scooby-doo BOJ JPY pairs trading robot | Page 392 | Forex Factory

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scooby-doo BOJ JPY pairs trading robot

  • #7,821
  • Mar 26, 2010 4:46am Mar 26, 2010 4:46am
Nice one, scoobs.

  • #7,822
  • Mar 26, 2010 4:48am Mar 26, 2010 4:48am
Quoting zznbrm
See attached include file and a sample script. Let me know if there are bugs and I will investigate them. I wrote this code for my use and the settings have been optimized for my display. I have no idea how it will look on someone else's PC.

Before running the sample script, make sure the pair array does not include any pairs your broker is missing.

Please do not request enhancements or changes (outside of bugs). I'm giving you the code so you can fine-tune it for your own needs.
Cheers. You are a star also.

  • #7,823
  • Mar 26, 2010 5:05am Mar 26, 2010 5:05am
Quoting SteveHopwood
Nice one, scoobs.

It is mentioned in the POLICY document but I know that nobody is going to read it line for line let alone understand it.

But one lives in hope.



Scoobs

PS. Also, GBPJPY is the baskets biggest player and we all know what is happening to STERLING and the EURO at the moment and probably for the medium term, so another reason to be careful on BUY XXXJPY baskets. They are more likely to get stuck and therefore into DD.

In simple terms we have week GBP, week EUR, High OIL = SELL only.
  • #7,824
  • Edited 8:34am Mar 26, 2010 8:12am | Edited 8:34am
Quoting SteveHopwood
There are a few of coding bloops there that I thought I had removed; it must have been a different robot. I will put the fix in post 1 as usual, but here it is as well to save the trip.

Steve, for the Half Close to work do we not need to change this;
Inserted Code
   //Long
   if (OrderType() == 0)
   {
      double HcPrice = NormalizeDouble(OrderOpenPrice() + atr, digits); //Half close price
      if (ask > HcPrice)
      {
        bool result = OrderClose(OrderTicket(),OrderLots() / 2, OrderClosePrice(),100,CLR_NONE);
        if (!result)
to;
Inserted Code
   //Long
   if (OrderType() == 0)
   {
      double HcPrice = NormalizeDouble(OrderOpenPrice() + [b]((atr * Atr_TP_Multiplication_Factor)/2)[/b], digits); //Half close price
      if (ask > HcPrice)
      {
        bool result = OrderClose(OrderTicket(),OrderLots() / 2, OrderClosePrice(),100,CLR_NONE);
        if (!result)

The initial way will work if Atr_TP_Multiplication_Factor = 2; but since this value is changeable it needs to be calculated to be half of what we choose.
24 hours in a day – 24 bottles of beer in a case – Coincidence? I think not
  • #7,825
  • Mar 26, 2010 8:19am Mar 26, 2010 8:19am
On my coding demo, I have 6 robots running:

 

  1. From here:

    1. 3 ema rsi
    2. Monica

  2. From the Schlossberg thread:

    1. 5minute momo
    2. 2ma macd
    3. Asian session breakout
    4. Do the right thing Cci

There are always a large number of trades open - 17 at the mo. Some days some bots fail whilst others succeed. Other days it is different combos of bots succeeding/failing.

The big thing I am noticing is that overall, the upl is nearly always positive. Next week, I shall set up a dedicated demo for these six bots in tandem, with mtpm set to close the entire basket of trades at 1% of balance. It might be fun to watch that happening without interference; we shall see.

  • #7,826
  • Mar 26, 2010 9:15am Mar 26, 2010 9:15am
Quoting matrixebiz
Steve, for the Half Close to work do we not need to change this;
[code]...
Good point, matrixebiz. I will put up the fix in time for opening after the weekend.

Cheers.

  • #7,827
  • Mar 26, 2010 9:36am Mar 26, 2010 9:36am
Look on page 37 of 'Technical Analysis of the Currency Markets' by our friend Schlossberg.

CADJPY - One of the purest ways to express an opinion on oil in the currency market as Canada is the primary beneficiary of high oil prices in the industrialised world while Japan is the greatest victim.

That saves you reading the BOJ policy document about intervention line by line.

Cheers

Scoobs
  • #7,828
  • Mar 26, 2010 10:14am Mar 26, 2010 10:14am
Quoting SteveHopwood
Good point, matrixebiz. I will put up the fix in time for opening after the weekend.

Cheers.

Ok, thanks and just to be certain the Monica EA doesn't care what chart TF you put it on because all the RSI TF's are controlled by the EA, correct?
24 hours in a day – 24 bottles of beer in a case – Coincidence? I think not
  • #7,829
  • Mar 26, 2010 3:24pm Mar 26, 2010 3:24pm
Quoting matrixebiz
Ok, thanks and just to be certain the Monica EA doesn't care what chart TF you put it on because all the RSI TF's are controlled by the EA, correct?
She cares deeply which chart and tf you put her on. Get it wrong and she will pout. You will be in the dog house for hours. Of course, she will not actually tell you which chart and tf to put her on; you have to guess. Hey ho.
  • #7,830
  • Mar 26, 2010 3:33pm Mar 26, 2010 3:33pm
Quoting SteveHopwood
She cares deeply which chart and tf you put her on. Get it wrong and she will pout. You will be in the dog house for hours. Of course, she will not actually tell you which chart and tf to put her on; you have to guess. Hey ho.
Typical woman
  • #7,831
  • Mar 26, 2010 3:57pm Mar 26, 2010 3:57pm
Watch this video and learn more about Monica ease
The Monica glossary

Inserted Video
  • #7,832
  • Mar 26, 2010 5:01pm Mar 26, 2010 5:01pm
You do realise we are all history, don't you?
  • #7,833
  • Mar 26, 2010 5:40pm Mar 26, 2010 5:40pm
Quoting matrixebiz
Steve, for the Half Close to work do we not need to change this;
[code]...
The fix offered by matrixebiz is uploaded to post 1.

matrixebiz, to answer your question about tf's, no; it matters not a jot which one you put the robot on.

Unless you get it wrong and upset her; if this happens, you are stuffed.

Thanks again for a brilliant bit of faulty logic repair.

  • #7,834
  • Mar 26, 2010 6:35pm Mar 26, 2010 6:35pm
Quoting scooby-doo
You should know by now that Japan is the world's largest importer of Oil. If the price of oil is high then they are less likely to intervene on BUY XXXJPY baskets and likewise if the price of oil is low then they are less likely to intervene on SELL XXXJPY baskets.

So, in simple terms look at what CADJPY is doing before entering the BUY or SELL basket.



Scoobs.
So isn't it opposite of what you said.... if Oil is high and thus Cad is high they want to push Cad/Oil down so they can import it for cheaper thus if the price of oil is high then they would push XXXJPY down while if the oil price is low they could do a SELL XXXJPY on open and BUY XXXJPY on close assuming other variables lineup (all commodities not weak).

Either way are you not safe with a sell of XXXJPY? What case would you think that BOJ would not want to bring XXXJPY down on start of session?

Jag
  • #7,835
  • Mar 27, 2010 4:47am Mar 27, 2010 4:47am
Quoting sidhujag
So isn't it opposite of what you said.... if Oil is high and thus Cad is high they want to push Cad/Oil down so they can import it for cheaper thus if the price of oil is high then they would push XXXJPY down while if the oil price is low they could do a SELL XXXJPY on open and BUY XXXJPY on close assuming other variables lineup (all commodities not weak).

Either way are you not safe with a sell of XXXJPY? What case would you think that BOJ would not want to bring XXXJPY down on start of session?

Jag
Read what I put again!!!!!!!!!!!!!!!!!!!!!!!!
  • #7,836
  • Mar 27, 2010 6:53pm Mar 27, 2010 6:53pm
Last monday started to run THG 1.6 on a live penny account. It was a somewhat neutral week for His Highness, with only 28 pips into the green. 8 winners & 4 losers.

The Holy Mackerel is -100 pips, with 2 winners and 2 losers (Demo).


4 weeks with Max´s 508b modified version (see one of my earlier posts for the EA) increased a demo account by 39% (Lotsize 0.04 on a $1000 account). No data on DD, sorry, but it only runs with two pairs (GJ & UJ), so don´t expect a large DD you may see when trading baskets.

That´s all for now. A great Sunday to everyone out there.

ME
  • #7,837
  • Mar 27, 2010 7:25pm Mar 27, 2010 7:25pm
Quoting dryclean
Watch this video and learn more about Monica ease
The Monica glossary

http://www.youtube.com/watch?v=2OOD7VwGmdk
Sounds about right.
  • #7,838
  • Edited 1:43am Mar 28, 2010 12:51am | Edited 1:43am
My HG v1.6 is also doing ok, similar to your results, ibfx mini live, break - even.

Holy Mackerel got quite a few losers, i watched those entries, looking good, just the outcome were not going the favored way.

I strongly recommend you continue trading 508b. I spent 2 days so far decoding basket 525c.mq4. found a few bugs/typo that may fundamentally affect the results. it is also designed for Europe timezone traders, not for Asian or U.S. traders. I have not figured out the logic completely now (still trying), but I also glance thru 508b, these issues of 525c seem NOT existing in 508b (these two are pretty different on exit strategy that's key of this EA.)

btw, it seems that your 508b turned off BreakEven, TrailingStop, and Martingale, but keep Hedge turned on? do you have a .set file, or use the default of the settings? i could possibly make a "clean/simple/short" version of 508b since it's pretty straightforward.

On the other hand, i'd be surprised to see some U.S. traders demoing 525c with good results. any???

I'll summarize my understanding of basket xxx.mq4 in a couple of days.

Quoting Middleastern
The Holy Mackerel is -100 pips, with 2 winners and 2 losers (Demo).


4 weeks with Max´s 508b modified version (see one of my earlier posts for the EA) increased a demo account by 39% (Lotsize 0.04 on a $1000 account). No data on DD, sorry, but it only runs with two pairs (GJ & UJ), so don´t expect a large DD you may see when trading baskets.

ME
  • #7,839
  • Mar 28, 2010 5:20am Mar 28, 2010 5:20am
Quoting charvo
My HG v1.6 is also doing ok, similar to your results, ibfx mini live, break - even.

Holy Mackerel got quite a few losers, i watched those entries, looking good, just the outcome were not going the favored way.

I strongly recommend you continue trading 508b. I spent 2 days so far decoding basket 525c.mq4. found a few bugs/typo that may fundamentally affect the results. it is also designed for Europe timezone traders, not for Asian or U.S. traders. I have not figured out the logic completely now (still trying), but I also glance...
For some reason, FF doesn´t let me upload the .set file ("Invalid file" error). Anyway, all the fancy stuff is turned off (mrtngl, hedging, BE). Remember that I am using it together with Steve´s trading manager to set SL=40 pips on every trade.

The important settings are:
EAMode 2
ClosebyOppinProfit 1
ClosebyOppKG true
TS & BE (all parameters 0)
HedgeEnable 0
UseEconomicNewsFilter true
  • #7,840
  • Edited 6:42am Mar 28, 2010 6:11am | Edited 6:42am
Quoting Middleastern
For some reason, FF doesn´t let me upload the .set file ("Invalid file" error). Anyway, all the fancy stuff is turned off (mrtngl, hedging, BE). Remember that I am using it together with Steve´s trading manager to set SL=40 pips on every trade.

The important settings are:
EAMode 2
ClosebyOppinProfit 1
ClosebyOppKG true
TS & BE (all parameters 0)
HedgeEnable 0
UseEconomicNewsFilter true
The .set extension is not on the list of known file types at FF, so you correctly get an "Invalid file" error.

To upload a .set file add .txt onto the end of your file so you get something like myfile.set.txt. Then whoever downloads it just removes the .txt

Hope this helps -
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