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Falling Knives

  • #1,961
  • Jul 24, 2016 10:17am Jul 24, 2016 10:17am
Aight...

Through the Magic of Copy n Paste, working out the COCO on the Lost sock was pretty easy and given that I really like this idea and want to work on developing it more, I've added it to Post 1 for testing.

You will have to have this running properly or it either may not trade or will provide incorrect stats.

What you will notice is that in the Inputs, there is now:
Primary_Filter_Pair
&
Secondary_Filter_Pair.

You will have to manually add these filters in and keep them EXACTLY the way your broker has them set up. Any PRE or POST letters or identifiers will need to be added in order for the correct filtering.
ie - IF you are filtering with the use of EURUSD and your broker has EURUSDx, you will need to have the EURUSDx added. Though I am not terribly sure if this is case sensitive, keep it exact so that there are no issues.

My current version is testing:

EURJPY
P1 - EURUSD
P2 - USDJPY
(attach to EURJPY chart, manually input Primary and Secondary filter, same for all following)


GBPJPY
P1 - GBPUSD
P2 - USDJPY

AUDJPY
P1 - AUDUSD
P2 - USDJPY

NZDJPY
P1 - NZDUSD
P2 - USDJPY

EURCAD
P1 - EURUSD
P2 - USDCAD

GBPCAD
P1 - GBPUSD
P2 - USDCAD

AUDCAD
P1 - AUDUSD
P2 - USDCAD

NZDCAD
P1 - NZDUSD
P2 - USDCAD

EURCHF
P1 - EURUSD
P2 - USDCHF

GBPCHF
P1 - GBPUSD
P2 - USDCHF

AUDCHF
P1 - AUDUSD
P2 - USDCHF

NZDCHF
P1 - NZDUSD
P2 - USDCHF

This is all on an M1 chart, but hey, if you want to Move to the 5 or 15 and get some decent range, make sure to adjust the Time Delay to be at least the same as the period in trade. M5=300, M15-900.....
Money Can't Buy Happiness. Poverty Can't Buy SHIT! You Choose!
  • #1,962
  • Jul 26, 2016 11:13pm Jul 26, 2016 11:13pm
hi magix

was wondering when you set the stop loss to a certain number, e.g 20$, is this stop loss for each order that is opened or for the combined total of each pair?
  • #1,963
  • Jul 28, 2016 7:24am Jul 28, 2016 7:24am
Quoting bgntrs
hi magix was wondering when you set the stop loss to a certain number, e.g 20$, is this stop loss for each order that is opened or for the combined total of each pair?

Different EA's have different stoploss rules.

The current versions running in thread (Lost Socks), it is the combined total of all the same directional trades...ie, if all longs hit stop loss, only longs get closed.

On the previous and current version of Falling Knives - Commercial - the stoploss value is a cumulative total of ALL trades, long and short.
Money Can't Buy Happiness. Poverty Can't Buy SHIT! You Choose!
  • #1,964
  • Jul 29, 2016 6:27am Jul 29, 2016 6:27am
Well...the name, Yellow Brick Road for triggering in the current test version of the Lost Sock logic should be named Highway to Heaven!

Nice looking equity curve on this, and though there's been a little bit of draws over the last couple weeks, it hasn't seemingly caused even a bump in the road for this motherfucker.

Very Kewl!
Attached Image (click to enlarge)
Click to Enlarge Name: ybrstats.png Size: 64 KB
Money Can't Buy Happiness. Poverty Can't Buy SHIT! You Choose!
  • #1,965
  • Jul 29, 2016 7:24am Jul 29, 2016 7:24am
Quoting Magix
Well...the name, Yellow Brick Road for triggering in the current test version of the Lost Sock logic should be named Highway to Heaven! Nice looking equity curve on this, and though there's been a little bit of draws over the last couple weeks, it hasn't seemingly caused even a bump in the road for this motherfucker. Very Kewl! {image}
I agree, also the COCO version does a good job so far...
I never lose - either I win or I learn...
  • #1,966
  • Jul 29, 2016 8:55am Jul 29, 2016 8:55am
Quoting jdva
{quote} I agree, also the COCO version does a good job so far...
COCO can actually do the exact same job as the original, but includes a few more user parameters.

If for the filter pairs, you use the same pair as the chart you are applying it to, it will only look at the single pair.

Just a little FYI.

Use the Cross Correlation or use the single.
Money Can't Buy Happiness. Poverty Can't Buy SHIT! You Choose!
  • #1,967
  • Jul 31, 2016 12:09am Jul 31, 2016 12:09am
Attached Image (click to enlarge)
Click to Enlarge Name: image.png Size: 186 KB


Hey Magix,
Hope you had an excellent weekend.
Do you mind helping me understand better how the closing works, look at above screenshot. On Friday I had it set to close using normal logic. It kept these trades running and I like that it did but I was just in luck the news didn't effect it the other way.

What criterial keep it in the trade like this so I understand the logic better.

Cheers,
Spencer
  • #1,968
  • Jul 31, 2016 8:17am Jul 31, 2016 8:17am
Quoting SpencerBizze
{image} Hey Magix, Hope you had an excellent weekend. Do you mind helping me understand better how the closing works, look at above screenshot. On Friday I had it set to close using normal logic. It kept these trades running and I like that it did but I was just in luck the news didn't effect it the other way. What criterial keep it in the trade like this so I understand the logic better. Cheers, Spencer
Closing normal logic, I am assuming that you are working this with the FK Commercial.

It seems odd, Spencer.

Check the top right hand corner of the screen, where the expiry date is and tell me if it says a date or waiting for connection.

I had one incident where my AUDUSD trades didn't close in profit and stopped taking trades, and for some reason the software was in a lock only on the one pair. Error message in top right hand corner said, "Waiting for Connection" and I just had to re-apply my template and it restarted the EA, showing the proper closing date.
Money Can't Buy Happiness. Poverty Can't Buy SHIT! You Choose!
  • #1,969
  • Aug 3, 2016 12:12pm Aug 3, 2016 12:12pm
commercial version of FK not doing all that great for me I have to say. Tempted to take it off and just put YBR on, which looks impressive to say the least!
  • #1,970
  • Aug 4, 2016 8:38am Aug 4, 2016 8:38am
Quoting bgntrs
commercial version of FK not doing all that great for me I have to say. Tempted to take it off and just put YBR on, which looks impressive to say the least!

Commercial version, been running since June 27th.
Trading all open days with exception of a couple of days I shut down the JPY pairs.
Attached Image (click to enlarge)
Click to Enlarge Name: commercial.png Size: 146 KB
Money Can't Buy Happiness. Poverty Can't Buy SHIT! You Choose!
  • #1,971
  • Aug 4, 2016 8:43am Aug 4, 2016 8:43am
I am working on rebuilding the commercial version to have the Lost Sock YBR included, but want to also have the Cross Correlation logic built in at the same time.

CoCo has been doing fairly well on test - Stats since July 18.
Attached Image (click to enlarge)
Click to Enlarge Name: fkcocostats.png Size: 144 KB
Money Can't Buy Happiness. Poverty Can't Buy SHIT! You Choose!
  • #1,972
  • Aug 4, 2016 8:47am Aug 4, 2016 8:47am
Additionally...

My Renko 2 pip brick with default has been doing fairly well as well.
Commercial Version - 7 pairs.
Start date, July 18.

Possibly match the 2P bricks with the COCO and even ramp up these stats, if not just possibly minimize the risk.
Attached Image (click to enlarge)
Click to Enlarge Name: 2pRenko.png Size: 105 KB
Money Can't Buy Happiness. Poverty Can't Buy SHIT! You Choose!
  • #1,973
  • Aug 4, 2016 8:50am Aug 4, 2016 8:50am
But I definitely can appreciate wanting to go full nut on YBR.

That's about the sweetest equity curve I've seen for any length of time in a long time.

Only about 3 weeks in test, very impressive!
Attached Image (click to enlarge)
Click to Enlarge Name: YBR.png Size: 84 KB
Money Can't Buy Happiness. Poverty Can't Buy SHIT! You Choose!
  • #1,974
  • Aug 4, 2016 9:05am Aug 4, 2016 9:05am
looking back, it does seem to be the jpy pairs causing the issue, so might just stay away from them for now. But definitely looking forward to the update!
  • #1,975
  • Aug 7, 2016 12:59pm Aug 7, 2016 12:59pm
Quoting Magix
I am working on rebuilding the commercial version to have the Lost Sock YBR included, but want to also have the Cross Correlation logic built in at the same time. CoCo has been doing fairly well on test - Stats since July 18. {image}
Less time but still full attention and running YBR more then a week now. Looking forward to the implementation of this YBR peace of art in commercial v.

Keep the good work going
"The needs of the many outweigh the needs of the few" - Spock
  • #1,976
  • Aug 8, 2016 4:20pm Aug 8, 2016 4:20pm
Hi again Magix i just want to take back my statement regarding filter on price before time. Sorry if have put you on the wrong track...

Last weekend i did some changes on my robots and got a Wow feeling. Still running just 200 lines of code . Less is more still holds true imo.

Here is a example of one of my bots. Trading size increments based on Account Equity. Max drawdown 25% cuz of that.

https://gyazo.com/eac0a502d66181e5c6ec0ec75f969d3a
  • #1,977
  • Aug 16, 2016 2:22pm Aug 16, 2016 2:22pm
Quoting Magix
But I definitely can appreciate wanting to go full nut on YBR. That's about the sweetest equity curve I've seen for any length of time in a long time. Only about 3 weeks in test, very impressive! {image}
Hey Magix,

Been quiet in here, how things going?
Your YBR results look really impressive, how are you trading it 24x7 or are you managing it manually and turning off during high impact news days like we do with FK?
i haven't looked at it, what is YBR is it the next Gen FK and what are the improvements?

My live FK account is still going along nicely, slow week this week with all the news but playing it safe.
Attached Image (click to enlarge)
Click to Enlarge Name: image.png Size: 97 KB
  • #1,978
  • Aug 18, 2016 6:21am Aug 18, 2016 6:21am
Quoting SpencerBizze
{quote} Hey Magix, Been quiet in here, how things going? Your YBR results look really impressive, how are you trading it 24x7 or are you managing it manually and turning off during high impact news days like we do with FK? i haven't looked at it, what is YBR is it the next Gen FK and what are the improvements? My live FK account is still going along nicely, slow week this week with all the news but playing it safe. {image}
Hey Spencer,

Your equity curve is looking gooooood!

I've had a fairly busy couple weeks. Wrapped up all my Audit Stuffs, just yesterday, but am still busy with other Stuffs. With my granddaughter only days away, we are making preps, having family gatherings and things have been just batshit crazy round this casa.

I've only really peaked in on my traders, have a couple of little irons in the fire, but for the most part am now sitting out market until after the September Long. Summer session close and start of the last yearly quarter can be a lot of chop and a lot of crazy fucking market moves...this is fun if you have time for manual trading, but nothing I really want to blindly cost average into.

YBR was designed to be the backside of FK. Set to trade the Press Days instead of sitting them out entirely. It's been kind of important to just let it run full out, no interruptions and compare data to the same 7 pairs on the FK logic. So far, they are running remarkably close to each other. Sometimes carrying different weight loads, but overall profitability is almost spot on.

I haven't had time to mill the code together, but am still testing the Cross Pair Correlation to see if this might be the other viable add.
FK COCO, HERE, has stumbled a little but the overall filtering idea is damned decent.
If I code it properly, by default, it will only analyze the single pair in trade, or will have a user based input so that more than a single pair can be used to filter.

3 ideas, comboed into one bad ass trader will be the eventual goal...just probably going to take me a couple months to get everything written and tested. Having these independent...easy. Running them combined, needs a lot of analytics and some fairly creative steps for closing logics.

All in time...
Money Can't Buy Happiness. Poverty Can't Buy SHIT! You Choose!
  • #1,979
  • Aug 18, 2016 3:48pm Aug 18, 2016 3:48pm
Awesome, good luck with the new addition to the family. she will bring lots of happiness.
My wife and I had our second little girl on the 1st of August, so she is only 17 days old. She is amazing and the grandparents are very important support, we would be dead with out them!!! So I understand the role you have coming up, be ready!
Whole new learning curve for us having two, easpecially for me. Lol. 2year old and a 17 day old... 😅

so I haven't had much time to do much but been setting up FK for the week on Sunday nights once everyone is asleep and then checking in from time to time.
Looking forward to YBR looks really good.
must hit the sack to try and get some rest before one of the little ones wake up.
Good luck to Mom and Dad and you guys!
  • #1,980
  • Aug 19, 2016 10:40am Aug 19, 2016 10:40am
Quoting SpencerBizze
Awesome, good luck with the new addition to the family. she will bring lots of happiness. My wife and I had our second little girl on the 1st of August, so she is only 17 days old. She is amazing and the grandparents are very important support, we would be dead with out them!!! So I understand the role you have coming up, be ready! Whole new learning curve for us having two, easpecially for me. Lol. 2year old and a 17 day old... 😅 so I haven't had much time to do much but been setting up FK for the week on Sunday nights once everyone is...

Yo Spencer!

Congrats on your new arrival. That's Awesome.

Dealing with a granddaughter, I may be leaning to you for advice. Both my kids were boys and if memory serves, there will be some distinct differences when dealing with a girl vs dealing with a boy, even from a grand parent standpoint.


It's going to be interesting for sure...

I am going to be trying a couple of little Tweaks for YBR. Most of it is well enough written, but I think there is still a little tweaking.

Will see if I can throw something together over the next couple weeks for testing.

Coming into the last quarter of the year, I would believe that FK will play to trend better than the Lost Socks to counter, but will definitely be looking forward to sharing a copy and seeing what others can lend by way of perspective.

I got an email from vendor yesterday with an interesting idea on triggering FK...might even be some developments on that side too. Any mods to FK will be forwarded to vendor and most likely passed along to the end users. Until I have time to re-work the entire code with the Cross Correlation and the lost sock, any mods will be considered support.
Money Can't Buy Happiness. Poverty Can't Buy SHIT! You Choose!
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