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Attachments: Basket 14 EA System
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Basket 14 EA System

  • #221
  • Sep 11, 2010 12:43pm Sep 11, 2010 12:43pm
Here are my spreadsheets updated through 10 SEP for Basket14_01_ET2, Basket14_01_ET3 and Basket14_03_ET2.

You will note that 01_ET2 closed 3 times last week for 3+% profit whereas the other 2 both closed only once for 1+% profit. The big differenc in the 2 that only closed once is the number of trims accumulated since they both closed on 7 Sep. 01_ET3 has zero trims going into next week, while 03_ET2 has 8, the most I've seen so far with the ET2 setting.
Attached File(s)
File Type: xls Bskt14_01_500-1_0.2MMTU_ET2.xls   73 KB | 421 downloads
File Type: xls Bskt14_01_500-1_0.2MMTU_ET3.xls   79 KB | 219 downloads
File Type: xls Bskt14_03_500-1_0.2MMTU.xls   48 KB | 223 downloads
Frazer
  • #222
  • Sep 11, 2010 1:23pm Sep 11, 2010 1:23pm
Quoting MetaCoder
These two EAs I'm sharing are experimental. The results will confirm or refute certain ideas I have about the multi-pair RVI.
MC, I haven't started demos with these yet because I cannot figure out what the difference is in 01 and 02. Your explanation in the MQ4 file is the samefor both??
Frazer
  • #223
  • Sep 11, 2010 2:51pm Sep 11, 2010 2:51pm
Quoting denkhaus
@MetaCoder

Inserted Code
NumBuys  == 14 && Group1_rviSignal0 > 0.0 && Group1_rviSignal0 > 0.0)       ||
      (NumSells == 14 && Group1_rviSignal0 < 0.0 && Group1_rviSignal0 < 0.0)))
at line 307 makes no sense at all, you check Group1_rviSignal0 twice.
Btw, I strongly recomment the use of arrays in mt4 coding. it makes code slightly more readable and reduces errors.
Those are obviously copy'n'paste errors, of which you've made plenty yourself if you're experienced with software. Corrected EAs are uploaded.

Inserted Code
NumBuys  == 14 && Group1_rviSignal0 > 0.0 && Group2_rviSignal0 > 0.0)       ||
      (NumSells == 14 && Group1_rviSignal0 < 0.0 && Group2_rviSignal0 < 0.0)))

Your "strong" recommendation is noted. Errors can be made when using arrays as you well know and I don't give a fig about slight improvements in readability.
Open to new approaches.
  • #224
  • Sep 11, 2010 5:34pm Sep 11, 2010 5:34pm
Quoting frazerd
When you say drawdown are you referring to current balance compared to starting balance? If so, what you are seeing is normal for these EAs due to the strategy of trimming losers and reversing until the current EQUITY surpasses the LastFlatEquity. The hope is that the reversals will become winners, but in a choppy market that does not always happen, some will become winners and some will continue to be losers.

The balance will always go down with each trim. However, the reversed trades that do become winners plus the winning trades that continue...
Frazerd,

Thanks for your reply and input. I understand clearly what you are saying. In answer to your question, in referring to drawdown I am referring to I am referring to last flat equity and current equity. To me, that is the only true measure of big picture drawdown. Floating drawdown I believe to be misleading as it doesnt give a true picture of the amount of ground you must recover to get back to breakeven and to the targeted 1% profit.

So as of this weekend, with only 3 days of live micro trading, my equity is down 10%....all to gain 1%. I have no problem with drawdown and understand it is a part of the trading game. Im just trying to get a handle on the size of the drawdown others have experienced on their journey to the 1% profit.
  • #225
  • Sep 11, 2010 11:17pm Sep 11, 2010 11:17pm
Frazerd,can you please explain that what do you mean about ET2 or ET3 of the EA Basket?
thanks
Quoting frazerd
Here are my spreadsheets updated through 10 SEP for Basket14_01_ET2, Basket14_01_ET3 and Basket14_03_ET2.

You will note that 01_ET2 closed 3 times last week for 3+% profit whereas the other 2 both closed only once for 1+% profit. The big differenc in the 2 that only closed once is the number of trims accumulated since they both closed on 7 Sep. 01_ET3 has zero trims going into next week, while 03_ET2 has 8, the most I've seen so far with the ET2 setting.
  • #226
  • Sep 12, 2010 12:17am Sep 12, 2010 12:17am
Fredgold,

I believe that ET stands for Exceedence Trigger - the input in the EA.

  • #227
  • Sep 12, 2010 9:56am Sep 12, 2010 9:56am
Quoting fredgold3434
Frazerd,can you please explain that what do you mean about ET2 or ET3 of the EA Basket?
thanks
Just an abbreviation for the user input setting ExceedenceTrigger.
Frazer
  • #228
  • Edited 5:39pm Sep 12, 2010 4:52pm | Edited 5:39pm
Quoting islandtrader41
Frazerd,

Thanks for your reply and input. I understand clearly what you are saying. In answer to your question, in referring to drawdown I am referring to I am referring to last flat equity and current equity. To me, that is the only true measure of big picture drawdown. Floating drawdown I believe to be misleading as it doesnt give a true picture of the amount of ground you must recover to get back to breakeven and to the targeted 1% profit.

So as of this weekend, with only 3 days of live micro trading, my equity is down 10%....all to...
Islandtrader, I wish I could give you a concrete answer, but I have never kept records of drawdown. That might be a good thing for MC to add to the screen comments since so many folks seem to want to know it.

I watch the number of trims and how far the EA has to go to get the equity pop. I have attached one of my old reports on frazerd14_03, which is the same EA as Basket14_01 except that it had no exceedence requirement. It just trimmed every loser that went above/below it's 24 hr high/low. Back in those days, a year ago, I was copying my statements into a Word doc rather than excel.

Look at page 4 and you will see a period of almost a month in November 09 when the EA accumulated 25 trims. To be honest, I had given up on that demo and the EA and thought it had no chance of ever reaching another equity pop. However, I kept it running minimized on my VPS and low and behold when I looked at it again in December it had not only survived, but had closed on equity pops 6 more times and was up 31.6%. Although the statement looks like it started on 10/22/09 with $1147 balance, I had actually started it on 10/4/09 with a $1000 balance and had to restart it due to a problem with the original demo account. This was a IBFX mini account at 100:1 leverage.

This experience has much to do with my confidence in these EAs, especially now that we have the ExceedenceTrigger which limits the number of trims tremendously. BTW, we tried several different ways of limiting the number of trims or causing the EA to exit after a certain number of trims. The 24 hr exceedence is the best we have been able to come up with so far. There may be better ways and I know from experience that MC is always open to new suggestions if they make sense to him.

I hope this helps everyone to understand where I'm coming from
Attached File(s)
File Type: doc frazerd14_03R_12-04-09.doc   502 KB | 534 downloads
Frazer
  • #229
  • Edited 9:10pm Sep 12, 2010 7:22pm | Edited 9:10pm
MC, we may have a glitch in Basket14_Add_01. At 09.13 0200 it opened 0.01 lots EURJPY 13 times. I don't understand why it did that, but those 13 new trades are moving up very nicely.
Frazer
  • #230
  • Sep 12, 2010 7:51pm Sep 12, 2010 7:51pm
strange.... started my basket on 6th september and till today nothing happens.. no cut and reverse ..... my current Exceedence Trigger is default 3, should i set to 2 to make trim and reverse faster?
  • #231
  • Sep 12, 2010 8:06pm Sep 12, 2010 8:06pm
Quoting frazerd
MC, we may have a glitch in Basket14_Add_01. At 09.13 0230 it opened 0.01 lots EURJPY 13 times. I don't understand why it did that, but those 13 new trades are moving up very nicely.
Frazer,
Shouldn't it? Every hour that the initial ej trade was > your profit target dollar, it'll open a new trade. I have 11 myself EG and uchf also have a ton, hopefully it'll finally kick into some profit here
  • #232
  • Edited 10:53pm Sep 12, 2010 8:29pm | Edited 10:53pm
Quoting tazmaan
Frazer,
Shouldn't it? Every hour that the initial ej trade was > your profit target dollar, it'll open a new trade. I have 11 myself EG and uchf also have a ton, hopefully it'll finally kick into some profit here
Every hour I could understand, but these all opened in 1 minute. I don't think that is what MC intended. And at 0300 it opened 6 more EURJPY.

EDIT: And at 0400 it opened another 8 EURJPY plus 3 EURGBP.

EDIT: At 0500 - 16 EURJPY and 16 EURGBP
Frazer
  • #233
  • Sep 12, 2010 8:39pm Sep 12, 2010 8:39pm
Quoting juzgood1978
strange.... started my basket on 6th september and till today nothing happens.. no cut and reverse ..... my current Exceedence Trigger is default 3, should i set to 2 to make trim and reverse faster?
It's entirely up to you if you want to use ET 2 rather than 3. So far I like 2 a little better because, like you, I get impatient waiting for it to start trimming. I have two demos using 2 and another using 3. The one using ET3 has not trimmed since it's last close-all 7 Sep.
Frazer
  • #234
  • Sep 12, 2010 8:40pm Sep 12, 2010 8:40pm
Quoting frazerd
Every hour I could understand, but these all opened in 1 minute. I don't think that is what MC intended. And at 0300 it opened 6 more EURJPY.
ahh ok, i misunderstood then. Mine is behaving, only opening once per hour.
  • #235
  • Sep 12, 2010 10:26pm Sep 12, 2010 10:26pm
BOy!!! looking good
  • #236
  • Sep 12, 2010 11:24pm Sep 12, 2010 11:24pm
What Exceedencce Trigger exactly doing? so changing from 3 to 2 or other number what does it for us?
i'll appriciated if you explain it to me and the others who does not understand it well.
thanks
Quoting frazerd
Just an abbreviation for the user input setting ExceedenceTrigger.
  • #237
  • Edited 1:44am Sep 13, 2010 1:11am | Edited 1:44am
Mine is not doing that Frazer.

I take that back-------it opened 11 audusd at 00:00.
  • #238
  • Sep 13, 2010 1:32am Sep 13, 2010 1:32am
Quoting fredgold3434
What Exceedencce Trigger exactly doing? so changing from 3 to 2 or other number what does it for us?
i'll appriciated if you explain it to me and the others who does not understand it well.
thanks
From the first post in this thread:

"This strategy intentionally trims the biggest loser and opens an opposite-direction trade on the same pair whenever at least three losing pairs have breached their 24-hour high/low."

If you change the exceedance trigger to two, substitute the word "three" for two in the above statement.
  • #239
  • Sep 13, 2010 2:34am Sep 13, 2010 2:34am
thank you skoda
Quoting skoda2008
From the first post in this thread:

"This strategy intentionally trims the biggest loser and opens an opposite-direction trade on the same pair whenever at least three losing pairs have breached their 24-hour high/low."

If you change the exceedance trigger to two, substitute the word "three" for two in the above statement.
  • #240
  • Edited 8:35am Sep 13, 2010 7:39am | Edited 8:35am
Add__ on now has 85 trades open.

Has 103 trades open now.
2 traders viewing now