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Vegas Algorithm auto-trader by Steve and Squalou

  • #201
  • Dec 5, 2010 11:23pm Dec 5, 2010 11:23pm
Quoting the-game
Pinhead, have a look at my set file that I posted, my Jump Stop with BE settings work for me.
I downloaded it but couldn't convert it to a set file.
  • #202
  • Dec 5, 2010 11:33pm Dec 5, 2010 11:33pm
Just rename .txt to .set
  • #203
  • Edited 8:14am Dec 6, 2010 12:08am | Edited 8:14am
Quoting tazmaan
Just rename .txt to .set
Yeah, it should be simple. I use OpenSource instead of Word. Maybe that's why. I dunno. Never had a problem renaming a file before.

What I don't understand is why my stop loss settings don't work. On the chart below, I set StopLoss to 15. It should have been taken out, but the trade is still alive. I've gone through the MPTM pdf looking for clues, but still can't figure out what's goin' on.

Plus, if UseMovingAverage is set to false, it also seems to ignore RSI levels. Here, MA is set to false. RSI is modified to 240. The arrow is a separate indi giving me a visual cue to indicate allowed trade direction. Which would be 'sell only' and yet a buy trade is placed. I'm really at wits' end here.
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  • #204
  • Dec 6, 2010 2:18am Dec 6, 2010 2:18am
Quoting Pinhead
I downloaded it but couldn't convert it to a set file.
If you open it with Word & resave it with the .set as a normal Word file, it will have extra "Word" formating & control info added. This will make it no longer a plain txt file.
I assume your opensource program does the same.
I use an explorer window to rename, or notepad if I want to edit a .txt file & then save/rename.

cheers scalpz
Target 2 : Stoploss in the green
  • #205
  • Dec 6, 2010 11:52am Dec 6, 2010 11:52am
Quoting scalpz
If you open it with Word & resave it with the .set as a normal Word file, it will have extra "Word" formating & control info added. This will make it no longer a plain txt file.
I assume your opensource program does the same.
I use an explorer window to rename, or notepad if I want to edit a .txt file & then save/rename.

cheers scalpz
I assume it's like changing .php to .zip, but I can't seem to do it with this file. Hey, the-game, could you possibly just list the changes you made from the OOTB setup?

Thanks
Mike
  • #206
  • Dec 6, 2010 3:08pm Dec 6, 2010 3:08pm
Can someone please, please explain this to me: UseMovingAverage is set to false. I've modified the RSI TF to 240, 14 period. (The white arrows are a separate indicator showing where RSI crosses the 50 level.) With the MA invalidated, doesn't the EA then rely solely on RSI to determine the trend direction? The screen comments are still giving a MA reading and showing the trend as up.

My hair is starting to fall out and I've developed a facial tic that's spooking the dog. Any help will be greatly appreciated.

Mike
Attached Image (click to enlarge)
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  • #207
  • Dec 6, 2010 4:17pm Dec 6, 2010 4:17pm
Quoting Pinhead
Can someone please, please explain this to me: UseMovingAverage is set to false. I've modified the RSI TF to 240, 14 period. (The white arrows are a separate indicator showing where RSI crosses the 50 level.) With the MA invalidated, doesn't the EA then rely solely on RSI to determine the trend direction? The screen comments are still giving a MA reading and showing the trend as up.

My hair is starting to fall out and I've developed a facial tic that's spooking the dog. Any help will be greatly appreciated.

Mike

Just remove the whole thing in the actual EA, might just have been written wrong...

Nice thread by the way
  • #208
  • Dec 6, 2010 4:34pm Dec 6, 2010 4:34pm
Quoting Pinhead
Can someone please, please explain this to me: UseMovingAverage is set to false. I've modified the RSI TF to 240, 14 period. (The white arrows are a separate indicator showing where RSI crosses the 50 level.) With the MA invalidated, doesn't the EA then rely solely on RSI to determine the trend direction? The screen comments are still giving a MA reading and showing the trend as up.

My hair is starting to fall out and I've developed a facial tic that's spooking the dog. Any help will be greatly appreciated.

Mike
The bot shows an MA reading because I forgot to remove it when UseMovingAverage is false.

Fix in post 1.

  • #209
  • Edited 5:51pm Dec 6, 2010 5:22pm | Edited 5:51pm
Hi Steve,

I found the StopLoss bug that Pinhead is talking about (I think).

I was using a hard stoploss of 50 pips for my ECN crim, which means it needs to send the order then modify the order to append the SL / TP values.

When doing this it is using OrderTicket() in the OrderModify call, which is giving the crim an invalid ticket number, therefore no SL or TP is set.

The correct way to do this is to give the OrderModify call the "ticket" variable which was actually assigned the correct ticket number when the OrderSend function was called.

Cheers,
the-game.
  • #210
  • Dec 6, 2010 5:25pm Dec 6, 2010 5:25pm
Thanks.
  • #211
  • Dec 6, 2010 6:10pm Dec 6, 2010 6:10pm
This is what I can't get my head around. RSI is 42.6. Screen comment says Trend is: Up.

Mike
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  • #212
  • Dec 6, 2010 7:35pm Dec 6, 2010 7:35pm
Steve--Found an error in the code.

void GetTrend()
{
trend = none;
if (!UseMovingAverage)
{
if (RsiVal > RsiUpTrend) trend = up;
if (RsiVal < RsiDownTrend) trend = up;
return;

HAH! Told ya.
  • #213
  • Dec 7, 2010 12:07pm Dec 7, 2010 12:07pm
Steve--The chart shows why I'd like to have a different entry point, that being the high/low instead of the close of the crossing candle. I monkeyed around with the code and the changes I made are in red. Will that do it? Or would you rather I kept my monkey paws off your code?


//Long
//if (Close[1] > pAlfVal && Open[1] < pAlfVal && Ask - pAlfVal > (MinCrossPips * Point) && trend == up && TradeLong)
if (Close[1] > pAlfVal && Open[1] < pAlfVal && Close[1] - pAlfVal > (MinCrossPips * Point) && trend == up && TradeLong)
{
if (TakeProfit > 0) take = NormalizeDouble(Ask + (TakeProfit * Point), Digits);
if (StopLoss > 0) stop = NormalizeDouble(Ask - (StopLoss * Point), Digits);
if (stop < MaVal && UseMovingAverage) stop = MaVal;
type = OP_BUY;
price = High[1];
SendTrade = true;
}//if (Close[1] > pAlfVal && Open[1] < pAlfVal)

//Short
//if (Close[1] < pAlfVal && Open[1] > pAlfVal && pAlfVal - Bid > (MinCrossPips * Point) && trend == down && TradeShort)
if (Close[1] < pAlfVal && Open[1] > pAlfVal && pAlfVal - Close[1] > (MinCrossPips * Point) && trend == down && TradeShort)
{
if (TakeProfit > 0) take = NormalizeDouble(Bid - (TakeProfit * Point), Digits);
if (StopLoss > 0) stop = NormalizeDouble(Bid + (StopLoss * Point), Digits);
if (stop > MaVal && UseMovingAverage) stop = MaVal;
type = OP_SELL;
price = Low[1];
SendTrade = true;
}//if (Close[1] < pAlfVal && Open[1] > pAlfVal)
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  • #214
  • Dec 7, 2010 12:51pm Dec 7, 2010 12:51pm
Quoting the-game
Hi Steve,

I found the StopLoss bug that Pinhead is talking about (I think).

I was using a hard stoploss of 50 pips for my ECN crim, which means it needs to send the order then modify the order to append the SL / TP values.

When doing this it is using OrderTicket() in the OrderModify call, which is giving the crim an invalid ticket number, therefore no SL or TP is set.

The correct way to do this is to give the OrderModify call the "ticket" variable which was actually assigned the correct ticket number when the OrderSend function was called.

Cheers,
the-game....
Nice one. Thanks. No idea why I coded it this way - I use 'ticket' in my generic ea. Hey ho.

  • #215
  • Dec 7, 2010 12:54pm Dec 7, 2010 12:54pm
Quoting Pinhead
Steve--Found an error in the code.

void GetTrend()
{
trend = none;
if (!UseMovingAverage)
{
if (RsiVal > RsiUpTrend) trend = up;
if (RsiVal < RsiDownTrend) trend = up;
return;

HAH! Told ya.
Showoff. Nobody likes a smart-arse, you know.

  • #216
  • Dec 7, 2010 1:02pm Dec 7, 2010 1:02pm
Quoting SteveHopwood
Showoff. Nobody likes a smart-arse, you know.

What do you think of the-game's SL fix?
Never mind. Geez, I really need to start payin' attention.
  • #217
  • Dec 7, 2010 1:02pm Dec 7, 2010 1:02pm
I have not been keeping up with events here and do not know what has been happening. I have added the two fixes addressed in my last couple of posts. Anybody wanting anything else needs to sing out.

Fixes in post 1.

  • #218
  • Dec 7, 2010 1:07pm Dec 7, 2010 1:07pm
Quoting Pinhead
Steve--The chart shows why I'd like to have a different entry point, that being the high/low instead of the close of the crossing candle. I monkeyed around with the code and the changes I made are in red. Will that do it? Or would you rather I kept my monkey paws off your code?


//Long
//if (Close[1] > pAlfVal && Open[1] < pAlfVal && Ask - pAlfVal > (MinCrossPips * Point) && trend == up && TradeLong)
if (Close[1] > pAlfVal && Open[1] < pAlfVal && Close[1] - pAlfVal > (MinCrossPips * Point) && trend == up && TradeLong)
{
if (TakeProfit > 0)...
Get your monkey paws off my code.

Only kidding. My FF-published code is open-source and freely available for anybody to use/adapt/pinch at will. They only thing people cannot do is sell it commercially whilst claiming it as their own. That would be breech of copyright and attract legal action.

I am not sure what you are after. The robot has to send the Ask/Bid as the trade-send price; anything else will cause the trade-send to fail. Yours will generate an invalid price error.

  • #219
  • Edited 1:38pm Dec 7, 2010 1:25pm | Edited 1:38pm
Quoting SteveHopwood
Get your monkey paws off my code.

Only kidding. My FF-published code is open-source and freely available for anybody to use/adapt/pinch at will. They only thing people cannot do is sell it commercially whilst claiming it as their own. That would be breech of copyright and attract legal action.

I am not sure what you are after. The robot has to send the Ask/Bid as the trade-send price; anything else will cause the trade-send to fail. Yours will generate an invalid price error.

Well, I don't want to enter a trade until the high or low of the Alf-crossing candle is surpassed. Is that possible? It's brijon's famous Magic of 3 entry.
  • #220
  • Dec 7, 2010 1:44pm Dec 7, 2010 1:44pm
Quoting Pinhead
Well, I don't want to enter a trade until the high or low of the Alf-crossing candle is surpassed. Is that possible?
Ok, I have added required the code - you can see how simple it is to do so. Post 1.

You might like to consider this: as coded, the bot can only look at the previous candle to find a trade, at the start of a new candle. There are a couple of disadvantages to this approach:

 

  1. Once a candle after the crossing candle has closed, the possibility of a trade has disappeared.
  2. With the new only trade above/below the crossing candle's hi-lo, you could easily miss the optimum time to enter the trade because the bot can only trade at the start of the new candle.

So, you might care to consider these two options:

 

  1. Add a look-back-x-candles to find the crossing candle.
  2. Abandon the only-trade-at-the-start-of-a-new-candle requirement.

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