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Robot Lab Project

  • #41
  • Dec 21, 2014 9:32am Dec 21, 2014 9:32am
Quoting vkauppin
{quote} Good. For example forextester offers historic datas; http://www.forextester.com/HistoryServiceDescription They can be imported to for example in MT4 with a tool, at least used to be. I can guarantee testing results will be completely different with accurate history data.

Thanks. I checked the link. As I can see its a paid service.

Quoting Rtm
MA crosses need a better data set to be tested on IMO looking at USDJPY you can very easily curve fit a trending system to the last couple years or so . To give a true test of a systems robustness 7-10 years test are sufficient. IMHO happy pipin'
I don't mind having quality data for backtesting, or some of these robots get tested by FF members and share the results.

However, the real test will be the Forward Testing.

Wait a bit, I am just building my arsenal.

Ideas for new robots are welcome !
No guts, no glory
  • #42
  • Dec 21, 2014 9:33am Dec 21, 2014 9:33am
Quoting B-Naire2B
{quote} No worries here. Just testing the ideas. Will do demo first of course. The last one for example is interesting for me not because it is especially profitable but because it is so simple and I don't think I came across this kind of robot before.

No guts, no glory
  • #43
  • Dec 21, 2014 9:43am Dec 21, 2014 9:43am
Guys (& Girls if any), All robots are still in the Lab.
No Live Trading. Demo is OK but not Live trading yet.

As I mentioned in an earlier post, don't think that robots will make you money while you're sleeping.
They require proper management, mixing and matching, tweaking every now and then ... They are Tools.
Just like a paint brush, it does not make an art piece, its the Painter.
No guts, no glory
  • #44
  • Dec 21, 2014 10:54am Dec 21, 2014 10:54am
Quoting abokwaik
{quote} Thanks. I checked the link. As I can see its a paid service. {quote} I don't mind having quality data for backtesting, or some of these robots get tested by FF members and share the results. However, the real test will be the Forward Testing. Wait a bit, I am just building my arsenal. Ideas for new robots are welcome !
Sorry, I don't have it anymore but used it few years ago to test EA's. Was worth every penny.

Perhaps someone has accurate tick data and is wiling to do tests. But from my experience I can really tell the default data with platforms is just plainly bad.
  • #45
  • Dec 21, 2014 3:36pm Dec 21, 2014 3:36pm
Quoting abokwaik
Guys (& Girls if any), All robots are still in the Lab. No Live Trading. Demo is OK but not Live trading yet. As I mentioned in an earlier post, don't think that robots will make you money while you're sleeping. They require proper management, mixing and matching, tweaking every now and then ... They are Tools. Just like a paint brush, it does not make an art piece, its the Painter.
Well said!!!

I am sick of the hundreds of noobs who treats forex forums as social media rants and emotional outbursts.
All posts are my personal opinion
  • #46
  • Dec 21, 2014 9:58pm Dec 21, 2014 9:58pm
Ladder_System_01

A Live Test on Demo. Just Started on 5-Digit Broker.

Ladder Step = 150 Points (15 pips)
Stop Loss = 400 Points (40 Pips)
Max Orders = 5

Attached Image (click to enlarge)
Click to Enlarge Name: EURUSDM5.png Size: 53 KB
No guts, no glory
  • #47
  • Dec 21, 2014 10:20pm Dec 21, 2014 10:20pm
Hedging Systems

I am sure that you're ware of the enduring saying "Cut your losses short and let your winners run."

Robot Idea :

Choose 3 consecutive time frames, (i.e. : H1,H4,D1 OR D1,W1,MN1)
Lets call them T1,T2,T3 where T1 is the smallest time frame.

 

  1. Open Buy and Sell on open of T1 with same lot size.
  2. At the close of T1, close the looser and keep the winner
  3. Repeat Step 1, and Step 2
  4. At the close of T2, close the looser(s) and keep the winners
  5. At the close of T3, close the looser(s) and keep the winners
  6. Protect you Big Winners with distant trailing stop

What do you think, does it worth to create a robot for this ... would like to know your thoughts

No guts, no glory
  • #48
  • Dec 21, 2014 11:04pm Dec 21, 2014 11:04pm
Hello Abokwaik,

I wish I can have an EA that so simple,.. just open position base on 2 EMA ( complete spec of Moving Average ),.. Close if faster EMA changed the slope direction. Also have TL and SL.

Hope you can coded for me,..

Thanks,

Budi
  • #49
  • Dec 21, 2014 11:15pm Dec 21, 2014 11:15pm
Quoting budidharma19
Hello Abokwaik, I wish I can have an EA that so simple,.. just open position base on 2 EMA ( complete spec of Moving Average ),.. Close if faster EMA changed the slope direction. Also have TL and SL. Hope you can coded for me,.. Thanks, Budi
Taken from the 1st Post "Before building a robot, a full description of the system along with supporting charts will be posted, and discussed.".
No guts, no glory
  • #50
  • Dec 21, 2014 11:23pm Dec 21, 2014 11:23pm
Ladder_System_01 : Status of Live Demo Trade (Ref. Post 46)

Price is Climbing the Ladder. 2nd Order just triggered.

Attached Image (click to enlarge)
Click to Enlarge Name: EURUSDM52.png Size: 53 KB
No guts, no glory
  • #51
  • Dec 21, 2014 11:47pm Dec 21, 2014 11:47pm
Quoting budidharma19
Hello Abokwaik, I wish I can have an EA that so simple,.. just open position base on 2 EMA ( complete spec of Moving Average ),.. Close if faster EMA changed the slope direction. Also have TL and SL. Hope you can coded for me,.. Thanks, Budi
Are you preparing some charts and more detailed description of the system after you red my reply, or did you dropped the idea. Just Kidding.

I will save you some time :

Here what I understood from your post:
Long Entries :
- Open a buy when faster EMA crosses up slower EMA
- Close when faster EMA slopes down

Short Entries :
- Open a Sell when faster EMA crosses down slower EMA
- Close when faster EMA slopes up

Apply user defined Stop Loss in pips, and Trailing Stop in pips.

Am I Correct,
No guts, no glory
  • #52
  • Dec 22, 2014 1:06am Dec 22, 2014 1:06am
Quoting abokwaik
Hedging Systems I am sure that you're ware of the enduring saying "Cut your losses short and let your winners run." Robot Idea : Choose 3 consecutive time frames, (i.e. : H1,H4,D1 OR D1,W1,MN1) Lets call them T1,T2,T3 where T1 is the smallest time frame. Open Buy and Sell on open of T1 with same lot size. At the close of T1, close the looser and keep the winner Repeat Step 1, and Step 2 At the close of T2, close the looser(s) and keep the winners At the close of T3, close the looser(s) and keep the winners Protect you Big Winners with distant trailing...
I like unconventional approaches like this but I see no advantage. The only way to know is code it. What are your targets?
You would likely close a bunch of losers and then price move back the other direction shrinking your profits. Ranging will kill it and there are better ways to catch trends.

There is however a possibility it could work through the multi time frame creating different close times being at different parts of the HTF price wave. So try it, it shouldn't take too long to code.
What's it all about? It's all about money.
  • #53
  • Dec 22, 2014 1:21am Dec 22, 2014 1:21am
Quoting Innate
I like unconventional approaches like this but I see no advantage. The only way to know is code it. What are your targets?
You would likely close a bunch of losers and then price move back the other direction shrinking your profits. Ranging will kill it and there are better ways to catch trends.

There is however a possibility it could work through the multi time frame creating different close times being at different parts of the HTF price wave. So try it, it shouldn't take too long to code.
What are your targets?

  1. As per the original idea, No profit targets, hence ".. let your winners run", big winners will get closed eventually at the trailing stop.
  2. However I can include profit targets as an option in later versions.

Ranging will kill it.

  1. Definitely. That's why its preferable to use larger time frames, ON trending instruments.

​it shouldn't take too long to code.

  1. Its on the way. However timing issue is a bit tricky.

Thanks for your input.

No guts, no glory
  • #54
  • Dec 22, 2014 1:55am Dec 22, 2014 1:55am
Ladder_System_01 : Status of Live Demo Trade (Ref. Post 46)

Price is Climbing the Ladder. 3rd Order was triggered. and Stop Trailed

Attached Image (click to enlarge)
Click to Enlarge Name: EURUSDM5_2.png Size: 53 KB
No guts, no glory
  • #55
  • Dec 22, 2014 7:45am Dec 22, 2014 7:45am
Quoting abokwaik
Hedging Systems I am sure that you're ware of the enduring saying "Cut your losses short and let your winners run." Robot Idea : Choose 3 consecutive time frames, (i.e. : H1,H4,D1 OR D1,W1,MN1) Lets call them T1,T2,T3 where T1 is the smallest time frame. Open Buy and Sell on open of T1 with same lot size. At the close of T1, close the looser and keep the winner Repeat Step 1, and Step 2 At the close of T2, close the looser(s) and keep the winners At the close of T3, close the looser(s) and keep the winners Protect you Big Winners with distant trailing...
How about instead of opening both a buy and sell order at the open price of T1 you place a pending buy stop and sell stop a certain distance from the open price of T1. If both orders get filled, close the loser at the open price of T2 and enter both pending orders as done at T1? Follow the rest of you scenario except the orders will be pending. The PRO is if only one of the orders is filled, you reap the whole profit between the time frames. The CON is if both orders are filled you incur the additional loss between the pending buy stop price and the pending sell stop price.

GREEN pips to all.
  • #56
  • Dec 22, 2014 8:19am Dec 22, 2014 8:19am
Quoting SmoothTrader
{quote} How about instead of opening both a buy and sell order at the open price of T1 you place a pending buy stop and sell stop a certain distance from the open price of T1. If both orders get filled, close the loser at the open price of T2 and enter both pending orders as done at T1? Follow the rest of you scenario except the orders will be pending. The PRO is if only one of the orders is filled, you reap the whole profit between the time frames. The CON is if both orders are filled you incur the additional loss between the pending buy stop price...
Interesting and worth testing. Thanks.

Sorry, I got busy with some business meetings. Hopefully tomorrow we'll have a beta version.
No guts, no glory
  • #57
  • Dec 22, 2014 8:28am Dec 22, 2014 8:28am
Ladder_System_01 : Status of Live Demo Trade (Ref. Post 46)

Before I leave office. This is the latest status of this trade. Currently 3 positions opened with unified stop loss @ 1.22332 & ultimate TP @ 1.23182. and 2 pending orders not triggered yet.

I will leave the Robot running, and see what happens until tomorrow.

Attached Image (click to enlarge)
Click to Enlarge Name: EURUSDM5_3.png Size: 48 KB


Good Night,
No guts, no glory
  • #58
  • Dec 22, 2014 9:34am Dec 22, 2014 9:34am
Dear fellow traders:

Please. Please. No special requests through PMs.

If you have a request, an EA idea, a sharing of thoughts ... etc. Kindly post it into the thread and will be glad to respond.

This way everyone can benefit.

I am not hiding anything, not selling anything. Source files are shared.

So please lets keep everything in the open.

This is a venture I started on my own wishing to be of use to some FF members or people from outside. If succeeded, great and thank you for being part of it. If failed, I apologise for wasting your time.
No guts, no glory
  • #59
  • Dec 22, 2014 3:04pm Dec 22, 2014 3:04pm
Quoting abokwaik
If failed, I apologise for wasting your time.
Even if you fail you are not wasting anyone's time. Speaking of time I haven't got a lot at present to test your ea's but I respect and appreciate the effort so I wanted to support it with some feedback.

Keep up the good work!
What's it all about? It's all about money.
  • #60
  • Dec 22, 2014 6:38pm Dec 22, 2014 6:38pm
Quoting abokwaik
Hedging Systems I am sure that you're ware of the enduring saying "Cut your losses short and let your winners run." Robot Idea : Choose 3 consecutive time frames, (i.e. : H1,H4,D1 OR D1,W1,MN1) Lets call them T1,T2,T3 where T1 is the smallest time frame. Open Buy and Sell on open of T1 with same lot size. At the close of T1, close the looser and keep the winner Repeat Step 1, and Step 2 At the close of T2, close the looser(s) and keep the winners At the close of T3, close the looser(s) and keep the winners Protect you Big Winners with distant trailing...
first, very nice tread - subscribed!

imho any "hedging system" is a waste of time, NOT in theory but when it comes to slippage, dynamic spreads during news events and so on they will fail dramatically
if you hedge you already set a SL + a 2nd time spread, when the spread widens during news events you might have 10 or 20pips spread OR when you set a maximum spread restriction you donīt have a trade opened and the calculation will fail or the needed "recovery" range or your exposure will be bigger,........
itīs not a wrong trade which kill an account itīs the high exposure.

what i try ATM is running different EAīs on one Account - one trendfollow EA, one for countertrend over the same pairs with position averaging, that should give a
little bit more entry precision than a blind "coin toss" hedge.
just do it
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