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Attachments: Nicotina GJ Breakout strategy: an auto-trader by SteveHopwood
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Nicotina GJ Breakout strategy: an auto-trader by SteveHopwood

  • #101
  • Quote
  • Apr 25, 2011 4:46pm Apr 25, 2011 4:46pm
The three accounts I described earlier are set up, using Matt's Superbly Modified version of My Miserable Code. When the morning proves Matt's fantastic London time conversion thingy, I shall swap it with the version in post 1.

Looking forward to seeing which strategy comes out ahead over the coming weeks.

  • #102
  • Quote
  • Apr 25, 2011 6:13pm Apr 25, 2011 6:13pm
Quoting SteveHopwood
The three accounts I described earlier are set up, using Matt's Superbly Modified version of My Miserable Code. When the morning proves Matt's fantastic London time conversion thingy, I shall swap it with the version in post 1.

Looking forward to seeing which strategy comes out ahead over the coming weeks.

Upon further reflection, it seems that the correct time zone is to use Tokyo if you are trading GBPJPY, and London if you are trading GBPUSD.
  • #103
  • Quote
  • Apr 25, 2011 6:31pm Apr 25, 2011 6:31pm
Quoting mbkennel
Upon further reflection, it seems that the correct time zone is to use Tokyo if you are trading GBPJPY, and London if you are trading GBPUSD.
Makes sense to me.

  • #104
  • Quote
  • Apr 26, 2011 12:10am Apr 26, 2011 12:10am
Have the EA loaded

The Range High & Low equate with that published by Nicotina on his thread today (broker variance excepted)

The box has been correctly drawn

However no pending trades were loaded by the EA - I have TradeMonday as False

Tuesday starts at 0:01 GMT so I would have thought that the EA recognises it now not to be Monday

Is there any other setting in the EA which I have cocked up which will have stopped it posting the pending (which would now be open trades on the short side)

Other significant settings are:

StopTrading False
UseRsi False
  • #105
  • Quote
  • Apr 26, 2011 1:42am Apr 26, 2011 1:42am
Matt's mod appears to leave the box two hours short. Are you able to fix this, Matt, or are you too busy?

Nico-Matt placed the trades correctly but then deleted the pending buy when the sell triggered. I have tried replacing it manually, but Nico promptly deleted it. This will be a flaw in my oco logic that I will sort out asap.

  • #106
  • Quote
  • Apr 26, 2011 2:19am Apr 26, 2011 2:19am
I only changed the start time computation and the "obvious" bug in the send order.

So, if it placed the trades at the correct time, then it did what I intended. If there are other bugs, I don't know.

As a matter of programming strategy might it be better to keep track of the ticket numbers of the pending (and later open) buy and sell? (presumably in global variables which are loaded upon restart so they won't be lost if you have to reboot the EA/metatrader/computer)
  • #107
  • Quote
  • Apr 26, 2011 4:33am Apr 26, 2011 4:33am
Quoting Dixpat
Have the EA loaded

The Range High & Low equate with that published by Nicotina on his thread today (broker variance excepted)

The box has been correctly drawn

However no pending trades were loaded by the EA - I have TradeMonday as False

Tuesday starts at 0:01 GMT so I would have thought that the EA recognises it now not to be Monday

Is there any other setting in the EA which I have cocked up which will have stopped it posting the pending (which would now be open trades on the short side)

Other significant settings are:

StopTrading False
UseRsi...
This also occurred to me as well....
box drawn correctly, no pending trades sent.
I was actually wondering if the pending orders were hidden, so I decided to enter the pending orders myself, thinking that if the ea's pending orders were hidden that I would get 2 trades when price action hit our levels.

I was watching the charts when PA hit and only one order was placed but the ea deleted the 2nd pending order...
so very weirdly the ea took over my manual trades

SL has now been hit and I have again manually placed the 2nd round of pendings...waiting to see if the same thing occurs again.
  • #108
  • Quote
  • Apr 26, 2011 5:43pm Apr 26, 2011 5:43pm
Interested traders please read the start of post 1 explaining why I have temporarily closed this thread.

  • #109
  • Quote
  • Apr 27, 2011 9:37am Apr 27, 2011 9:37am
I have re-opened the thread.

Nothing I can do will make Nico draw the box correctly on both my Alpari and IBFX demos without playing with the RangeCalculationHour input.

I am not going to spend any more time on this. Anybody too dim to work out his/her/its own setting for this input is far to dim to trade using this robot.

So, back to making sure Nico does as intended when deleting oco and re-entering pendings on a retrace back into the trading range etc.

Interesting today with my 3 versions:

 

  1. 'Pure' Nico: +100
  2. Using the D1 filter: no trade
  3. No stop loss and hedging a hedge-the-hedge at -50 and x2 lot size: trades left from yesterday took the account to a margin call.


  • #110
  • Quote
  • Apr 27, 2011 12:41pm Apr 27, 2011 12:41pm
So, Steve, what you are saying is that we should ignore what the bot is drawing on the chart as this is not correct and you cannot find a fix for it, but the underlying time logic as applied to actual trade entries and closures is correct?
  • #111
  • Quote
  • Apr 27, 2011 2:45pm Apr 27, 2011 2:45pm
Quoting Invisible
So, Steve, what you are saying is that we should ignore what the bot is drawing on the chart as this is not correct and you cannot find a fix for it, but the underlying time logic as applied to actual trade entries and closures is correct?
No. I am saying, do what I did until and adjust RangeCalculationHour until it is correct.

  • #112
  • Quote
  • Apr 27, 2011 9:24pm Apr 27, 2011 9:24pm
Quoting SteveHopwood
The three accounts I described earlier are set up, using Matt's Superbly Modified version of My Miserable Code. When the morning proves Matt's fantastic London time conversion thingy, I shall swap it with the version in post 1.

Looking forward to seeing which strategy comes out ahead over the coming weeks.

Hi Steve

Did you find that Matt's code worked?

On my platform (I'm GMT +12) Matt's EA drew the box between 5 GMT 27 April and 13 GMT 27 Apr
  • #113
  • Quote
  • Apr 28, 2011 12:41am Apr 28, 2011 12:41am
Quoting Dixpat
Hi Steve

Did you find that Matt's code worked?

On my platform (I'm GMT +12) Matt's EA drew the box between 5 GMT 27 April and 13 GMT 27 Apr
It works on my Alpari UK demo, and not on my IBFX demo. On my IB demo, I simplay played around with the range start time until the box was correct - I have to use a setting of 4 for that.

The problem is not Matt's code; it is my inability to work out the logic of the criminal's time shift when calculating how far back in time to look.

  • #114
  • Quote
  • Apr 28, 2011 1:03am Apr 28, 2011 1:03am
Darn those criminals! The strategy is so simple, and yet the crims make it so hard!
  • #115
  • Quote
  • Apr 28, 2011 11:13pm Apr 28, 2011 11:13pm
Hello guys..

Sorry for not following this thread for some days.. I'm out of my country for around 2 weeks for vacation. will be back end of next week
  • #116
  • Quote
  • May 12, 2011 9:17am May 12, 2011 9:17am
Latest update in post 1, following this post by Paul: http://www.forexfactory.com/showpost...&postcount=690

Cheers Paul.

  • #117
  • Quote
  • May 13, 2011 12:54am May 13, 2011 12:54am
Hi Steve

Thanks for letting me post here. I'll try hard to remain helpful!

On the box being drawn in the wrong place.
The answer is, which hasn't been properly tested, that my Crim's server time and my local machine time are not the same. So, my local time hits 2 a.m. the box is calculated and trades taken, but the Crim's time is behind my local time so it's still finishing the previous candle and this causes the box to start and finish one hour too early.

Just set both local and server time to be the same!
OK, but we can't control the Crim's server time in the future, so... I've written a portion of code and this is intended to give the EA a maximum of a 1 minute buffer (in reality a few seconds, 10?, should be enough) before calculating the box, etc. The assumption is if the local and sever minutes are the same then we both must have crossed the hour boundary and it's OK to draw the box, etc.
I've got this code running now, but will wait until 2 a.m. before I'm sure it is working.

void CalculateRange()


//Range end line
//
//
int mlocal = TimeMinute(TimeLocal());
int mserver = TimeMinute(TimeCurrent());

while (mserver != mlocal) {

Sleep(100);
mlocal = TimeMinute(TimeLocal());
mserver = TimeMinute(TimeCurrent());
}
//
// End of new code
//
ObjectDelete(rangeendline);
  • #118
  • Quote
  • May 13, 2011 2:06am May 13, 2011 2:06am
Quoting batemap
Hi Steve

Thanks for letting me post here. I'll try hard to remain helpful!

On the box being drawn in the wrong place.
The answer is, which hasn't been properly tested, that my Crim's server time and my local machine time are not the same. So, my local time hits 2 a.m. the box is calculated and trades taken, but the Crim's time is behind my local time so it's still finishing the previous candle and this causes the box to start and finish one hour too early.

Just set both local and server time to be the same!
OK, but we can't control the Crim's...
Fantastic again Paul. I will wait for confirmation that this is correct, then add it to post 1.

Cheers

  • #119
  • Quote
  • May 15, 2011 6:52am May 15, 2011 6:52am
Morning Steve

Sorry, but I've been offline all weekend and didn't see the box redrawn, however it all looks good now, will try and check again tomorrow!

But, I saw something else that was odd. I had (or thought I had) Friday trading set to false, but the EA took a SELL at 131.472 (13 May) and it hit the TP (shouldn't have happened, but I'm happy on demo).

So, let's assume I had Friday trade to true then it all makes sense, however when the trade hit TP and was closed a BUY STOP was sent, now price wasn't hit and so this expired at 18:00, but if one trade hits TP then we need to stop trading for the day, therefore the BUY STOP was wrong because another trade shouldn't have been sent and if it was correct to send this trade then a corresponding SELL STOP should have been sent as well, but wasn't. All this is because - don't know still looking.

But, it looks like the following needs changing from old.
if (!TradeFriday && DayOfWeek() == 5) return;

to new
if (!TradeFriday && DayOfWeek() == 5) return(false);

We could probably use the server local time check that I posted previously right after: - bool IsTradingAllowed() to make sure we are all on the same page? I've added this, but it may be a while before an results show.

Cheers

Paul
  • #120
  • Quote
  • May 15, 2011 7:41am May 15, 2011 7:41am
Quoting batemap
Morning Steve

Sorry, but I've been offline all weekend and didn't see the box redrawn, however it all looks good now, will try and check again tomorrow!

But, I saw something else that was odd. I had (or thought I had) Friday trading set to false, but the EA took a SELL at 131.472 (13 May) and it hit the TP (shouldn't have happened, but I'm happy on demo).

So, let's assume I had Friday trade to true then it all makes sense, however when the trade hit TP and was closed a BUY STOP was sent, now price wasn't hit and so this expired at 18:00,...
Thanks Paul. I am only too happy to leave this in your capable hands and simply post the updates when you find something. You are being most helpful.

---------------------------------------------------------------------

Guys, the fix for my oversight is in post one, but there is no hurry; you may as well await further developments. If you want to trade on Friday, then then you don't need the fix at all. Those of you who can, add the fix yourself as Paul described so yo do not lose your inputs.

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