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scooby-doo BOJ JPY pairs trading robot

  • #7,721
  • Edited 8:43am Mar 22, 2010 8:03am | Edited 8:43am
[deleted]
  • #7,722
  • Mar 22, 2010 8:34am Mar 22, 2010 8:34am
Quoting sundog
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
Same large DD here with Maxou´s last version. However, this is due to the high number of pairs it trades with and the open SL. I had an earlier version (Maxou´s 508b) on demo for 2 weeks and checked performance by pairs, with Steve´s MPTM placing a hard 40-pip SL on every trade. GBPJPY and USDJPY were the only ones with a clear bias toward the green, so started checking the EA with just these two pairs in active mode (had to modify the code though; the PairsToTrade input doesn´t work, it keeps trading everyone even if you delete them from the inputs window). Demo testing with GJ and UJ has been on for the last 3 weeks. UJ turned into a losing pair. However, GJ kept winning, bigtime. The account is up 30% after three weeks, and if UJ is not considered it would be up 35% (fixed 0.04 lots on a $1000 account). DD was quite low. For some reason known only to Maxou, the EA sometimes opens two trades on the same pair (never more than 2, though), so max floating drawdown when using just one pair would be 78 pips (one pip before SL x 2 trades)

I guess you should check the results of Maxou´s EA by pairs to see how they perform separately.
  • #7,723
  • Mar 22, 2010 9:20am Mar 22, 2010 9:20am
yeah, i lost patience with 525 as well as DD is same size of profit. more importantly, don't understand why EA trades its way, hoho, can't keep up with it.

so you changed code to only trade GJ and UJ? if so, then Maxou's EA's basket profit calculation would be all forfeited? which mode do you keep or remove?

Thanks.

Quoting Middleastern
(had to modify the code though; the PairsToTrade input doesn´t work, it keeps trading everyone even if you delete them from the inputs window). Demo testing with GJ and UJ has been on for the last 3 weeks. UJ turned into a losing pair. However, GJ kept winning, bigtime. The account is up 30% after three weeks, and if UJ is not considered it would be up 35% (fixed 0.04 lots on a $1000 account). DD was quite low. I guess you should check the results of Maxou´s EA by pairs to see how they perform separately.
[font=Calibri][size=3]...
  • #7,724
  • Mar 22, 2010 9:32am Mar 22, 2010 9:32am
Quoting charvo
yeah, i lost patience with 525 as well as DD is same size of profit. more importantly, don't understand why EA trades its way, hoho, can't keep up with it.

so you changed code to only trade GJ and UJ? if so, then Maxou's EA's basket profit calculation would be all forfeited? which mode do you keep or remove?

Thanks.
Attached is Maxou´s modified 508b EA. I´m using Mode 2.
Attached File(s)
File Type: mq4 Basket_508b Modified.mq4   77 KB | 475 downloads
  • #7,725
  • Mar 22, 2010 11:42am Mar 22, 2010 11:42am
Quoting matrixebiz
Hi mbkennel, I didn't mod the pairs but the EA still traded last night so I guess it's nothing to worry about.
mbk: any assistance with what this error means?
2010.03.22 09:39:36 TheHolyMackerel_V1.63 GBPJPY,M5: THM v1.63 SendOrder() EURAUD/-1 SELL has 130
  • #7,726
  • Mar 22, 2010 12:11pm Mar 22, 2010 12:11pm
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.
Hi folks,
did somebody get any trades today with scoobs´ suggestion? I didn´t get any so far... Same by you?
Best regards!
  • #7,727
  • Mar 22, 2010 12:23pm Mar 22, 2010 12:23pm
I have had two since Sunday open - both losers - but market conditions were really not great, so I am not really worried.
  • #7,728
  • Mar 22, 2010 1:06pm Mar 22, 2010 1:06pm
Quoting tazmaan
mbk: any assistance with what this error means?
2010.03.22 09:39:36 TheHolyMackerel_V1.63 GBPJPY,M5: THM v1.63 SendOrder() EURAUD/-1 SELL has 130
One possibility: you have an ECN and the EA isn't set up for ECN two-stage orders.

The Right Thing To Do is to adapt it to LibOrderReliable.mqh calls which will take care of this and other potential operational glitches. I'll work on it soon.
  • #7,729
  • Mar 22, 2010 1:07pm Mar 22, 2010 1:07pm
thanks MB
Yeah I thought about that after posting of course, that if it was based on the original thg that it probably still didn't have ecn code in it.
I look forward to your fix to add this capability (more than my terrible hackjob skills could accomplish )
  • #7,730
  • Mar 22, 2010 1:11pm Mar 22, 2010 1:11pm
Quoting charvo
yeah, i lost patience with 525 as well as DD is same size of profit. more importantly, don't understand why EA trades its way, hoho, can't keep up with it.

so you changed code to only trade GJ and UJ? if so, then Maxou's EA's basket profit calculation would be all forfeited? which mode do you keep or remove?

Thanks.
Actually, in looking at my 525c demo when I woke this morning, I might have to let this run for even longer I guess. The DD is still high, however it's now creeping the equity up pretty nicely.
started with 5k two weeks ago, current balance is 11,500 with 4400 open dd.
In watching this, at no time was equity much under the original starting balance, so might be worth some longer testing.
  • #7,731
  • Mar 22, 2010 2:03pm Mar 22, 2010 2:03pm
Quoting Middleastern
Attached is Maxou´s modified 508b EA. I´m using Mode 2.
Ok - so what is the best version of Max's EA. I am testing 525c - not bad, DD is not as bas as it was in prevous versions but could be improved.

Are we back to 5.08b now?
  • #7,732
  • Mar 22, 2010 2:16pm Mar 22, 2010 2:16pm
Quoting tazmaan
Actually, in looking at my 525c demo when I woke this morning, I might have to let this run for even longer I guess. The DD is still high, however it's now creeping the equity up pretty nicely.
started with 5k two weeks ago, current balance is 11,500 with 4400 open dd.
In watching this, at no time was equity much under the original starting balance, so might be worth some longer testing.
What if the 4400 drawdown happened when you started trading with your $5000 account? You would´ve suffered a DD of 85%.
  • #7,733
  • Mar 22, 2010 2:20pm Mar 22, 2010 2:20pm
Quoting Viv108
Ok - so what is the best version of Max's EA. I am testing 525c - not bad, DD is not as bas as it was in prevous versions but could be improved.

Are we back to 5.08b now?
I think I am the only one still playing with such an older version. Just wanted to report my demo results with my modified version, but since no one but Maxou knows exactly how the EA trades, any further discussion on strategy, or about anything beyond testing for that matter, would be impossible.
  • #7,734
  • Mar 22, 2010 2:23pm Mar 22, 2010 2:23pm
Quoting Meister81
Hi folks,
did somebody get any trades today with scoobs´ suggestion? I didn´t get any so far... Same by you?
Best regards!
Just one winner today here, no open trades as of now. Scoob´s suggestion only changes TP and SL, so entries should be the same as before.
  • #7,735
  • Mar 22, 2010 2:55pm Mar 22, 2010 2:55pm
Quote
What if the 4400 drawdown happened when you started trading with your $5000 account? You would´ve suffered a DD of 85%.

That is true, but my understanding is that the EA would have to build up a significant number of trades to start to generate a lot of DD, so the presumption would be that not all trades opened would contribute to this DD and a number would be generating positive equity which would thus offset it.
  • #7,736
  • Mar 22, 2010 2:56pm Mar 22, 2010 2:56pm
Quoting Middleastern
What if the 4400 drawdown happened when you started trading with your $5000 account? You would´ve suffered a DD of 85%.
Yeah, time will tell if that coulda happened I guess. I know the first week it made 2500 profit, and max open dd was like $300
Second week it built up to 10k, and that's when dd climbed into the 5k area.
Now we are at almost 12k with dd in the 4k range.
Not saying I enjoy the fact it gets that high, just that I didn't think I was quite ready to completely shut it down just yet hehe
  • #7,737
  • Mar 22, 2010 3:01pm Mar 22, 2010 3:01pm
Quoting Viv108
Ok - so what is the best version of Max's EA. I am testing 525c - not bad, DD is not as bas as it was in prevous versions but could be improved.

Are we back to 5.08b now?
I've been testing Max's 503d for some time and found 503d on GBP/JPY 5M to give good results. Again DD is an issue but if you get the lot size correct then it's not too bad. This is one I have restarted recently ...

DD is currently at 5% but does hit 10-20% at times.

Attached Image (click to enlarge)
Click to Enlarge Name: 503d_GBPJPY_5M.png Size: 8 KB
  • #7,738
  • Mar 22, 2010 3:02pm Mar 22, 2010 3:02pm
Quoting tazmaan
Yeah, time will tell if that coulda happened I guess. I know the first week it made 2500 profit, and max open dd was like $300
Second week it built up to 10k, and that's when dd climbed into the 5k area.
Now we are at almost 12k with dd in the 4k range.
Not saying I enjoy the fact it gets that high, just that I didn't think I was quite ready to completely shut it down just yet hehe
The way to test it is letting it run as is for a month and then analyze the monthly statement aiming to find proper filters, i.e. eliminating bad pairs, trading hours, etc.
  • #7,739
  • Mar 22, 2010 6:21pm Mar 22, 2010 6:21pm
Today has really been a blah day. I'm testing Invisible's 3 timeframe EA (the original) and the Holy Mackeral. (For Holy Mackeral I pulled euraud out of the pair list and reduced the array by 1.) Invisible 3 T took 2 trades. One ended in the negative but came down from larger DD. The second trade is running in the negative -just 9 pips. Holy Mackeral hasn't taken any trades yet today.

Sandy
  • #7,740
  • Mar 22, 2010 6:26pm Mar 22, 2010 6:26pm
On demo, Monica's robot is putting in a barnstorming performance today - 6 open trades (my max) all into profit and overall a yummy amount of positive upl.

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