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Expanding Grid

what is wrong?

I'll have a surprise to show you
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[quote = gilfx; 9091569] lo que está mal? Voy a tener una sorpresa para mostrarle {image} [/ quote]

Nice curve . You can put the backtest. Or the head.
Thanks
Quoting fibo38
[quote = gilfx; 9091569] lo que est mal? Voy a tener una sorpresa para mostrarle {image} [/ quote] Nice curve . You can put the backtest. Or the head. Thanks
when it's over
[quote = gilfx; 9091603] {quote} cuando se acabó [/ quote]

EG104 is going OK so far. Note it is less than 1% daily but it is green.
I will keep it slow for some time, I recommend you to do the same.
see explorer http://www.forexfactory.com/bauta/25 for more details.
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bauta
EG104 Symmetry 034 explained:
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Using default parameter values, EG104 symmetry calculate the market direction as long, it means the buy orders will be multiplied by two. (weight Direction)
on number,

  1. The EA will buy 0.02 lots. we are 0.02 long and 0.00 short (0.02/0.00)
  2. The EA will sell 0.01. hedging half grid profit for 0.01 buy and keeping the other 0.01 buy long. The EA is locking 0.01 profit and start the short leg. now we are 0.02/0.01
  3. by now, at point 3, the buy order closes for profit, keeping short leg open and long leg closed. now we are 0.00/0.01
  4. Note that short leg is shifted haft grid up. It means that short executions occurring at point 4 and not at point 3. Here, on 4, the sell leg average down multiplying the last sell order qty by 2. It will sell 0.02 keeping long closed. now we are 0.00/0.03
  5. Price moved half grid down from the top of the grid (note that the top is the highest order entry price, not the highest price. in this case the top order is point 4). The EA buy 0.02 initializing the long leg again. Note it is weighting the long side due to direction calculation. Now we are 0.02/0.03
  6. by point 6 the short leg targets and closes. 0.02/0.00
  7. average down longs multiplying by 2 (default). Buy 0.04. Now we are 0.06/0.00
  8. not action on point 8
  9. average down the last buy order, it was 0.04. Buy 0.08. Now we are 0.14/0.00
  10. no action
  11. average down the last buy order. Buy 0.16. Now we are 0.30/0.00 and in the level 3.
  12. no action
  13. no action. note that the price moved half grid up, but not from the last order, it was from the low. Sell action occur on half grid above the lowest order. in this case point 11. we are still in 0.30/0.00
  14. price moved half grid up. initialize sell by ordering 0.01. Now we are 0.30/0.01
  15. by 15 the buys may be at target or near target. the long leg should close before 16. Let assume it does not closes and we are in 0.30/0.01
  16. this point is a grid size for shorts, from 14 to 16. Here the EA average shorts selling 0.02. Buy must be profited by now. it means we are 0.00/0.03
  17. etc. Repeats.

Note how a buy high, on point 5, closes at a lower price, point 15, for profit. That is the power of averaging down.
stay tuned and good luck trading!
bauta

Quoting bauta
EG104 Symmetry 034 explained: {image} Using default parameter values, EG104 symmetry calculate the market direction as long, it means the buy orders will be multiplied by two. (weight Direction) on number, The EA will buy 0.02 lots. we are 0.02 long and 0.00 short (0.02/0.00) The EA will sell 0.01. hedging half grid profit for 0.01 buy and keeping the other 0.01 buy long. The EA is locking 0.01 profit and start the short leg. now we are 0.02/0.01 by now, at point 3, the buy order closes for profit, keeping short leg open and long leg closed. now...
When you update at mql5?
Quoting steve80
{quote} When you update at mql5?
I did. Waiting for moderator approval.
Thanks for explanation.
Bon Week-end

gilfx
Quoting bauta
EG104 Symmetry 034 explained: {image} Using default parameter values, EG104 symmetry calculate the market direction as long, it means the buy orders will be multiplied by two. (weight Direction) on number, The EA will buy 0.02 lots. we are 0.02 long and 0.00 short (0.02/0.00) The EA will sell 0.01. hedging half grid profit for 0.01 buy and keeping the other 0.01 buy long. The EA is locking 0.01 profit and start the short leg. now we are 0.02/0.01 by now, at point 3, the buy order closes for profit, keeping short leg open and long leg closed. now...
Hello Bauta,

thanks for new version 034 and your detailed explanation how it works. Please allow an additional question:
If I set the parameter s_WeightDirection to false, how does the EA decides whether the first cycle trade is a buy or sell?

Thx and nice weekend,

jdva
I never lose - either I win or I learn...
Quoting jdva
{quote} Hello Bauta, thanks for new version 034 and your detailed explanation how it works. Please allow an additional question: If I set the parameter s_WeightDirection to false, how does the EA decides whether the first cycle trade is a buy or sell? Thx and nice weekend, jdva
execution area/levels will be the same, with the difference it will not multiply the initial order quantity for the calculated direction leg/side.
Any chance to clean up the FIFO issues?
We are our own best indicator.
Quoting bluemele
Any chance to clean up the FIFO issues?
Please note EG104 is not FIFO compliant.
The EA is working properly, test, demo and live/real accounts. Note this EA closes positions in blocks, not all of then at once.
Revise you log files for more details about the scenario you posted before,
be sure you are using defaults. no using default parameter values may create undesired results.
thanks,
bauta
Quoting bauta
{quote} Please note EG104 is not FIFO compliant. The EA is working properly, test, demo and live/real accounts. Note this EA closes positions in blocks, not all of then at once. Revise you log files for more details about the scenario you posted before, be sure you are using defaults. no using default parameter values may create undesired results. thanks, bauta
What do you mean in 'blocks'? So, maybe it is not the typical grid system where you hit a TP and it only closes the top trades but leaves larger trades? I assumed it would close the basket like it does on all the other trades? I guess I don't understand, as all you have to do is have it check to make sure no open orders exist and to keep trying to close, or to ensure in the code that the 1st level trade closes, then the 2nd trade closes and so on and check logic to verify it has.

I would show you in the code, but it is ex. Per FIFO, it is easy to deal with as you just have to close the 1st trade, then the 2nd trade, then 3rd etc.. and you check to make sure 1st is closed before moving on. Ideally, you would want to be able to close your more 'valuable' trades first in case of high impact news, but regardless, this leaves the possibility that a basket of trades gets left open even if NOT FIFO if it doesn't check.

Per default, I have it running like you have it except no Hedging.
We are our own best indicator.
It is the test result for last two months! 15 pairs!
s_GridSizeFactor = 5
Dynamic_Percent_Increase from 15 to 20 for different pairs. It is not set by BT just by feeling.
s_StartLotQty = 0.01 and increase to 0.02 for certain pairs like AUDUSD, EURCHF
I want to keep 40k as deposit each month but there is no way to withdraw for demo account.

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It is pity that the profit rate <20%!
same 15 pairs!
s_GridSizeFactor = 6, more drawdown than s_GridSizeFactor = 5.
Dynamic_Percent_Increase from 15 to 20 for different pairs. It is not set by BT just by feeling.
s_StartLotQty = 0.01 and increase to 0.02 for certain pairs like AUDUSD, EURCHF

all other setting are default!

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H ibauta, I am new to this thread. Thanks for your great EA. I am currently running optimization test on symmetry style but get similar results with different grid size factor! Could you please explain why?


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Quoting fmaher
H ibauta, I am new to this thread. Thanks for your great EA. I am currently running optimization test on symmetry style but get similar results with different grid size factor! Could you please explain why? {image}
if you are testing this EA, be sure you are using tick data.
I do recommend you to demo it instead.
I see you are using GridSizePips and GridSizeFactor together. When you do so, GridSizePips takes precedence, reason why results are the same, you have the same GridSizePips.
Please be sure you read parameters session on post one,
Grid Size in pips just drop lines at a fixed distance, in this case, 6 and 3. Grid Factor is ignored here.
Grid Factor, when GridSizePips=0, takes 20 days weighted range in pips and divide it by the factor, then round up the result to the next integer.
thanks for posting,
bauta
Quoting bauta
{quote} if you are testing this EA, be sure you are using tick data. I do recommend you demo it instead. I see you are using GridSizePips and GridSizeFactor together. When you do so, GridSizePips takes precedence, reason why results are the same, you have the same GridSizePips. Please be sure you read parameters session on post one, Grid Size in pips just drop lines at a fixed distance, in this case, 6 and 3. Grid Factor is ignored here. Grid Factor, when GridSizePips=0, takes 20 days weighted range in pips and divide it by the factor, then round...

Thanks for your response Bauta, so my understanding is, we can't set both parameters at the same time, we have to leave one to zero to get variation of results in optimization mode. I use tickdata from Tickstory with 99.9% quality for my back tests.


Another question, could you please explain why EA stop trading for about 4 months in the backtest?! Generally, I see long pause between some cycles that EA do not trade at all and then fail to continue trading even with a very small loss.

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Thanks, Farhad.
Quoting bauta
{quote} Please note EG104 is not FIFO compliant. The EA is working properly, test, demo and live/real accounts. Note this EA closes positions in blocks, not all of then at once. Revise you log files for more details about the scenario you posted before, be sure you are using defaults. no using default parameter values may create undesired results. thanks, bauta
Bauta,

I am not trying to 'challenge' you, or anything of the sort, strictly trying to help you test, as well as other EA's etc. just for Hobby. If you could employ the FIFO logic on the orders, I think that would be interesting and add value to the product. The rest is pretty solid and I have several versions running DEMO on FXCM.

I am also running side-by-side against the AutoOp EA on FF also, and that is running a bit better, but I think with a bit more risk. We will see which one's come out on top, but all good.
We are our own best indicator.
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