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A Simple London Breakout

  • #241
  • Apr 19, 2010 4:43pm Apr 19, 2010 4:43pm
Quoting maya007
But I am sorry, you should change code a bit more, not only PERIOD_M15:

//Calculate the high and low
bhighest = iHigh(symbol, PERIOD_M15, iHighest(symbol, PERIOD_M15, MODE_HIGH, StartShift - EndShift, EndShift + 1));
blowest = iLow(symbol, PERIOD_M15, iLowest(symbol, PERIOD_M15, MODE_LOW, StartShift - EndShift, EndShift + 1));
Just noticed the +1 at the end of your snippet. Is this a necessary ammendment? I am happy to make it, if so?

Cheers


  • #242
  • Apr 19, 2010 4:44pm Apr 19, 2010 4:44pm
Quote
note: mer07198 in his strategy uses bars for example from 4:00 till 7:15 (13 bars in M15), steve in his EA uses only bars from 4:00 till 6:59 (12 bars)

I hope I am correct.

I do set my times from 04:00 to 07:00 on my indicator because I feel if you are going to include the whole 04:00 candle that you should include the whole 07:00 candle as well, which goes til 07:15, hence 13 bars. But again that is my preference and is not set in stone.
  • #243
  • Apr 19, 2010 5:06pm Apr 19, 2010 5:06pm
Quoting mer071898
I do set my times from 04:00 to 07:00 on my indicator because I feel if you are going to include the whole 04:00 candle that you should include the whole 07:00 candle as well, which goes til 07:15, hence 13 bars. But again that is my preference and is not set in stone.
we can compare manual trading with 13 bars and EA with 12 bars - which one will be better
Pavel
  • #244
  • Apr 19, 2010 5:10pm Apr 19, 2010 5:10pm
Quoting SteveHopwood
Just noticed the +1 at the end of your snippet. Is this a necessary ammendment? I am happy to make it, if so?

Cheers
It seems to me, that now first bar is for example 4:15, not 4:00 as is set. So +1 shifts beginning to the 4:00
Pavel
  • #245
  • Apr 19, 2010 5:16pm Apr 19, 2010 5:16pm
Quoting maya007
It seems to me, that now first bar is for example 4:15, not 4:00 as is set. So +1 shifts beginning to the 4:00
I think the code takes care of the entire range period, so I am going to leave it as it is.

Cheers

  • #246
  • Apr 19, 2010 5:34pm Apr 19, 2010 5:34pm
Quoting maya007
Thank you, Steve!

But I am sorry, you should change code a bit more, not only PERIOD_M15:

//Calculate the high and low...
Steve, you should still change the above marked "symbol" ....... in your current versoion it still has the "NULL" in there, so it would take only the value of the chart it is attached to!!
  • #247
  • Apr 19, 2010 5:52pm Apr 19, 2010 5:52pm
Ok guys. Pavel has continued to nag me via pm. Never mind why, but he has learned in the past to carry on nagging when he knows he is right.

Ok, I will come clean. Anyone familiar with my work knows that I sometimes need nagging into life before I will take the actions required by the nagee. Said nagee is nearly always correct, otherwise they would not have the self-confidence to carry on nagging, because I can be lethal in my postings.

Pavel has finally banged my head against the wall sufficiently to make me see that my code does indeed have a fault, and a biggy. Redownload of the robot here is essential.

Sorry Scott, but you also need to replace the post 1 robot. If it is any consolation, this robot has far fewer bugs than one of my creations usually gives birth to. Pavel has spotted a real biggy; humungous; vast; epic.

Only an idiot would have failed to spot it.

Like me.

Mind, if the robot can be profitable today with a humungous coding blunder, then the future looks really bright without it.

Would any of those of you reading this with the ability to do so, please add a vouch for Pavel (maya007). The guy deserves far more than he has so far.

Attached File(s)
File Type: mq4 Steve Hopwood's London session breakout multi-pair.mq4   23 KB | 476 downloads
  • #248
  • Edited 6:20pm Apr 19, 2010 6:00pm | Edited 6:20pm
Quoting maya007
It seems to me, that now first bar is for example 4:15, not 4:00 as is set. So +1 shifts beginning to the 4:00
But bar shift numbers count back to the left.
I found I had to use the +1 on the earlier parameter like:

double RangeHigh = iHigh(NULL, 0, iHighest(NULL, 0, MODE_HIGH, (StartTimeShift - EndTimeShift + 1), EndTimeShift));
double RangeLow = iLow(NULL, 0, iLowest(NULL, 0, MODE_LOW, (StartTimeShift - EndTimeShift + 1), EndTimeShift));

(Again - code is from a modified Sir Ronald ea).
It was drawing boxes & kept missing out the high or low of 1 of the end bars - cant recall which end tho.

Steve, I notice MODE_HIGH & MODE_LOW is shown in Meta Editer help as
"Series array identifier used with ArrayCopySeries(), iHighest() and iLowest() functions."
- doesnt mean its right or that it works better though.

cheers scalpz

Added: Oh - ok so I'm a slow typer - thats why I need ea's
Target 2 : Stoploss in the green
  • #249
  • Apr 19, 2010 6:01pm Apr 19, 2010 6:01pm
Quote
we can compare manual trading with 13 bars and EA with 12 bars - which one will be better
The best way to check is to have one chart open with the indicator on it and another chart of the same pair with the EA running and check out where entries are being placed and where stops occur. This is easier to do visually than trying to guess at what is working correctly or not

Quote
Sorry Scott, but you also need to replace the post 1 robot. If it is any consolation, this robot has far fewer bugs than one of my creations usually gives birth to. Pavel has spotted a real biggy; humungous; vast; epic.
Changed in the first post. I'd vouch for him except I need one more voucher myself to be able to do so. So what was the big boo-boo anyhow?
  • #250
  • Apr 19, 2010 6:09pm Apr 19, 2010 6:09pm
What is the PendingPipsDistanceOnReEntry function do??
  • #251
  • Apr 19, 2010 6:10pm Apr 19, 2010 6:10pm
Quoting mer071898
The best way to check is to have one chart open with the indicator on it and another chart of the same pair with the EA running and check out where entries are being placed and where stops occur. This is easier to do visually than trying to guess at what is working correctly or not

Changed in the first post. I'd vouch for him except I need one more voucher myself to be able to do so. So what was the big boo-boo anyhow?
In most mql4 function calls, NULL means the current chart. When coding a multi-trader, NULL needs to be replaced by a variable that represents the pair being considered.

I use the string 'symbol' to do this, so coders looking at my code find it easy to check when I have gone wrong. Pavel knew that my use of NULL had to be incorrect, and just needed to nag me until I took some notice.

  • #252
  • Apr 19, 2010 6:12pm Apr 19, 2010 6:12pm
Quote
Pavel knew that my use of NULL had to be incorrect, and just needed to nag me until I took some notice.
Maybe Pavel's better half was nagging at him and he had to take it out on you, lol!
  • #253
  • Apr 19, 2010 6:25pm Apr 19, 2010 6:25pm
Quoting mer071898
What is the PendingPipsDistanceOnReEntry function do??
When the market has moved outside the box and the robot has taken a trade that has hit tp, it waits for a possible reentry.

Said reentry is supposed to happen when the market retraces to within the area within box and Entry. Rather than take an immediate market trade in the teeth of a possible move to the opposite extreme of the bos, the robot is supposed to send a pending trade at market +- PendingPipsDistanceOnReEntry

Truth to tell, I have been involved with another project today and so have not been taking much notice of the robot here. All I know is that it finished up in profit, despite some crippling bugs. This is normal for me, as I always involved in a project somewhere, so I ask users here to keep an eye on what is going on and shout out when bugs appear.

Pavel knows this only too well.

Whilst I am pleading for vouchers, could some of you able to do so add some for Scott, please. Without him starting this thread, none of us would be here and benefiting from his strategy; he deserves the recognition.
  • #254
  • Apr 19, 2010 6:28pm Apr 19, 2010 6:28pm
Quoting mer071898
Maybe Pavel's better half was nagging at him and he had to take it out on you, lol!
Pavel's wife is in a bad mood, so she kicks the dog. The dog takes it out on the cat. Who attacks the mouse in revenge. Who bites Pavel. Who spots an error in my code and takes it out on me.

Hehe. Lowest in the kicking chain, as usual.
  • #255
  • Apr 19, 2010 6:46pm Apr 19, 2010 6:46pm
Quoting SteveHopwood
Ok guys. Pavel has continued to nag me via pm. Never mind why, but he has learned in the past to carry on nagging when he knows he is right.
I am sorry for nagging through PM. I will not do it again. I swear.


Next bugs tommorow...
Pavel
  • #256
  • Apr 19, 2010 6:52pm Apr 19, 2010 6:52pm
Quoting maya007
I am sorry for nagging through PM. I will not do it again. I swear.

Liar.
  • #257
  • Edited 10:17pm Apr 19, 2010 9:43pm | Edited 10:17pm
Quoting fxtrader2k7
In order to get the EA working you need to set the time of London (or Frankfurt) open in your local time equivalent.
Please bear with me on this one. I'm on the east coast of the US, which is GMT -5. For me to utilize this system, I think I have to set the breakout box for my platform to 22:00 - 01:00 (which matches 03:00-06:00 GMT). However, if I set the indicator to these values, the display blows up.

Anyone have any suggestions as a work around? I know I could manually calculate and draw out the 22:00 - 01:00 box on my screen, but I feel pretty confident that Steve's beautiful EA won't work correctly on my setup, as his code uses open/close box times just like the indicator.

Thanks very much,
Ed
  • #258
  • Apr 19, 2010 10:40pm Apr 19, 2010 10:40pm
Quoting enewbold
Please bear with me on this one. I'm on the east coast of the US, which is GMT -5. For me to utilize this system, I think I have to set the breakout box for my platform to 22:00 - 01:00 (which matches 03:00-06:00 GMT). However, if I set the indicator to these values, the display blows up.

Anyone have any suggestions as a work around? I know I could manually calculate and draw out the 22:00 - 01:00 box on my screen, but I feel pretty confident that Steve's beautiful EA won't work correctly on my setup, as his code uses open/close box times just...
Hi Ed,
Post #1 states BROKER time - try that
  • #259
  • Edited 11:05pm Apr 19, 2010 10:46pm | Edited 11:05pm
Quote
Hi Ed,
Post #1 states BROKER time - try that

That is the time to use for the indicator, not the EA.


Results for Monday:

Eu/Usd started strong with a +22 pip winner, then we got stuck in a ranging period with a couple of -28 pip losses. We had a late entry and closed that one out with a -6 pip loss at 04:00.

No Martingale

+22
-28
-28
-6 =
-40 pips

With Martingale Multiplier

+22
-28
-56 (-28 x 2)
-30 (-6 x 5) =
-92 pips

We will start trading with a multiplier of 13 tonight.
Attached Image (click to enlarge)
Click to Enlarge Name: eurusd.jpg Size: 115 KB
  • #260
  • Apr 19, 2010 10:49pm Apr 19, 2010 10:49pm
Gbp/Usd had an initial trade loss of -55 pips followed by a +42 pip winner.

No Martingale

-55
+42 =
-13 pips

With Martingale Multiplier

-55
+84 (+42 x 2) =
+29 pips

We'll start out fresh tonight with no multipliers.
Attached Image (click to enlarge)
Click to Enlarge Name: gbpusd.jpg Size: 103 KB
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