Holy Graily Bob 'n Dotty

EA's inspired by nanningbob's work here, especially those based on his 240 Moving Average trend detection filter.
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SteveHopwood
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Holy Graily Bob 'n Dotty

Post by SteveHopwood »

I have attempted to fix some faulty logic in the latest version. Post one as usual.

:xm:
Read the effing manual, ok?

Afterprime is the official SHF broker. Read about them at https://www.stevehopwoodforex.com/phpBB3/viewtopic.php?p=175790#p175790.

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.

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zyx
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Holy Graily Bob 'n Dotty

Post by zyx »

What if I ran Dotty on all the GBP pairs using a basket TP of .25 daily ATR? It seems like at some point throughout the day there is one good push to get a basket to close. And it seems easier to hit small baskets on 8 pairs than a large basket on 1.

The past few days Ive been doing this and it seems ok so far. I have "stop trading" set to true, and I randomly buy or sell to start it off. I'll try just GBP next week.

Is this a stupid idea?
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Post by tomele »

zyx » 01 Dec 2016, 19:02 wrote:What if I ran Dotty on all the GBP pairs using a basket TP of .25 daily ATR?
Then we would have more data to learn from.
Happy pippin, Thomas :-BD

It ain't what you don't know that gets you into trouble.
It's what you know for sure that just ain't so.
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zyx
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Post by zyx »

Would it be possible to get a MaxBasketsPerDay feature added? Otherwise my test is going to be pointless. It looks like all pairs closed multiple baskets, but since they just kept trading the DD is twice that of the wins.

Also what does BasketTakeProfit = _: Pipsupl = _ mean in the alert window?
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Post by tomele »

Hi.

Please check your settings. You must have set a very low basket TP. Hence all the basket closures. If you use a rational size, you dont need MaxBasketsPerDay. Why should you cut profits short at all?

The pips upl are the pips your basket made.
Happy pippin, Thomas :-BD

It ain't what you don't know that gets you into trouble.
It's what you know for sure that just ain't so.
(Mark Twain)

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zyx
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Post by zyx »

My basket TP wasn't that low...

Grid size:
Timeframe 1 Day
Period 10
Multiplier .5

Basket TP:
PercentofATR .25

The reason I want to cut profits short is so dotty runs as little as possible. Capturing 15% of the 1 day ATR (10) on all GBP pairs is still 195 pips a day. The longer she runs the higher the DD.

I changed my settings to Multiplier 1, and PercentofATR .15. So we'll see if each pair is able to hit a basket each day
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Post by tomele »

zyx » 02 Dec 2016, 17:13 wrote:My basket TP wasn't that low...
1/400th of the standard (TpPercentOfAtrToUse=100.0). Confused percent and factor?
Happy pippin, Thomas :-BD

It ain't what you don't know that gets you into trouble.
It's what you know for sure that just ain't so.
(Mark Twain)

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zyx
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Post by zyx »

Haha whoops! Those damn decimal points
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Post by SteveHopwood »

V 2h is in post 1.

I have needed to explain aspects of the program logic to Thomas to aid bug-hunting. This has been an invaluable exercise because explaining the logic has highlighted flaws.

The latest one is addressed in 2h and concerns full hedging.
  • Imagine an unbalanced position consisting of 3 buys and 15 sells.
  • HGI generates a buy signal.
  • Previously HGBnD would have blindly taken a full-hedge buy trade that equalled up the total of buy and sell lots open.
A fair number of those sells would have been profitable. They would turn into losers if the market continued to rise. The latest version closes as many of the current winners as possible then re-evaluates the need for a full hedge. I imagine that this will cut them down dramatically.

If the overall sell position was in cash profit, then HGBnD will close them all. If not, some will be left behind. The buy stops that HGBnD placed as the market fell will start to fill and eventually the position will close at our hedged take profit point. If the market falls, then the sells will turn profitable.

The idea is to allow HGBnD to function normally as much as possible and avoid getting stuck in too many fully-hedged positions. We shall have to see if this is successful.

I am about to upload fresh versions of the other flavours of Dotty that implement full hedging. Any logic or coding flaws that emerge here will also be present in them.

:xm:
Read the effing manual, ok?

Afterprime is the official SHF broker. Read about them at https://www.stevehopwoodforex.com/phpBB3/viewtopic.php?p=175790#p175790.

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 Thomas (tomele) for all the incredible work he does here.
User avatar
SteveHopwood
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Joined: Tue Nov 15, 2011 8:43 am
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Holy Graily Bob 'n Dotty

Post by SteveHopwood »

I have written a user guide - post 1.

:xm:
Read the effing manual, ok?

Afterprime is the official SHF broker. Read about them at https://www.stevehopwoodforex.com/phpBB3/viewtopic.php?p=175790#p175790.

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 Thomas (tomele) for all the incredible work he does here.
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