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Going Home - a multi-pair auto-trader for Dreamliner's strategy, by Steve Hopwood

  • #61
  • Jan 31, 2011 7:59pm Jan 31, 2011 7:59pm
Quoting E2u
All indicators has at least 25-30 currency pairs. Maybe you have not updated to the latest versions. Witch one did you use, There is many versions now so if you listen to the signals from the new ones it will be different from the first ones they made.
I was coming on to write that I looked at the code in Scott's 1.5 and there are a lot more pairs; the pairs in the EA are from a much earlier version.

I shall update to all the pairs in Scott's version.

  • #62
  • Jan 31, 2011 8:19pm Jan 31, 2011 8:19pm
OK guys, courtesy of a sleepless night (it is 2.20 am here in the UK) I think I might be winning.

I think have have worked out why GV was taking duplicate trades.

I think the reason GV has missed so many trades is that I did not have all the pairs required.

The update is in post 1. All we can do now is leave GH running and see if it takes a few more trades.

Thanks for your help E2u. I would have taken a lot longer to arrive at these solutions without it.

  • #63
  • Jan 31, 2011 8:34pm Jan 31, 2011 8:34pm
Thanks! Now we try again.
  • #64
  • Jan 31, 2011 10:03pm Jan 31, 2011 10:03pm
Steve

I have the following error message in experts tabs ": ArrayCopySeries function internal error "

I had this with previous version also

Don't know if you have had time to follow the manual thread, but it seems a bug with Scotts Tradeable Correlations indi has been identified, something to do with collecting data .... start reading from post 1905

They have found a manual workaround, but I don't think the indi has been corrected / updated yet
Which probably means this bug is still in your code and may be causing problems ?

Don't know if this is relevent here, but hope this helps
Thanks
  • #65
  • Jan 31, 2011 10:49pm Jan 31, 2011 10:49pm
Quoting jcs
Steve

I have the following error message in experts tabs ": ArrayCopySeries function internal error "

I had this with previous version also
...
Hi jcs, have you been changing timeframes on the chart that has the ea loaded.

This is often the trigger for showing up the short-comings of MT4.

cheers scalpz
Target 2 : Stoploss in the green
  • #66
  • Jan 31, 2011 11:24pm Jan 31, 2011 11:24pm
Quoting jcs
Steve

I have the following error message in experts tabs ": ArrayCopySeries function internal error "

I had this with previous version also

Don't know if you have had time to follow the manual thread, but it seems a bug with Scotts Tradeable Correlations indi has been identified, something to do with collecting data .... start reading from post 1905

They have found a manual workaround, but I don't think the indi has been corrected / updated yet
Which probably means this bug is still in your code and may be causing problems ?...
I was debugging Scotts latest Tradable Correlations indicator today and my workaround was just to call "GetLastError();" after both "ArrayCopySeries(...);" calls to prevent the error being logged to the experts tab.

But in my case it was complaining about the Symbol parameter needing to be a string, which it was... dunno much about the internal error.

I did this as the indicator seems to work fine for me - even with those errors.

Not really a workaround, but it's less annoying!
  • #67
  • Jan 31, 2011 11:29pm Jan 31, 2011 11:29pm
Quoting scalpz
Hi jcs, have you been changing timeframes on the chart that has the ea loaded.

This is often the trigger for showing up the short-comings of MT4.

cheers scalpz
No
As a check I have just removed ea, deleted GV's, closed MT4, rebooted, applied ea and I get the error message as soon as the ea is placed on the chart and before I touch the ' Start the Robot ' button
When I start robot message is still there
If I then change time frames it makes no difference, message still there
  • #68
  • Jan 31, 2011 11:43pm Jan 31, 2011 11:43pm
Solutions: delete the symbols pairs that your brokers doesn't offer.
here's screenshot after alteration of "tradable correlations with spreads"
please compares to original version, and go from there.
I removed: AUDCHF, EURNZD, GBPAUD, GBPNZD, NZDCHF
Attached Image (click to enlarge)
Click to Enlarge Name: photo.GIF Size: 67 KB
  • #69
  • Jan 31, 2011 11:51pm Jan 31, 2011 11:51pm
Quoting getting
Solutions: delete the symbols pairs that your brokers doesn't offer.
here's screenshot after alteration of "tradable correlations with spreads"
please compares to original version, and go from there.
I removed: AUDCHF, EURNZD, GBPAUD, GBPNZD, NZDCHF
Ahh, thats what code looks like !! ...... way toooooo scary
  • #70
  • Feb 1, 2011 2:39am Feb 1, 2011 2:39am
ummmm your robot is now doing what I am doing manually and it looks good
I have nothing to do but go surfing
  • #71
  • Edited 3:18am Feb 1, 2011 2:42am | Edited 3:18am
Quoting peterporter
ummmm your robot is now doing what I am doing manually and it looks good
I have nothing to do but go surfing

Wow I cant believe it its just not missing any slight trade
Some stoch diffs just touch 80 then go back by the time I have touched the keyboard
the robot is capturing those EXCELLENT

Ive lost count the amount of pips im getting
  • #72
  • Feb 1, 2011 3:19am Feb 1, 2011 3:19am
105 Euro + since the EA started to work. Lot 0.10
  • #73
  • Feb 1, 2011 3:35am Feb 1, 2011 3:35am
Quoting peterporter
Wow I cant believe it its just not missing any slight trade
Some stoch diffs just touch 80 then go back by the time I have touched the keyboard
the robot is capturing those EXCELLENT
That is fantastic news.

I put my head down for a few hours after posting my last and GH has been happily taking trades. When it takes a trade whilst I am sat here and I build a chart to look for a visual check, it often looks as though stoch difference was not quite 80 when the trade triggered. This must be purely a 'repainting' thingy with Tradable Correlations 1.5, so I will ignore this unless it becomes a problem for people.

I have noticed this: so far (early days yet) only the sell trade in the pair has closed at a profit. It could be that either: 1) we should only be taking the sell trade, or; 2) this is pure coincidence because the bot has been trading for such a short time or: 3) we should lower the stoch diff at which GV closes the trades.

I am going to try CloseTradeStoch = 40 to see if this helps. Would someone else care to try CloseTradeStoch = 30 for a while?

Re the array error, it hasn't cropped up here. I develop ea's on an Alpari UK demo, so I must have all the pairs in Scott's list.

It is easy enough to add a filter to tell GV to ignore the pair if the criminal does not offer it - a check for a >0 Ask should do the trick.

I have added this and updated post 1. If you do not have the array error, you do not need the update.

  • #74
  • Feb 1, 2011 3:43am Feb 1, 2011 3:43am
Quoting SteveHopwood
That is fantastic news.

I put my head down for a few hours after posting my last and GH has been happily taking trades. When it takes a trade whilst I am sat here and I build a chart to look for a visual check, it often looks as though stoch difference was not quite 80 when the trade triggered. This must be purely a 'repainting' thingy with Tradable Correlations 1.5, so I will ignore this unless it becomes a problem for people.

I have noticed this: so far (early days yet) only the sell trade in the pair has closed at a profit. It could be that...
Interesting , I am alpari demo yet I have the error
I will close trade at 30
Has some EURO GBP news been good or something , its just gone haywire
  • #75
  • Feb 1, 2011 3:53am Feb 1, 2011 3:53am
One problem is that the lots size need to bee different on different currency combination. Because they move different distance and for both to make profit you need to put bigger lot size on the slow moving pairs.
Here is a list I made this night and I calculated with 0.1 lot size as default.
In the beginning and in the end of the currency combinations you se the lot size.

0.1-BUY_AUDCHF_SELL_USDCHF-0.11
0.13-BUY_AUDJPY_SELL_AUDNZD-0.1
0.1-BUY_AUDUSD_SELL_USDCHF-0.12
0.12-BUY_EURAUD_SELL_EURCAD-0.1
0.11-BUY_EURAUD_SELL_EURCHF-0.1
0.1-BUY_EURAUD_SELL_EURJPY-0.1
0.13-BUY_EURAUD_SELL_GBPAUD-0.1
0.14-BUY_EURAUD_SELL_GBPCAD-0.1
0.13-BUY_EURAUD_SELL_GBPJPY-0.1
0.15-BUY_EURAUD_SELL_GBPUSD-0.1
0.1-BUY_EURCAD_SELL_EURJPY-0.12
0.13-BUY_EURCAD_SELL_EURNZD-0.1
0.1-BUY_EURCAD_SELL_EURUSD-0.1
0.12-BUY_EURCAD_SELL_GBPCAD-0.1
0.12-BUY_EURCHF_SELL_GBPAUD-0.1
0.13-BUY_EURCHF_SELL_GBPCAD-0.1
0.14-BUY_EURCHF_SELL_GBPCHF-0.1
0.11-BUY_EURCHF_SELL_GBPJPY-0.1
0.1-BUY_EURJPY_SELL_EURAUD-0.1
0.11-BUY_EURJPY_SELL_EURCHF-0.1
0.15-BUY_EURJPY_SELL_EURNZD-0.1
0.12-BUY_EURJPY_SELL_EURUSD-0.1
0.15-BUY_EURJPY_SELL_GBPCAD-0.1
0.3-BUY_EURNZD_SELL_GBPNZD-0.1
0.1-BUY_EURUSD_SELL_EURAUD-0.11
0.1-BUY_EURUSD_SELL_EURJPY-0.11
0.12-BUY_EURUSD_SELL_GBPUSD-0.1
0.1-BUY_EURUSD_SELL_USDCHF-0.15
0.11-BUY_GBPAUD_SELL_GBPCAD-0.1
0.1-BUY_GBPAUD_SELL_GBPJPY-0.1
0.1-BUY_GBPCAD_SELL_GBPJPY-0.11
0.1-BUY_GBPCHF_SELL_GBPJPY-0.12
0.1-BUY_GBPCHF_SELL_USDCHF-0.22
0.15-BUY_GBPJPY_SELL_GBPNZD-0.1
0.12-BUY_NZDJPY_SELL_NZDUSD-0.1
0.22-BUY_USDCHF_SELL_GBPCHF-0.1
0.1-BUY_USDCHF_SELL_USDJPY-015
  • #76
  • Feb 1, 2011 4:08am Feb 1, 2011 4:08am
Steve, just noticed two of your extern variables are not used within your program
Are you aware ?
  • #77
  • Edited 4:37am Feb 1, 2011 4:09am | Edited 4:37am
Quoting E2u
One problem is that the lots size need to bee different on different currency combination. Because they move different distance and for both to make profit you need to put bigger lot size on the slow moving pairs.
Here is a list I made this night and I calculated with 0.1 lot size as default.
In the beginning and in the end of the currency combinations you se the lot size.

0.1-BUY_AUDCHF_SELL_USDCHF-0.11
0.13-BUY_AUDJPY_SELL_AUDNZD-0.1
0.1-BUY_AUDUSD_SELL_USDCHF-0.12
0.12-BUY_EURAUD_SELL_EURCAD-0.1
0.11-BUY_EURAUD_SELL_EURCHF-0.1
0.1-BUY_EURAUD_SELL_EURJPY-0.1
0.13-BUY_EURAUD_SELL_GBPAUD-0.1...
It seems to me this would be fairly easy, unless I do not understand what you are saying. The problem is that the two lot sizes do not create a proper hedge, because of different pip values?

Well simply divide MArketInfo(secondpair,MODE_TICKVALUE) / MarketInfo(firstpair,MODE_TICKVALUE)

or the other way around, depending on which on is the larger number. So divide the smaller number by the larger number and this give a percent of size to compare against the other number.
Example if
Pair1 one lot is $1 per pip
Pair2 one lot is $1.20 per pip
then
pair1 / pair2 = 0.83333
So, use one lot of pair one and 0.83 lots of pair2

Gives you a ratio for the second pair compared to the first pair.
However, on this system, in very short trades, is the small difference between what it is now and the correct hedge important? I do not know, I have not researched it.
  • #78
  • Feb 1, 2011 5:25am Feb 1, 2011 5:25am
Quoting peterporter
Steve, just noticed two of your extern variables are not used within your program
Are you aware ?
Cheers Peter. I hadn't noticed; the externs are mostly copied from Scott and rr's indis and ea's.

The inputs are TradeAt & CloseAt guys, so ignore these. I shall remove them from the next update, but they are doing no harm.

If you want to play with entry/exit stoch values, then use OpenTradeStoch & CloseTradeStoch.

  • #79
  • Feb 1, 2011 5:30am Feb 1, 2011 5:30am
E2u and Scott, thanks for your comments about the differential lot sizing.

For those of us with our tiny accounts and miniscule lot sizes, this is not an issue. I shall introduce differential lot sizing via an on-off input, so thanks for the formula, Scott.

  • #80
  • Feb 1, 2011 5:31am Feb 1, 2011 5:31am
Quoting peterporter
Interesting , I am alpari demo yet I have the error
I will close trade at 30
Has some EURO GBP news been good or something , its just gone haywire
Thanks for trying the 30.

Any takers for 20?

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