scooby-doo BOJ JPY pairs trading robot | Page 397 | Forex Factory

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scooby-doo BOJ JPY pairs trading robot

  • #7,921
  • Mar 30, 2010 9:38pm Mar 30, 2010 9:38pm
Orig took a sell FXDD live a couple hours ago. Still open, but looks ugly. Hope we're on a double top.
  • #7,922
  • Mar 30, 2010 10:17pm Mar 30, 2010 10:17pm
Quoting swnke2
2. There is a switch called UseOppRSIToClose. When set to true, it will use the following to determine when to close the trade. Defaults are:
Close_Rsi_M1=true;
Close_Rsi_M5=true;
Close_Rsi_M15=true;
Close_Rsi_M30=true;
Close_Rsi_H1=true;
Close_Rsi_H4=false;
Close_Rsi_D1=false;
Close_Rsi_W1=false;
Close_Rsi_MN1=false;
3. You may need to play around with the other settings to stop the standard ATR TP from kicking in -
Using the default settings in the EA, I think you will find that the ATR TP will very rarely (if ever) be hit. In fact, it looks like it may be rare to even see 1/2 TP hit.
  • #7,923
  • Mar 31, 2010 4:26am Mar 31, 2010 4:26am
Looks like almost those having SELL basket on today's Tokyo opening session have hit SL in any way. My SELL basket was really in TP and no BUY basket at the afternoon session.

What i did was:

Allow Wave 2 trading
No time Limit
Overbought RSI over two timeframes is 90 / 90
Oversold RSI over two timeframes is 10 / 10

My entry this morning:

GBPJPY 139.996 closed at 139.967
EURJPY 124.682 closed at 124.479
福 子 Victor V
  • #7,924
  • Mar 31, 2010 4:31am Mar 31, 2010 4:31am
Quoting octomanoak
Steve, just a gentle reminder, when you get a moment, would you add the trend detection to the Original BOJ bot?

I know many of you are havng a love affair with the mesmerizing Monica, but Boris is mighty good-looking too if you haven't given him a good look.
Done and uploaded to post 1. The relevant input is UseTrendFilter, defaulting to true.

I am going to turn wave 2 trading back on now.

The filter only looks at the GJ trend as this is what drives the robot. This is the filter from my Trend Retracement robot; it is an adapted version of scoob's code. It is a hard one to satisfy, so it will stop a lot of trading.

  • #7,925
  • Mar 31, 2010 5:20am Mar 31, 2010 5:20am
I just noticed that Nick's code for Monica has the two highest time frames turned off by default.

Remember to count the columns when you load her up; there will be 9 showing when all the rsi filters are enabled. I will try to add a heading soon.

  • #7,926
  • Mar 31, 2010 5:37am Mar 31, 2010 5:37am
Took a big hit last night on originall FXDD Live
I had sell set true long set false for 1st wave

if you look at the chart where the red line is
looks like perfect conditions
GD I hate giving back all these pips

I'm up a little over 11% since 02-09 (was +27 untill yesterday) which isn't bad but still . . . . .I don't use the time limit feature I just let it run

Does anyone have a track record to show using the time limit and or filtering 1st wave sell only 2nd wave buy only
Attached Image (click to enlarge)
Click to Enlarge Name: untitled.GIF Size: 80 KB
  • #7,927
  • Mar 31, 2010 11:42am Mar 31, 2010 11:42am
I have added a bit of extra makeup for Monica - column headings to display the rsi timeframes being used. This is only a cosmetic thingy, so no need to download if you do not want it.

  • #7,928
  • Mar 31, 2010 5:26pm Mar 31, 2010 5:26pm
This looks like it is going well, Scooby:

http://www.myfxbook.com/members/leno.../usd-v25/24322

Any hints on the secret sauce for this creation?
  • #7,929
  • Edited 5:48pm Mar 31, 2010 5:35pm | Edited 5:48pm
Quoting Invisible
This looks like it is going well, Scooby:

http://www.myfxbook.com/members/leno.../usd-v25/24322

Any hints on the secret sauce for this creation?
Basically I built an indicator for GBPUSD, EURUSD, USDCHF and USDJPY.

When it shows the dollar is OB then I buy all 4 currencies.

Now, normally you would BUY GU, EU and SELL UC and UJ. But if the dollar keeps rising then you get into DD.

So, to help prevent DD i just BUY all 4 currencies.

Anyway, its just a test at the moment.

Scoobs.
Attached Image (click to enlarge)
Click to Enlarge Name: dollar.gif Size: 59 KB
  • #7,930
  • Mar 31, 2010 5:44pm Mar 31, 2010 5:44pm
I realised tonight that Monica is sleeping even after a pending trade expires - not as lot of point in that, so I have amended the code. Post 1 etc.

  • #7,931
  • Mar 31, 2010 6:05pm Mar 31, 2010 6:05pm
@ Scooby

Thanks for sharing that. Do you also have it vary lot sizes depending on the OBOS conditions? (I notice there are two different sizes in the results area).
  • #7,932
  • Mar 31, 2010 6:13pm Mar 31, 2010 6:13pm
Quoting Invisible
@ Scooby

Thanks for sharing that. Do you also have it vary lot sizes depending on the OBOS conditions? (I notice there are two different sizes in the results area).
That was me just playing around with different lots.

Scoobs.
  • #7,933
  • Edited 7:32pm Mar 31, 2010 7:22pm | Edited 7:32pm
Quoting scooby-doo
Basically I built an indicator for GBPUSD, EURUSD, USDCHF and USDJPY.

When it shows the dollar is OB then I buy all 4 currencies.

Now, normally you would BUY GU, EU and SELL UC and UJ. But if the dollar keeps rising then you get into DD.

So, to help prevent DD i just BUY all 4 currencies.

Anyway, its just a test at the moment.

Scoobs.
Modulo lot-sizes, you are buying GBPCHF and EURJPY, which means pro-risk & pro-carry. Why not just trade those two?

A few months ago, dollar went down when risk-aversion went up.

Is it flipped now? Or are you buying counter trend in risk instead of trend in risk?

As the US comes out of recession more strongly & rates go up, won't the USD start being a risk-on currency instead of a risk-off?

Interestingly GBPCHF & EURJPY have very differnet natures, GBPCHF rangy & spiky but EURJPY is trendy.

Or it's GBPJPY and EURCHF. EURCHF has gone way weird.
  • #7,934
  • Mar 31, 2010 9:32pm Mar 31, 2010 9:32pm
Original TP in 12 min but look at the chart it doesn't look like it should have took this trade the OB/OS is not near the 10-20 line
Attached Image (click to enlarge)
Click to Enlarge Name: untitled.GIF Size: 68 KB
  • #7,935
  • Apr 1, 2010 1:50am Apr 1, 2010 1:50am
Quoting mbkennel
Modulo lot-sizes, you are buying GBPCHF and EURJPY, which means pro-risk & pro-carry....
I am fully aware of the carry trade etc.

I am buying counter trend.

Like you said GBPCHF and EURCHF have been acting very strange lately.

This was just a test to see if spreading the risk across all 4 would make a difference, I never said I would do this with real money as there are risks associated with the YEN trade.

Also, you dont just BUY all 4 for the sake of it which I see several threads on FF doing, you wait until Dollar becomes OB.

So, people dont attempt this with real money, I was bored and playing around before NFP.

Scoobs.
  • #7,936
  • Apr 1, 2010 4:00am Apr 1, 2010 4:00am
Quoting dryclean
Original TP in 12 min but look at the chart it doesn't look like it should have took this trade the OB/OS is not near the 10-20 line
Mine did nothing during opening. However, i did see the OS in both time frames went to 10/10 and no SELL basket was opened. Well, robot has its way of thinking and just let it be...

SELL basket was opened twenty minutes ago and closed in profit in fifteen minutes. Same setting as your except change the OB/OS condition.

GBPJPY 142.436 closed at 142.344
EURJPY 126.248 closed at 126.117

MIG Live.
福 子 Victor V
  • #7,937
  • Apr 1, 2010 5:49am Apr 1, 2010 5:49am
Quoting camvcvoo
Mine did nothing during opening. However, i did see the OS in both time frames went to 10/10 and no SELL basket was opened. Well, robot has its way of thinking and just let it be...

SELL basket was opened twenty minutes ago and closed in profit in fifteen minutes. Same setting as your except change the OB/OS condition.

GBPJPY 142.436 closed at 142.344
EURJPY 126.248 closed at 126.117

MIG Live.
What are your overall results and how long have you been live
if you don't mind sharing. I'm up over 12% since 02-09-10
  • #7,938
  • Apr 1, 2010 6:13am Apr 1, 2010 6:13am
Quoting dryclean
What are your overall results and how long have you been live
if you don't mind sharing. I'm up over 12% since 02-09-10

Please check out my link as follows:

http://www.myfxbook.com/members/vvfx899/young/20610

Trade activities are mixed up. The attached is more accurate.

The result should include today's trade and the following from Post#7923:

"Looks like ......

What i did was:

Allow Wave 2 trading
No time Limit
Overbought RSI over two timeframes is 90 / 90
Oversold RSI over two timeframes is 10 / 10

My entry this morning:

GBPJPY 139.996 closed at 139.967
EURJPY 124.682 closed at 124.479"

P.S. EA is running on this account on another location which i don't have access now. Will check why the publisher is not updating.
Attached File(s)
File Type: xls BOJ EA Trade Activity Comparison.xls   32 KB | 357 downloads
福 子 Victor V
  • #7,939
  • Apr 1, 2010 6:45am Apr 1, 2010 6:45am
Anybody here not trying this one is missing a trick big-time. It is out-performing all the robots I have ever coded by a vast distance.

  • #7,940
  • Apr 1, 2010 6:48am Apr 1, 2010 6:48am
Thanks for the tip, Steve. With limited space to test just a few, it is good to have some hot tips about how others are doing. Will definitely push this one into the arena.
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