Sixths trading - an EA by macman, Bob and Steve mk 2

Here is my last screw-up...http://www.forexfactory.com/showpost...&postcount=342

It took me about a minute to find this poster was right....

whip

steve & wipe - awesome job, I'm keeping up with all the versions.
wipe, here's my forwarding of experimental version .zip file from post 1
http://www.mt4i.com/users/hf5_beast_408kb
comment: S=Scoop A=atr, E=experimental

http://www.mt4i.com/users/hf5_beast_866kb
-LEB

Hi Getting,
Very nice looking job.....are these accounts demo, live or both?
whip

I just realised whom 'wipe' is (2 posts higher).

Wonderful thingies, typos.

I hate to admit that I new who he was talking to......And I have spent alot of hours working with diapers.....

wipe

Yes. But I do think that dzlyexia is a real condition and is nothing to be laughed at.

And I've been listed in a few race-track programs with the classification of "wipeout" behind my name so it is something I've seen before....

It will be a minor miracle if the attached is watertight.

What I have done is of more interest to the coders here than the rest of you. I have re-written the bot, separating Normal, Aggressive and gspe trading methods into their own functions. From there, theoretically, Recovery lumps Normal and Aggressive into the same general basket; hedging works on all three categories.

I write, "theoretically" because none of this is proven.

gspe trades are closing in backtesting somehow, and I am not sure why as I have not deliberately coded anything in to close them. I am hoping that their reasons for closure will become apparent with the slower pace of forward testing. At the mo, there is no take profit sent with these trades. They need to close before TB takes new trades in the opposite direction. We shall see.

If my display coding is correct, users will see magic numbers and trade comments attached to trades. These are virtual numbers and comments only and are not sent to the platform with the trades. They are save in memory and reconstructed in the event of a platform restart. I hope. This means it should be possible to trade other methods at the same time, so long as we use positive magic numbers in the other methods.

TB uses virtual magic numbers to differentiate between the three categories of trades. These magic numbers depend on TB being able to read Global Variables that it creates whenever it sends a trade; press the F3 key to view these. This means that TB cannot recognise manually-entered trades. Tomorrow, I shall code scripts for us to use to send these manual trades in such a way that TB can recognise that it owns them.

Once the bugs are squished and wrinkles ironed out, TB is going to be awesome. It is fantastic now; the potential is mind-blowing.

This will not take over from where LEB left off, so you will need to start a fresh demo. As usual, don't use this on live accounts just yet.

Beautiful work Steve! I'm impressed at how much your coding has progressed in the 6 months I've been following you.

Hate to be the first .... but someone has to do it

New Beast opening multiple trades some with double lot sizes ( between 4 and 8 seems to be the norm )
Error messages recieved 129 invalid price and 3 invalid trade parameters

Opening buy trades where sells expected ( see chart )

hmmm
http://www.mt4i.com/users/hf5_beast_931kb

The Beast
I was watching a chart when a pending trade disappeared seconds before it should have filled. It would have been an ec buy. Here is what happened:

 

1. market reached the bottom magenta line, so TB sent the pending buy at the dashed magenta line
2. market continued down, to make a new low, then retraced upwards and beyond the pending trade setting box (bottom line + PipsBufferFromPrimaryTradeLine)
3. at the start of a new H1 candle, TB noticed there was a new low and re-drew the sixths. It obediently deleted the pending trade that was now based on marginally erroneous prices. It could not replace the trade because the market was above the pending-trade sending box.

I have remarked often about how well-behaved TB is; it just isn't very bright. I have added some code that allows it to look back at the hi-lo of the previous candle to allow it to overcome this problem (see CalculateTrades() ). If the pending price is too close to the market to allow the pending to be sent, there is nothing TB can do and the trade will be lost.

Fix in post 1.

I took the trade manually, so we can confidently expect it to be at L4 Recovery by sundown.
________________________________________________________________

The New Beast

This is not working as desired. I have turned off all but Normal trading to see if this is working correctly on its own. I shall work my way through all possible combinations to iron out bugs. I suggest traders abandon tnb for now, as this is likely to take a few days.

Last Experimental Beast works well

there are just some little error with double or triple filled orders and a couple of orders was filled at wrong old price level.
On the other end USDCAD price was very chaotic last days

I found the first bloop. Only a tiny one in terms of code, but humungous in terms of effect.

tnb uses virtual magic numbers for all sorts of comparisons. These virtual numbers are stored in global variables on your hard drive and re-read for all sorts of reasons. I had forgotten to add the code to tell tnb to store the magic numbers in one of its arrays.

Hey ho. Can't remember everything.

Just fired it up on a new account ... just for information, as TNB sets global variables I think it is essential these are deleted before setting up a new account

Still sending 4 trades at each level ( within a few pips ) 3 at correct lot size 1 at double lot size

Still placing buys where you would expect sells .. in fact all trades placed are buys, could this be the problem identified with LEB in post 357 ?

Steve, make sure that you check that orders enter history after opening a trade before continuing. That will reduce most duplicate order problems!

Hi guys. If you're interested in a different "new beast", you may be interested in this one: http://www.forexfactory.com/showthread.php?t=265634

So far it appears to be running mostly correctly. We'll see about the strategy.

[quote=SteveHopwood;4244750]The Beast
I was watching a chart when a pending trade disappeared seconds before it should have filled. It would have been an ec buy. Here is what happened:

 

1. market reached the bottom magenta line, so TB sent the pending buy at the dashed magenta line
2. market continued down, to make a new low, then retraced upwards and beyond the pending trade setting box (bottom line + PipsBufferFromPrimaryTradeLine)
3. at the start of a new H1 candle, TB noticed there was a new low and re-drew the sixths. It obediently deleted the pending trade that was now based on marginally erroneous prices. It could not replace the trade because the market was above the pending-trade sending box.

I have remarked often about how well-behaved TB is; it just isn't very bright. I have added some code that allows it to look back at the hi-lo of the previous candle to allow it to overcome this problem (see CalculateTrades() ). If the pending price is too close to the market to allow the pending to be sent, there is nothing TB can do and the trade will be lost.

Fix in post 1.

I took the trade manually, so we can confidently expect it to be at L4 Recovery by sundown.
________________________________________________________________

is the fix in the normal version or in the experimental version (zip)?

[quote=ido370;4246053] Normal, not any of the experimental versions.

i still prefer the LEB version. With the new beast, on a back test, drawdown is well high and there are a few crashes over the past couple of years. Could be the bugs but at this stage i'll stay with LEB.

Slowly making progress.

'Normal' seems fine on my demo, so I have switched to 'Aggressive' to test that out.

gspe is the element causing the greatest difficulty, so this version addresses some of the problems that my lack of design ability creates. This closes gspe trades either at the dashed magenta lines or via the management features. As yet, there is no facility for closing loosers; how to approach this is something we need to look at in the future.

tnb can only recognise the trades it owns when there is a virtual magic number to consult. Adding a trade manually, we have to construct the global variable for tnb to work with, so the attached scripts do the job for us.

This is ready for demo-testing now. It is not ready for live trading.