BigBob: Nanningbob V10 auto-trading robot by SteveHopwood

Quoting osthafen

Disliked

Hi Steve,

I'm testing all parts of the EA and while I was testing the Range-Trade without recovery the behaviour was strange.

I think I found something in the code where parts are for recovery where they shouldn't be and some parts where a range part is missing:

This part:
//Long
if (target == 0) target = 1000000;//Dummy value

if ( Var5 < Var3 && Bid < Var3 && Bid < target)

I think prevents the target variable in "no recovery mode" from stopping the condition - which is CORRECT.

But further down in the short part:

//Short
if ( Var5...

Ignored

//Short
if (target == 1000000) target = 0;//Dummy value
if ( Var5 > Var1  && Bid > Var1 && Bid > target)//B version plus Recovery

Quoting osthafen

Disliked

I think it's because the StartCarolco() function which includes the deletion of the pendings is only called if in trend mode:

PHP Code

 if (trend != ranging && AllowTrendTrading && Volatility >= MinimumTrendTradingVolatility) 
   {
      if (!UseCaterpillar && !UseCarolco && !StopTrading && TicketNo == -1) LookForTrendTradingOpps();
      if (UseCaterpillar && !StopTrading) StartCaterpillar();
      if (UseCarolco && !StopTrading) StartCarolco();
      
   } 

So if the trend switches to range there could be some pendings left open ?

Ignored

int start()
{
//----

   //A little bit of code to turn off functions that I do not want to remove yet in case we turn out to need them
   int x = 0;

   //Read a pair's volatility
   if (D1VolatilityBars != iBars(NULL, PERIOD_D1) )
   {
      D1VolatilityBars = iBars(NULL, PERIOD_D1);
      Volatility = CalculateVolatility(PERIOD_D1, LookBackDays);
      CalculateReEntryLinePips();//Range trade Rocovery
   }//if (D1VolatilityBars != iBars(NULL, PERIOD_D1)
   
   
   //ReadIndicatorValues() contains the call to TrendDetectionModule()
   ReadIndicatorValues();
   
   //Other stuff associated with trend trading
   if (trend != ranging)
   {
      GetTrendConfirmationCandleDir();      
   }//if (trend != ranging)
   
   
   static bool TradeExists = false;
   
   if (OrdersTotal() == 0)
   {
      TicketNo = -1;
      ForceTradeClosure = false;
   }//if (OrdersTotal() == 0)

   if (ForceTradeClosure) 
   {
      CloseAllTrades();
      return;
   }//if (ForceTradeClosure) 

   if (trend == ranging) ReadIndicatorValues();

   
      
   ///////////////////////////////////////////////////////////////////////////////////////////////
   //Find open trades.   
   CountOpenTrades();
   if (!BuyOpen && !SellOpen) 
   {
      GlobalVariableDel(GvName);//Make sure there are no probs from this source      
      TradeOrigin = none;
      OpenTrades = 0;
   }//if (!BuyOpen && !SellOpen) 
     
   //Manage a single open trade's possible closure
   if (OpenTrades == 1)
   {
      if (OrderSelect(TicketNo, SELECT_BY_TICKET) && OrderCloseTime() == 0)
      {
         if (TradeOrigin == trendorigin) LookForTradeClosure();         
      }//if (OrderSelect(TicketNo, SELECT_BY_TICKET) || OrderCloseTime() == 0) )       
   }//if (OpenTrades == 1)
   
   //Deal with hedged pair
   if (HedgingInProgress && BasketUpl >= HedgeProfitTarget)
   {
      CloseAllTrades();
      return;
   }//if (HedgingInProgress && BasketUpl >=)
   
   //Tidying up
   if (OpenTrades == 0)
   {
      ObjectDelete(breakevenlinename);
      ObjectDelete(reentrylinename);
      
   }//if (OpenTrades == 0)
   
   if (x == 1) //Function turned off for now
   {
      TradeExists = DoesTradeExist();
      if (TradeExists)
      {
         if (OrderProfit() > 0) TradeManagementModule();
         LookForTradeClosure();
      }//if (TradeExists)
   }//if (x == 1) //Function turned off for now
   
   ///////////////////////////////////////////////////////////////////////////////////////////////
   //Recovery
   if (UseRecovery && TradeOrigin == rangeorigin)
   {
      if (OpenTrades >= Start_Recovery_at_trades) RecoveryInProgress = true;
      
      
      
      //Replace accidentally deleted be line
      if (RecoveryInProgress && ObjectFind(breakevenlinename) == -1)
      {
         RecoveryModule();      
      }//if (RecoveryInProgress && ObjectFind(breakevenlinename) == -1)
      
      //Recovery trailing sl
      if (RecoveryInProgress && UseRecoveryTrailingStop)
      {
         RecoveryCandlesticktrailingStop();     
      }//if (RecoveryInProgress && UseRecoveryTrailingStop)
      
      
   }//if (UseRecovery)

   //Replace deleted reentry line
   if (RecoveryInProgress && ObjectFind(reentrylinename) == -1)
   {
      ReplaceReEntryLine();
   }//if (RecoveryInProgress && ObjectFind(reentrylinename) == -1)
   /////////////////////////////////////////////////////////////////////////////////////////////////////////////////

   ///////////////////////////////////////////////////////////////////////////////////////////////
   
   //Trading times
   bool TradeTimeOk = CheckTradingTimes();
   if (!TradeTimeOk)
   {
      Comment("Outside trading hoursnstart_hourm-end_hourm: ", start_hourm, "-",end_hourm, "nstart_houre-end_houre: ", start_houre, "-",end_houre);
      return;
   }//if (hour < start_hourm)
   /////////////////////////////////////////////////////////////////////////////////////////////////////////////////

   //Available margin filters
   EnoughMargin = true;//For user display
   MarginMessage = "";
   if (UseScoobsMarginCheck && OpenTrades > 0)
   {
      if(AccountMargin() > (AccountFreeMargin()/100)) 
      {
         MarginMessage = "There is insufficient margin to allow trading. You might want to turn off the UseScoobsMarginCheck input.";
         DisplayUserFeedback();
         return;
      }//if(AccountMargin() > (AccountFreeMargin()/100)) 
      
   }//if (UseScoobsMarginCheck)


   if (UseForexKiwi && AccountMargin() > 0)
   {
      
      double ml = NormalizeDouble(AccountEquity() / AccountMargin() * 100, 2);
      if (ml < FkMinimumMarginPercent)
      {
         MarginMessage = StringConcatenate("There is insufficient margin percent to allow trading. ", DoubleToStr(ml, 2), "%");
         DisplayUserFeedback();
         return;
      }//if (ml < FkMinimumMarginPercent)
      
   }//if (UseForexKiwi && AccountMargin() > 0)

   ///////////////////////////////////////////////////////////////////////////////////////////////         
   //Trading. 
   //Trend trading
   if (trend != ranging && AllowTrendTrading && Volatility >= MinimumTrendTradingVolatility) 
   {
      if (!UseCaterpillar && !UseCarolco && !StopTrading && TicketNo == -1) LookForTrendTradingOpps();
      if (UseCaterpillar && !StopTrading) StartCaterpillar();
      if (UseCarolco && !StopTrading) StartCarolco();      
   }//if (trend != ranging && AllowTrendTrading && Volatility <= MaximumRangeTradingVolatility)       
   
  [color=Blue] [color=Red]//Fix for carolco initial trade closing and leaving behind pending trades when the hi-lo of the D1 candle has
   //moved into Ranging
   if (trend == ranging && UseCarolco)
   {
      if (!BuyOpen && !SellOpen && (NoOfPendingBuys > 0 || NoOfPendingSells > 0) )
      {
         DeletePendings();
      }//if (!BuyOpen && !SellOpen && (NoOfPendingBuys > 0 || NoOfPendingSells > 0) )   
   }//if (trend == ranging && UseCarolco)
   [/color][/color]
  
   if (TradeEveryTick) OldRangeTradingBars = 0;//Look for trades every tick, not every candle
   //Range trading opps need checking even though there may a trade already open, else the open trade never gets closed
   if (trend == ranging && AllowRangeTrading && OldRangeTradingBars != iBars(NULL, RangeTradingTF) && Volatility <= MaximumRangeTradingVolatility) 
   {
      OldRangeTradingBars = iBars(NULL, RangeTradingTF);
      LookForRangeTradingOpps();
   }//if (trend == ranging && AllowRangeTrading && OldRangeTradingBars != iBars(NULL, RangeTradingTF)) 

   ///////////////////////////////////////////////////////////////////////////////////////////////      

   DisplayUserFeedback();
   
//----
   return(0);
}
//+------------------------------------------------------------------+

Quoting ixbone

Disliked

Backtesting EU 99% Quality, lotsize 0.1, 10k balance 1.1.2008-03.24.2011

in general, a really nice and stable ea, maybe some backtesting optimization can bring some better results, especially timeframe settings, which is currently hardcoded to 1440, all settings default, except lot size.

some errors: 2011.08.26 11:19:47 2011.04.18 04:00 BigBob EURUSD,Daily: EURUSD OP_BUY order send failed with error(4107): invalid price parameter for trade function


cheers

IX

Ignored

Quoting Viv108

Disliked

Hey whip..

Your drawdown is 65%... that's pretty steap. On a 10K account, you probably wont be able to trade another pair.

Ignored

Quoting Viv108

Disliked

Are these default settings? Not a bad curve at all. Would be interested to see the drawdown. Also, only very many trades compared to how the manual method trades.

Ignored

Quoting hiredwhip

Disliked

Good Morning Steve,
Made a quick pass with the EU over the same 2 year track.....All conditions the same as last time......If there is something really wrong here i can't see it...It's been very steady.....This is your latest update....

Have a great day

whip

Ignored

Quoting ixbone

Disliked

sorry whip,

but 50% backtesting quality is useless, minimum 90% = OK, 99% = near perfect <=1%

cheers

IX

Ignored

Quoting hiredwhip

Disliked

Useless I don't agree with........Not perfect, I agree with

Ignored

Quoting ixbone

Disliked

sorry, you accept 50% error rate, wrong signals, no signals?

fyi:
90% metatrader data ist based and calculated on daily high and lows!
99% is based on every tick!

cheers

IX

Ignored

Quoting ixbone

Disliked

sorry, you accept 50% error rate, wrong signals, no signals?

fyi:
90% metatrader data ist based and calculated on daily high and lows!
99% is based on every tick!

cheers

IX

Ignored

Quoting dragosd1

Disliked

Have not tried Caterpillar with the latest BB versions, but it works standalone. Hint is to select only one direction at a time, BUY or SELL.

Ignored

Quoting spyderman

Disliked

Yeah I have set it to long only...or whichever... still can't get it to work. I wonder if an ECN broker makes a difference.

Ignored

Quoting dragosd1

Disliked

No ideea, sorry...btw, as I remember, you have to initiate the 1st position by mving the line(red) to the low of a previous candle...please read the instructions in pdf

Ignored