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Advanced H1 GBPUSD EA

  • #41
  • Sep 2, 2010 6:57am Sep 2, 2010 6:57am
Quoting piptician
Thanks Sky. I'll fix this issue in the next version.

Regards,
Piptician
Pip, looking forward to have that fix ready soon.

Have plenty time for testing on weekends..

Thank you.
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  • #42
  • Edited 1:58pm Sep 2, 2010 1:41pm | Edited 1:58pm
Quoting SkyzerFX
Pip, looking forward to have that fix ready soon.

Have plenty time for testing on weekends..

Thank you.
Hi Sky,

I have just uploaded alpha2 (see link to EA in updated first post). This adds a new parameter PendingOrderExpirationAllowed which you should set to false for your broker. By doing this the EA will delete the pending order if it has been pending for more than PendingOrderExpireHours measured from the normal Tokyo entry time.

In alpha2 I have also fixed a bug with the positioning of the stop orders.

Good luck with your testing at the weekend

Regards,
Piptician
  • #43
  • Sep 2, 2010 2:25pm Sep 2, 2010 2:25pm
Quoting piptician
Hi Sky,

I have just uploaded alpha2 (see link to EA in updated first post). This adds a new parameter PendingOrderExpirationAllowed which you should set to false for your broker. By doing this the EA will delete the pending order if it has been pending for more than [font=Courier New][color=#cc0000][color=#000000][b]...
Pip, man , thanks a lot, let's Rock and Roll
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  • #44
  • Sep 2, 2010 4:21pm Sep 2, 2010 4:21pm
Pip, please check it out again (Alfa V2), now Invalid stops Errors,

We had them before, something to do with "refreshing rates"

Maybe if ECN =true, Stop Loss and Take Profit cannot be send alone with Limited Orders..?

Need to send set Limited Pending orders first and if they get executed, Modify them with SL and TP?

Here:

================================================
2010.09.02 17:17:20 2010.02.09 01:35 Tokyo_GBPUSD_H1_v18_alpha2 GBPUSD,M15: Tokyo_GBPUSD_H1_v18_alpha1_DEMO_USE_ONLY: ** EA Aborted ** 2010.02.09 01:30 *************** DEBUG_ORDER_SEND ABORT ************
2010.09.02 17:17:20 2010.02.09 01:35 Tokyo_GBPUSD_H1_v18_alpha2 GBPUSD,M15: ORDER_SEND_ERR[OP_SELLLIMIT] Bid: 1.56091 Ask: 1.56112 lots: 0.16000 tokyoEntryPrice_: 1.56091 Price: 1.55691 Slippage: 30.00000 SL: 0.01000 TP: 1.54491 Expiration: 1970.01.01 00:00
2010.09.02 17:17:20 2010.02.09 01:35 Tokyo_GBPUSD_H1_v18_alpha2 GBPUSD,M15: Tokyo_GBPUSD_H1_v18_alpha1_DEMO_USE_ONLY Invalid stops used in trade request to server. Refreshing Rates ...
2010.09.02 17:17:20 2010.02.09 01:35 Tokyo_GBPUSD_H1_v18_alpha2 GBPUSD,M15: Tokyo_GBPUSD_H1_v18_alpha1_DEMO_USE_ONLY Error submitting order: Tokyo_GBPUSD_H1_v18_alpha1_DEMO_USE_ONLY_S3 Error # 130 : [ERR_INVALID_STOPS] invalid stops
2010.09.02 17:17:20 2010.02.09 01:35 Tokyo_GBPUSD_H1_v18_alpha2 GBPUSD,M15: OrderSend error 130
2010.09.02 17:17:20 2010.02.09 01:35 Tokyo_GBPUSD_H1_v18_alpha2 GBPUSD,M15: Tokyo_GBPUSD_H1_v18_alpha1_DEMO_USE_ONLY: ** EA Aborted ** 2010.02.09 01:30 *************** DEBUG_ORDER_SEND ABORT ************
2010.09.02 17:17:20 2010.02.09 01:35 Tokyo_GBPUSD_H1_v18_alpha2 GBPUSD,M15: ORDER_SEND_ERR[OP_SELLLIMIT] Bid: 1.56091 Ask: 1.56112 lots: 0.14000 tokyoEntryPrice_: 1.56091 Price: 1.55791 Slippage: 30.00000 SL: 0.01200 TP: 1.55191 Expiration: 1970.01.01 00:00
2010.09.02 17:17:20 2010.02.09 01:35 Tokyo_GBPUSD_H1_v18_alpha2 GBPUSD,M15: Tokyo_GBPUSD_H1_v18_alpha1_DEMO_USE_ONLY Invalid stops used in trade request to server. Refreshing Rates ...
2010.09.02 17:17:20 2010.02.09 01:35 Tokyo_GBPUSD_H1_v18_alpha2 GBPUSD,M15: Tokyo_GBPUSD_H1_v18_alpha1_DEMO_USE_ONLY Error submitting order: Tokyo_GBPUSD_H1_v18_alpha1_DEMO_USE_ONLY_S2 Error # 130 : [ERR_INVALID_STOPS] invalid stops
2010.09.02 17:17:20 2010.02.09 01:35 Tokyo_GBPUSD_H1_v18_alpha2 GBPUSD,M15: OrderSend error 130
2010.09.02 17:17:20 2010.02.09 01:35 Tokyo_GBPUSD_H1_v18_alpha2 GBPUSD,M15: Tokyo_GBPUSD_H1_v18_alpha1_DEMO_USE_ONLY: ** EA Aborted ** 2010.02.09 01:30 *************** DEBUG_ORDER_SEND ABORT ************
2010.09.02 17:17:20 2010.02.09 01:35 Tokyo_GBPUSD_H1_v18_alpha2 GBPUSD,M15: ORDER_SEND_ERR[OP_SELLLIMIT] Bid: 1.56091 Ask: 1.56112 lots: 0.12000 tokyoEntryPrice_: 1.56091 Price: 1.55891 Slippage: 30.00000 SL: 0.01400 TP: 1.55591 Expiration: 1970.01.01 00:00
2010.09.02 17:17:20 2010.02.09 01:35 Tokyo_GBPUSD_H1_v18_alpha2 GBPUSD,M15: Tokyo_GBPUSD_H1_v18_alpha1_DEMO_USE_ONLY Invalid stops used in trade request to server. Refreshing Rates ...
2010.09.02 17:17:20 2010.02.09 01:35 Tokyo_GBPUSD_H1_v18_alpha2 GBPUSD,M15: Tokyo_GBPUSD_H1_v18_alpha1_DEMO_USE_ONLY Error submitting order: Tokyo_GBPUSD_H1_v18_alpha1_DEMO_USE_ONLY_S1 Error # 130 : [ERR_INVALID_STOPS] invalid stops
2010.09.02 17:17:20 2010.02.09 01:35 Tokyo_GBPUSD_H1_v18_alpha2 GBPUSD,M15: OrderSend error 130
2010.09.02 17:17:20 2010.02.09 01:35 Tokyo_GBPUSD_H1_v18_alpha2 GBPUSD,M15: 5min Fractal High 1.56317 @ 2010.02.09 01:20

================================================
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  • #45
  • Sep 3, 2010 3:38am Sep 3, 2010 3:38am
Hello. Piptician as I understood from the work of EA. If a delayed order opened, he closed with a profit out of this setup (PositionMaxOpenHoursMinProfit) after what time you pointed out in this setting (positionMaxOpenHours).I noticed that if we use pending orders that they be included only when the warrant will be closed after 7 am and take of 8 points (settings positionMaxOpenHours, PositionMaxOpenHoursMinProfit) Why are we going to take the second and third deferred order of 8 points when we still expect the closing of the first order which opened immediately after the signal EA, but we can take for example (if you put a pending order of the second, from the opening price of the first orders for 10 points and a third pending order for 20 points) Can I do that would have postponed orders were not closed by 8 points and closed only when the first warrant closes.And then we can take a warrant of 8 points, 2 pending order 10+7 17 points, 3 pending order 20+7 27 points.

Ya hope it is clear that I wanted to explain? Sorry I write through the translator.
  • #46
  • Sep 3, 2010 6:51am Sep 3, 2010 6:51am
Pip, I just though I should pass this alone so you keep this in mind.

Some changes on my broker, but since I never had problems before

with "Order is Locked" error, I don't think this will affect our EA.

Just for Info:


=========================================

"EA traders and programmers...



Please be aware, there will be a change in server error messages returned on certain events, scheduled to update this weekend.

In most cases, EA's which are properly designed / programmed, will be unaffected.



At present, orders which are passing through transitions on the system are momentarily locked internally. If an EA attempts to modify that order, the server sends the message "Order is locked".

The change being implemented means the server will no longer send "Order is Locked" but will instead send back "Server is busy" if the order is in a state of normal change.

ONLY those orders which have become permanently locked, will report "Order is locked", meaning this error is non-retryable and will require trader check with brokerage to inquire of the cause and solution for that order; a fairly rare event for us anymore.



Order events which return "Server Busy" are able to retry after short delay.



"Server is Busy", is a warning level error and tells EA the order is in transition, pause and retry.

"Order is Locked" is a "critical" error and will mean exactly that, order has become damaged, do not retry it, contact brokerage.

==================================
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  • #47
  • Sep 3, 2010 2:17pm Sep 3, 2010 2:17pm
Quoting SkyzerFX
Pip, please check it out again (Alfa V2), now Invalid stops Errors,

We had them before, something to do with "refreshing rates"

Maybe if ECN =true, Stop Loss and Take Profit cannot be send alone with Limited Orders..?

Need to send set Limited Pending orders first and if they get executed, Modify them with SL and TP?

Here:

================================================
2010.09.02 17:17:20...
Hi Sky,

I have fixed the problem and uploaded Tokyo18 alpha3 so you can test it over the weekend.

Have a good weekend.

Regards,
Piptician
  • #48
  • Sep 3, 2010 2:18pm Sep 3, 2010 2:18pm
Quoting SkyzerFX
Pip, I just though I should pass this alone so you keep this in mind.

Some changes on my broker, but since I never had problems before

with "Order is Locked" error, I don't think this will affect our EA.

Just for Info:


=========================================

"EA traders and programmers...



Please be aware, there will be a change in server error messages returned on certain events, scheduled to update this weekend.

In most cases, EA's which are properly designed / programmed, will be unaffected.



At present, orders which are passing...
Hi Sky,

Thank for that. I checked the code and Tokyo18 will handle this OK.

Piptician
  • #49
  • Sep 3, 2010 2:53pm Sep 3, 2010 2:53pm
Quoting piptician
Hi Sky,

I have fixed the problem and uploaded Tokyo18 alpha3 so you can test it over the weekend.

Have a good weekend.

Regards,
Piptician
Thanks a lot, will do heavy testing over the weekend..

Good weekend to you as well!
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  • #50
  • Sep 5, 2010 11:12am Sep 5, 2010 11:12am
Quoting piptician
Hi Sky,

I have fixed the problem and uploaded Tokyo18 alpha3 so you can test it over the weekend.

Have a good weekend.

Regards,
Piptician
Hi Piptician:

This is a very powerful EA with these advanced features buit-in, for which we thank you very much for your great efforts and also give our thanks to Calstock and Sky for their execellent suggestions.

I have read carefully (especially your post #1) of this thread, but, excuse me for still having some confusions. Would appreciate if you can take your time to clarify the following functions (with examples if possible):

  1. TrailingStopOffset_Pos3 (not sure about this function)
  2. Entry_Offsets – How far from market pending orders should be placed
  3. Pend_Stop_Dist – How far beyond pending entry offset before placing stop order (not sure about these two functions since the steps of stop/limit are alread specified)
  4. Pending_Expiry_Times – Max time to wait to place a pending order and pending order expiry time
  5. PendingOrderExpirationAllowed (not sure about these two functions, since the EA will be on only for one hour after the start time if there are no agreements among SMAs and Fractals.)

Thanks again.
Richard

  • #51
  • Sep 5, 2010 1:45pm Sep 5, 2010 1:45pm
Quoting fxrich
Hi Piptician:

This is a very powerful EA with these advanced features buit-in, for which we thank you very much for your great efforts and also give our thanks to Calstock and Sky for their execellent suggestions.

[font=Times New Roman][size=3]I have read carefully (especially your post #1) of this thread, but, excuse me for still having some confusions....

  1. TrailingStopOffset_Pos3 (not sure about this function) This is inherited from the "simpler" Tokyo EA and specifis where the stop level should be moved to for position 3 when position 1 hits its target. Position 3 is setup to make either 10 pips or 80 pips (and nothing in between).
  2. Entry_Offsets – How far from market pending orders should be placed. This is simply how far from the normal Tokyo entry price the limit orders should be placed.
  3. Pend_Stop_Dist – How far beyond pending entry offset before placing stop order (not sure about these two functions since the steps of stop/limit are alread specified) Sell/Buy stop orders need to be placed below/above the market. So the EA needs to wait until price has fallen/risen by PendingEntryOffset + PendingStopEntryDistToOffset before the pending stop can be placed.
  4. Pending_Expiry_Times – Max time to wait to place a pending order and pending order expiry time (not sure about these two functions, since the EA will be on only for one hour after the start time if there are no agreements among SMAs and Fractals.) This allows a pending entry to occur beyond the 1 hour window.
  5. PendingOrderExpirationAllowed This should be set to false if your broker does not allow expiraion times to be set on pending orders. Sky found that his broker did not allow this so this is why the option was added.

Regards,
Piptician

  • #52
  • Sep 5, 2010 1:57pm Sep 5, 2010 1:57pm
Quoting marsic
Hello. Piptician as I understood from the work of EA. If a delayed order opened, he closed with a profit out of this setup (PositionMaxOpenHoursMinProfit) after what time you pointed out in this setting (positionMaxOpenHours).I noticed that if we use pending orders that they be included only when the warrant will be closed after 7 am and take of 8 points (settings positionMaxOpenHours, PositionMaxOpenHoursMinProfit) Why are we going to take the second and third deferred order of 8 points when we still expect the closing of the first order which...
Hi marsic,

You are asking when the failsafe kicks in after 7-8 hours why is the profit 8, 8, 8 on all 3 positions instead of 8, 8 + 10 and 8 + 20 when offsets of 10 and 20 have been used for the other 2 positions ?

My thinking is that there is no guarantee that you will recover back to the minimum +8 profit target on the first position, so it is better to exit the other positions in profit rather than wait for the first position to do so first. Since the other positions were entered at more favourable prices, there is a higher probability that you'll reach the minimum 8 pip minimum profit target for those.

Only last week the minimum profit target was missed by just 1 or 2 pips and the full 140 x 3 loss was taken.

I hope this answers your question.

Regards,
Piptician
  • #53
  • Sep 5, 2010 11:29pm Sep 5, 2010 11:29pm
Yes, you correctly all understood. Thank you for your reply.
  • #54
  • Sep 8, 2010 6:06pm Sep 8, 2010 6:06pm
Piptician,

Thank you for all your work. I was wondering if you tried to backtest alpha 3 with short only or long only trades? As I mentioned in my previous post, it just dies after 1 or 2 trades. This doesn't happen with v17a. I'd appreciate if you can fix it on the next version.

Best Regards,
Hyper-fx
  • #55
  • Sep 8, 2010 6:29pm Sep 8, 2010 6:29pm
just had trade buy limit open with my set file 1st one
demo alpari
see what happens
  • #56
  • Sep 9, 2010 12:29pm Sep 9, 2010 12:29pm
Quoting hyper-fx
Piptician,

Thank you for all your work. I was wondering if you tried to backtest alpha 3 with short only or long only trades? As I mentioned in my previous post, it just dies after 1 or 2 trades. This doesn't happen with v17a. I'd appreciate if you can fix it on the next version.

Best Regards,
Hyper-fx
Hi Hyper-fx,

I have found the problem. I will upload a new version by the weekend that fixes this issue.

Regards,

Piptician
  • #57
  • Sep 22, 2010 8:46am Sep 22, 2010 8:46am
Quoting piptician
Hi Hyper-fx,

I have found the problem. I will upload a new version by the weekend that fixes this issue.

Regards,

Piptician

Piptician,
what happened to the new version? are u still working on it? I've been waiting patiently.

Thanks,
Hyper-fx
  • #58
  • Sep 22, 2010 2:35pm Sep 22, 2010 2:35pm
Quoting hyper-fx
Piptician,
what happened to the new version? are u still working on it? I've been waiting patiently.

Thanks,
Hyper-fx
Sorry, got tied up with other things. I have just uploaded Alpha4 which has 3 new parameters: AllowLongs, AllowShorts and TradeWindowSizeHours. The meaning of the first 2 parameters should be obvious.

The TradeWindowSizeHours parameter allows you adjust the width of the window in which orders can be placed. Previously orders had to be placed in a 1 hour window between 23:00:00 and 23:59:59 GMT, but by setting the TradeWindowSizeHour to a value greater than 1.0 this window can be extended. For example a setting of 1.5 means 23:00:00 - 00:29:59 GMT.

The reason for adding this parameter is that I noticed the 5min fractal sometimes forms just outside the 1 hour window and good (profitable) setups are missed. In a backest from 01AUG09 - 20SEP10 using a 1.5 hour window, 327 trades were taken using the 3 position settings with a profit of 5285 pips and there was just 1 loosing day (3x140 loss). This compared to 231 trades with a profit of 4356 pips and 0 loosing days when using the 1 hour window. Just last week (17SEP10) is a good example where the wider window allows the 3 position setting to catch a 152 pip move (22 + 50 + 80).

Regards,
Piptician
  • #59
  • Sep 22, 2010 3:02pm Sep 22, 2010 3:02pm
Pipticianthanks for all your hard work will try right away

Has anyone out there tried this live yet. Maybe not there has not been too many opportunities in the last few weeks hopefully that will change
  • #60
  • Sep 23, 2010 7:16am Sep 23, 2010 7:16am
Quoting piptician
Sorry, got tied up with other things. I have just uploaded Alpha4 which has 3 new parameters: AllowLongs, AllowShorts and TradeWindowSizeHours. The meaning of the first 2 parameters should be obvious.

The TradeWindowSizeHours parameter allows you adjust the width of the window in which orders can be placed. Previously orders had to be placed in a 1 hour window between 23:00:00 and 23:59:59 GMT, but by setting the TradeWindowSizeHour to a value greater than 1.0 this window can be extended. For example a setting of 1.5 means 23:00:00 - 00:29:59...

Thank you Piptician, I'll post my 10 year backtest result as soon as I have the right parameters.

Hyper-fx
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