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scooby-doo BOJ JPY pairs trading robot

  • #7,641
  • Mar 19, 2010 5:08am Mar 19, 2010 5:08am
Quoting sundog
Steve,
I have a request for the 3 EMA, even though I'll be away next week.

Would it be possible to have a trading hours input. I'd like to try a couple of versions with different RSI's at different times.

Thanks
Done and uploaded to post 1.

  • #7,642
  • Mar 19, 2010 5:14am Mar 19, 2010 5:14am
Quoting scooby-doo
I have figured out how to do it.

Its a combination of daily pivots and the relative strength of each currencies group.

The results so far (1 day) are very promissing and the TP/SL is 2:1

Scoobs.
OK, if you going down that route, the attachments may help with your testing.
The trade manager can be set to take profits at pivot points, but it can only handle one trade at a time, so doesn't work if you are using hedging.

Best of luck ...
Attached File(s)
File Type: pdf THV CaveManager EA v1.3.pdf   45 KB | 1,112 downloads
File Type: ex4 THV CaveManager v1.3.ex4   34 KB | 314 downloads
File Type: mq4 THV SDX-TzPivots_v4.9.mq4   41 KB | 334 downloads
  • #7,643
  • Mar 19, 2010 5:26am Mar 19, 2010 5:26am
Interesting for the original last night(Live FXDD)

The 1st sell wave took 7hr 20min the 2nd buy wave started 9 min after that and closed in 51 min both hit TP

Great week up 9.62% and 144 pips

Up 22.41% from Feb 8th start....made back all losses from Mar 9
  • #7,644
  • Mar 19, 2010 7:45am Mar 19, 2010 7:45am
I can't find who posted the Holy Mackeral ea here. But in just 2 days it's had 5 winners and 1 loser on demo. The losing trade was pretty small. Total gain = 121 pips.

Congrats to whoever programmed this variation

Sandy
  • #7,645
  • Mar 19, 2010 8:48am Mar 19, 2010 8:48am
Holy Mackerel! I think you have Mr. MBKennel to thank
  • #7,646
  • Mar 19, 2010 9:22am Mar 19, 2010 9:22am
After 4 weeks letting it run as is, THG 1.6 made a nice 20% ROI. The only alteration I did was reducing the lotsize divisor in the code from 60000 to 40000.
Regarding the exits issue discussed in the previous posts, based on these last 4 weeks of demo testing I dont think this is an issue here. 10 out of the 18 stopped-out trades were just bad entries, so no exit strategy wouldve helped. They just dove straight down to hell.
So we are talking about only 8 perfectable trades out of a total 72 trades.

A nice weekend to you all

ME
Attached Image (click to enlarge)
Click to Enlarge Name: THG v1.6.gif Size: 5 KB
  • #7,647
  • Mar 19, 2010 9:22am Mar 19, 2010 9:22am
Quoting Invisible
Holy Mackerel! I think you have Mr. MBKennel to thank
Thanks Invisible! I'm still getting good results with your 3TF Ea too.

And thanks to MB. I have Holy Mackeral on demo for next week.

Sandy
  • #7,648
  • Mar 19, 2010 9:31am Mar 19, 2010 9:31am
Thanks for the analysis, MiddleEastern. The results look promising. My understanding is that Holy Mackerel is a cleaned up version of THG 1.6 so this is probably the best one to test now as it is less likely to have problems caused by bugs.
  • #7,649
  • Mar 19, 2010 9:50am Mar 19, 2010 9:50am
Quoting scooby-doo
The next holiday in Japan is 21st.

Scoobs.
Thank you scoobs! Have a great weekend.
  • #7,650
  • Mar 19, 2010 9:58am Mar 19, 2010 9:58am
Quoting Invisible
Thanks for the analysis, MiddleEastern. The results look promising. My understanding is that Holy Mackerel is a cleaned up version of THG 1.6 so this is probably the best one to test now as it is less likely to have problems caused by bugs.
It uses rsi 3 for more active trading times and rsi 4 for inactive hours. There's a check for JY, GBP etc and the GMT times for the trading sessions. Pretty cool.

The trend check covers M15 through D1. Then he uses the M5 RSI through H4 RSIs to check for OB or OS.

I only had it on demo for two days and felt it was a slow trader but maybe not. Looking forward to next week

Sandy
  • #7,651
  • Mar 19, 2010 10:07am Mar 19, 2010 10:07am
Quoting Invisible
Holy Mackerel! I think you have Mr. MBKennel to thank
The Mackerel is virtually the same as THG 1.6, but with a stab at reliability improvements.

I think people underestimate the things which can go wrong in real-time trading versus backtesting and fail to program the EA's accordingly. Some losses come from these bugs and not the underlying strategy.

You cannot rely on any call which queries the server to "just work". Things like OrdersTotal() can change during a loop execution. You have to ALWAYS check the return code from OrderSelect() (who does this?). You have to deal with weirdities with multiple EA's running, the server getting slow, etc etc. Check for TradeContextBusy(), etc. (I will convert THM to LibOrderReliable.mqh sometime).

These things are rare---but they happen much more often when the markets move fast. These are also the cases where it's more likely trades will get activated (because conditions have changed!).

One very common bug I've seen is multiple trades (happened with THG).

This is the nastiest bug.

When you put on a trade, *the trade may be invisible to the order history for a few seconds or longer*!! This does NOT occur in backtesting and neither do the various failure modes for trade/select functions.

Often EA's count up number of opened trades (and sometimes fail to check symbol & magic number, another elementary bug), and if it is below threshold, they open trade.

Well they may have just opened a trade on the previous tick, but it hasn't showed up yet. Oops! Lesson: always save the ticket numbers and check by ticket AND history.

It is not like programming a normal language when you're pretty sure all the elementary functions work right all the time.
  • #7,652
  • Mar 19, 2010 10:10am Mar 19, 2010 10:10am
Want to see visually backtesting where the RSI may have triggered INSIDE a bar?

Here ya go.
Attached File(s)
File Type: mq4 RSI_max_min.mq4   5 KB | 359 downloads
  • #7,653
  • Mar 19, 2010 10:24am Mar 19, 2010 10:24am
Quoting mbkennel
Want to see visually backtesting where the RSI may have triggered INSIDE a bar?

Here ya go.
just have checked my coder list and know what: you won a star
  • #7,654
  • Mar 19, 2010 10:57am Mar 19, 2010 10:57am
Please enjoy this brilliant piece of creative work:

Inserted Video


Have a great weekend ahead.

P.S. I don't understand what's "wamu" towards the end. Anyone can explain?
福 子 Victor V
  • #7,655
  • Mar 19, 2010 11:07am Mar 19, 2010 11:07am
Quoting mbkennel
The Mackerel is virtually the same as THG 1.6, but with a stab at reliability improvements.

I think people underestimate the things which can go wrong in real-time trading versus backtesting and fail to program the EA's accordingly....
mbkennel I would like to demo your Holy Mackerel v1.63 but when I try to drop it on the G/J chart just now, nothing happens?? Under the Experts tab, I get a message saying 'cannot open file'. Any ideas??

Here's the message from the log file:

2;76;E:MT49MT4-1454expertsTheHolyMackerel_V1.63.mq4;21:1;'LibGMT.mqh' - cannot open the program file

(I've been demo testing HG 1.6 for a few weeks now.)

Thanks.
  • #7,656
  • Mar 19, 2010 11:23am Mar 19, 2010 11:23am
Jezza:

Go here - http://www.forexfactory.com/showthread.php?t=224571
  • #7,657
  • Mar 19, 2010 11:28am Mar 19, 2010 11:28am
Quoting Jezza
mbkennel I would like to demo your Holy Mackerel v1.63 but when I try to drop it on the G/J chart just now, nothing happens?? Under the Experts tab, I get a message saying 'cannot open file'. Any ideas??

Here's the message from the log file:

2;76;E:MT49MT4-1454expertsTheHolyMackerel_V1.63.mq4;21:1;'LibGMT.mqh' - cannot open the program file

(I've been demo testing HG 1.6 for a few weeks now.)

Thanks.
you need the LibGMT library, infos here : http://www.forexfactory.com/showpost...postcount=7234
  • #7,658
  • Mar 19, 2010 11:32am Mar 19, 2010 11:32am
Quoting camvcvoo
Please enjoy this brilliant piece of creative work:

http://www.youtube.com/watch?v=28I0JK0byLU

Have a great weekend ahead.

P.S. I don't understand what's "wamu" towards the end. Anyone can explain?
Wamu = Washington Mutual (bank)

:-D
  • #7,659
  • Mar 19, 2010 11:41am Mar 19, 2010 11:41am
I have also had some difficulty loading this bot. I placed all the appropriate files in folders, but the EA would not load. I separately compiled the EA, which gave me 8 warnings, but then I was able to load the compiled bot. Not sure if what I did will result in proper functioning of the EA.
  • #7,660
  • Mar 19, 2010 12:14pm Mar 19, 2010 12:14pm
Quoting nubchai
I can't find who posted the Holy Mackeral ea here. But in just 2 days it's had 5 winners and 1 loser on demo. The losing trade was pretty small. Total gain = 121 pips.

Congrats to whoever programmed this variation

Sandy
What Timeframe you have it on?
24 hours in a day 24 bottles of beer in a case Coincidence? I think not
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