Hanover: an auto-trader using Recent Strength

// table is full, now we can check for the big moves
   if (TickDiff > Threshold) 
   {
      TakingEmergencyAction = true;//Used in SendSingleTrade to create a mahoosive slippage allowance
      
      //Calculate the direction of the move
      direction = down;
      if (TickTable[tc] > TickTable[tc + 1] ) direction = up;
      
      // The price difference between the latest and the first entry in
      // our table is above the threshold, so take action. 

Quoting MadCow

Disliked

I must be missing some sort of scale factor. When I compare ATR(1) to ATR(60) the ATR(1) exceeds ATR(60) very often. See image. Please enlighten me how you got the image in your post.
Thanks
MC

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Quoting magft

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Steve, great work once again you have taken a good idea and made it reality.

I've been have a quick look through the code and i have one comment, not wishing to feel the full wrath, but it is more of an observation really.

[php]// table is full, now we can check for the big moves
if (TickDiff > Threshold)
{
TakingEmergencyAction = true;//Used in SendSingleTrade to create a mahoosive slippage allowance

//Calculate the direction of the move
direction = down;
if (TickTable[tc] > TickTable[tc + 1] ) direction...

Ignored

Quoting SteveHopwood

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Really? Gosh. Let me just check........ I believe I mentioned in my post..... Yes. I did.
No. This is not about scalping a few pips. If you think it is the you have not been reading what has been going on.

If you have nothing intelligent to say, stay quiet.

Very quiet.

Ignored

Quoting acostafulano

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I've read what's going on, and I never implied that your code was only meant for scalping a few pips.

I'm only experimenting and trying to find more (and why not, better) uses for the code you provide. Turns Out I've made 110 pips since the thing started trading by doing what I posted before by manually closing the extra trades the pop out.

I really have no idea why you come with such a rude reply when people try to come, help and contribute to get the best out of the code you provide.

Diego

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Quoting SteveHopwood

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My understanding, using Carsten's wonderful idea of creating the 20 boxes in a row and then bending the row so it forms a circle is this:

 

1. at whatever point in the circle we are, this contains the latest tick.
2. from here, count backwards 20 boxes. It doesn't matter which way we bend the row, so long as we count back 19, 18, 17 etc, we will arrive at the last box being the current one plus 1.

Therefore, we should be comparing current box with current box plus 1, in whatever direction we bended the row.

Mind, if this happens...

Ignored

Quoting magft

Disliked

I'm not surprised your brain is fried

I have had a play around with the example EA by Carsten and you are right, if you look at the out put from the modified version i have added various positions in the ticktable to see the values. TickTable[(tc + 1) % TableSize] seems to give the same value as TickTable[tc + 1] so that is good enough for me.

Nice work.

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[color=Red]datetime [/color]TargetTime = OrderCloseTime() + (MinHoursBetweenTrades * 60) * 60;

[color=Red]double [/color]TargetTime = OrderCloseTime() + (MinHoursBetweenTrades * 60) * 60;

Quoting SteveHopwood

Disliked

Well, whilst frying brains, how about a look at Sandy's post at http://www.forexfactory.com/showthre...93#post5099393 and the next one down. It isn't just Sandy who has noticed this; there was a contribution in the newbies thread about this s well.

Ignored

Quoting SteveHopwood

Disliked

My understanding, using Carsten's wonderful idea of creating the 20 boxes in a row and then bending the row so it forms a circle is this:

 

1. at whatever point in the circle we are, this contains the latest tick.
2. from here, count backwards 20 boxes. It doesn't matter which way we bend the row, so long as we count back 19, 18, 17 etc, we will arrive at the last box being the current one plus 1.

Therefore, we should be comparing current box with current box plus 1, in whatever direction we bended the row.

Mind, if this happens...

Ignored

Quoting magft

Disliked

I'm not surprised your brain is fried

I have had a play around with the example EA by Carsten and you are right, if you look at the out put from the modified version i have added various positions in the ticktable to see the values. TickTable[(tc + 1) % TableSize] seems to give the same value as TickTable[tc + 1] so that is good enough for me.

Nice work.

Ignored

Quoting pah

Disliked

Another thought I had relates to the use of a decrementing loop to check the history trades. It is conceivable that you could miss a trade that goes into history (order hits SL/TP/etc) if this happens just after you have started the check. If you use an incrementing loop it would always check up to the last trade available (but doing this may cause the check to run slightly more slowly as it will potentially have to check more trades before finding one of interest).

I'd suggest try and keep your history view set to the last 3 days or a week whilst...

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///////////////////////////////////////////////////////////////////////////////////////////////
   //Find open trades.
   [color=Red]//First check to see if a trade has closed and wait until it appears in the history tab.
   //TicketNo stores the open trade ticket during each call to DoesTradeExist().
   if (TicketNo > -1 && !OrderSelect(TicketNo, SELECT_BY_TICKET, MODE_TRADES) )
   {
      while (!OrderSelect(TicketNo, SELECT_BY_TICKET, MODE_HISTORY) ) Sleep(100);
   }//if (TicketNo > -1 && !OrderSelect(TicketNo, SELECT_BY_TICKET, MODE_TRADES) )[/color]
   
   TradeExists = DoesTradeExist(TradePair);
   if (TradeExists)
   {
      //if (OrderProfit() > 0) TradeManagementModule();
      LookForTradeClosure();
   }//if (TradeExists)

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

Quoting SteveHopwood

Disliked

LCC can stand for a number of things. How about:

 

1. Lunatic Code Contemplation
2. Laughable Coding Cockup
3. Largely Cobbled Coding

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for (cc = OrdersHistoryTotal() - 1; cc >= 0; cc--)

for (cc = 0; cc < OrdersHistoryTotal(); cc++)

Quoting Carsten

Disliked

That's exactly right.




No. Please don't do that. That's bad.

Well of course (tc+1) is going to be the same as (tc+1)%TableSize. The modulo operator doesn't change anything as long as (tc+1) < TableSize.
But you will get into serious trouble as soon as tc reaches the value (TableSize - 1).
Because that's what the modulo is for. To send an access to the element with index TableSize back to element 0.
So, most of the ticks, everything's going peachy. But every TableSize ticks, everything might get batshit insane.
I don't know how...

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Quoting pah

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lol, you might have started something now.

I was thinking of changing the code in the MinHoursBetweenTrades check from

Inserted Code

for (cc = OrdersHistoryTotal() - 1; cc >= 0; cc--)

to

Inserted Code

for (cc = 0; cc < OrdersHistoryTotal(); cc++)

to ensure that the history check includes all possible trades including any that appeared in history immediately after you start the above loop.

Regards, Paul.

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//Store Current number of trades
int OrderTotal=OrderHistoryTotal();

for (cc = OrdersHistoryTotal() - 1; cc >= 0; cc--)
{
    if (OrderTotal!=OrderHistoryTotal) cc = OrdersHistoryTotal() - 1; continue;  
    
    // rest of code 

Quoting magft

Disliked

Cartsen, thanks for replying. What Steve said makes complete sense, i was not thinking clearly at the time and was just going on what the code said not the method itself.

Paul the only issue with this is if the EA has been running for a while it could take some time to run this loop. What about checking the OrderHistoryTotal() variable each step and if changed from starting value then restart loop, this should give a marginal execution time increase if there are a lot of orders in the history. For example:

[php]//Store Current number of trades
int...

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for (cc = 0; cc < OrdersHistoryTotal(); cc++)