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Nanningbob V5: Steve Hopwood's auto-trading robot

  • #961
  • Sep 25, 2010 7:57am Sep 25, 2010 7:57am
Quoting arbinka
Ok, I will look at the code for JS and TS and see if I can find somthing (I'm not using those functions in may test and this is why i did not met the problem).

in the mean time I have another thing. I think that PendingOrderPipsDistance is not adjusted for digits in the init() function so it will not work correct for 5 digits broker.
The same is with ReEntryLine4HPips but I'm not sure that you are using the initial value of this variable.
ReEntryLine4HPips=DailyATR; because daily ATR is adjusted for digits no problem
PendingOrderPipsDistance=NormalizeDouble(ReEntryLine4HPips/15,0); no problem
So i have to add *Point in Buy4H, Sell4H and SetTarget4H everywhere i find PendingOrderPipsDistance. right ?
  • #962
  • Edited 8:14am Sep 25, 2010 7:59am | Edited 8:14am
Quoting E2u
Thank You Steve for let me in from the cold.
Here is Max and Louise results for this week on H1 0.1 lot
(First NBv5-19082010-mx056 and then upgrade to NBv5-19082010-mx061)
E2u
could you share this feature that display the results for day, week etc..
thanks
  • #963
  • Sep 25, 2010 9:22am Sep 25, 2010 9:22am
Quoting maxou888
ReEntryLine4HPips=DailyATR; because daily ATR is adjusted for digits no problem
PendingOrderPipsDistance=NormalizeDouble(ReEntryLine4HPips/15,0); no problem
So i have to add *Point in Buy4H, Sell4H and SetTarget4H everywhere i find PendingOrderPipsDistance. right ?
I think that what you need to do is just add the following line:

PendingOrderPipsDistance *=multiplier;

to the list of variables that you adjust for correct digits in the init() function. then it will look like that:

MaxADr *= multiplier;
TakeProfit *= multiplier;
EmergencyStopLoss *= multiplier;
EmergencyStopLoss4H *= multiplier;
Mode4DistanceToBB *= multiplier;
PendingOrderPipsDistance *= multiplier;
  • #964
  • Sep 25, 2010 9:46am Sep 25, 2010 9:46am
already done !

a lot of work on this new version
didn't test yet because closed market
Attached File(s)
File Type: mq4 NBv5-19082010-mx066.mq4   115 KB | 269 downloads
File Type: mq4 Master EA_003.mq4   27 KB | 253 downloads
  • #965
  • Edited 9:59am Sep 25, 2010 9:46am | Edited 9:59am
Attachment
Quoting maxou888
E2u
could you share this feature that display the results for day, week etc..
thanks
Hi
Here they are. I tried to modify this 2 but I'm not a programmer. i-Profittracker need a code so its possible to put it in different corner on the screen.
I BREAKEVEN need a code for Y-offset
Better if they was together as one indicator.
If somebody has time to fix it, would bee a great indi.
I have them on the right down corner on my screen and I have 24 inch screen so I think most of you have to adjust eiOffsetY in i-Profittracker
Attached Image
Attached File(s)
File Type: mq4 I BREAKEVEN.mq4   6 KB | 268 downloads
File Type: mq4 i-Profittracker.mq4   18 KB | 310 downloads
  • #966
  • Sep 25, 2010 10:22am Sep 25, 2010 10:22am
thanks E2u
  • #967
  • Sep 25, 2010 10:43am Sep 25, 2010 10:43am
Quoting SteveHopwood
#3 is a hard one to code because what constitutes a bulge is so difficult to quantify in code. I got nowhere with it and it was Simon who came up with what we have got. Feel free to try some refinement.
I may have come up with something that makes bulge detection a little more robust. I need to test first and try to come up with suitable values. Update to follow if it works, but I am at work all this weekend (although that hasn't stopped me writing something, it's just been a little hard using WordPad )

In the mean time, as an illustration of my complete newbness and incompetence, could some explain something for me? Below is the function Mode3Buy:-

Inserted Code
 
void Mode3Buy()
{
//Equates to #1 Buy 1 MA 25 BB
//if (DoesTradeExist()) return;
double Var1, Var2, Var3;
//---- indicators
// MOVING AVERAGE
Var1 = iMA(NULL, PERIOD_H4, 1, 0, MODE_LWMA, PRICE_MEDIAN, 0);
Var3 = iMA(NULL, PERIOD_H4, 4, 0, MODE_LWMA, PRICE_HIGH, 0);
//BbLower = iBands(NULL, PERIOD_H4, 25, 2, 0, PRICE_CLOSE, 
MODE_LOWER, 0);
BbUpper = iBands(NULL, PERIOD_H4, 25, 2, 0, PRICE_CLOSE,MODE_UPPER, 0);
RefreshRates();
if(Bid < Var2 && Var1 > BbLower) { Buy(no3_BuyBulge); }//if(Bid < 
Var2 && Var1 > BbLower)
}//void Mode3Buy()

I can see variables var1, var2 & var3 declared, and values are assigned to var1 and var3. var1 and var2 are then used in the final if statement, but I don't see where var2 is assigned anything.

If this is a foolish question, don't be too harsh. I'm still very musc in newb status reading code

Cheers, Beastie.
  • #968
  • Edited 4:47pm Sep 25, 2010 4:04pm | Edited 4:47pm
Quoting Beastie Boy
If this is a foolish question, don't be too harsh. I'm still very musc in newb status reading code
No you aren't. You have picked up something the rest of us missed.

Guys, Beastie has picked up a huge blooper. As was, the code should never have sent a #3 buy, as it insisted that Bid should be less than a variable initialised at 0 and never looked at again.

This is not to say that the code for #3 bulge will suddenly start working miracles - it will not. Thanks to Beastie, the #3 buy code is at least correct as expected. Fix in post 1.

Thanks Beastie. We look forward to your amendments to the #3 code. Don't feel any pressure to 'succeed' in enhancing this. If you manage, then fantastic; if not, then join the club.



Quick edit:
I posted the above without actually saving the amendment in post 1, so this might need re-downloading if you have tried downloading in the last 45 mins or so. Oops.
  • #969
  • Sep 25, 2010 4:47pm Sep 25, 2010 4:47pm
Quoting maxou888
already done !

a lot of work on this new version
didn't test yet because closed market
Well done Max looking forward to testing next week.
Having difficulties to install this one though!
Cannot attach to charts?
Any ideas
Thanks
PipBear
  • #970
  • Sep 25, 2010 10:42pm Sep 25, 2010 10:42pm
Quoting SteveHopwood
No you aren't. You have picked up something the rest of us missed.

Guys, Beastie has picked up a huge blooper. As was, the code should never have sent a #3 buy, as it insisted that Bid should be less than a variable initialised at...

Steve:

Could you post the MQ4 file?
  • #971
  • Sep 25, 2010 10:48pm Sep 25, 2010 10:48pm
Quoting thor68
Steve:

Could you post the MQ4 file?
Quote
"This is not to say that the code for #3 bulge will suddenly start working miracles - it will not. Thanks to Beastie, the #3 buy code is at least correct as expected. Fix in post 1."


From his post right above yours
  • #972
  • Sep 25, 2010 11:02pm Sep 25, 2010 11:02pm
Quoting Tread
From his post right above yours
No sir... he just posted the ex4 file...
"The only successful substitute for brains is silence."
  • #973
  • Sep 25, 2010 11:29pm Sep 25, 2010 11:29pm
Well shit.... now i feel the utter ass .... ...

my bad
  • #974
  • Sep 26, 2010 2:34am Sep 26, 2010 2:34am
I have a piece of code to try and determine a bulge. I figured that if we were to spot a bulge manually, the characteristics that we would use would be the position of the Bollinger Band on the screen (which we already detect) and its angle of attack in reaching this position. The #3 trade is obviously trying to capture a pullback after a sudden price rise, which will send the BB into a steep climb/fall.
I found some code for calculating linear regression and was able to use this to calculate the slope of the BB. I put this into an indicator (my first one ) to check it did as I wanted and to determine what value might indicate a bulge. There is also a check that the BB is still rising or falling.

Inserted Code
 
  bool Bulge(string direction, double BbUpper, double BbLower) {
 
  //Check BB still rising/falling and that angle is sufficient to class as a bulge
 
if (direction == down){
   double prevBbUpper = iBands(NULL, 0, 25, 2, 0, PRICE_OPEN, MODE_UPPER, 1);
   if (BbUpper !> prevBbUpper) return(false);
   } //if (direction == down)
else{
   double prevBbLower = iBands(NULL, 0, 25, 2, 0, PRICE_OPEN, MODE_LOWER, 1);
   if (BbLower !< prevBbLower) return(false);
   } //else
    double SumY=0;
    double Sum1=0;
    double Slope=0;
    double bb;
    int p=10; //Periods
 
    for (int x=0; x<=p-1;x++) {
       if (direction == down) {
         bb = iBands(NULL, 0, 25, 2, 0, PRICE_OPEN, MODE_UPPER, x);
     } //if (direction == down)
     else{
         bb = iBands(NULL, 0, 25, 2, 0, PRICE_OPEN, MODE_LOWER, x);
     } //else
       SumY+=bb;
       Sum1+=x*bb;
     } //for (int x=0; x<=p-1;x++)
    double SumBars=p*(p-1)*0.5;
    double SumSqrBars=(p-1)*p*(2*p-1)/6;
    double Sum2=SumBars*SumY;
    double Num1=p*Sum1-Sum2;
    double Num2=SumBars*SumBars-p*SumSqrBars;
    if(Num2!=0) Slope=Num1/Num2;
    else Slope=0;
    if (MathAbs(Slope) >= 0.0012) return(true);
    return(false);
} //bool Bulge(Str direction, double BbUpper, double BbLower)

This is called from the existing code, modified as follows:-

Inserted Code
 
double BulgeTop = NormalizeDouble(screentop-sixth/2, Digits);
 
           if (BbUpper >= BulgeTop && Bulge(TradeDirection,BbUpper,BbLower))
           {
              TradingStatus = mode3sell;
              GlobalVariableSet(GvName, 33);
           }//if (BbUpper >= BulgeTop && Bulge(TradeDirection,BbUpper,BbLower))
and
Inserted Code
 
double BulgeBottom = NormalizeDouble(screenbottom+sixth/2,
Digits);
           if (BbLower <= BulgeBottom &&
Bulge(TradeDirection,BbUpper,BbLower))
           {
              TradingStatus = mode3buy;
              GlobalVariableSet(GvName, 3);
           }//if (BbLower <= BulgeBottom &&
Bulge(TradeDirection,BbUpper,BbLower))

I passed the already calculated BbUpper and BbLower to avoid calculating them again, although I don't know if this is required and the function can read the values for itself.

This is where I hit the limits of my knowledge. I quickly dropped the function into the existing code before heading to work this morning and it didn't compile. I know the calculation is sound since it worked in my indicator, so I guess there is some syntax error somewhere. Unfortunatly I didn't have time to solve it, and I have been looking at it at work and have to admit I can't spot the error. Secondly, I'm not sure where in the code it should be inserted or if this even makes any difference.

Just for info, the slope calculation is currently based off the last 10 bars, and I found a slope value of 0.0012 should prevent slow run ups being detected as a bulge whilst being fairly certain not to miss any. This setting could be tightened up if it needs to be more strict.

I'm sorry I couldn't actually test it in operation and prove it does or doesn't work

Cheers, Beastie.
  • #975
  • Sep 26, 2010 4:04am Sep 26, 2010 4:04am
Quoting thor68
Steve:

Could you post the MQ4 file?
Have done. I posted the .ex4 file by mistake.

  • #976
  • Sep 26, 2010 4:41am Sep 26, 2010 4:41am
Quoting Beastie Boy
I'm sorry I couldn't actually test it in operation and prove it does or doesn't work

Cheers, Beastie.
All it needed to make the code compile was to change !> to <= and !< to >=

I have added this code to NB so we can give it a try; this is easily reversible if it turns out not to work. I do not see why it shouldn't, assuming the mathematical stuff at the end of the function is correct.

I do not have a mathematically-oriented brain, and my eyes start to glaze over when I try to make sense of the last few lines of the function. Maybe those of you better suited to this logic could run your own slide-rule over it and see if you can spot any errors.

The latest update is in post 1.

Many thanks Beastie; this is a great contribution.

  • #977
  • Sep 26, 2010 4:53am Sep 26, 2010 4:53am
Quoting SteveHopwood
All it needed to make the code compile was to change !> to <= and !< to >=
DOH!
  • #978
  • Sep 26, 2010 6:57am Sep 26, 2010 6:57am
Quoting maxou888
already done !

a lot of work on this new version
didn't test yet because closed market
Hi Max,

Looks like we have an undefined variable here, as mine doesn't compile.

Compilation error:

'mode9buy' - variable not defined NBv5-19082010-mx066.mq4 (1648, 23)

Cheers,
  • #979
  • Sep 26, 2010 7:12am Sep 26, 2010 7:12am
In the present code, I think the 1.1.3.3 recovery system is actually implemented as 1.3.3. recovery. I have made some modifications to what I think the system should be. Please take a look and see if it is OK

Inserted Code
 
//If 1 trade open, then recovery is at the 1st stage
if (OpenTrades == 1)
{
//SendMagicNumber = MagicNumber + 30;
SendLots = Lot * 1;
if (Use2.4.2Recovery) SendLots = Lot * 2;
}//if (OpenTrades == 1) 
 
//If 2 trades open, then recovery is at the 2nd stage
if (OpenTrades == 2)
{
//SendMagicNumber = MagicNumber + 60;
if (Use1.1.3.3Recovery) SendLots = Lot * 1;
if (Use2.4.2Recovery) SendLots = Lot * 4;
if (Use1.2.4Recovery) SendLots = Lot * 2;
}//if (OpenTrades == 2) 
 
//If 3 trades open, then recovery is at the 3rd stage
if (OpenTrades == 3)
{
//SendMagicNumber = MagicNumber + 90;
if (Use1.1.3.3Recovery) SendLots = Lot * 3;
if (Use2.4.2Recovery) SendLots = Lot * 2;
if (Use1.2.4Recovery) SendLots = Lot * 4;
}//if (OpenTrades == 3) 
 
//If 4 trades open, then stop trading unless 1.1.3.3 recovery in use
if (OpenTrades == 4)
{
if (Use1.1.3.3Recovery) SendLots = Lot * 3;
else SuspendTrading = true;
}//if (OpenTrades == 4)
 
// if 5 trades open, suspend trading
if (OpenTrades == 5){
SuspendTrading = true;
}//if (OpenTrades == 5)
 
RecoveryInProgress = true;
 
}//End void RecoveryModule()

Cheers, Beastie.
  • #980
  • Sep 26, 2010 11:19am Sep 26, 2010 11:19am
Quoting maxou888
already done !

a lot of work on this new version
didn't test yet because closed market
Hi Max,
Looks like we have an undefined variable here, as mine doesn't compile.
Compilation error:
'mode9buy' - variable not defined NBv5-19082010-mx066.mq4 (1648, 23)
and
'mode9sell' - variable not defined
Cheers,
Romano
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