scooby-doo BOJ JPY pairs trading robot

Uh oh. What happened to the Master?

Alapri keep closing down my demo accounts.

I had the same thing keep happening to me until I filled in real information in the demo registration screen, including real email. Solid ever since.

That's a pain. Never had that with FXDD demos. Anyway would be interested to see if the Master keeps doing its stuff. I hope you can set up another demo to test it at some point. Cheers.

SCOOBY DOO, WHERE ARE YOU?

SIR

We would sure use your knowledge and insight to know what is going on with the CABLE. I would be most grateful if you be kind enough to let us have your opinion in nanningbob`s thread.

Kind regards

I presume you mean the BULLS pressure ?

Go Retrace Master II!

The same thing is happened yesterday to my alpari demo account and second last week, too. May be they'll got greater problems with the hackers...

Go Retrace Manager II!

I have decided to stop the long term forward test of Scooby's BoJ intervention bot.

I love the strategy, but have not been able to come up settings which are profitable long term & I need to make some space on the VPS.

Thanks Scoobs - great try ....

Yes I agree as there is very little intervention by the BOJ these days basically because they dont have the resources todo so anymore.

However, I have moved on to other things now, http://www.myfxbook.com/members/leno...nager-ii/49869

Scoobs

Speaking of intervention, quite the fireworks show this morning. To fade, or not to fade, that is the question....

I have been playing around with some old bots to see what would happen if I added Scooby's ATR5 v ATR200 trend spotting idea.

Here is one that seems to really benefit from it. (MQ4 attached).

It is the old Holy Mackerel 1.7, but now the criterion to "fire" the trade is the Laguerre RSI coming out of OS or OB, and the ATR must be heading the right way also. So a buy is now triggered as follows:

Set up

RSI on M15 H1 and H4 are all OS.
Laguerre RSI is also OS (below 0.1 with standard settings)

Trade fired if

Laguerre RSI is coming out of OS (above 0.15 with standard settings) and
M5 ATR(5) > M5 ATR(200)

I started testing on demo (M15) last week and had a nice set of winning trades. This attached image shows equity and floating drawdown on a new demo account from Monday. Now, I did have issue with the VPS getting overloaded and "stuck" on Monday, so this is not a 100% complete picture. I am using SL of 3 x ATR and TP of 2 x ATR and using trend method 3 to get it to take a lot of trades.

I am also using MPTM to manage trades:

 

1. Instant trailing SL of 30 (full) pips.
2. Trailing SL is tightened to 20 (full) pips at 50% to TP.
3. Trailing SL is tightened again to 10 (full) pips at 80% to TP.

(I have played at little with these settings during the week.)

HELP PLEASE, CODERS!

Now, here is something I need coders to help me with...

The EA is only taking buy orders. At first I thought it must be just that was what the market was allowing, but as time has gone on I have become more and more suspicious.

I have have checked the obvious things ("Long & Short" positions allowed, for example) and I have gone through the "Experts" tab looking for failed shorts (there are none). I have also been through the code to look for logic errors which may have prevented sell trades occurring, but I can't see any.

My feeling is that I just need a new pair of eyes to look this thing over for me and I was wondering if some of the coders out there would be so kind as to go through it for me? Matthew, since Mackerel was something you put together off the back of Scooby's original bot, perhaps you would be able to see something obvious most quickly.

Thanks for your help, guys!

Inivisible

About 1 minute after I posted this I had a revelation of what I think the answer may be. Still would appreciate a second / third pair of eyes to check, though.

Cheers

Invisible

No luck. Checked the ATR code implementation against Steve's one in his NB trader, and it looks fine.

Still stumped....

Anyone got any ideas?

Invisible

P.S. If only I could get this thing to back test

Well there we go. Just coincidence that it didn't take any sells for a week, as it took a sell a couple of hours ago on GBPJPY that sped off to TP. So, the code looks good and it is working well with about 3% account growth this week. Feel free to demo it yourselves.

worth giving it a try.

No worries. Nice start on Sun / Mon also.

The main thing I want to look at now would be reducing the scale of the SLs. The basic thinking is this: Accuracy seems to be about 70% (when used with MPTM). Also most trades seem to go off to TP or SL quite quickly. In the case of trades hitting the SL, they really do shoot off in that direction with a vengeance.

So what I want to concentrate on now is a mechanism in the EA to cut short a trade that is clearly on its way out before it hits the hard SL at X * ATR. Without improving accuracy, reducing the size of losses immediately boosts (respectable) profitability further. I have an idea I have tried to code, and we will see whether that helps at all. If it does I will post that version here also.

Cheers

Invisible

Thanks for the hard work, Invisible. Looking forward to your results.

Attached is my latest version of THM, v2.0.3

It is more
* configurable, debugged, and more resistant to weird execution glitches than before.
* You can now backtest too--only the single symbol that you selected for backtest (others are ignored).
* automatically reduces lot size based on number of existing orders (limits risk from simultaneous # of open orders going bad)

It also includes LibOrderReliable4, which is usable on its own with any EA.

LOR4 includes:

* 1 time setup for 2-step (ECN) vs 1-step order. Program your EA as if it's a normal 1-step. A single config call in the initialization will make it automatically do 2 step orders.

* VERY important: fixes a huge bug in MT4, namely that accepted orders don't always show up in the history right away in real time (works fine in simulation and often in demo) even though the ticket is valid. This can prevent multiple transactions from being fired due to no fault of your own. Now the lib will wait until the TRX ticket also shows up in the order history before returning.

I encourage people to find better ways of using this, with and without MPTM. I do not at all assert that default parameter settings are optimal.