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scooby-doo BOJ JPY pairs trading robot

  • #7,701
  • Mar 21, 2010 10:18am Mar 21, 2010 10:18am
Oops - forgot to mention. Here is spreadsheet. Loses due to leaving orders over weekend did affect results...

T...
Attached File(s)
File Type: xls The Holy Grail DetailedStatement thru 0319.xls   32 KB | 410 downloads
  • #7,702
  • Mar 21, 2010 10:26am Mar 21, 2010 10:26am
If people are generally happy with v1.6 then locate the code in the order send function and change the TP/SL to the following....

int take = 1.6 * iATR(symbol,H01,20,0)/MarketInfo(symbol,MODE_POINT);
int stop = 1.0 * iATR(symbol,H01,20,0)/MarketInfo(symbol,MODE_POINT);

See how this goes.....

Scoobs.
  • #7,703
  • Mar 21, 2010 10:38am Mar 21, 2010 10:38am
Quoting scooby-doo
If people are generally happy with v1.6 then locate the code in the order send function and change the TP/SL to the following....

int take = 1.6 * iATR(symbol,H01,20,0)/MarketInfo(symbol,MODE_POINT);
int stop = 1.0 * iATR(symbol,H01,20,0)/MarketInfo(symbol,MODE_POINT);

See how this goes.....

Scoobs.
Needless to say, we´re waiting wishfully for your new version, Maestro! Once again thank you very much for your efforts/hard work and for sharing your stuff!
Best regards!
  • #7,704
  • Mar 21, 2010 2:49pm Mar 21, 2010 2:49pm
Quoting sundog
Max 525c 18 trades, 16 and 2 +ve pips, 6 floating, i've turned off the trading to let it digest the open ones.
Max 516 Mode 3, 10 trades, 7 and 3 +ve pips, no floating.. slower and better I find

Sundog,
Just curious whether you were still running max 516 there? If so, wondering how it handled last week? 525 made a ton, but has the same amount in open DD Turned 5k into 10k in 2 weeks, but has -5k in open DD, so not all that fun overall.
  • #7,705
  • Mar 21, 2010 4:55pm Mar 21, 2010 4:55pm
Quoting tazmaan
Sundog,
Just curious whether you were still running max 516 there? If so, wondering how it handled last week? 525 made a ton, but has the same amount in open DD Turned 5k into 10k in 2 weeks, but has -5k in open DD, so not all that fun overall.
Tazman, Im still running 516 mode 3, but the history is off atm, and Im going for a 400 km drive. I'll reply in about 12 hours.
  • #7,706
  • Mar 21, 2010 5:57pm Mar 21, 2010 5:57pm
Quoting scooby-doo
If people are generally happy with v1.6 then locate the code in the order send function and change the TP/SL to the following....

int take = 1.6 * iATR(symbol,H01,20,0)/MarketInfo(symbol,MODE_POINT);
int stop = 1.0 * iATR(symbol,H01,20,0)/MarketInfo(symbol,MODE_POINT);

See how this goes.....

Scoobs.

Naa.. we'll wait for your version (dont keep us waiting too long.. you keep moving the goal posts, you cheeky thang!!)
  • #7,707
  • Mar 21, 2010 5:59pm Mar 21, 2010 5:59pm
Quoting Invisible
Jezza:

Go here - http://www.forexfactory.com/showthread.php?t=224571
Thanks a lot. Haven't logged on since Friday. Will get it set up now.
  • #7,708
  • Edited 6:36pm Mar 21, 2010 6:19pm | Edited 6:36pm
Hello, just trying the THM EA on IBFX and was wondering what this error means in my Experts Tab;
2010.03.21 19:15:51 TheHolyMackerel_V1.63 GBPJPYm,M15: PriceOK failed for: CHFJPYmm

The pair is CHFJPYm so why does it show CHFJPYmm?

EDIT: Possibly doesn't like the StringSubstr line;
string Suffix = StringSubstr(Symbol(),6,StringLen(Symbol())-6);

changed to;
if (StringLen(Symbol()) == 6) string Suffix = "";
if (StringLen(Symbol()) == 7) Suffix = StringSubstr(Symbol(), 6, 1);
if (StringLen(Symbol()) == 8) Suffix = StringSubstr(Symbol(), 6, 2);
if (StringLen(Symbol()) == 9) Suffix = StringSubstr(Symbol(), 6, 3);
if (StringLen(Symbol()) == 10) Suffix = StringSubstr(Symbol(), 6, 4);

I'll see how it behaves now.

EDIT2: Nope, hmmmmm...
24 hours in a day – 24 bottles of beer in a case – Coincidence? I think not
  • #7,709
  • Mar 21, 2010 6:29pm Mar 21, 2010 6:29pm
Quoting scooby-doo
If people are generally happy with v1.6 then locate the code in the order send function and change the TP/SL to the following....

int take = 1.6 * iATR(symbol,H01,20,0)/MarketInfo(symbol,MODE_POINT);
int stop = 1.0 * iATR(symbol,H01,20,0)/MarketInfo(symbol,MODE_POINT);

See how this goes.....

Scoobs.
Cheers Scoobs. I have set up a demo with these changes. Will post the results at the end of this week.
  • #7,710
  • Mar 21, 2010 6:43pm Mar 21, 2010 6:43pm
Quote
Originally Posted by scooby-doo
If people are generally happy with v1.6 then locate the code in the order send function and change the TP/SL to the following....

Any particular reason for these figures, just out of interest?
  • #7,711
  • Mar 21, 2010 6:45pm Mar 21, 2010 6:45pm
Quoting Invisible
Any particular reason for these figures, just out of interest?
Have been using them in my latest version and the results are good.

I used to a TP=40/SL=25 which is a 1.6 ratio.

Scoobs.
  • #7,712
  • Mar 21, 2010 7:00pm Mar 21, 2010 7:00pm
Quoting scooby-doo
Have been using them in my latest version and the results are good.

I used to a TP=40/SL=25 which is a 1.6 ratio.

Scoobs.
You also changed the tf and period on purpose, correct??
int stop = 1.0 * iATR(symbol,H01,20,0)/MarketInfo(symbol,MODE_POINT);

or is that setting only on the THM ea not yours?
I'll have to check your ea to see if your using H01,20 since THM is using M15,14
24 hours in a day – 24 bottles of beer in a case – Coincidence? I think not
  • #7,713
  • Mar 21, 2010 7:07pm Mar 21, 2010 7:07pm
Quoting matrixebiz
You also changed the tf and period on purpose, correct??
int stop = 1.0 * iATR(symbol,H01,20,0)/MarketInfo(symbol,MODE_POINT);

or is that setting only on the THM ea not yours?
I'll have to check your ea to see if your using H01,20 since THM is using M15,14
Yes, I am now using H01 and 20.

Scoobs
  • #7,714
  • Mar 21, 2010 11:59pm Mar 21, 2010 11:59pm
Seems HG charvo 1.6 is ok so far.

seems HG charvo 2.x is silent sort of, not trading frequently...

since quite a few PMs asked about my tweaks, this is an updated guess of Scooby's HG v2.x; still use RSI, MA, and LagRSI.

It is supposed to be safer as I plan, therefore, not trading as frequently as HG v1.6.

As you know, this multi-timeframe multi-indicator EA is sensitive to brokers' feed quality. I hope you can test it side by side with me using various brokers, i'm using fxdd mini live now.

i actually hope you trade it live, because live feed is more challenging than demo feed(1 reason i set pending order) . however, your win/loss is not my responsibility :-)
Attached File(s)
File Type: mq4 The Holy Grail v2.3_charvo.mq4   19 KB | 355 downloads
  • #7,715
  • Mar 22, 2010 12:37am Mar 22, 2010 12:37am
Quoting charvo
Seems HG charvo 1.6 is ok so far.

seems HG charvo 2.x is silent sort of, not trading frequently...

since quite a few PMs asked about my tweaks, this is an updated guess of Scooby's HG v2.x; still use RSI, MA, and LagRSI.

It is supposed to be safer as I plan, therefore, not trading as frequently as HG v1.6.

As you know, this multi-timeframe multi-indicator EA is sensitive to brokers' feed quality....
bug in send order:

Inserted Code
    int take = iATR(symbol,PERIOD_H1,20,0)/MarketInfo(symbol,MODE_POINT); 
    int stop = iATR(symbol,PERIOD_H1,20,0)/MarketInfo(symbol,MODE_POINT);
        
    if(MarketInfo(symbol,MODE_DIGITS) == 3 || MarketInfo(symbol,MODE_DIGITS) == 5)
      {
        spread *= 10;
      }
Inconsistent use of dividing and multiplying by pointsize (adjusted or not) using iATR(). Also you forgot the 1.6 mult factor.

If you use iATR() there is no need to multiply or divide by points anywhere. ATR is in same units as price of the pair.


change to
Inserted Code
    double take = 1.6*iATR(symbol,PERIOD_H1,20,0); 
    double stop = iATR(symbol,PERIOD_H1,20,0);
...
            sl     = NormalizeDouble(price-stop,digit);
            tp     = NormalizeDouble(price+take,digit);
  • #7,716
  • Mar 22, 2010 12:41am Mar 22, 2010 12:41am
Quoting matrixebiz
Hello, just trying the THM EA on IBFX and was wondering what this error means in my Experts Tab;
2010.03.21 19:15:51...
Don't modify the Pairs[] array to include the suffix. Put the EA on a chart that has the suffix, e.g. GBPJPYm
  • #7,717
  • Mar 22, 2010 1:29am Mar 22, 2010 1:29am
Thanks a lot. This is the updated version.

I didn't use 1.6:1 for tp:sl, because:
1. you know how difficult a 8:5 tp/sl ratio is, if for the winning rate we saw for the past few weeks, and with this 8:5 ratio, it will really be the Holy Grail.

2. more importantly, we don't know how scooby's entry conditions are.
for HG 1.6, the entry trigger is on 5min/15min actually, if we use iatr(20) on 1H, that's already too big for my guess. remember that HG v1.6 is using 2*iatr(14) on 15minute. anyway, my point is, my trigger is on 5min/15min, so i choose a 1*iatr(20) on H1 ---- in fact, i still prefer 2*iatr on 15minute based on the previous 2 weeks observation.

but heck, i added the TP vs SL ratio anyway, users select the value as they wish.

let's try this first


Quoting mbkennel
Also you forgot the 1.6 mult factor.

If you use iATR() there is no need to multiply or divide by points anywhere. ATR is in same units as price of the pair.


change to
Inserted Code
    double take = 1.6*iATR(symbol,PERIOD_H1,20,0); 
    double stop = iATR(symbol,PERIOD_H1,20,0);
...
            sl     = NormalizeDouble(price-stop,digit);
            tp     = NormalizeDouble(price+take,digit);
Attached File(s)
File Type: mq4 The Holy Grail v2.3_charvo.mq4   19 KB | 546 downloads
  • #7,718
  • Mar 22, 2010 5:15am Mar 22, 2010 5:15am
Quoting tazmaan
Sundog,
Just curious whether you were still running max 516 there? If so, wondering how it handled last week? 525 made a ton, but has the same amount in open DD Turned 5k into 10k in 2 weeks, but has -5k in open DD, so not all that fun overall.
Mode 516. has 37 wins against 13 losses, +ve pips. I stopped testing 525 as i had the same problem as yourself, good wins but huge drawdowns.

Im still testing 516.

regards
  • #7,719
  • Mar 22, 2010 5:56am Mar 22, 2010 5:56am
Quoting charvo
2. more importantly, we don't know how scooby's entry conditions are.
for HG 1.6, the entry trigger is on 5min/15min actually, if we use iatr(20) on 1H, that's already too big for my guess. remember that HG v1.6 is using 2*iatr(14) on 15minute. anyway, my point is, my trigger is on 5min/15min, so i choose a 1*iatr(20) on H1 ---- in fact, i still prefer 2*iatr on 15minute based on the previous 2 weeks observation.
In zero order stochastic approximation prices behave like Gaussian random walk. In a GWR, a 1H standard deviation will be about double typical 15 minute standard deviation. And roughly ATR behaves like standard deviation.

So the stop is roughly cut in half and the TP extended by 8/5ths. Obviously win rate will go down but expectancy is what matters. The idea is to catch resumption of overall trend. If you were wrong you were going to hit SL right away no matter what.
  • #7,720
  • Mar 22, 2010 7:56am Mar 22, 2010 7:56am
Quoting mbkennel
Don't modify the Pairs[] array to include the suffix. Put the EA on a chart that has the suffix, e.g. GBPJPYm
Hi mbkennel, I didn't mod the pairs but the EA still traded last night so I guess it's nothing to worry about.
24 hours in a day – 24 bottles of beer in a case – Coincidence? I think not
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