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Old Dog with New Tricks

  • #641
  • Aug 4, 2010 8:45am Aug 4, 2010 8:45am
Quoting stevegee58
That's correct. I told Ron about this already. I haven't done anything that could cause it.

*later*
Hey Ron I looked at the code that limits new orders to 1 per bar. I believe there's a potential problem if you're running with ECNBroker=true. It looks like the statement "TradesThisBar++;" isn't being executed because OrderModify is always returning a 0 when it's successful.

I don't know if anyone else here is running ECNBroker=true or not; maybe it's an IBFX problem.
Nice call there Steve.

Here's the fix.
Attached File(s)
File Type: mq4 HiLo Self Optimizing [TD].mq4   54 KB | 962 downloads
  • #642
  • Edited 10:25am Aug 4, 2010 9:50am | Edited 10:25am
Quoting Ronald Raygun
Nice call there Steve.

Here's the fix.
That's not gonna do it. The problem is that OrderModify doesn't return a ticket but a bool. So it only returns a 0 or 1. You're feeding the Ticket variable (always a 0 or 1) from OrderModify into OrderSelect which will always fail when ECNBroker=true. When that happens, the TradesThisBar counter isn't incremented.

The way you coded the ECNBroker handling always bothered me a little (i.e. with OrderSend fed directly into OrderModify on 1 line). The way I've typically seen it is the OrderSend and OrderModify are separated. The ticket number returned from OrderSend is validated first, then it's fed into OrderModify. Finally the bool returned from OrderModify is validated.

*later*
I've attached a proposed change. I got the prototype ECN processing code from the IBFX web site. I haven't had a change to test it yet.
Attached File(s)
File Type: mq4 HiLo Self Optimizing [TD] stevegee58.mq4   54 KB | 757 downloads
You are in a maze of twisty little passages, all alike.
  • #643
  • Aug 4, 2010 10:54am Aug 4, 2010 10:54am
Quoting ronald raygun
hey everyone,

how does thursday night (9pm est) and friday morning (9am est) work for everyone?

I realize that the group of people using this ea is an international one and i'll do what i can to accommodate.

for me is just perfect. Count me in.
  • #644
  • Aug 4, 2010 11:30am Aug 4, 2010 11:30am
Quoting stevegee58
That's not gonna do it....
What I did is I added in a clause where the EA checks first if ECNBroker is true or not. If true, then it looks for Boolean, if false it looks for ticket of 0 or higher.
  • #645
  • Aug 4, 2010 11:35am Aug 4, 2010 11:35am
Quoting Ronald Raygun
What I did is I added in a clause where the EA checks first if ECNBroker is true or not. If true, then it looks for Boolean, if false it looks for ticket of 0 or higher.
But you're still assigning the return value of OrderModify to Ticket. OrderModify doesn't return a ticket, it returns a bool for success/failure. When you use the Ticket value from OrderModify in OrderSelect it returns an error.
You are in a maze of twisty little passages, all alike.
  • #646
  • Aug 4, 2010 12:15pm Aug 4, 2010 12:15pm
Quoting stevegee58
But you're still assigning the return value of OrderModify to Ticket. OrderModify doesn't return a ticket, it returns a bool for success/failure. When you use the Ticket value from OrderModify in OrderSelect it returns an error.
Boolean values when converted to integer are 0 and 1.
  • #647
  • Aug 4, 2010 7:17pm Aug 4, 2010 7:17pm
ronald great job with the webinar i am also in i have registerd already

how are you i want to ak you if you are willing to make some streams programmes about the robots i would like to make them
the making off serie

ok greetings en let me now
  • #648
  • Aug 4, 2010 9:23pm Aug 4, 2010 9:23pm
Quoting mactrader9
ronald great job with the webinar i am also in i have registerd already

how are you i want to ak you if you are willing to make some streams programmes about the robots i would like to make them
the making off serie

ok greetings en let me now
Could you clarify?
  • #649
  • Aug 4, 2010 10:50pm Aug 4, 2010 10:50pm
Quoting Ronald Raygun
When you attach this EA to the chart, you'll see the following parameters:


Breakout Win: Number of breakout trades in backtesting that won.
Breakout Loss: Number of breakout trades in backtesting that lost.
Breakout Unsure: Number of breakout trades in backtesting where the EA isn't sure if the trade won or lost.
Counter Win: Number of counter trades in backtesting that won.
Counter Loss: Number of counter trades in backtesting that lost.
Counter Unsure: Number of counter trades in backtesting where the EA isn't sure if the trade won or...
"Last Tick" goes continously reseting itself with each new tick and "Cycle Counts" keeps going up, is it ok? Or do I have some kind of a problem? I have it on couple pairs for some time.
Attached Image (click to enlarge)
Click to Enlarge Name: today.jpg Size: 69 KB
  • #650
  • Aug 5, 2010 12:08am Aug 5, 2010 12:08am
Hey all,

Just started testing this on 5 pairs (to save the computer) and it is working well, but losing lots of money.

I just to verify that TP and SL are 20 pips?

When I had it at 200 pips, it was much more profitable.
We are our own best indicator.
  • #651
  • Aug 5, 2010 12:40am Aug 5, 2010 12:40am
Quoting bluemele
Hey all,

Just started testing this on 5 pairs (to save the computer) and it is working well, but losing lots of money.

I just to verify that TP and SL are 20 pips?

When I had it at 200 pips, it was much more profitable.
Then use 200 pips. :-)
  • #652
  • Aug 5, 2010 5:57am Aug 5, 2010 5:57am
Quoting bluemele
Hey all,

Just started testing this on 5 pairs (to save the computer) and it is working well, but losing lots of money.

I just to verify that TP and SL are 20 pips?

When I had it at 200 pips, it was much more profitable.
Ron had suggested 10x the spread as a rule of thumb for choosing the SL setting. EURUSD has a spread of about 2 pips, so that would be 20 pips. On a 5 digit broker you have to multiply by 10 again, so that's 200 which is the hard-coded default in the EA.
You are in a maze of twisty little passages, all alike.
  • #653
  • Aug 5, 2010 5:59am Aug 5, 2010 5:59am
My fix worked for handling ECNBroker=true.

Overnight the clusters of 10 trades were spaced out at 1 minute intervals. i.e. 1 trade per bar.
You are in a maze of twisty little passages, all alike.
  • #654
  • Aug 5, 2010 7:32am Aug 5, 2010 7:32am
Quoting stevegee58
Ron had suggested 10x the spread as a rule of thumb for choosing the SL setting. EURUSD has a spread of about 2 pips, so that would be 20 pips. On a 5 digit broker you have to multiply by 10 again, so that's 200 which is the hard-coded default in the EA.
Thanks for the response!

I am curious though, so my trail would be 3 pips, BE move @ 5 pips, etc..?

Just curious as my broker sucks and can't do moves less than 5 pips and would have to move these up which is fine. Just curious on what the best settings are for testing. I use forex.com on this with live and demo.

Quote
Then use 200 pips. :-)

Oh, I lost about 1200.00 on demo with 20 pips stops etc.. Now, with 200, I am up 800.00 so it is definitely working better!
We are our own best indicator.
  • #655
  • Aug 5, 2010 7:58am Aug 5, 2010 7:58am
Quoting bluemele
Thanks for the response!

I am curious though, so my trail would be 3 pips, BE move @ 5 pips, etc..?
Trailing stops hurts the profitability of this system.
You are in a maze of twisty little passages, all alike.
  • #656
  • Aug 5, 2010 8:22am Aug 5, 2010 8:22am
RR

Sorry but can't make the webinar as I have called out in work and the later one is in the middle of the night for me.

Paul
  • #657
  • Aug 5, 2010 8:23am Aug 5, 2010 8:23am
old dog... new tricks??? but isn't he 16 or something... I dont get it!
Time hides Nothing
  • #658
  • Aug 5, 2010 9:16am Aug 5, 2010 9:16am
Quoting CindyXXXX
old dog... new tricks??? but isn't he 16 or something... I dont get it!
The system....
  • #659
  • Aug 5, 2010 9:18am Aug 5, 2010 9:18am
Quoting CindyXXXX
old dog... new tricks??? but isn't he 16 or something... I dont get it!
I think the old refers to the basic two strategies: breakout and countertrend. The new trick is that the ea decides between the two based on back testing. Or I could be totally wrong
  • #660
  • Aug 5, 2010 9:23am Aug 5, 2010 9:23am
Quoting CindyXXXX
old dog... new tricks??? but isn't he 16 or something... I dont get it!
No one reads or searches threads any more. It's sad. *sniff*
You are in a maze of twisty little passages, all alike.
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