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Robot Lab Project

  • Post #921
  • Quote
  • Edited Oct 13, 2015 12:54am Oct 12, 2015 12:56pm | Edited Oct 13, 2015 12:54am
Here is a new robot that you can test.

Very simple and straight forward

ATR_Break_Out (ABO)

It places stop orders at a distance equal to ATR(20) x Multiplier (user input).
With SL and TP and TS in terms of ATR(20) x Multiplier (different user inputs).

Lot size can be fixed, or auto calculated based on per trade risk percentage

Inputs :

- Magic Number (Unique for each chart)
- Lot Size, make 0 to use Risk Percentage
- Risk Percentage
- Break Out ATR Multiplier
- Stop Loss ATR Multiplier
- Take Profit ATR Multiplier
- Trailing Stop ATR Multiplier
- Maximum Open Orders

Tested on EUR/USD H1 2015 till today (4-digit broker)

Attached Image (click to enlarge)
Click to Enlarge Name: abo_eu_2015.PNG Size: 33 KB


Test with same inputs from 2013 till today

Attached Image (click to enlarge)
Click to Enlarge Name: abo_eu_2013__2015.PNG Size: 33 KB

Let me know what you think
Attached File
File Type: ex4 ABO_01.ex4   10 KB | 502 downloads
No guts, no glory
Quoting abokwaik
Here is a new robot that you can test. Very simple and straight forward ATR_Break_Out (ABO) It places stop orders at a distance equal to ATR(20) x Multiplier (user input). With SL and TP and TS in terms of ATR(20) x Multiplier (different user inputs). Lot size can be fixed, or auto calculated based on per trade risk percentage Inputs : - Magic Number (Unique for each chart) - Lot Size, make 0 to use Risk Percentage - Risk Percentage - Break Out ATR Multiplier - Stop Loss ATR Multiplier - Take Profit ATR Multiplier - Trailing Stop ATR Multiplier...

@abokwaik
Is it possible to get this EA for a 5-digit Broker too?
  • Post #923
  • Quote
  • Edited Oct 13, 2015 12:55am Oct 12, 2015 4:17pm | Edited Oct 13, 2015 12:55am
Quoting kofix11
{quote} @abokwaik Is it possible to get this EA for a 5-digit Broker too?
It's already compatible with both 4 and 5 digit brokers.
Tester report was generated on 4-digit broker, so the spread was set to 3 not 30.

Regards,
No guts, no glory
This is a revised version 2 of ATR BreakOut, with the following additional inputs:

- ATR Period
- Maximum Lot Size
- Follow Direction of Last Bar (1:yes, 0:ignore, -1:opposite)
- Starting Hour
- Ending Hour

Test on Gold H1 - 2015

Attached Image (click to enlarge)
Click to Enlarge Name: abo_gold_2015.PNG Size: 32 KB



Test on Gold H1 - 2013 -- 2015

Attached Image (click to enlarge)
Click to Enlarge Name: abo_gold_2013_2015.PNG Size: 33 KB
Attached File
File Type: ex4 ABO_02.ex4   12 KB | 592 downloads
No guts, no glory
It looks good and certainly does well in backtesting, however when one deals with stop orders, he/she should be prepared for slippages. 4 out of 10 breakouts will occur on news releases when volatility increases and liquidity disappears. It means that as with all breakout robots based on immediate execution of stop orders the results will be about 40% worse than in backtest. An opinion.
  • Post #926
  • Quote
  • Edited Oct 16, 2015 1:16am Oct 15, 2015 1:54am | Edited Oct 16, 2015 1:16am
Quoting abokwaik
This is a revised version 2 of ATR BreakOut, with the following additional inputs: - ATR Period - Maximum Lot Size - Follow Direction of Last Bar (1:yes, 0:ignore, -1:opposite) - Starting Hour - Ending Hour Test on Gold H1 - 2015 {image} Test on Gold H1 - 2013 -- 2015 {image} {file}

Hi, ABO 02 is nice tool, thank you for your development. Can you add options :
- max spread,
- slippage
- Macd Histogram with variables :
follow function Macd Histo (1;0;-1)
Macd Histogram numbers and level (0 by default) ; Buy if >0, sell if <0
- RSI with variables :
follow function RSI (1;0;-1)
RSI numbers and levels of OB/OS (70/30 by default) ; Buy if OS, sell if OB
- Mq4 please


Very big thanks for your hard work and your contributions
ToF
Enter Signature
  • Post #927
  • Quote
  • Edited at 2:45pm Oct 16, 2015 2:34pm | Edited at 2:45pm
Quoting auvergnat78
{quote} Hi, ABO 02 is nice tool, thank you for your development. Can you add options : - max spread, - slippage - Macd Histogram with variables : follow function Macd Histo (1;0;-1) Macd Histogram numbers and level (0 by default) ; Buy if >0, sell if <0 - RSI with variables : follow function RSI (1;0;-1) RSI numbers and levels of OB/OS (70/30 by default) ; Buy if OS, sell if OB - Mq4 please Very big thanks for your hard work and your contributions ToF
Hi,

ABO 02 is not working on live trading, only on backtest !! Smiley is on and trading allowed.
DEmo account roboforex 5 digits.

Can you watch if this is working for you ?
Thks
tof

Update : working now
Enter Signature
Quoting auvergnat78
{quote} Hi, ABO 02 is nice tool, thank you for your development. Can you add options : - max spread, - slippage - Macd Histogram with variables : follow function Macd Histo (1;0;-1) Macd Histogram numbers and level (0 by default) ; Buy if >0, sell if <0 - RSI with variables : follow function RSI (1;0;-1) RSI numbers and levels of OB/OS (70/30 by default) ; Buy if OS, sell if OB - Mq4 please Very big thanks for your hard work and your contributions ToF
Thanks auvergnat.

However I like to keep things simple.
What you are suggesting is a completely new system.
If you have been using such a system profitably for a reasonable period of time and like to share here (or at the Trading Systems Forum) with full explanation, I will look into it.

Have a nice weekend,
No guts, no glory
Quoting abokwaik
{quote} Thanks auvergnat. However I like to keep things simple. What you are suggesting is a completely new system. If you have been using such a system profitably for a reasonable period of time and like to share here (or at the Trading Systems Forum) with full explanation, I will look into it. Have a nice weekend,
Hi abokwaik

The main purpose is only to add a filter (Macd Histo) to your system to permit only buy or sell in accordance with Macd Histo number (only buy signals if macd Histo >0 and vice versa).

Not really technical in fact.

Is it ok for you ?

Tof
Enter Signature
  • Post #930
  • Quote
  • Edited at 9:46am Oct 17, 2015 9:34am | Edited at 9:46am
Quoting auvergnat78
{quote} Hi abokwaik The main purpose is only to add a filter (Macd Histo) to your system to permit only buy or sell in accordance with Macd Histo number (only buy signals if macd Histo >0 and vice versa). Not really technical in fact. Is it ok for you ? Tof
OK auvergnat,

Here you go.


Test results for EUR/USD H1 2015 -- using MACD Filter. Looks very much better

Attached Image (click to enlarge)
Click to Enlarge Name: abo_macd.PNG Size: 11 KB
Attached File
File Type: ex4 ABO_03.ex4   13 KB | 439 downloads
No guts, no glory
  • Post #931
  • Quote
  • Edited at 3:55pm Oct 17, 2015 10:51am | Edited at 3:55pm
Thks a lot, I will try it.
And what about something which combine ABO ATR orders(i), Macd Histo (ii) and peak OB/OS RSI (iii) ? We have (i) and (ii) on ABO 03 !
Rules :
(1). MACD Histo > 0
(2). RSI 14 OB (>70) : first rip and drop back <70 = EA should then place long (LO) and short limit (SH) orders with ABO Break Out ATR Multiplier
SH should capture pull back or reversal change in trend
LO should capture confirmation trend
(3). Stop Loss ATR Multiplier/Take Profit ATR Multiplier/Training Stop ATR Multiplier

(4). MACD Histo < 0
(5). RSI 14 OS (<30 : first rip and bouced back >30= EA should then place long (LO) and short limit (SH) orders with ABO Break Out ATR Multiplier
LO should capture pull back or reversal change in trend
SH should capture confirmation trend
(6). Stop Loss ATR Multiplier
Take Profit ATR Multiplier
Trailing Stop ATR Multiplier

Playing this EA on 2 different windows (TF H1 and TF 5M) should give various trades, some of them could play hedge and others renforcement positions (and others losses) : SL ATR and TP ATR are leaving some oxygen...

Do you like it ?
Tof

PS : MACD HISTO Value and RSI Value should be variables cause we don t apply same value between different TF, much more when we have only .ex4
Enter Signature
FYI : ABO moved to a new thread ATR Break Out
No guts, no glory
I did a backtest with all variant of ABO and best was ABO 02 .

After optimisation this is the result.

I will try it in forward demo next weeks.
Attached Image (click to enlarge)
Click to Enlarge Name: ABO 02.PNG Size: 52 KB
"What would you attempt to do, if you knew your success was a certainty?"
Quoting Fxentropy
I did a backtest with all variant of ABO and best was ABO 02 . After optimisation this is the result. I will try it in forward demo next weeks. {image}
Thanks Fxentropy, However dd is scary. I suggest reducing risk%.All the best
No guts, no glory
Quoting abokwaik
{quote} Thanks Fxentropy, However dd is scary. I suggest reducing risk%.All the best
Its not so dramatic if you start making profits and at some moment you can put SL breakeven for your investment (risk zero) and let it run how it want. Depend on everyone risk appetite.
But i agree with you also
"What would you attempt to do, if you knew your success was a certainty?"
in ladder ea it open only sell and sellstop order pleace chek this and put and breackeven or telering stop in it
Quoting high321
in ladder ea it open only sell and sellstop order pleace chek this and put and breackeven or telering stop in it
copied for you from post # 28

Ladder_System_01

Few words about the Ladder System:

 

  1. The robot uses an implied method for opening the first trade. Simply for the applied time frame, if current bar is up it will go Long, if its down it will go Short (on market price). After successfully opening the first trade it will create Stop Orders of same type, spaced by the Ladder_Step_Pips. Open orders (Market + Pending) are equal to the Max_Open_Orders all with same lot size eitherFixed_Lot_Size or variable (Lot_as_EQ_Perc), and all have Unified_Stop_Pips.
  2. Stop Loss will is trailed by the Unified_Stop_Pips. So always all market orders will have the same stop loss.
  3. Market Orders will be closed either when stop is hit, or when ultimate Take Profit is reached.
  4. Ultimate Take Profit for all market orders will be one step after the last order.
  5. User can control the first order, by attaching the Robot to the chart when the current bar is Bullish if he wants to gol long, or Bearish if he wants to go short.
  6. The best use of the ladder system would be at anticipated tops or bottoms after price retraces. Where risk will be at the minimum and rewards can be huge. OR at main support/resistance areas where a pull back, and main trend continuation is anticipated.


Happy Trading,

No guts, no glory
  • Post #938
  • Quote
  • Edited at 3:14pm Dec 26, 2015 7:43am | Edited at 3:14pm
Hi,

Bar Sequence EA (for testing purposes)

This is an EA to test bar sequence patterns.
For Example you can tell the EA to go Long when a Buy Sequence of UDUU occurs, where U stands for an Up (Bullish) Bar, and D stands for Down (Bearish) Bar.

Chart Example with Sell Pattern = DDDUUDD

Attached Image (click to enlarge)
Click to Enlarge Name: SEQ1.png Size: 54 KB


Kindly test and post your best buy/sell patterns for pairs/timeframes.

All the best,

Khalil
Attached File
File Type: ex4 Bar_Sequence_01.ex4   12 KB | 334 downloads
No guts, no glory
Quoting abokwaik
Hi, Bar Sequence EA (for testing purposes) This is an EA to test bar sequence patterns. For Example you can tell the EA to go Long when a Buy Sequence of UDUU occurs, where U stands for an Up (Bullish) Bar, and D stands for Down (Bearish) Bar. Chart Example with Sell Patter = DDDUUDD {image} Kindly test and report your best buy/sell patterns for pairs/timeframes. All the best, Khalil {file}
Hi Khalil,
Thank you. I installed to test EURJPY pair and will post results.
Bar Sequence : High, Low version


This version uses Highs and Lows, while the previous version was using Closing price for Up and Down bars.

So , for example you can ask the EA to Buy when there is a sequence of 3 Lows followed by 2 highs as follows : LLLHH

Kindly test and post your best bar sequence settings.

Sample Test Result on EUR/USD H1 2015, using LLLLLLL for a Buy and HHHHHHH for a sell (counter trend)

Attached Image (click to enlarge)
Click to Enlarge Name: bar_seq_HL_test.png Size: 58 KB
Attached File
File Type: ex4 Bar_Sequence_01_HL.ex4   12 KB | 394 downloads
No guts, no glory
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