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Attachments: Basket 14 EA System
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Basket 14 EA System

  • #761
  • Sep 28, 2010 12:21pm Sep 28, 2010 12:21pm
Quoting forexripper
Would changing this affect the initial 7 buy and sells once equity is hit. If so, I just want to change the add trades to 0.03 or 0.05
Yes, it would change both. If you just want to change the size of add trades, you can find the section of code that tells it to trade 1/10 of the basket size. I think it is just one line of code that says:
AddLots = UseLots / 10
Change the 10 to whatever you think would work better.
Frazer
  • #762
  • Edited 1:03pm Sep 28, 2010 12:43pm | Edited 1:03pm
Consider the following groups of pairs:

EURCHF, EURJPY, CHFJPY

GBPCHF, GBPUSD, USDCHF

If you are good at spotting synthetic hedges, you'll see the relationships.

Now for an EA that only opens trades on these 6 pairs. The other 8 pairs are just baggage, really. But who knows what will evolve out of this; it might be handy to keep all 14 around.
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v
Attached File(s)
File Type: mq4 Phantom_AddSix_01.mq4   49 KB | 363 downloads
Open to new approaches.
  • #763
  • Edited 1:31pm Sep 28, 2010 1:17pm | Edited 1:31pm
Quoting sanyhuis
Frazer,
I entered Stop AfterNoTrades and later the add on trades closed but the original 14 from 9/17 stayed. However, the chart says there is only one trade open. ??
Basket14_Add_01
Hope this is right!

The report continues to comes up as Invalid.
Attached Image (click to enlarge)
Click to Enlarge Name: add_01 chart.gif Size: 74 KB
  • #764
  • Sep 28, 2010 1:27pm Sep 28, 2010 1:27pm
Frazerd:
Yes, it would change both. If you just want to change the size of add trades, you can find the section of code that tells it to trade 1/10 of the basket size. I think it is just one line of code that says:
AddLots = UseLots / 10
Change the 10 to whatever you think would work better.

Ripper:
No change / affect when changed to AddLots = UseLots / 50

Am I doing anything wrong here. Its a micro account of 500:1 leverage with initial demo equity of $2000
  • #765
  • Sep 28, 2010 2:00pm Sep 28, 2010 2:00pm
Quoting MetaCoder
Since my winning phantom trades had been open a few hours and none of them had profit nowhere near DollarProfitTarget, I thought I needed to multiply PL_Array[i] by 10.0 in the AddIfNeeded function.
You were right on this, but may have over corrected. I have Basket14_Add_01, Phantom14_Add_01a_the-game (original version) and Phantom14_Add_01a_the-game (mod) all opened about the same time (within 10-15 min).

Bskt_Add_01 has opened 13 trades, 2 at 1600, 1 at 1700, 3 at 1800, 3 at 1900, and 4 at 2000. The original Phtm version, without your fix, has not opened a trade. The fixed version has opened 17, 6 at 1700, 6 at 1800, 4 at 1900 and 1 at 2000. It might have had more, but it was not running yet at 1600 when Bskt opened it's first 2.
Frazer
  • #766
  • Sep 28, 2010 2:04pm Sep 28, 2010 2:04pm
Quote
Ripper:
No change / affect when changed to AddLots = UseLots / 50

Am I doing anything wrong here. Its a micro account of 500:1 leverage with initial demo equity of $2000
That was my non-programmer guess as to what would fix it. I must be wrong. MC will have to address the issue.
Frazer
  • #767
  • Sep 28, 2010 2:13pm Sep 28, 2010 2:13pm
Quoting sanyhuis
Hope this is right!

The report continues to comes up as Invalid.
Sounds like something is wrong with the account or the platform if you cannot get a statement. Is there anything in the Expert or Journal tabs that might give you a clue to what the problem is?
Frazer
  • #768
  • Sep 28, 2010 2:20pm Sep 28, 2010 2:20pm
Quoting frazerd
You were right on this, but may have over corrected.
Here's the thing. In Basket-Add EAs, we were comparing the dollar target against trade PL that was based on bigger lot sizes, whereas the pure Phantom EAs were using a smaller (virtual) lot size, hence the targets weren't getting hit.

Code changes and/or setting adjustments would would be needed to mirror the same profit-level-match logic and math as Basket-Add.
Open to new approaches.
  • #769
  • Sep 28, 2010 2:49pm Sep 28, 2010 2:49pm
Quoting MetaCoder
Here's the thing. In Basket-Add EAs, we were comparing the dollar target against trade PL that was based on bigger lot sizes, whereas the pure Phantom EAs were using a smaller (virtual) lot size, hence the targets weren't getting hit.

Code changes and/or setting adjustments would would be needed to mirror the same profit-level-match logic and math as Basket-Add.
Roger, I understand, just thought you could use these comparisons.

So, to make it mirror the basket version, the phantoms would have to be opened just like a real trade with lots based on MaxMarginToUse, etc. And then re-opened after every close-all with new data.

BTW, Phtm14_Add_01a_the-game is up $66 right now and Bskt14_Add_01 is up ... Ooops, forget that.. Phtm just closed and Bskt is up just $14. So maybe it will be OK after all.
Frazer
  • #770
  • Sep 28, 2010 2:53pm Sep 28, 2010 2:53pm
Quoting frazerd
Sounds like something is wrong with the account or the platform if you cannot get a statement. Is there anything in the Expert or Journal tabs that might give you a clue to what the problem is?
I don't see anything but the equity far surpassed the equity target and I closed the trades manually. I have to say I'm very happy with the results of the test. The acct was up $670 in 11 trading days on $3000 demo acct.

Thanks for all your help Frazer. I would do this one again.
  • #771
  • Sep 28, 2010 3:10pm Sep 28, 2010 3:10pm
It was indeed odd that the EA wasn't closing your trades. I couldn't see the root cause from the info you posted. I have to think it was some kind of odd client app issue.
Open to new approaches.
  • #772
  • Sep 28, 2010 3:16pm Sep 28, 2010 3:16pm
Thank you, MC. I appreciate it all.
s
  • #773
  • Sep 28, 2010 3:48pm Sep 28, 2010 3:48pm
Ok Boys & Girls - Time for my update
Using Confirm14_03
Start Date 9/7/10
Account size 50K
Equity profit target is 57,115.00
Current account balance is 30,794.00
Looks like I am in a significant drawdown at this point, the EA is trimming trades and performing properly, so we shall see what happens

Juiceman
  • #774
  • Sep 29, 2010 12:23am Sep 29, 2010 12:23am
Quoting MetaCoder
Consider the following groups of pairs:

EURCHF, EURJPY, CHFJPY

GBPCHF, GBPUSD, USDCHF

If you are good at spotting synthetic hedges, you'll see the relationships.

Now for an EA that only opens trades on these 6 pairs. The other 8 pairs are just baggage, really. But who knows what will evolve out of this; it might be handy to keep all 14 around.
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v
low DD, I like that...
  • #775
  • Sep 29, 2010 1:39am Sep 29, 2010 1:39am
Quoting MetaCoder
Consider the following groups of pairs:

EURCHF, EURJPY, CHFJPY

GBPCHF, GBPUSD, USDCHF

If you are good at spotting synthetic hedges, you'll see the relationships.

Now for an EA that only opens trades on these 6 pairs. The other 8 pairs are just baggage, really. But who knows what will evolve out of this; it might be handy to keep all 14 around.
| v
MC,

I was looking in the code where it would only open these six pairs, but I haven't been able to find where it limits opening positions to only these pairs.
Could you point me to where to look?
Thanks.

Bruce
  • #776
  • Sep 29, 2010 7:55am Sep 29, 2010 7:55am
Thank you MetaCoder, frazerd and all contributers of this great thread!

I just finished reading all posts, FAQ and source code (partially).
Allow me two system (Basket14) relevant questions:

1) After reviewing the source code, I wonder why after profit taking (Equity Pop) all basket pairs are reopened in their default trade direction. It would be obvious for me to trade each reopened pair in the direction of its last profit (if BUY/SELL was in profit then buy/sell else sell/buy). So we have better chances to follow the immediate trend and probably avoid unnecessary cut-reverse.

2) Margin and traders nerves don't like too much drawdown. On non US brokers hedging of single basket pairs in loss could solve the problem. E.g. we open a (1:1) hedge trade for every pair more than say 100 pips in loss. If the pair gets cut then our hedge trade becomes the new basket trade and if the pair comes back (no cut), we can close it's hedge at break even. What we reach is less drawdown and less pressure on margin and nerves.


ps: I will start demo testing as soon I have setup a private server.
  • #777
  • Sep 29, 2010 8:35am Sep 29, 2010 8:35am
Well, it does only trade the 6 pairs and it works beautifully. I started it at 23:50 GMT yesterday and it has closed 2 times already for 2.36% profit. The most trades it has taken to close is 18, Largest Floating Loss -$32.51,Max Floating Drawdown -1.74%. And I'm running it on a very small account - started with only $1849.

Thanks for this one, MC. It is really looking good initially.
Attached File(s)
File Type: xls Phantom_AddSix_01_500-1.xls   38 KB | 212 downloads
Frazer
  • #778
  • Sep 29, 2010 8:45am Sep 29, 2010 8:45am
http://autoforex.biz/bobthoughts/Phantom14_Add_01a.htm
Open to new approaches.
  • #779
  • Sep 29, 2010 9:15am Sep 29, 2010 9:15am
That looks good, MC. I am still running Bskt_Add_01 without the "a". It opens an awful lot of trades and takes a long time to close them. In a fast moving market that can either cause your profit on the equity pop to be much higher than 1% or much lower. My last two closings show the two extremes very clearly. So, when it has accumulated a large number of trades and takes several minutes to close them, you could very well see it closing for a loss.

I am going to switch my 01 to 01a. That will at least cut out a few of the trades.
Attached File(s)
File Type: xls Bskt14_Add_01_500-1.xls   186 KB | 180 downloads
Frazer
  • #780
  • Sep 29, 2010 9:35am Sep 29, 2010 9:35am
Closed again with only 9 trades, 8 winners and 1 loser for another 1%.

I'm liking this one!
Attached File(s)
File Type: xls Phantom_AddSix_01_500-1.xls   37 KB | 231 downloads
Frazer
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