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Trapping System: Grid

  • #3,141
  • Feb 9, 2016 11:13pm Feb 9, 2016 11:13pm
Quoting FSRxPIPS
I actually created a EA which incorporates grid trading - i must say it is a profitable system when you know how to trade it! Kudos
True... very true.
And another debatable facts I found, chart movement (I think almost similar on every pair) is like physics. It always form a retracement pattern, well, most of the times.
If you ask me to code/fix your EA... it's probably not for free...
  • #3,142
  • Feb 9, 2016 11:14pm Feb 9, 2016 11:14pm
Quoting bolsistico
hi radityo again, the system telling before, we are able to set when hours where there to be volatility
If you ask me to code/fix your EA... it's probably not for free...
  • #3,143
  • Feb 10, 2016 12:39am Feb 10, 2016 12:39am
Quoting Sathis
{quote} 2 Thanks Cal for replying, But in my case its not closing exactly at the middle point, it just closing once the profit move to positive ...say 0.1$ ,0.2$...am lookintg the EA should close the position exactly at the middle point when there is only first position open in the grid. pls advise
I'd like to know what version you are using?
I suppose you are using v1.7?
If you ask me to code/fix your EA... it's probably not for free...
  • #3,144
  • Feb 10, 2016 1:27am Feb 10, 2016 1:27am
Today we have the declaration of FOMC members and the president of the FED. Today you run the EA?
thank you.
  • #3,145
  • Feb 10, 2016 2:02am Feb 10, 2016 2:02am
Quoting Clipi
Today we have the declaration of FOMC members and the president of the FED. Today you run the EA? thank you.
Most likely will run.
The event is scheduled 2 hours before EA runtime, so it should be fine.
If you ask me to code/fix your EA... it's probably not for free...
  • #3,146
  • Feb 10, 2016 4:29am Feb 10, 2016 4:29am
Hi Radityo, I wrote this code to save the max drawdown on a .csv file.

int start()
{
// 1. When the cycle start
GlobalVariableSet("Initial_Equity",AccountEquity() );
GlobalVariableSet("Max_Drawdown",0 );

// 2. During the cycle calculate the drawdown
if (AccountProfit()<0)
{
double Drawdown = AccountProfit()/GlobalVariableGet("Initial_Equity")*100 ;
}

if (Drawdown > GlobalVariableGet("Max_Drawdown") )
{
GlobalVariableSet("Max_Drawdown",Drawdown );
}

// 3. When the cycle is closed write max drawdown on a .csv file
int handle=FileOpen("Max_Drawdown.csv", FILE_CSV|FILE_READ|FILE_WRITE, ';');

if(handle>0)
{
FileSeek(handle, 0, SEEK_END);
//---- add data to the end of file
FileWrite(handle,OrderSymbol(),TimeToStr(OrderCloseTime()),GlobalVariableGet("Max_Drawdown"));
FileClose(handle);
handle=0;
}



} // Start closing


Could you add the conditions "when the cycle starts" and "when the cycle is closed" and add the code to your expert?

Thank you very much!
  • #3,147
  • Feb 10, 2016 4:33am Feb 10, 2016 4:33am
Quoting Sathis
{quote} 2 Thanks Cal for replying, But in my case its not closing exactly at the middle point, it just closing once the profit move to positive ...say 0.1$ ,0.2$...am lookintg the EA should close the position exactly at the middle point when there is only first position open in the grid. pls advise
I have fixed the issue, released as v1.10.
Note that this version is still under v1.X, so the modification is done by continuing from v1.9. Please download at https://rdzgridtraps.codeplex.com.
If you ask me to code/fix your EA... it's probably not for free...
  • #3,148
  • Feb 10, 2016 4:41am Feb 10, 2016 4:41am
I have introduced a simple formula to calculate the risk.
Why am I doing this?

It's getting hard if I would like to know what is the risk of a set file by looking at all parameters. So, I decided to create a simple formula, called Density. Density is a density of a lot size compared to the interval of each grid level.
Our GTLIMITEURUSD2 is considered as high-risk already, so the density of this set file is 0.001, anything higher than that value is considered high-risk. GTLIMITEURUSD3 is considered high-risk, the density is 0.00666.
While low-risk is below 0.0004, and med-risk is between 0.001 and 0.0004.
To get to know what is Density, please read this: https://rdzgridtraps.codeplex.com/wi...?title=Density.

This density number will be presented in the Source Code (you'll notice now there's 1 folder called Presets). Inside the folder (deep down), there'll be folder named as 001 (which equals to 0.001 density).
If you ask me to code/fix your EA... it's probably not for free...
  • #3,149
  • Feb 10, 2016 4:43am Feb 10, 2016 4:43am
Quoting Alberto_Jazz
Hi Radityo, I wrote this code to save the max drawdown on a .csv file. int start() { // 1. When the cycle start GlobalVariableSet("Initial_Equity",AccountEquity() ); GlobalVariableSet("Max_Drawdown",0 ); // 2. During the cycle calculate the drawdown if (AccountProfit()<0) { double Drawdown = AccountProfit()/GlobalVariableGet("Initial_Equity")*100 ; } if (Drawdown > GlobalVariableGet("Max_Drawdown") ) { GlobalVariableSet("Max_Drawdown",Drawdown ); } // 3. When the cycle is closed write max drawdown on a .csv file int handle=FileOpen("Max_Drawdown.csv",...
hmmm...
I'm thinking of creating a virtual method over there, instead of adding your code to the EA.
Virtual method is manageable, much like a subset of a code. So before you compile, just plug your code in a separate file.
If you ask me to code/fix your EA... it's probably not for free...
  • #3,150
  • Feb 10, 2016 8:48am Feb 10, 2016 8:48am
Quoting jonirrenicus
Trending ranging whatever..... fibonacci kills all... {image}
Which version did you use? Are you still running it?
  • #3,151
  • Feb 10, 2016 8:50am Feb 10, 2016 8:50am
Is there any separate set file for version 1.10 or the same set file for v1.8 should be used?
  • #3,152
  • Feb 10, 2016 9:34am Feb 10, 2016 9:34am
Quoting mdlk2000
Is there any separate set file for version 1.10 or the same set file for v1.8 should be used?
v1.7 lower, use the set file inside \Presets\RoboForex\Pro (Cents and Standard)\0.Version1.7AndLower.
The others is compatible with v1.8+
If you ask me to code/fix your EA... it's probably not for free...
  • #3,153
  • Feb 10, 2016 11:55am Feb 10, 2016 11:55am
Thank you Radito. Let me run a test of v1.10 and post the results
  • #3,154
  • Feb 10, 2016 2:33pm Feb 10, 2016 2:33pm
Quoting radityo.ardi
{quote}
just plug your code in a separate file.
Ok but I don't know how to write the conditions "when the cycle starts" and "when the cycle is over".
  • #3,155
  • Feb 10, 2016 4:39pm Feb 10, 2016 4:39pm
hi, gtlimit reboot set , where can i search it?
  • #3,156
  • Feb 11, 2016 2:46am Feb 11, 2016 2:46am
Hmm... I should've stopped trading last night. Large floating loss.
Attached Image (click to enlarge)
Click to Enlarge Name: Screenshot1.png Size: 31 KB


I failed to see this:
Attached Image (click to enlarge)
Click to Enlarge Name: Screenshot2.png Size: 41 KB


Eurogroup Meetings (when I do backtest) actually quite dangerous and may unexpectedly move the price.
If you ask me to code/fix your EA... it's probably not for free...
  • #3,157
  • Feb 11, 2016 2:55am Feb 11, 2016 2:55am
Quoting radityo.ardi
Hmm... I should've stopped trading last night. Large floating loss. {image} I failed to see this: {image} Eurogroup Meetings (when I do backtest) actually quite dangerous and may unexpectedly move the price.

Hi Radityo , seeing a large whipsaw in EUR USD and reached resisitance,,hoping your position will turn positive ...lets hope for the best...its really thrilling and and seeing such a drawdown after 5 months of trade...hoping it should turn your favour .
  • #3,158
  • Feb 11, 2016 2:57am Feb 11, 2016 2:57am
Quoting radityo.ardi
Hmm... I should've stopped trading last night. Large floating loss. {image} I failed to see this: {image} Eurogroup Meetings (when I do backtest) actually quite dangerous and may unexpectedly move the price.
This is simple backtest I did on EURUSD from January to March 2015

Started off with 1000$ and a stop loss of 30 percent.

January
5 to 6 - 720 - FOMC Member Williams Speaks maybe?
8 - 780
12 to 14 - 590 - Core retail sales m/m and Retail sales m/m
19 to 21 - 687
26 to 27 - 876
29 - 947

February
2 to 5 - 925
9 to 12 - 1240
16 to 17 - 1407
19 - 1021 - ECB Monetary Policy Meeting Accounts, US Unemployment claims, Philly Fed Manufacturing Index, German Buba President Weidmann Speaks
23 - 1064
26 - 1112

March
2 - 1173
9 to 13 - 1607
17 - 1680
19 - 1217 - EU Economic Summit, EU Targeted LTRO, USD Unemployment Claims, USD Philly Fed Manufacturing Index
24 to 26 - 648 - German IFO bsiness climate, Core Durable Goods Orders M/M, Unemployment Claims

Eg. 5 to 6 means the EA was run on the 5th and 6th during 17:00 to 02:00 GMT session times
Highlighted in Red signifies a loss when trading on those days.. I have also quickly listed down the news on those days..

I selected the dates based on FF's calendar and opted out for those days news which I felt would affect the performance of the EA. Therefore traded only the days on which I felt the news would NOT have a high impact on EU.

You can see that inspite of being careful of what days we are to trade, there will always be the risk of the trades going against us. I have given the news items on those days where we hit stop loss.

The test was done on MEDRISK_B and the stop loss was chosen based off the current maximum DD of the forward tests i have.
If you suspect any news be it red orange or yellow to be dangerous, turn off the EA.

Zz
  • #3,159
  • Feb 11, 2016 2:58am Feb 11, 2016 2:58am
Quoting radityo.ardi
Hmm... I should've stopped trading last night. Large floating loss. {image} I failed to see this: {image} Eurogroup Meetings (when I do backtest) actually quite dangerous and may unexpectedly move the price.
Knee-jerk psychological reaction of concerned EURUSD investors (pictured below). Algos buying because other algos are buying. If you were conservative enough, you should be able to weather it down later today.


Attached Image (click to enlarge)
Click to Enlarge Name: 0821_facebookstorage_630x420.jpg Size: 159 KB
Best regards, Zef
  • #3,160
  • Feb 11, 2016 3:12am Feb 11, 2016 3:12am
Quoting radityo.ardi
Eurogroup Meetings (when I do backtest) actually quite dangerous and may unexpectedly move the price.
My trading window starts @ 19 GMT and I'm out with profit as usual.
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