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Steve Hopwood's Boris Schlossberg-inspired trading robots

  • #501
  • Mar 19, 2010 4:13am Mar 19, 2010 4:13am
Quoting octomanoak
Is anyone finding this bot to be a major resource user? I found it using 50% of the CPU consistently, even when it was "idle." Had to remove it from demo for now.
This could be because it makes a lot of use of Global Variables to store the hi-lo of each pair. These are stored on the hard drive and have to be read for each pair at each tick whilst the robot is looking for trades.

I do not know for certain that this is the cause, but it is the only difference between this and the other multi-pair robots. I shall do a rewrite so the robot stores the high-lo in arrays and only reads the globals after a restart or the at the beginning of a trading session. We can see if this makes any difference.

  • #502
  • Mar 19, 2010 4:24am Mar 19, 2010 4:24am
Only for interest - my demo tests:
Attached Image
  • #503
  • Mar 19, 2010 4:26am Mar 19, 2010 4:26am
Just a heads up, I put the multi pair combo up on a 4 hour, walked away, ok went to pick the wife up from the hairdresser, came back to about 50 pending orders on the one pair.
  • #504
  • Mar 19, 2010 4:49am Mar 19, 2010 4:49am
Quoting Lopuch
Only for interest - my demo tests:
Looks good.

  • #505
  • Mar 19, 2010 4:52am Mar 19, 2010 4:52am
Quoting sundog
Just a heads up, I put the multi pair combo up on a 4 hour, walked away, ok went to pick the wife up from the hairdresser, came back to about 50 pending orders on the one pair.
I am beginning to understand how this can happen. Theoretically, the trade-detection code should prevent this but mt4 is such rubbish that it sometimes defeats the code.

I am starting to think about how to avoid this situation.

  • #506
  • Mar 19, 2010 5:14am Mar 19, 2010 5:14am
Quoting scalpz
I think a couple of your BS posts went onto your scooby-doo thread. "Hey ho"

I have been trying to follow the processing logic for the Asian open & then the London open.
Your code has
if (TimeHour(TimeLocal() ) >= Asia_Start_Hour || TimeHour(TimeLocal() ) < Asia_End_Hour )
{
Comment(Gap, "The Asian session is open, so no trading is possible.");

how about && instead of the || in the if() functions.
or am I miles out - wouldnt surprise me at all.

cheers scalpz
I nearly missed this. You are dead right. This has not surfaced yet because I am on gmt, so the coding works fine for me even though it is not quite correct.

Fix attached.

Attached File(s)
File Type: mq4 Steve Hopwood's BS Asian session breakout multi-pair.mq4   42 KB | 262 downloads
  • #507
  • Mar 19, 2010 6:20am Mar 19, 2010 6:20am
I have cut down most of the calls that read the Global Variables by storing the values in arrays. See if this cuts the processor use - it should do.

I have also added the extra trading hours - I suppose these should be included in every robot anyhow. You can use these to override the Europe_Start_Hour/Europe_End_Hour inputs if this helps, otherwise set them to start and end at the same time.

Attached File(s)
File Type: mq4 Steve Hopwood's BS Asian session breakout multi-pair.mq4   44 KB | 263 downloads
  • #508
  • Mar 19, 2010 7:07am Mar 19, 2010 7:07am
Quoting SteveHopwood
.....I suppose these should be included in every robot anyhow....

Another what should be included in every bots with BE - move position not only at BE, but BE + 1 pip. When we have 1000 trades in year with BE (zero profit), it can be 1000 pip profit!
  • #509
  • Mar 19, 2010 7:26am Mar 19, 2010 7:26am
Quoting Lopuch
Another what should be included in every bots with BE - move position not only at BE, but BE + 1 pip. When we have 1000 trades in year with BE (zero profit), it can be 1000 pip profit!
Good point. 'twill be done.

  • #510
  • Mar 19, 2010 8:01am Mar 19, 2010 8:01am
Quoting SteveHopwood
I have cut down most of the calls that read the Global Variables by storing the values in arrays. See if this cuts the processor use - it should do.

I have also added the extra trading hours - I suppose these should be included in every robot anyhow. You can use these to override the Europe_Start_Hour/Europe_End_Hour inputs if this helps, otherwise set them to start and end at the same time.

Thanks Steve. I'll put it up on demo over the weekend.
  • #511
  • Mar 19, 2010 8:31am Mar 19, 2010 8:31am
I'm finding that with the same settings, on the same broker, the "single" bot is setting up pending trades, while the multi-pair bot is not. Both are set for pending trades. I see no errors on either platform. I would expect both bots to behave the same on any given pair. Is there an intentional difference in the bots that would account for this difference in behavior?
  • #512
  • Mar 19, 2010 2:36pm Mar 19, 2010 2:36pm
Steve or anyone who may care to respond,

On the bots that use a friday close with a friday close hour setting, I presume that is in local computer time as you use on bots in the BOJ thread.

Please advise.
  • #513
  • Mar 19, 2010 4:16pm Mar 19, 2010 4:16pm
Hi Steve,

Sorry for being so rude and leaving the thread in mid sentence Wed night, but my home took a lightening strike (a direct hit) during a bad storm. The charge ran in my DSL line and got my WiFi network, my demo system and it's backup and worst of all my bride's pride and joy (52" HDTV).
It will take me awhile before I can contribute, but I have been keeping up with the laptop on AT&T's WiFi so I don't get to far behind.....I wouldn't miss this for the world.

whip
  • #514
  • Mar 19, 2010 4:43pm Mar 19, 2010 4:43pm
Quoting octomanoak
I'm finding that with the same settings, on the same broker, the "single" bot is setting up pending trades, while the multi-pair bot is not. Both are set for pending trades. I see no errors on either platform. I would expect both bots to behave the same on any given pair. Is there an intentional difference in the bots that would account for this difference in behavior?
No. The trading logic is the same for both bots.

  • #515
  • Mar 19, 2010 4:44pm Mar 19, 2010 4:44pm
Quoting octomanoak
Steve or anyone who may care to respond,

On the bots that use a friday close with a friday close hour setting, I presume that is in local computer time as you use on bots in the BOJ thread.

Please advise.
Yes. I always use local time.

  • #516
  • Mar 19, 2010 4:44pm Mar 19, 2010 4:44pm
Quoting hiredwhip
Hi Steve,

Sorry for being so rude and leaving the thread in mid sentence Wed night, but my home took a lightening strike (a direct hit) during a bad storm. The charge ran in my DSL line and got my WiFi network, my demo system and it's backup and worst of all my bride's pride and joy (52" HDTV).
It will take me awhile before I can contribute, but I have been keeping up with the laptop on AT&T's WiFi so I don't get to far behind.....I wouldn't miss this for the world.

whip
Ouch. Hope you get sorted out soon. Good luck.

  • #517
  • Mar 19, 2010 4:47pm Mar 19, 2010 4:47pm
ouch indeed. That's enough to make me put a badass surge protector on the entire house!
Sorry to hear that, my sympathies especially for the 52"
  • #518
  • Mar 19, 2010 6:12pm Mar 19, 2010 6:12pm
I have gone through the 5mm, 2ma macd and Asian Breakout bots and: added a break even pips profit to the half-close rountines - as usual, the input is BEP.

I have also added a 5 second sleep time after a trade is sent, to try to avoid those occasions where mt4 defeats my trade-spotting code and sends ridiculous numbers of trades; not sure whether this will work.

At some stage, I shall add code that will automatically delete multiple pending trades for the same pair. I can only keep on trying to defeat the criminals and their best efforts to beat us.

A lot of the inputs are common to all the robots. Given that all I do when coding another is to adapt an existing one, this will not change. Thinking about newbies, it would be nice to have a document that describes the purpose of these inputs.

I lose the will to live when contemplating writing the doc. If anybody here would care to step forward, newbs stretching out into the future will appreciate your work. Assuming they read it, of course, but there is not much I can do to influence them there.

I have promoted the Session Breakout bot to the post 1 zip. I am not sure it deletes the Global Variables correctly at the start of the Asian session; this apart, it seems to be working as expected.

Can't wait for next week again.

  • #519
  • Mar 19, 2010 8:09pm Mar 19, 2010 8:09pm
Quoting SteveHopwood
Yes. I always use local time.

I thought so, but my bots did not close on friday at the appointed local time. Or am I misunderstanding the intent of the closehour setting when close on friday is enabled true?
  • #520
  • Mar 19, 2010 8:16pm Mar 19, 2010 8:16pm
Quoting SteveHopwood
...Thinking about newbies, it would be nice to have a document that describes the purpose of these inputs.

I lose the will to live when contemplating writing the doc. If anybody here would care to step forward,

I cannot start on it until after next week, but I will be happy to put something together. It will also serve me to assist in becoming more familiar with the bots and the settings.

BTW, I put your Asian Breakout version (whatever version it was you posted before putting it in post 1) on demo before the markets closed. It was not using the enormous CPU resources as the earlier version. So maybe you fixed it.
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