: Ok, lousy suspect of being a traitor. You are going to die horribly as an example of what happens to those who cross me. Is that ok?

Suspected traitor: Actually, erm, no. I would prefer to go home.

Me: Ok. Off you go then.
Suspected traitor: excuse me Sir PowerCrazedDicator, what time is it, I need to set my watch.

Hopwood: OFF WITH HIS HEAD!!
  • #7,312
  • Mar 8, 2010 5:16pm Mar 8, 2010 5:16pm
Quoting mbkennel
Suspected traitor: excuse me Sir PowerCrazedDicator, what time is it, I need to set my watch.

Hopwood: OFF WITH HIS HEAD!!
I refer you to Scoobs' contact in the nuclear submarine whose commander has the atomic watch we all use to set our clocks by.

The 6 monthly surfacing so we could all catch up has already happened, so I am afraid you will have to use the telly news like all the rest of the peasants unable to keep up with events here.

Ha. See. I can buck the trend. You expected OFF WITH HIS HEAD yet I am magnanimous. This is how a Real Dictator keeps control without killing everybody. Read, learn, mark and inwardly digest; you could be my Apprentice yet.

  • #7,313
  • Mar 8, 2010 5:16pm Mar 8, 2010 5:16pm
Quoting Elovv
Buy basket..must be wave 2...lets see what happence

Elovv
Me too. Not turned this off yet despite my doubts.

  • #7,314
  • Edited 6:06pm Mar 8, 2010 5:52pm | Edited 6:06pm
you try for fun, not for money; who knows, maybe this bring you surprise, hohoho

hope Scoobs NOT to kick my rear end for this stupid effort, this is based on my collection of Scoobs' wisdom and comments seen here and there recently.

i guess that Scoobs' idea is inherent, and we should NOT to be too lazy just waiting; coding is not the major obstacle here anyway.

better yet, if Scoobs'd take a helpful look into my coding to see if my way of LaguerreRSI is logical.

I sincerely thank you who test this.
Attached File(s)
File Type: mq4 The Holy Grille v2.x_charvo.mq4   18 KB | 407 downloads
  • #7,315
  • Mar 8, 2010 6:08pm Mar 8, 2010 6:08pm
Quoting charvo
you try for fun, not for money; who knows, maybe this bring you surprise, hohoho

hope Scoobs NOT to kick my rear end for this stupid effort, this is based on my collection of Scoobs' wisdom and comments seen here and there recently.

i guess that Scoobs' idea is inherent, and we should NOT to be too lazy just waiting; coding is not the major obstacle here anyway.

better yet, if Scoobs'd take a helpful look into my coding to see if my way of LaguerreRSI is logical.

I sincerely thank you who test this.
You need to reverse the EMA direction for sell trades. Now you have same as buy.

I prefer a separate function for trend so it can be easily isolated from trading logic.
  • #7,316
  • Mar 8, 2010 6:12pm Mar 8, 2010 6:12pm
Quoting mbkennel
You need to reverse the EMA direction for sell trades. Now you have same as buy.
I keep on doing that kind of thing. Copy/paste is a bugger if I forget to change a variable.
  • #7,317
  • Mar 8, 2010 6:26pm Mar 8, 2010 6:26pm
Quoting SteveHopwood
Me too. Not turned this off yet despite my doubts.

That wave 2 BUY basket just hit SL.. I thought it was turned off. Oh well, going to turn it off now as it seems to trade better without it.
  • #7,318
  • Mar 8, 2010 6:32pm Mar 8, 2010 6:32pm
Quoting mbkennel
You need to reverse the EMA direction for sell trades. Now you have same as buy.

I prefer a separate function for trend so it can be easily isolated from trading logic.
your sharp eye is invaluable! and thanks!

here is correct version, and with trend function updated/separated.
Attached File(s)
File Type: mq4 The Holy Grlille v2.2_charvo.mq4   18 KB | 433 downloads
  • #7,319
  • Mar 8, 2010 7:37pm Mar 8, 2010 7:37pm
Quoting SteveHopwood
Me too. Not turned this off yet despite my doubts.

No doubt in my mind after the trade this morning..I am turning it off. It does give you a few TP's in a week but eventually its all killed by one. I'll better be more conservative and grow the account slowly rather than going after every 1% that is on offer. Tough couple of days these past ones..
Punter
  • #7,320
  • Mar 8, 2010 8:11pm Mar 8, 2010 8:11pm
Quoting doc816
That wave 2 BUY basket just hit SL.. I thought it was turned off. Oh well, going to turn it off now as it seems to trade better without it.

My buy basket was closed due to trade expiry. about 5% loss. Looks like wave 2 trading kills....

Anyway, looking forward to next session, with wave 2 trading disable
福 子 Victor V
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