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Robot Lab Project

  • #301
  • Jan 8, 2015 1:20am Jan 8, 2015 1:20am
Quoting abokwaik
{quote} I agree with your view on systems, and we'll continue this, Some Robots will shine and some will fade Pinocchio for example, a Pin Bar strategy promoted every where. Failed on test, so we drop it and move on Ochuko, an "Accurate Trading Strategy", same thing, we drop it and move on We might test hundreds of robots, and end up with very few winners.
I agree with you.

There will be many and it is rare to find a kind guy like yourself who will do the coding as I am sure it takes time to do and not many people understand that.

Once again thank for all your hard work here.I am sure we will find some very nice robots here this year.

All the best for your day ( I see our time of day is exactly the same. )

Rooi
We miss 100% of the shots we don't take
  • #302
  • Jan 8, 2015 2:11am Jan 8, 2015 2:11am
Quoting abokwaik
Back test results were impressive in my opinion I don't know why it didn't capture your attention

So much information here at your lab that Im trying to work through it all slowly but surely.

Seems like nice concept and good reasoning.

I do a lot of testing on the weekend and now that the year is up and running again I will definitely have look at it

All the best
Rooi
We miss 100% of the shots we don't take
  • #303
  • Jan 8, 2015 2:14am Jan 8, 2015 2:14am
Quoting Rooi
{quote} So much information here at your lab that Im trying to work through it all slowly but surely. Seems like nice concept and good reasoning. I do a lot of testing on the weekend and now that the year is up and running again I will definitely have look at it All the best Rooi
Maybe we should spread into teams.

Sorry my executive job nature interfered here
No guts, no glory
  • #304
  • Jan 8, 2015 2:20am Jan 8, 2015 2:20am
Quoting abokwaik
{quote} Maybe we should spread into teams. Sorry my executive job nature interfered here
I agree.Its a great idea.We could each try and improve or optimize setting for certain EA's.

Obviously some people like some systems more than others and everyone can work with what they like the most.

Im very happy to work and test anything that I have a fairly decent understanding of the indicators or the concept that makes it work.

Happy to do what ever.It is your thread and your robots after all

Rooi
We miss 100% of the shots we don't take
  • #305
  • Jan 8, 2015 3:04am Jan 8, 2015 3:04am
Morning all

I have a manual profitable method and happy to help test anything or add my manual method - fairly new so will need some guidance

Happy Trading
  • #306
  • Jan 8, 2015 3:18am Jan 8, 2015 3:18am
Quoting twellve
Morning all I have a manual profitable method and happy to help test anything or add my manual method - fairly new so will need some guidance Happy Trading
Welcome to the Lab twellve,

We are all "students" here. Maybe some with more experience than others, but we keep learning everyday.

You are welcome to share your manual method if you like.
No guts, no glory
  • #307
  • Jan 8, 2015 3:57am Jan 8, 2015 3:57am
Quoting abokwaik
{quote} Ty, don't you ever back test? You go directly Forward. That's HOT. Any way one candle wont make a difference, so why wait.
Backtesting has never really been for me...Early in my trading career I came to realize that it is UBERmisleading.

So I ONLY forward-test man! VPS, fresh MT4 demo, EA and away we go! I optimize based on results I get...I only discard an EA if it fails to show promise.

So, where you may see a "failed" HA_Rider for instance, I see an EA which has already netted over 50% this month (without trying, and with a VPS screw up!) when placed on the D1 chart of 20 currency pairs. (Note: I already posted the setting I use earlier in this thread).

For example, I can report that Kijun_Rider netted 5.5% already between yesterday and now trading on the H4 of 20pairs.

Now as per whether our target is to be "..profitable as fast as possible or to discover new ideas...", I can only say that this doesn't have to be mutually exclusive. We can do BOTH simultaneously. I personally don't care if my "fast" profit comes from the very FIRST indicator ever built.

At the same time I "get" where abokwaik is coming from saying we need to "think outside the box"...Let's start by first understanding and accepting that there is NO BOX! Lol.

Anyways, I have always favoured HFT...(High Frequency Trading)...I like to think that this forex market (price movement, demand and supply, etc) can be "beaten" via the use of a myriad of trades...don't ask me how! lol...

Pertaining to the GAPS you mentioned above abokwaik, see what began here and see if ANYthing can be developed from this concept:
http://magix.freeforums.org/new-s-r-...48640222d1ca27

I think there is great promise there and it obvious the guy will welcome the help. It's WORTH looking into.

Ok...I've tried to use ONE post to address a LOT of issues, hope I didn't end up confusing the issues! Lol.

Great job AB!

Regards,

Ty
My job: I speculate and manage risk.
  • #308
  • Jan 8, 2015 5:47am Jan 8, 2015 5:47am
Quoting TyLamai
{quote} Backtesting has never really been for me...Early in my trading career I came to realize that it is UBERmisleading. So I ONLY forward-test man! VPS, fresh MT4 demo, EA and away we go! I optimize based on results I get...I only discard an EA if it fails to show promise. So, where you may see a "failed" HA_Rider for instance, I see an EA which has already netted over 50% this month (without trying, and with a VPS screw up!) when placed on the D1 chart of 20 currency pairs. (Note: I already posted the setting I use earlier in this...
It's very good to know that HA_Rider & Kijun_Rider are doing good in Forward Testing, Ty.I wonder if you can publish your FT results along with settings used.You've been a great contributer to the thread.Thanks
No guts, no glory
  • #309
  • Jan 8, 2015 6:07am Jan 8, 2015 6:07am
Quoting abokwaik
{quote} It's very good to know that HA_Rider & Kijun_Rider are doing good in Forward Testing, Ty.I wonder if you can publish your FT results along with settings used.You've been a great contributer to the thread.Thanks
No problem AB I will do that once I have finished with the calibrations. No need posting and re-posting changing settings. Once these prove to be stable I'll post them here.

Regards,

Ty
My job: I speculate and manage risk.
  • #310
  • Jan 8, 2015 7:41am Jan 8, 2015 7:41am
Quoting abokwaik
{quote} It's very good to know that HA_Rider & Kijun_Rider are doing good in Forward Testing, Ty.I wonder if you can publish your FT results along with settings used.You've been a great contributer to the thread.Thanks
Good Job with Kijun Rider! I netted 120 pips over night on the 15m charts and that was with a bunch of small losses. The problem as I see it on the smaller time frame is waiting for price to touch Kijun again is waiting too long. Also, when price does touch Kijun and the trade closes, the EA immediately opens a new trade. if we could add a TS closer to price and make the EA wait until a new signal before it opens a new trade I think we might have something.
  • #311
  • Jan 9, 2015 12:13pm Jan 9, 2015 12:13pm
Quoting MMGood47
{quote} Good Job with Kijun Rider! I netted 120 pips over night on the 15m charts and that was with a bunch of small losses. The problem as I see it on the smaller time frame is waiting for price to touch Kijun again is waiting too long. Also, when price does touch Kijun and the trade closes, the EA immediately opens a new trade. if we could add a TS closer to price and make the EA wait until a new signal before it opens a new trade I think we might have something.
OK. I will look at it tomorrow.
No guts, no glory
  • #312
  • Jan 10, 2015 3:17pm Jan 10, 2015 3:17pm
Kijun_Rider_02

Second version.

Inputs :

  1. Fixed_Lot_Size = 0.1; // Fixed Lot Size
  2. Max_SL_Pips = 300; // Maximum Stop Loss in Pips
  3. Trailing_Stop_Pips = 300; // Trailing Stop in Pips *** if > 0 it will be used instead of KijunSen
  4. trail_stop_jump = 050; // Trailing Stop Jump in Pips

​Fixes and Updates:

  1. Fixed Stop Loss Modification Errors
  2. Update : Go Long only if previous candle was bullish and Current Candles broke High of previous candle
  3. Update : Go Short only if previous candle was bearish and Current Candles broke low of previous candle
  4. Don't open new order on the same candle the previous order was closed at

​
No Comment!

Attached File(s)
File Type: ex4 Kijun_Rider_02.ex4   14 KB | 563 downloads
File Type: mq4 Kijun_Rider_02.mq4   8 KB | 876 downloads
No guts, no glory
  • #313
  • Jan 13, 2015 5:23am Jan 13, 2015 5:23am
Very quite here lately, I see many downloads but no much input.

I don't know are you guys busy testing those robots, or trading Euro & Pound which seem attractive at these levels.

Should I post new robots or wait for a while to allow further testing/improvements on current ones ?
No guts, no glory
  • #314
  • Jan 13, 2015 5:51am Jan 13, 2015 5:51am
Quoting abokwaik
Very quite here lately, I see many downloads but no much input. I don't know are you guys busy testing those robots, or trading Euro & Pound which seem attractive at these levels. Should I post new robots or wait for a while to allow further testing/improvements on current ones ?
Hi AB,

I noticed the "silence" here too but I just assumed you were busy with "other" work.

I am still testing HA_Rider and it's still doing ok. Am hoping to test in until the end of the month and then post my findings good or bad.

I would suggest you go ahead and post new robots as that would allow us continue to test with the aim of discovering a stable, consistently-earning Bot.

Anyways, good to see that you are still here with us (lol).

Regards,

Ty
My job: I speculate and manage risk.
  • #315
  • Jan 13, 2015 6:00am Jan 13, 2015 6:00am
Quoting TyLamai
{quote} Hi AB, I noticed the "silence" here too but I just assumed you were busy with "other" work. I am still testing HA_Rider and it's still doing ok. Am hoping to test in until the end of the month and then post my findings good or bad. I would suggest you go ahead and post new robots as that would allow us continue to test with the aim of discovering a stable, consistently-earning Bot. Anyways, good to see that you are still here with us (lol). Regards, Ty
Actually Ty, I was busy settling in my new home.

I took a look at the GAPs link you posted earlier, and found some interesting stuff (although it focuses on intraday PA). I will try to merge some of daniel's ideas with mine and come out with something soon.
No guts, no glory
  • #316
  • Jan 13, 2015 6:13am Jan 13, 2015 6:13am
Hey Khalil, Sorry i must admit i have been one of those selfish leeches who just downloads and lurks

Just finished learning as much as i needed about mql and am starting to code up my first EA myself so am quite busy with that. It has been great using your EA's here as coding examples and they have helped me immensely. I hope you dont take offence to it! keep up the good work, brilliant thread, would hate to see it die

Speaking on different strategies to explore; you mentioned about taking trades with London open and such, i have experimented with a similar type of strategy before basing my trade for the day on the London open and holding trades for the whole day till the next day. There are surprisingly good results to be had. It's worth exploring. My current EA i am making right now is based off of a strategy like this. Will see if its worth anything in the end after i have years worth of backtesting done.
  • #317
  • Jan 13, 2015 6:50am Jan 13, 2015 6:50am
Quoting TerryTibbs
Hey Khalil, Sorry i must admit i have been one of those selfish leeches who just downloads and lurks Just finished learning as much as i needed about mql and am starting to code up my first EA myself so am quite busy with that. It has been great using your EA's here as coding examples and they have helped me immensely. I hope you dont take offence to it! keep up the good work, brilliant thread, would hate to see it die Speaking on different strategies to explore; you mentioned about taking trades with London open and such, i have...
Come on Terry, I mentioned in the first post, this project might take years, It will not die on first month.

I am currently experimenting on some robots, "Crazy ones" I must say, and will post soon.
No guts, no glory
  • #318
  • Jan 13, 2015 6:58am Jan 13, 2015 6:58am
Quoting abokwaik
{quote} Actually Ty, I was busy settling in my new home. I took a look at the GAPs link you posted earlier, and found some interesting stuff (although it focuses on intraday PA). I will try to merge some of daniel's ideas with mine and come out with something soon.
Ok AB,

Congrats re: the new home!

Great job as usual with the Gaps and the "Crazy" experimentation. Lol! Let's see where this journey takes us!

Regards,

Ty

NB:
By the way, I am almost always here - thread is open on my browser. That's how much I believe in this project!
My job: I speculate and manage risk.
  • #319
  • Edited 8:00am Jan 14, 2015 7:42am | Edited 8:00am
Trap_Breaker_01

A Martingale Hedging Robot.

See Chart

Attached Image (click to enlarge)
Click to Enlarge Name: Trap_Breaker_01.png Size: 75 KB
No guts, no glory
  • #320
  • Edited 8:58am Jan 14, 2015 8:22am | Edited 8:58am
Trap_Breaker_01

Input Parameters:

  1. Magic_Number.........= 40040;...// Magic Number
  2. Inner_Trap_Pips......= 100;.....// Inner Trap in Pips
  3. Outer_Trap_Pips......= 900;.....// Outer Trap in Pips
  4. Max_Orders...........= 10;......// Max. number of Orders
  5. Profit_Bal_Perc......= 0.1;.....// Close after Balance Prof %
  6. Lot_Bal_Perc.........= 0.1;.....// First Order Size as Bal %
  7. BE_After.............= 5;.......// Break Even after Order Num
  8. Max_DD_Perc..........= 50;......// Max Balance Dradown Percentage
  9. FO_From_Hour.........= 10;......// First Order Hour From (0-23)
  10. FO_To_Hour...........= 20;......// First Order Hour To (1-24)
  11. MA_Period............= 200;.....// Moving Average Period (Filter for 1st order)
  12. MA_Method............= 0;.......// Moving Average Method (0:SMA, 1:EMA)


The System :

  1. Opens a First Order based on MA at current market price

    1. Buy above, Sell Below.
    2. Lot Size = Percentage of Balance input




  2. Opens a Pending Stop Order (opposite to order type in step 1) at the other side of the Inner Trap.

    1. Lot size calculated to get the profit target when Price breaks out the Outer Trap




  3. Once a Pending Stop Order is triggered, Repeat step 2.
  4. Close when:

    1. Profit reaches the Profit percentage input (at the Outer Trap Edge), or
    2. at BE when Orders Count reached BE_After parameter
    3. at Loss when Balance Draw down percentage reached input value



So Martingale here is not simply doubling the lot size. No, it will calculate lot size based on Profit Percentage and Outer and Inner Trap Distance.
Still, as with all Martingale systems, it is RISKY.

Risk can be controlled by :

  1. Trap Sizes, the Bigger the safer
  2. Outer to Inner trap distance, the Bigger the safer
  3. Profit Target, the Smaller the safer
  4. Lot Size Percentage, the Smaller the safer

In order to minimize Transactions Cost, the Robot is using CLOSE_BY option for closing hedged positions.

No guts, no glory
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