Nanningbob 10.2 auto-trading EA

[daveM]

Hi
Can some one help me with best setting for EA ?
Thanks

It may be hard for someone to tell you the best setting for the ea, however what you could do is study the thread to see what other people are doing.....and then test for yourself.

While this ea works really well, it would be folly for you to just stick it on a chart without knowing what you are doing.

IMHO


daveM

[daveM]

It appears that the ea will make one entry for a pair and then waits until that entry is closed before making another entry.

Would it be feasible to have an option to allow an additional entry, say, an hour later, and a third, perhaps an hour later?

OR I could have missed an existing facility in the current EA.

Thanks

daveM

[Jonathan2FI]

Hi Steve & followers,
On my route to ATM Auto Trade Mastery - I would say on the level 1-5 I am somewhere in the middle after 1 year burning daylight and midnight oil. I love 10.2 manual trading plus recognition that there are no fire and forget EAs and that a continued engagement in the market and the EAs progress is essential. In the first instance I use an agreessive hurdle rate of 3 x net profit to RDD and look for a smooth equity curve to select EA and settings.
On the running of the EA the I try and make fact based decisions for example
EA back test results (on clean data) noting RDD, successvice losses etc
If these criteria against the BT are broken in live trading then the settings / EA are no longer valid and EA is removed - fact
I am struggling with this EA a little and pearls of wisdom or direction (not necessarily the answer! - I don't spoon feed my children anymore ..)
see report EURGBP June 11 - June 12 on cleaned Axitrader data

consistent losses why?
JW


gen="----General inputs----"; Lot=1; RiskPercent=5; StopTrading=false; StopLoss=75; CriminalIsECN=true; MaxSpread=100; tpi="----Take Profit----"; TakeProfit=0; MinD1TrendTradeTpPips=50; mns="----Magic numbers and trade comments----"; D1TrendTradeMN=1425; D1TrendTradeComment="D1 trend trade"; D1H4TrendTradeMN=1426; D1H4TrendTradeComment="D1/H4 trend trade"; BbRangeTradeMN=1427; BbRangeTradeComment="Bb range trade"; WpcRangeTradeMN=1428; WpcRangeTradeComment="WPC range trade"; pai="----Trading style inputs----"; EnforcePricePivotIntegrity=true; TradeD1Trend=true; TradeD1H4Trend=true; MaxTrendStackTrades=true; StackTradeLineColour=Blue; MinStackTradePipsDistance=44; rti="Range trading inputs"; TradeRange=true; bbi="Bollinger Band inputs for range trading"; UseBollingerBands=true; BbTimeFrame=60; BbPeriod=25; BbDeviation=2; MinimumRangeTakeProfit=15; TradeWeeklyPivotCross=true; ind="----10.2 Indicators----"; EveryTickMode=false; IndiReadTimeFrame=1; ltf="Lower time frame"; LowerTimeFrame=240; wot="WeeklyOpenHistogram 2x1"; barsToProcess=1000; mai="----Moving averages----"; MaLtf=240; MaPeriod=5; mame="Method: 0=sma; 1=ema; 2=smma; 3=lwma"; MaMethod=3; maap="Applied price: 0=Close; 1=Open; 2=High"; maap1="3=Low; 4=Median; 5=Typical; 6=Weighted"; MaAppliedPrice=1; BlueMaShift=1; GreenMaShift=3; MaroonMaShift=5; hts="----Stealth stop loss and take profit inputs----"; HiddenPips=50; tt="----Trading hours----"; Trade_Hours="Set Morning & Evening Hours"; Trade_Hoursi="Use 24 hour, local time clock"; Trade_Hours_M="Morning Hours 0-12"; start_hourm=0; end_hourm=12; Trade_Hours_E="Evening Hours 12-24"; start_houre=12; end_houre=24; MondayStartHour=0; amc="----Available Margin checks----"; sco="Scoobs"; UseScoobsMarginCheck=false; fk="ForexKiwi"; UseForexKiwi=true; FkMinimumMarginPercent=1500; bf="----Trading balance filters----"; UseZeljko=true; OnlyTradeCurrencyTwice=true; pts="----Swap filter----"; CadPairsPositiveOnly=true; AudPairsPositiveOnly=true; NzdPairsPositiveOnly=true; tmm="----Trade management module----"; BE="Break even settings"; BreakEven=true; BreakEvenPips=25; BreakEvenProfit=10; cts="----Candlestick trailing stop----"; UseCandlestickTrailingStop=false; CstTimeFrame=0; CstTrailCandles=1; JSL="Jumping stop loss settings"; JumpingStop=true; JumpingStopPips=50; AddBEP=false; TSL="Trailing stop loss settings"; TrailingStop=false; TrailingStopPips=20; pcbe="PartClose settings can be used in"; pcbe1="conjunction with Breakeven settings"; PartCloseEnabled=true; Close_Lots=0.5; Preserve_Lots=0.5; vg="----Volatility groups----"; Group.1="NZDCAD, AUDUSD, EURCHF, EURGBP"; Group.2="AUDNZD, NZDUSD, CHFJPY, AUDCAD, USDCAD"; Group.3="NZDJPY, AUDCHF, AUDJPY, USDJPY, EURUSD, NZDCHF, CADCHF"; Group.4="GBPJPY, GBPCHF, CADJPY, EURCAD, EURAUD, USDCHF, GBPUSD, EURJPY"; Group.5="GBPNZD, EURNZD, GBPAUD, GBPCAD"; mis="----Odds and ends----"; DisplayGapSize=30; HideDisplayPanel=false;
Bars in test 1263 Ticks modelled 15930783 Modelling quality n/a
Mismatched charts errors 24918
Initial deposit 10000.00
Total net profit -1134.76 Gross profit 1951.81 Gross loss -3086.57
Profit factor 0.63 Expected payoff -29.10
Absolute drawdown 2076.68 Maximal drawdown 2340.14 (22.80%) Relative drawdown 22.80% (2340.14)
Total trades 39 Short positions (won %) 29 (82.76%) Long positions (won %) 10 (40.00%)
Profit trades (% of total) 28 (71.79%) Loss trades (% of total) 11 (28.21%)
Largest profit trade 339.22 loss trade -316.64
Average profit trade 69.71 loss trade -280.60
Maximum consecutive wins (profit in money) 12 (344.60) consecutive losses (loss in money) 3 (-874.51)
Maximal consecutive profit (count of wins) 713.49 (4) consecutive loss (count of losses) -874.51 (3)
Average consecutive wins 3 consecutive losses 1
Graph

[lucklogic]

Error spotted in the auto-trading EA code:

You have set the variable MaxTrendStackTrades=6; as a bool rather than an integer!
extern bool MaxTrendStackTrades=6;

[SteveHopwood]

Error spotted in the auto-trading EA code:

You have set the variable MaxTrendStackTrades=6; as a bool rather than an integer!
extern bool MaxTrendStackTrades=6;

That is one fantastic piece of bloop spotting. It s one fantastic bloop, but that is another matter.

Brilliant lucklogic. Thanks.

The bloop lucklogic spotted has killed all possibility of stack trades. Version 2a is in post 1.

[daveM]

Johnathan

I think your lengthy post is showing backtest results..... miles and miles of variables...

What you really need to interpret results is walk forward testing....... a backtest will give you wall paper and little else.

I am sure that the people that wrote the ea did considerable backtesting before releasing the version

Here is a page which outlines a method of walk forward analysis http://www.amibroker.com/guide/h_walkforward.html


IMHO


daveM

[kwchau]

I put v2a on a demo and have numerous error messages:


2012.06.22 11:00:24 Nanningbob 10.2 auto-trading EA 1206622 2A GBPJPY.fx,H1: GBPJPY.fx Nanningbob 10.2 auto-trading EA 1206622 2A OP_BUY order send failed with error(130): invalid stops

Could someone know how to fix this ?

[will80]

kwchau - I think you may need to change your criminal settings in the parameters?

[DING]

I don't sure this line code whether have issue,just FYI:

void ReadIndicatorValues()
{
//Called at the open of each M1 candle

//Slope
D1SlopeVal = GetSlope(PERIOD_D1, 0);
D1SlopeTrend = ranging;
if (D1SlopeVal >= 0.4) D1SlopeTrend = buyonly;
if (D1SlopeVal <= -0.4) D1SlopeTrend = sellonly;
if (D1SlopeVal >= 0.8) D1SlopeTrend = buyhold;
if (D1SlopeVal <= -0.4) D1SlopeTrend = sellhold;

[SteveHopwood]

I don't sure this line code whether have issue,just FYI:

void ReadIndicatorValues()
{
//Called at the open of each M1 candle

//Slope
D1SlopeVal = GetSlope(PERIOD_D1, 0);
D1SlopeTrend = ranging;
if (D1SlopeVal >= 0.4) D1SlopeTrend = buyonly;
if (D1SlopeVal <= -0.4) D1SlopeTrend = sellonly;
if (D1SlopeVal >= 0.8) D1SlopeTrend = buyhold;
if (D1SlopeVal <= -0.4) D1SlopeTrend = sellhold;

Nice one DING. Thanks. This is a bloop. I repeated the same bloop a little further down, in the lower time frame Slope code.

V 2b is in post 1 with a fix for this; it is an essential download.