what pairs, bro? default settings?
Pippo: a Murrey Maths retrace auto-trading EA by SteveHopwood
- #282
- Jun 30, 2011 1:41pm Jun 30, 2011 1:41pm
- | Commercial User | Joined Apr 2007 | 8,331 Posts
I thought I would post my live account of Pippo. This started June 28 so just over one month.
Return was 12.5% for 32 days.
Dave R.
- #283
- Jun 30, 2011 1:46pm Jun 30, 2011 1:46pm
- Joined Nov 2005 | Status: EURUSD Quant FREAK | 3,197 Posts
- #287
- Jun 30, 2011 5:39pm Jun 30, 2011 5:39pm
has anyone strategy tested it with hedging on? its not very flattering..
I've been demoing it for the past few days with hedging off... its looking gooood....
Here is my 15 min TF with the small lots and hedge on now. I will keep you up to date.
15 Min is sitting at $5244
- #289
- Jun 30, 2011 6:31pm Jun 30, 2011 6:31pm
I thought I would post my live account of Pippo. This started June 28 so just over one month.
Return was 12.5% for 6 days.
Dave R.
Note: Number of days trading corrected
Dave,
A few Q's if you don't mind answering:
1. What Time Frame did you use?
2. What Pairs did you use?
3. Did you experience any death trades (or close)?
4. Which pairs did the worst?
5. Which pairs did the best?
6. What was your Max DD?
7. Which version of Pippo are you using on your live account?
8. Can you tell us what settings you were using?
Thanks in advanced,
Mike.
EDIT: Hi Dave, don't worry about 4, 5 & 6 - Thanks for posting your live Detailed Statement
- #290
- Jun 30, 2011 10:58pm Jun 30, 2011 10:58pm
OK, I've something that looks correct, as described/coded, but perhaps doesn't make total sense???
I have 4 open trades on USDSEK, the first two (L1 and L2) are in -ve profit (~ $11) and the second two (L3 and L4) are in +ve profit (~ $32). So, combining all the trades I'm about $21 to the good
Now you'll see that the L4 trade has achieved its target, dashed yellow line, but the L3 trade is just short of the dashed purple line. ShouldWinningPositionClosewill not be true, and the basket will not close, until the L3 trade hits the dashed purple. I'm assuming here that when I was in band 1 the L4 trade was in profit, but the basket wasn't and therefore the basket, correctly, didn't get closed.
So, I was sitting on ~2% profit for this basket, but the price headed south and the profit reduced. You'll see I was in margin lockdown (only $1000 account) and if this basket had be closed I'd have kept the profit and released the margin for further trades. I know these trades will get closed out eventually, but...
After all that, if you are still with me, is it worth having TakeProfit function??
Example: - if (ShouldWinningPositionClose() || BasketUpl > Takeprofit)
The relevant code is: -
if (OpenTrades > 0 && BasketUpl > 0)
{
if (ShouldWinningPositionClose())
{
CloseAllTrades();
return;
}
}
//
bool ShouldWinningPositionClose()
if (Band == 2)
{
if (OrderSelect(TradeTicketNo[3], SELECT_BY_TICKET) > -1 && OrderType() == OP_BUY && OrderProfit() > 0)
{
target = ObjectGet("mml2.5", OBJPROP_PRICE1);
if (Bid >= target) return(true);
}
}
if (Band == 1)
{
if (OrderSelect(TradeTicketNo[4], SELECT_BY_TICKET) > -1 && OrderType() == OP_BUY && OrderProfit() > 0)
{
target = ObjectGet("mml1.5", OBJPROP_PRICE1);
if (Bid >= target) return(true);
}
}
I have 4 open trades on USDSEK, the first two (L1 and L2) are in -ve profit (~ $11) and the second two (L3 and L4) are in +ve profit (~ $32). So, combining all the trades I'm about $21 to the good
Now you'll see that the L4 trade has achieved its target, dashed yellow line, but the L3 trade is just short of the dashed purple line. ShouldWinningPositionClosewill not be true, and the basket will not close, until the L3 trade hits the dashed purple. I'm assuming here that when I was in band 1 the L4 trade was in profit, but the basket wasn't and therefore the basket, correctly, didn't get closed.
So, I was sitting on ~2% profit for this basket, but the price headed south and the profit reduced. You'll see I was in margin lockdown (only $1000 account) and if this basket had be closed I'd have kept the profit and released the margin for further trades. I know these trades will get closed out eventually, but...
After all that, if you are still with me, is it worth having TakeProfit function??
Example: - if (ShouldWinningPositionClose() || BasketUpl > Takeprofit)
The relevant code is: -
if (OpenTrades > 0 && BasketUpl > 0)
{
if (ShouldWinningPositionClose())
{
CloseAllTrades();
return;
}
}
//
bool ShouldWinningPositionClose()
if (Band == 2)
{
if (OrderSelect(TradeTicketNo[3], SELECT_BY_TICKET) > -1 && OrderType() == OP_BUY && OrderProfit() > 0)
{
target = ObjectGet("mml2.5", OBJPROP_PRICE1);
if (Bid >= target) return(true);
}
}
if (Band == 1)
{
if (OrderSelect(TradeTicketNo[4], SELECT_BY_TICKET) > -1 && OrderType() == OP_BUY && OrderProfit() > 0)
{
target = ObjectGet("mml1.5", OBJPROP_PRICE1);
if (Bid >= target) return(true);
}
}
- #291
- Jun 30, 2011 11:47pm Jun 30, 2011 11:47pm
http://www.myfxbook.com/members/Minn...-min-tf/130638
Very cool data. Much better than looking at tables. Come on droland
It's not all 15 mins. I have had been testing so there were a few 60 mins and a 240 and lots of lot changing and testing of the hedge or get out code. Lots now are .01, .02, .02, .01.
- #292
- Edited 12:46am Jul 1, 2011 12:30am | Edited 12:46am
Attachment
http://www.myfxbook.com/members/Minn...-min-tf/130638
Very cool data. Much better than looking at tables. Come on droland
It's not all 15 mins. I have had been testing so there were a few 60 mins and a 240 and lots of lot changing and testing of the hedge or get out code. Lots now are .01, .02, .02, .01.
I make a lot of money in forex, in actual live trading. Stop! (Stop! that is old telex terminology as I am 64 years+ and Stop! means, end of storey). Old I am, stupid, I am not. But I do have a thick skin so say what you want.
I DO NOT SAY this is a Set and Forget EA. I do not say any EA is a set and forget EA, THAT MEANS ANY BACKTEST IS SHIT!!!
Like Steve says, set and forget and you will be, and are screwed. Set and Forget in the long term doesn't work. PERIOD!!!!!!
Sorry for the lecture, but I am sure Steve is tired of this lecture and I thought I would jump in and reiterate this collective truth.
Dave R.
- #297
- Jul 1, 2011 3:34am Jul 1, 2011 3:34am
- | Commercial User | Joined Apr 2007 | 8,331 Posts
OK, I've something that looks correct, as described/coded, but perhaps doesn't make total sense???
I have 4 open trades on USDSEK, the first two (L1 and L2) are in -ve profit (~ $11) and the second two (L3 and L4) are in +ve profit (~ $32). So, combining all the trades I'm about $21 to the good
Now you'll see that the L4 trade has achieved its target, dashed yellow line, but the L3 trade is just short of the dashed purple line. ShouldWinningPositionClosewill not be true, and the basket will not close, until the L3 trade hits the dashed...
Before I add it, have you any ideas for automating the size of the basket tp, so that it reflects the total of open lots?
- #298
- Jul 1, 2011 3:41am Jul 1, 2011 3:41am
- | Commercial User | Joined Apr 2007 | 8,331 Posts
Steve Hopwood is incredible. His input is selfless and relentless. Yet look at the Shit he receives. It is mind numbing. Sorry. There are so many takers out there but so few givers.
Didn't mean this to be lecture for Steve but anyway: Thanks Steve
Dave R.
Mind, not so sure I would still be doing what I do without the restricted-thread thingy.
- #299
- Edited 5:38am Jul 1, 2011 4:36am | Edited 5:38am
That is a great idea.
Before I add it, have you any ideas for automating the size of the basket tp, so that it reflects the total of open lots?
I'm happy to have a debate/be contradicted on this.
Thanks
Paul
P.S. the wine is flowing
