24 hours in a day – 24 bottles of beer in a case – Coincidence? I think not
scooby-doo BOJ JPY pairs trading robot
- #8,184
- Edited 8:21pm Apr 14, 2010 4:00pm | Edited 8:21pm
- | Joined Nov 2006 | Status: Trader | 1,143 Posts
24 hours in a day – 24 bottles of beer in a case – Coincidence? I think not
- #8,185
- Apr 14, 2010 4:04pm Apr 14, 2010 4:04pm
- | Commercial User | Joined Apr 2007 | 8,331 Posts
I will re-install MT4 because I had 12 Microsoft updates install.
Scoobs.
Your post sent me looking at the code again. I found my initial, unsuccessful, hedge-closing code early on in start().
What I am saying here is this; the code for this robot is a bit chaotic. It works now, but there is definitely some tidying up to do, to facilitate future maintenance.
I coded this robot at the weekend. In addition, I coded one for myself and a privately commissioned robot. I think I confused myself.
The robot is working as it should here. Sing out if your reinstall does not solve the problem. In theory, the robot should keep on trying until it manages to send all the trades, within the trading hour.
- #8,187
- Apr 14, 2010 4:08pm Apr 14, 2010 4:08pm
- | Commercial User | Joined Apr 2007 | 8,331 Posts
Hi Steve,
My pleasure to keep in touch. My minimum test period is 1 month, so I do give your creations a chance to shine.
Below is the test result for MidEast correlation which is also one of yours, but from another thread I think - afraid this one did not make it - RIP
Thanks macman. I shall give TCF another chance.
- #8,188
- Apr 14, 2010 4:10pm Apr 14, 2010 4:10pm
- | Commercial User | Joined Apr 2007 | 8,331 Posts
I was running it on a M5 chart. When I changed it to a H1 chart it then went ahead and opened all the trades fine.
Sorry for that.
Scoobs.
- #8,189
- Apr 14, 2010 4:11pm Apr 14, 2010 4:11pm
- Joined Jul 2009 | Status: Trader | 2,158 Posts
Don't you just love mt4 and mql?
- #8,190
- Apr 14, 2010 4:11pm Apr 14, 2010 4:11pm
- | Commercial User | Joined Apr 2007 | 8,331 Posts
Just a question though, I thought Scoobs said he wanted the hedge to open at the sane time as the first order.
- #8,192
- Apr 14, 2010 4:14pm Apr 14, 2010 4:14pm
- | Joined Nov 2006 | Status: Trader | 1,143 Posts
He did. I adapted the method. Details in post 1.
24 hours in a day – 24 bottles of beer in a case – Coincidence? I think not
- #8,193
- Apr 14, 2010 4:22pm Apr 14, 2010 4:22pm
- | Commercial User | Joined Apr 2007 | 8,331 Posts
Ah, ok, I'll see if I can test both methods
//Delete orphan pending trades left behind after one of the pair has closed
early on in start(). The successful code that achieves this is within ManageTrades()
- #8,194
- Apr 14, 2010 4:37pm Apr 14, 2010 4:37pm
- | Joined Nov 2006 | Status: Trader | 1,143 Posts
Sounds like a plan to me. If you decide to adapt the robot, then ignore the stuff commented
//Delete orphan pending trades left behind after one of the pair has closed
early on in start(). The successful code that achieves this is within ManageTrades()
24 hours in a day – 24 bottles of beer in a case – Coincidence? I think not
- #8,195
- Apr 14, 2010 4:46pm Apr 14, 2010 4:46pm
- | Commercial User | Joined Apr 2007 | 8,331 Posts
Ok, I just modified "price" to create instant orders.
You will need to go to start() and find the comments '//Try to send opening pair' and change the trade sends to market rather than stop orders.
Then you will need to go to void SendOrder(string symbol, int type) and uncomment the immediate buy/sell order sending codes. This will need modifying further; it is left behind on a 'just in case I need it' basis and does not reflect this trading method.
From here on in, you are on your own. If I had wanted to code scoobs' original idea, I would have done so. Have fun playing with the code; I always do.
- #8,196
- Apr 14, 2010 4:54pm Apr 14, 2010 4:54pm
- | Commercial User | Joined Apr 2007 | 8,331 Posts
Ok, I just modified "price" to create instant orders.
Does this mean that a variable (i.e. price) holding the current market value will cause a pending trade to be both sent and filled at the same time?
- #8,197
- Edited 5:31pm Apr 14, 2010 5:20pm | Edited 5:31pm
- | Joined Nov 2006 | Status: Trader | 1,143 Posts
Actually, I just did a quick 'double-take' on this.
Does this mean that a variable (i.e. price) holding the current market value will cause a pending trade to be both sent and filled at the same time?
24 hours in a day – 24 bottles of beer in a case – Coincidence? I think not
- #8,198
- Apr 14, 2010 5:29pm Apr 14, 2010 5:29pm
- | Commercial User | Joined Apr 2007 | 8,331 Posts
Hehe. I decided to treat the demo a bit more like I would if it were live and indulge in slightly larger lots than my usual 0.02.
So, my $50,000 account is now over $500 in positive upl given that all the trades are buy xxxjpy. I would close the lot instantly. No intention of mixing it with a BOJ out to get me personally.
Thanks again for the BOJ insights/ Ok, so tonight might or might not see a BOJ intervention, but if this were live cash I would be only too happy to close all those buy xxxjpy trades on the back of what you have taught me.
Cheers, pal.
So, my $50,000 account is now over $500 in positive upl given that all the trades are buy xxxjpy. I would close the lot instantly. No intention of mixing it with a BOJ out to get me personally.
Thanks again for the BOJ insights/ Ok, so tonight might or might not see a BOJ intervention, but if this were live cash I would be only too happy to close all those buy xxxjpy trades on the back of what you have taught me.
Cheers, pal.
- #8,199
- Apr 14, 2010 9:39pm Apr 14, 2010 9:39pm
- Joined Dec 2006 | Status: Backtest is meaningless (to me) | 2,176 Posts
Very promising, thanks for reporting!
The next test will soon on LIVE i guess. I've stopped THG v1.6 recently since the performance was mediocre for last two weeks (trend reversal). Another important reason is I feel that MT4 reacts slowly to multi-timeframe calculation. the entry entered on RSI 5m/15m/1H often tend to MISS the timing on LIVE feed.
Although TCF v3 is also about using multi-timeframe RSI, I guess this problem may not be that serious for it. TCF v3's RSI is 4H and Day1, so the feeding speed and quality may not matter that much here. Hopefully LIVE results may show the same as your curve.
The next test will soon on LIVE i guess. I've stopped THG v1.6 recently since the performance was mediocre for last two weeks (trend reversal). Another important reason is I feel that MT4 reacts slowly to multi-timeframe calculation. the entry entered on RSI 5m/15m/1H often tend to MISS the timing on LIVE feed.
Although TCF v3 is also about using multi-timeframe RSI, I guess this problem may not be that serious for it. TCF v3's RSI is 4H and Day1, so the feeding speed and quality may not matter that much here. Hopefully LIVE results may show the same as your curve.
Just checking in with some results from TCF v3 on demo.
Looks promising ... thanks Steve
- #8,200
- Apr 15, 2010 2:52am Apr 15, 2010 2:52am
- | Commercial User | Joined Apr 2007 | 8,331 Posts
I have done a bit more code tidying.
The robot now closes the loser of a filled hedged pair when the winner reaches +SecondTradeCloseAtPips. It closes half the winning trade at twice this number. I think.
It is refusing point blank to then move the stop to breakeven, but is not telling me why. All it is saying that the error is no 1. So far as I can see, this means, "there is an error but there is no error". Helpful.
The alerts will drive you nuts until you do something manually, until I can sort this out.
Would the coders like to scrutinise ManageTrades() to see if I have done something daft? It should be straightforwad, but my knickers have been in a fearful logic twist all week.
The robot now closes the loser of a filled hedged pair when the winner reaches +SecondTradeCloseAtPips. It closes half the winning trade at twice this number. I think.
It is refusing point blank to then move the stop to breakeven, but is not telling me why. All it is saying that the error is no 1. So far as I can see, this means, "there is an error but there is no error". Helpful.
The alerts will drive you nuts until you do something manually, until I can sort this out.
Would the coders like to scrutinise ManageTrades() to see if I have done something daft? It should be straightforwad, but my knickers have been in a fearful logic twist all week.
