Awesome - original version

[szfxtrader]

Hi Steve,

What do you think about a MA and candles filters(H4 and D1)?

Example: The EA will just buy if the bid is above the MA price and the H4 and D1 open prices. The MA TF can be different of the trading TF(example: trading M1, but using the H4 MA).

All the best,
Marcelo

[Johann]

Hi all,

I have started the test this morning and I might have found a bug with the global basket closure feature.

Nice spot. Thanks.

There is a fix in post 1 - you do not need it if you are not treating every trade on the platform as part of the same basket.

Thanks for the fix !
I want to report another bloops (hey that is what testing is all about right ??).

The recovery feature for buy trades is not working, but it is only working for the sell trades :

Code: Select all

   //Are we in Recovery?
   if (UseRecovery[index] )
   {
      if (MarketBuysCount >= TradesToConstituteRecovery[index])//Minimum trades to constitute Recovery
         if (BuyLoser)//One of them must be a loser or we do not need Recovery
            BuysInRecovery = true;
            
      if (MarketSellsCount >= TradesToConstituteRecovery[index])//Minimum trades to constitute Recovery
         if (SellLoser)//One of them must be a loser or we do not need Recovery
            SellsInRecovery = true;
            
   }//if (UseRecovery[index] )
   

you can search for the variable "BuyLoser", no value is set outside it init values (set to false).
But the "SellLoser" variable has a value correctly set :

Code: Select all

         //Sells
         if (OrderType() == OP_SELL)
         {
            //Recovery
            ArrayResize(SellTickets, MarketSellsCount + 1);
            SellTickets[MarketSellsCount] = OrderTicket();
            //In case the position needs Recovery
           [b] if ( (OrderProfit() + OrderSwap() + OrderCommission()) < 0 )
               SellLoser = true; [/b] 

This last line of code has been suppressed for the "buys". I have added it again and test running right now !

[SteveHopwood]

Thanks for the fix !
I want to report another bloops (hey that is what testing is all about right ??).

The recovery feature for buy trades is not working, but it is only working for the sell trades :

Code: Select all

   //Are we in Recovery?
   if (UseRecovery[index] )
   {
      if (MarketBuysCount >= TradesToConstituteRecovery[index])//Minimum trades to constitute Recovery
         if (BuyLoser)//One of them must be a loser or we do not need Recovery
            BuysInRecovery = true;
            
      if (MarketSellsCount >= TradesToConstituteRecovery[index])//Minimum trades to constitute Recovery
         if (SellLoser)//One of them must be a loser or we do not need Recovery
            SellsInRecovery = true;
            
   }//if (UseRecovery[index] )
   

you can search for the variable "BuyLoser", no value is set outside it init values (set to false).
But the "SellLoser" variable has a value correctly set :

Code: Select all

         //Sells
         if (OrderType() == OP_SELL)
         {
            //Recovery
            ArrayResize(SellTickets, MarketSellsCount + 1);
            SellTickets[MarketSellsCount] = OrderTicket();
            //In case the position needs Recovery
           [b] if ( (OrderProfit() + OrderSwap() + OrderCommission()) < 0 )
               SellLoser = true; [/b] 

This last line of code has been suppressed for the "buys". I have added it again and test running right now !

Lovely spot again. Thanks.

[SteveHopwood]

I have added a revised version of my Nuclear Option script to post 1. A magic number of -1 tells it to close/delete all trades on the platform, regardless of origin and magic number. Use with care.

Awesome V 1a is in post 1, containing:

• a fix for the bug Johan spotted.
• a fix for the non-working negative swap filter. I had coded, resized and initialised all the relevant arrays etc, but had forgotten to code the actual filter.
• a maximum spread filter. You will see the usual MultiplierToDetectStopHunt input underneath the Flying Buddha inputs.
• Baluda sent me the code to internalise the Flying Buddha calculations so Awesome no longer needs the smFlyingBuddha indi. Thanks Paul; that is a fabulous contribution.

[1Direction]

Thanks for the fixes and additional functionality

Can we have a brief discussion about the positive swap filter

As TJF stated yesterday "With the M1 basket set running 0.01 on all pairs I would suggest that keeping it running is fine. If there is a big gap down on one pair there may well be a gap up on another so it should average out in the end."

Now if we use positive swaps=true would this not increase our exposure into one direction of the currencies pairs and increase our global risk exposure (gabs, weekends, news). On the other side the positive swaps has a big impact on the performance specially for higher TF and longer running trades.

My feeling would be to disable positive swaps on the M1 and keep it for the higher time frames as I've only limited experience with +swaps pairs please do correct me if wrong.

Thanks

[TraderJoeForex]

I have added a revised version of my Nuclear Option script to post 1. A magic number of -1 tells it to close/delete all trades on the platform, regardless of origin and magic number. Use with care.

Awesome V 1a is in post 1, containing:

• a fix for the bug Johan spotted.
• a fix for the non-working negative swap filter. I had coded, resized and initialised all the relevant arrays etc, but had forgotten to code the actual filter.
• a maximum spread filter. You will see the usual MultiplierToDetectStopHunt input underneath the Flying Buddha inputs.
• Baluda sent me the code to internalise the Flying Buddha calculations so Awesome no longer needs the smFlyingBuddha indi. Thanks Paul; that is a fabulous contribution.

Excellent... And thank you too Paul.

[TraderJoeForex]

Thanks for the fixes and additional functionality

Can we have a brief discussion about the positive swap filter

As TJF stated yesterday "With the M1 basket set running 0.01 on all pairs I would suggest that keeping it running is fine. If there is a big gap down on one pair there may well be a gap up on another so it should average out in the end."

Now if we use positive swaps=true would this not increase our exposure into one direction of the currencies pairs and increase our global risk exposure (gabs, weekends, news). On the other side the positive swaps has a big impact on the performance specially for higher TF and longer running trades.

My feeling would be to disable positive swaps on the M1 and keep it for the higher time frames as I've only limited experience with +swaps pairs please do correct me if wrong.

Thanks

Need to forward test both side by side and observe differences in drawdown etc... +ve swap filter should be a big help for smaller accounts as a logical way to reduce pairs and for longer term strategies etc.

[eaymon]

News has wiped out any profit I had... well floating loss...
we'll see how it goes.

I'll put together some code to avoid trading a currency at least 30-60 minutes before any major news event and resume 4-6 hours later.

[celte83]

Hi
Max DD actually is - 900 pips

[Johann]

Hi
Max DD actually is - 900 pips

Hi,

If you can't handle such drawdown, then I suggest you limit the number of pair to trade and the number of recovery trade. I have divided them by two regarding the original setfile from TJF.
In that way maybe you will have less profit because it would take more time to close the basket but you will limit the DD as well.
in some case DD would be inevitable but hey, we can't just trade without suffering some loss!