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Brijon Concept of Threes auto trading robot by Steve Hopwood

  • #481
  • Edited 5:05pm Mar 1, 2011 4:51pm | Edited 5:05pm
Unless the tone of this thread improves I shall close it.

dr_who, one more negative comment and I shall bar you from contributing for a week.

E2U, I am choosing to take your last comment as irony; don't push your luck. Several times, I have withdrawn my voucher from people who have proven unworthy of it.

I am not going to continue to devote large amounts of my time to a thread some of whose members have descended to the level of childish bickering.

Grow up and use this thread properly people, or you will lose it. I will still have an ea that I can continue to experiment with to see if I can make it profitable in the long term.
  • #482
  • Mar 1, 2011 5:01pm Mar 1, 2011 5:01pm
Quoting SteveHopwood
Unless the tone of this thread improves I shall close it.

dr_who, one more negative comment and I shall bar you from contributing for a week.

E2U, I am choosing to take your last comment as irony; don't push your luck. Several times, I have withdrawn my voucher from people who have proven unworthy of it.

I am not going to continue to devote large amounts of my time to a thread whose members have descended to the level of childish bickering.

Grow up and use this thread properly people, or you will lose it. I will still have an ea that...
Great work Steve. I will continue to test things myself and see if I can make any use of it or provide any feedback.

LJ
  • #483
  • Mar 1, 2011 5:04pm Mar 1, 2011 5:04pm
Quoting hndymann
Great work Steve. I will continue to test things myself and see if I can make any use of it or provide any feedback.

LJ
Cheers. You were most helpful earlier today.

  • #484
  • Mar 1, 2011 5:16pm Mar 1, 2011 5:16pm
Quoting SteveHopwood

dr_who, one more negative comment and I shall bar you from contributing for a week.
Pardon ?

If you consider my comments negative then that's up to you entirely.

If trying to get to the root of the differences between what is being posted and what my charts are doing is deemed to be negative then you don't understand the definition of the word.

Just because you spend hours coding that doesn't give you the right to treat these forums as your personal fiefdom with the right to dictate terms.

Who the fuck do you think you are ?
He was looking for the card so high and wild hed never need to deal another
  • #485
  • Mar 1, 2011 5:18pm Mar 1, 2011 5:18pm
Quoting dr_who
Pardon ?

If you consider my comments negative then that's up to you entirely.

If trying to get to the root of the differences between what is being posted and what my charts are doing is deemed to be negative then you don't understand the definition of the word.

Just because you spend hours coding that doesn't give you the right to treat these forums as your personal fiefdom with the right to dictate terms.

Who the fuck do you think you are ?
The OP of this thread. You are barred from contributing to any of my threads and will not be allowed back in again. I do not have to take abuse from anyone.

  • #486
  • Mar 1, 2011 5:21pm Mar 1, 2011 5:21pm
Hey Steve

Sorry I have had problems logging in until now so was unable to comment.

Come on guys, Steve works hard for us all for free, I don't like to see negative comments towards each other on this thread, its about working together and achieving better results. remember, all accounts go into drawdown, its just how you control that and manage your risk.

I for one am enjoying testing this EA, it had a great start and is now in bit of a drawdown stage, all still well inside my risk, so at the moment Im happy, the market moves in waves and I will see how it rides this out, its great to be able to test drawdown like this at an early stage.

I want to say thanks Steve for all your time and patience, and I will continue to test this EA and any further updates, I will post my results after I have a month of results.

P.S im using the Same settings as Steve

Thanks
  • #487
  • Mar 1, 2011 5:24pm Mar 1, 2011 5:24pm
Quoting SteveHopwood
I have added a new input so that people can experiment: VolumeTickCountPeriod. Enter this in minutes that correspond with a chart time frame; 15, 30, 60, 240 etc

Update in post 1.

Steve,

Is there any way of recalling past up and down ticks using a look-back array?

Also, I know I can modify it for my own liking but do you think it might be useful to select a variable distance between uptick and downtick for trade entry?
I.E. If (uptick > (downtick + x)) enter long
  • #488
  • Mar 1, 2011 5:26pm Mar 1, 2011 5:26pm
Quoting SteveHopwood
The OP of this thread. You are barred from contributing to any of my threads and will not be allowed back in again. I do not have to take abuse from anyone.

LOL Lord of the Flies anyone?

Hahahha
  • #489
  • Mar 1, 2011 5:33pm Mar 1, 2011 5:33pm
Quoting hndymann
Steve,

Is there any way of recalling past up and down ticks using a look-back array?
We could easily store ticks into an array but would lose this as soon as the ea closes, so I assume you mean some way of looking back at historical ticks in order to build an instant history as soon as the bot fires up.

I do not know of any way to do this. Anyone else happen to know? Sq? Matt? Gspe? KingHigh? Any other of the fantastic coders reading here?

Quote
Also, I know I can modify it for my own liking but do you think it might be useful to select a variable distance between uptick and downtick for trade entry?
I.E. If (uptick > (downtick + x)) enter long
Easy to do, with a user input to allow choice. Do you have a default in mind?

  • #490
  • Mar 1, 2011 5:42pm Mar 1, 2011 5:42pm
Quoting SteveHopwood
We could easily store ticks into an array but would lose this as soon as the ea closes, so I assume you mean some way of looking back at historical ticks in order to build an instant history as soon as the bot fires up.
That's exactly what I was trying to say, sometimes its hard for me to get my thoughts down on "paper". I think we see this issue with many people


Quoting SteveHopwood
Easy to do, with a user input to allow choice. Do you have a default in mind?

I don't have any number in mind, I think default of 0 might be good for now, I just want to mess around with some numbers and tweak things a bit.

Luke
  • #491
  • Mar 1, 2011 5:53pm Mar 1, 2011 5:53pm
Quoting hndymann
That's exactly what I was trying to say, sometimes its hard for me to get my thoughts down on "paper". I think we see this issue with many people




I don't have any number in mind, I think default of 0 might be good for now, I just want to mess around with some numbers and tweak things a bit.

Luke
Done and updated in post 1. MinTicksDifference is the input; I have not been able to test the code, but even I should be able to add a simple conditional to the code. Just be warned that I used copy/paste.

  • #492
  • Mar 1, 2011 6:03pm Mar 1, 2011 6:03pm
Quoting ichidakiller
I for one am enjoying testing this EA, it had a great start and is now in bit of a drawdown stage, all still well inside my risk, so at the moment Im happy, the market moves in waves and I will see how it rides this out, its great to be able to test drawdown like this at an early stage.
Mine too, on my coding machine. The trading machine account is not stuck in dd because the timing is different. As you say, always good to see what happens when the markets do not cooperate with us.

Quote
Thanks
My pleasure.

  • #493
  • Mar 1, 2011 6:32pm Mar 1, 2011 6:32pm
Quoting SteveHopwood
Done and updated in post 1. MinTicksDifference is the input; I have not been able to test the code, but even I should be able to add a simple conditional to the code. Just be warned that I used copy/paste.

Please don't copy/paste.... we all know what happens when you do that!

I may have some issues with your code... stay tuned lol
  • #494
  • Mar 1, 2011 6:36pm Mar 1, 2011 6:36pm
Quoting hndymann
Please don't copy/paste.... we all know what happens when you do that!

I may have some issues with your code... stay tuned lol
Issue away. All bugs willingly squished.

  • #495
  • Mar 1, 2011 6:57pm Mar 1, 2011 6:57pm
closed out profit drawdowns very busy now so drawdown good to sales (profits here are last sales re turned back on yesterday ea

will up date latest when i have time

great work guys glad to see end of negative thread people

we can get on improving ea using positive ideas

here is drawdown and all trades

SO TRADERS CAN LEARN

from BRIAN
Attached Image(s) (click to enlarge)
Click to Enlarge Name: drawdown.jpg Size: 74 KB
Click to Enlarge Name: cylic time 3mw acd now.jpg Size: 298 KB
  • #496
  • Mar 1, 2011 7:01pm Mar 1, 2011 7:01pm
Steve,

Why are buy and sell triggers looking at the month candle close in relation to the previous high?

if (Ask > Phigh && iClose(NULL, PERIOD_M1, 1) > Phigh && tradedirection == up && TradeLong && Copen > Popen)

Maybe I'm confused...
  • #497
  • Mar 1, 2011 7:31pm Mar 1, 2011 7:31pm
Steve or anyone

I'm looking for a setting that will set the SL to the opposite square line

What does the setting in the ea mean
sli="----Stop loss----";
extern bool UseStopLoss = false;
extern string slii="Leave at 0 to use candle length";
extern int StopLoss=0;

or does this do it

UseSquare=True;
extern string sli="----Stop loss----";
extern bool UseStopLoss = true;
extern string slii="Leave at 0 to use candle length";
extern int StopLoss=0;


couldn't find anything about this setting
I have the squares set to 60 min instead of the 240 and would like the other side of the square to be my SL
Thanks
  • #498
  • Mar 1, 2011 8:08pm Mar 1, 2011 8:08pm
Quoting SteveHopwood
Unless the tone of this thread improves I shall close it...
HI Steve

Please do not do that, there are a large number of us (the silent majority) who are benefiting from the developments here. Unfortunately, some people can not comprehend how trading successfully comes so naturally to some traders such as Brain and they react in an inappropriate manner. Instead of emulating the successful approach (which is quite hard and takes lots of effort), they choose to ridicule it and be sarcastic (which is very easy and effortless). You have a reputation for dealing with these individuals in "Hopwood style", so this is a better option than closing the thread.

As usual you have managed to attract some serious talent to your thread and we are witnessing daily improvements to your EA. People like "Getting" and "Arbinka" seem to have managed to grasp Brian’s style successfully, lets hope the rest of us can follow them. You always say in order to trade the EA successfully, traders should have a good grasp of trading the system manually. I strongly recommend reading The Logical Trader: Applying A Method To The Madness, by Mark Fisher. Mr Fisher is founder of MBF Clearing Corp., the largest clearing firm on the NYMEX founded in 1988. Brian’s system is strongly influenced and is a variation of Fisher’s method.

Another book which can further advance our understanding of Brian’s approach is Enhancing Trader Performance: Proven Strategies From the Cutting Edge of Trading Psychology . This is a very easy enjoyable read. Both books can be googled and found in pdf format.

Kind regards
P.S. It good to have Arbinka back after so many months. Welcome back.
  • #499
  • Edited 10:31pm Mar 1, 2011 10:15pm | Edited 10:31pm
Please correct me if I'm wrong but in the GetTradeDirection() function we have:

Inserted Code
if (UseVolume)
   {
      if (tradedirection == down && UpTicks < DownTicks && DownTicks - UpTicks > MinTicksDifference) tradedirection = none;
      if (tradedirection == up && UpTicks > DownTicks && UpTicks - DownTicks > MinTicksDifference) tradedirection = none;
   }//if (UseVolume)
I think it should have the last > symbol switched to read like this:

Inserted Code
if (UseVolume)
   {
      if (tradedirection == down && UpTicks < DownTicks && DownTicks - UpTicks < MinTicksDifference) tradedirection = none;
      if (tradedirection == up && UpTicks > DownTicks && UpTicks - DownTicks < MinTicksDifference) tradedirection = none;
   }//if (UseVolume)
Otherwise I think we would never get a tradedirection of none.

And after playing with it some more, i think the middle && statement should be removed to read like this:

Inserted Code
if (UseVolume)
   {
      if (tradedirection == down && DownTicks - UpTicks < MinTicksDifference) tradedirection =  none;
      if (tradedirection == up && UpTicks - DownTicks < MinTicksDifference) tradedirection =  none;
   }//if (UseVolume)
  • #500
  • Mar 1, 2011 11:03pm Mar 1, 2011 11:03pm
I don't know how many people use the volume aspect of the EA but here is something I observed while watching it in action.

If you set the VolumeTickCountPeriod to a period of 15, you will get a reading of the up and down ticks for that entire 15 minute candle and then the tick counts will restart when a new candle opens.

I have been playing around with trade entry when the difference of upticks and downticks are greater than a given value from one another. I.E. the MinTicksDifference variable.

Tick count restart at new candles could be a bad thing when filtering out trades.
For example:
If the time is 10:59 and you have a solid up trend about to break past the previous candle high and an uptick difference greater than your MinTicksDifference setting and the time hits 11:00, I'm screwed! We all know, even hours tend to cause market fluctuation and with this fluctuation at 11:00 the market shoots up 15 pips, breaks past the previous high and should trigger a trade but...... oops, I have a MinTicksDifference set at 20 with a VolumeTickCountPeriod of 15. The new candle has reset my uptick count and now the difference is only 15, when I need it to be at least 20 to enter a trade!

Ok... I was typing this out and a lightbulb went off in my head.

Steve, I have a question for you. Can up and down ticks be recorded by minute or even 5 minute increments and stored in an array to be recalled every 5 minutes to add up the some of MinTicksDifference to get a running total of ticks within a desired range?

Let me explain this better. I want to store 15 minutes of ticks. All I need is TickUp[0min, 5min, 10min, 15min] and TickDown[0min, 5min, 10min, 15min]. Once the 0min candle is finished, the sum of 0, 5 and 10 would then continue on as the new tick count for the next candle open. This way we will not loose the value of ticks at each new candle.

Does this make sense? Maybe not.. but its just something I noticed and possibly a way to fix the issue.

Luke
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