Slopey Peaky Bob

Slopey Peaky Bob

Postby dclayw » Sun Jul 11, 2021 2:29 am

That's great Steve, thanks for offering to add that functionality in. The underlying methodology in this EA is very sound and I think just a matter of time before we get something that will work long term across all pairs and market conditions. Was pretty close with some of the longer term testing by Thomas, yourself and others but this past 12 months has shown there is more to be done.
dclayw
 
Posts: 137
Joined: Wed Nov 13, 2013 6:53 am
Location: Australia

Slopey Peaky Bob

Postby SteveHopwood » Sun Jul 11, 2021 10:39 am

dclayw » Fri Jul 09, 2021 6:17 am wrote:For this to work I think best to have individual basket TP expressed as % of ATR, e.g 500% of ATR. While SPB can set up the trading grid based on ATR it doesn't cater for ATR based TPs on the basket. Some of Steve's earlier EAs had this built in, e.g. Holy Graily Bob 'n Dotty catered for ATR based basket TP with the UseAtrForBasketTP and TpPercentOfAtrToUse variables.


I cannot find anything with these variables. Do you have a version you can post?

:xm: :rocket:
Read the effing manual, ok?

Global Prime is the official SHF broker. Click here to sign up for a live account with Global Prime and join the several thousand SHF members who wisely choose GP as their broker of choice.

I still suffer from OCCD. Good thing, really.

Anyone here feeling generous? My paypal account is always in the market for a tiny donation. [email protected] is the account.

To see The Weekly Roundup of stuff you guys might have missed Click here

My special thanks to Tommaso (milanese) for all the incredible work he does here.
User avatar
SteveHopwood
 
Posts: 9452
Joined: Tue Nov 15, 2011 8:43 am
Location: Misterton - an insignificant village in England. Very pleasant to live in.

Slopey Peaky Bob

Postby Wavegarrick » Sun Jul 11, 2021 2:00 pm

Hi Steve,
This version has the variables that Dclayw refers to.
Cheers
Leon
You do not have the required permissions to view the files attached to this post.
User avatar
Wavegarrick
 
Posts: 1158
Joined: Sun Dec 30, 2012 11:21 am
Location: South Africa

Slopey Peaky Bob

Postby SteveHopwood » Sun Jul 11, 2021 3:32 pm

Wavegarrick » Sun Jul 11, 2021 2:00 pm wrote:Hi Steve,
This version has the variables that Dclayw refers to.
Cheers
Leon

Thanks Leon

:xm: :rocket:
Read the effing manual, ok?

Global Prime is the official SHF broker. Click here to sign up for a live account with Global Prime and join the several thousand SHF members who wisely choose GP as their broker of choice.

I still suffer from OCCD. Good thing, really.

Anyone here feeling generous? My paypal account is always in the market for a tiny donation. [email protected] is the account.

To see The Weekly Roundup of stuff you guys might have missed Click here

My special thanks to Tommaso (milanese) for all the incredible work he does here.
User avatar
SteveHopwood
 
Posts: 9452
Joined: Tue Nov 15, 2011 8:43 am
Location: Misterton - an insignificant village in England. Very pleasant to live in.

Slopey Peaky Bob

Postby dclayw » Mon Jul 12, 2021 6:44 am

Wavegarrick » Mon Jul 12, 2021 12:00 am wrote:Hi Steve,
This version has the variables that Dclayw refers to.
Cheers
Leon

Thanks Leon, beat me to it. Actually I had a hard time finding it myself.
dclayw
 
Posts: 137
Joined: Wed Nov 13, 2013 6:53 am
Location: Australia

Slopey Peaky Bob

Postby SteveHopwood » Wed Jul 14, 2021 10:45 am

dclayw » Fri Jul 09, 2021 6:17 am wrote:SPB has generally been used with basket TPs, I think with most traders treating all pairs as a (global) basket. As performance hasn't been all that good this past 12 months I'd like to look further into treating individual pairs as a basket. Would still trade on the D1 but with the view to taking profits more frequently. Hard to know without forward testing but I have a gut feeling that more frequent profits on individual pair baskets would work out better then more frequent profits on a global basket (by lowering the global basket TP)

For this to work I think best to have individual basket TP expressed as % of ATR, e.g 500% of ATR. While SPB can set up the trading grid based on ATR it doesn't cater for ATR based TPs on the basket. Some of Steve's earlier EAs had this built in, e.g. Holy Graily Bob 'n Dotty catered for ATR based basket TP with the UseAtrForBasketTP and TpPercentOfAtrToUse variables.

I think this EA still has too much potential to just drop it altogether and I'm prepared to keep looking. @Steve just wondering if you might consider slotting this functionality into SPB. I could have a crack at it but would likely take me a long time and I'd still cock it up.

V 2t along with the updated core library is in post 1, with this feature added.

To DIY, first go to the 'Basket trading' inputs and add these below extern bool LeaveIndividualBasketPendingsOpen=false;

Code: [Select all]
 Please Login or Register to see this content
<


Then load up 'SPB core library.mqh' (Include folder) and add this to the top of bool canIndividualPairBasketBeClosed(string symbol, int pairIndex)

Code: [Select all]
 Please Login or Register to see this content
<


Recompile SPB to avoid scaring yourself by trying to recompile from within the core library. :lol:

:xm: :rocket:
Read the effing manual, ok?

Global Prime is the official SHF broker. Click here to sign up for a live account with Global Prime and join the several thousand SHF members who wisely choose GP as their broker of choice.

I still suffer from OCCD. Good thing, really.

Anyone here feeling generous? My paypal account is always in the market for a tiny donation. [email protected] is the account.

To see The Weekly Roundup of stuff you guys might have missed Click here

My special thanks to Tommaso (milanese) for all the incredible work he does here.
User avatar
SteveHopwood
 
Posts: 9452
Joined: Tue Nov 15, 2011 8:43 am
Location: Misterton - an insignificant village in England. Very pleasant to live in.

Slopey Peaky Bob

Postby dclayw » Wed Jul 14, 2021 11:24 pm

Thanks Steve. Will fire up a few more tests on fxtestify.
dclayw
 
Posts: 137
Joined: Wed Nov 13, 2013 6:53 am
Location: Australia

Slopey Peaky Bob

Postby TonkaTuff » Thu Jul 15, 2021 1:52 am

I have a VPS I can spin up 4-6 MT instances if you need any extra testers for fxtestify?

Cheers,
TT.
In theory, there is no difference between theory and practice. In practice, there is.
User avatar
TonkaTuff
 
Posts: 77
Joined: Wed May 01, 2013 6:30 am
Location: Sydney, AUSTRALIA

Slopey Peaky Bob

Postby dclayw » Fri Jul 30, 2021 7:08 am

TonkaTuff » Thu Jul 15, 2021 11:52 am wrote:I have a VPS I can spin up 4-6 MT instances if you need any extra testers for fxtestify?

Cheers,
TT.

Sorry been swamped by my day job and have just got back to this. Thanks for the offer of VPS space but I'm all good for the moment thanks.

@Steve I also found a slight glitch in the code. At line 4408 in SPB core library. We need to use pip factor, so changed to this:

Code: [Select all]
 Please Login or Register to see this content
<
dclayw
 
Posts: 137
Joined: Wed Nov 13, 2013 6:53 am
Location: Australia

Slopey Peaky Bob

Postby SteveHopwood » Sat Jul 31, 2021 1:33 pm

dclayw » Fri Jul 30, 2021 7:08 am wrote:@Steve I also found a slight glitch in the code. At line 4408 in SPB core library. We need to use pip factor, so changed to this:

Code: [Select all]
 Please Login or Register to see this content
<

Great spot. Thanks. :clap: :clap: :clap: :clap: :clap: :clap: :clap: :clap: :clap: :clap: :clap:

I have uploaded the fix to post 1. It is a simple DIY. Line 4408 will be this:
IndividualBasketTargetPips = (int) (atrVal * (TpPercentOfAtrToUse / 100) );

Do a search for the code if your line is dififerent. Replace it with:
IndividualBasketTargetPips = (int) (atrVal * factor * (TpPercentOfAtrToUse / 100) );

After posting, I decidied to add an extra pair of brackets i.e.
IndividualBasketTargetPips = (int) ((atrVal * factor) * (TpPercentOfAtrToUse / 100) );

Remember to recompile Slopey Peaky Bob Latest Version not the .mqh file, or the list of errors will make you jump.


:xm: :rocket:
Read the effing manual, ok?

Global Prime is the official SHF broker. Click here to sign up for a live account with Global Prime and join the several thousand SHF members who wisely choose GP as their broker of choice.

I still suffer from OCCD. Good thing, really.

Anyone here feeling generous? My paypal account is always in the market for a tiny donation. [email protected] is the account.

To see The Weekly Roundup of stuff you guys might have missed Click here

My special thanks to Tommaso (milanese) for all the incredible work he does here.
User avatar
SteveHopwood
 
Posts: 9452
Joined: Tue Nov 15, 2011 8:43 am
Location: Misterton - an insignificant village in England. Very pleasant to live in.

Previous

Return to Super Slope EA's

Who is online

Users browsing this forum: grk and 1 guest