Gday: a D1 Stochastic OB/OS trading robot

[fxozgirl]

Fxozgirl,
quick question - could Gday be used for 240TF & Stoch with daily trend filter and OBOS trades only in direction of trend - in other words retrenchments back in direction of trend using all same logic e.g signal X- have read first 30 pg of posts and tried backtesting 240 with AU with RSi20 on D TF - but can't get a trade with Axitrader cleaned data so have some doubts or am I being a WP - please comment to stop further banging head on wall...ooch

One further avenue to explore/develop at D or 240 TF the stoch level OBOS needs ultimately to be sensitive to strength of trend. Strong trend e.g. using NBs TMA slope >0.8 would require a lower OS signal say 30 compared to a TMA slope of 0.4 - just a thought I have used this successfully in manual trading looking for "daylight" between stoch and TMA slope.

Jonathan

Hi Jonathon, thanks for your ideas...these are certainly things I'm considering, unfortunately time is a problem so it takes me some time to have a look at different settings. Also thanks for your testing...I appreciate what you've done and will test further myself

[MiTija]

<snip>

Hi Jonathon, thanks for your ideas...these are certainly things I'm considering, unfortunately time is a problem so it takes me some time to have a look at different settings. Also thanks for your testing...I appreciate what you've done and will test further myself

Hi Fxozgirl,

You definitely need minions!

Any volunteers?

MiTija

[snowy]

Hi Mike, the exit strategy is hard coded into the EA at 50/2 where it will close the first part of the trade.

hello,

i'am testing GDay since last week, it's an interesting and simple strategy which i like. i'am trying it with 78/22, last night i had the first trade (gbpaud buy).

as you said, the first partial close is hardcoded into the EA at 50/2. in the meantime the trade was ~60 pips in profit, SL was correctly changed to BE+2, but the partial close didn't happen. did you have this behavior in the past?

i compared my setfile with your's which you posted earlier, the differences are:

Lot=0.30000000
CriminalIsECN=0 (Alpari UK)
VolatilityLookBackCandles=20
OverBought=78
OverSold=22

there i don't see anything which could explain, why the full position is still open.


addition: the SL-modify for setting SL to BE+2 failed a few times before it was done, possibly this is the reason. maybe after it was successful, the partial close wasn't executed anymore.

Code: Select all

04:32:29 Gday GBPAUD,Daily: modify #289556662 buy 0.30 GBPAUD at 1.53723 sl: 1.53743 tp: 1.58823 ok
04:32:29 Gday GBPAUD,Daily: Alert: 289556662 stop loss modification failed with error(129): invalid price
04:32:29 Gday GBPAUD,Daily: 289556662 stop loss modification failed with error(129): invalid price
04:32:29 Gday GBPAUD,Daily: Alert: 289556662 stop loss modification failed with error(129): invalid price
04:32:29 Gday GBPAUD,Daily: 289556662 stop loss modification failed with error(129): invalid price
04:32:29 Gday GBPAUD,Daily: Alert: 289556662 stop loss modification failed with error(129): invalid price

[fxozgirl]

Hi Mike, the exit strategy is hard coded into the EA at 50/2 where it will close the first part of the trade.

hello,

i'am testing GDay since last week, it's an interesting and simple strategy which i like. i'am trying it with 78/22, last night i had the first trade (gbpaud buy).

as you said, the first partial close is hardcoded into the EA at 50/2. in the meantime the trade was ~60 pips in profit, SL was correctly changed to BE+2, but the partial close didn't happen. did you have this behavior in the past?

i compared my setfile with your's which you posted earlier, the differences are:

Lot=0.30000000
CriminalIsECN=0 (Alpari UK)
VolatilityLookBackCandles=20
OverBought=78
OverSold=22

there i don't see anything which could explain, why the full position is still open.


addition: the SL-modify for setting SL to BE+2 failed a few times before it was done, possibly this is the reason. maybe after it was successful, the partial close wasn't executed anymore.

Code: Select all

04:32:29 Gday GBPAUD,Daily: modify #289556662 buy 0.30 GBPAUD at 1.53723 sl: 1.53743 tp: 1.58823 ok
04:32:29 Gday GBPAUD,Daily: Alert: 289556662 stop loss modification failed with error(129): invalid price
04:32:29 Gday GBPAUD,Daily: 289556662 stop loss modification failed with error(129): invalid price
04:32:29 Gday GBPAUD,Daily: Alert: 289556662 stop loss modification failed with error(129): invalid price
04:32:29 Gday GBPAUD,Daily: 289556662 stop loss modification failed with error(129): invalid price
04:32:29 Gday GBPAUD,Daily: Alert: 289556662 stop loss modification failed with error(129): invalid price

Hey Snowy, I haven't had any trouble with the first partial close, not sure why that happened to you, although perhaps the delay in sending the SL modification did effect the close???

I don't think there's anything in your setfile which would have effected it...but if you don't have a hard TP set, you will notice now that you are using VolatilityLookBackCandles your TP will be in accordance to this setting..

[snowy]

Hey Snowy, I haven't had any trouble with the first partial close, not sure why that happened to you, although perhaps the delay in sending the SL modification did effect the close???

I don't think there's anything in your setfile which would have effected it...but if you don't have a hard TP set, you will notice now that you are using VolatilityLookBackCandles your TP will be in accordance to this setting..

yeah i have a TP of 510 pips instead of the hard set TP of 500 pips. anyway i don't expect that TP to be reached, but rather the trade should be closed by the trade management (BE/JSL/..).

i'll watch the next trades, if the missing partial close will happen again and if there are problems again to set the BE (alpari sucks with requotes and invalid price errors all the time... but sadly they are almost the only crim with non-expiring demo-accounts).

[dentiok]

for now looks good my first demo trades

UPDATE: still looks good (first pic)

[RisingSun]

Thanks Shelley again for an interesting system and thanks Steve too for your bot.

I've loaded the bot since late last week and so far have the following results/positions. I have "trade Fri/Sun candles = true". If set it to false, results may look different. Shelley, could you please comment on this?

Will continue to run and report back as time progresses.

Cheers,

Akira

[snowy]

what the...

full of expectation i was sitting at the computer when the new daily candles appeared, to see if i get some trades this night. and then this happened. first some trade context busy errors, then GDay opened some trades and closed them after a few seconds/minutes:

Code: Select all

2012.09.17 23:04:44	Gday AUDUSD,Daily: close #289671111 sell 0.30 AUDUSD at 1.04760 sl: 1.07360 tp: 0.99660 at price 1.04779
2012.09.17 23:01:36	Gday AUDCAD,Daily: close #289671108 sell 0.30 AUDCAD at 1.02107 sl: 1.04707 tp: 0.97007 at price 1.02132
2012.09.17 23:01:17	Gday AUDUSD,Daily: open #289671111 sell 0.30 AUDUSD at 1.04760 sl: 1.07360 tp: 0.99660 ok
2012.09.17 23:01:17	Gday AUDCAD,Daily: open #289671108 sell 0.30 AUDCAD at 1.02107 sl: 1.04707 tp: 0.97007 ok
2012.09.17 23:01:10	Gday GBPCHF,Daily: close #289671072 buy 0.30 GBPCHF at 1.50722 sl: 1.48122 tp: 1.55822 at price 1.50683
2012.09.17 23:01:04	Gday NZDUSD,Daily: close #289671059 sell 0.30 NZDUSD at 0.82660 sl: 0.85260 tp: 0.77560 at price 0.82786
2012.09.17 23:01:03	Gday GBPCHF,Daily: open #289671072 buy 0.30 GBPCHF at 1.50722 sl: 1.48122 tp: 1.55822 ok
2012.09.17 23:01:01	Gday NZDUSD,Daily: open #289671059 sell 0.30 NZDUSD at 0.82660 sl: 0.85260 tp: 0.77560 ok
2012.09.17 23:01:00	Gday AUDJPY,Daily: close #289671040 sell 0.30 AUDJPY at 82.457 sl: 85.057 tp: 77.357 at price 82.475
2012.09.17 23:00:56	Gday AUDJPY,Daily: open #289671040 sell 0.30 AUDJPY at 82.457 sl: 85.057 tp: 77.357 ok
2012.09.17 23:00:45	Gday AUDUSD,Daily: AUDUSD Gday OP_SELL order send failed with error(128): trade timeout
2012.09.17 23:00:45	Gday AUDUSD,Daily: Alert: AUDUSD Gday OP_SELL order send failed with error(128): trade timeout
2012.09.17 23:00:45	stdlib AUDUSD,Daily: loaded successfully
2012.09.17 23:00:44	Gday AUDJPY,Daily: AUDJPY Gday OP_SELL order send failed with error(146): trade context is busy
2012.09.17 23:00:44	Gday AUDJPY,Daily: Alert: AUDJPY Gday OP_SELL order send failed with error(146): trade context is busy
2012.09.17 23:00:44	Gday GBPCHF,Daily: GBPCHF Gday OP_BUY order send failed with error(146): trade context is busy
2012.09.17 23:00:44	Gday GBPCHF,Daily: Alert: GBPCHF Gday OP_BUY order send failed with error(146): trade context is busy
2012.09.17 23:00:43	Gday GBPCHF,Daily: GBPCHF Gday OP_BUY order send failed with error(146): trade context is busy
2012.09.17 23:00:43	Gday GBPCHF,Daily: Alert: GBPCHF Gday OP_BUY order send failed with error(146): trade context is busy
2012.09.17 23:00:36	Gday AUDCAD,Daily: AUDCAD Gday OP_SELL order send failed with error(146): trade context is busy
2012.09.17 23:00:36	Gday AUDCAD,Daily: Alert: AUDCAD Gday OP_SELL order send failed with error(146): trade context is busy
2012.09.17 23:00:32	Gday AUDJPY,Daily: AUDJPY Gday OP_SELL order send failed with error(146): trade context is busy
2012.09.17 23:00:32	Gday AUDJPY,Daily: Alert: AUDJPY Gday OP_SELL order send failed with error(146): trade context is busy
2012.09.17 23:00:24	Gday GBPCHF,Daily: GBPCHF Gday OP_BUY order send failed with error(146): trade context is busy
2012.09.17 23:00:24	Gday GBPCHF,Daily: Alert: GBPCHF Gday OP_BUY order send failed with error(146): trade context is busy
2012.09.17 23:00:23	Gday AUDJPY,Daily: AUDJPY Gday OP_SELL order send failed with error(146): trade context is busy
2012.09.17 23:00:23	Gday AUDJPY,Daily: Alert: AUDJPY Gday OP_SELL order send failed with error(146): trade context is busy
2012.09.17 23:00:23	Gday GBPCHF,Daily: GBPCHF Gday OP_BUY order send failed with error(146): trade context is busy
2012.09.17 23:00:23	Gday GBPCHF,Daily: Alert: GBPCHF Gday OP_BUY order send failed with error(146): trade context is busy
2012.09.17 23:00:23	Gday AUDCAD,Daily: AUDCAD Gday OP_SELL order send failed with error(146): trade context is busy
2012.09.17 23:00:23	Gday AUDCAD,Daily: Alert: AUDCAD Gday OP_SELL order send failed with error(146): trade context is busy
2012.09.17 23:00:20	Gday GBPCHF,Daily: GBPCHF Gday OP_BUY order send failed with error(146): trade context is busy
2012.09.17 23:00:20	Gday GBPCHF,Daily: Alert: GBPCHF Gday OP_BUY order send failed with error(146): trade context is busy
2012.09.17 23:00:14	Gday GBPCHF,Daily: GBPCHF Gday OP_BUY order send failed with error(146): trade context is busy
2012.09.17 23:00:14	Gday GBPCHF,Daily: Alert: GBPCHF Gday OP_BUY order send failed with error(146): trade context is busy
2012.09.17 23:00:07	Gday GBPCHF,Daily: GBPCHF Gday OP_BUY order send failed with error(146): trade context is busy

i really have no idea what's going on. i'am not a newbie in setting up Empty4 with EA's. in this special case i actually used the template posted earlier in this thread...
i will try another broker...

[Jonathan2FI]

Hi Fxozgirl,
couldn't resist leaving the CPU (for 12 hours at 4Ghz!) to find the best results for GDay AU over the last 2 years - again axitrader cleaned data...... wow... read it and weep..

I selected run 53 due to lower RDD 9.3% (DD 1360) even though net profit at 47% was lower than one settings that generated 73% but had 15% RDD (DD of 3000) all at 10k account - arrow straight equity curve on run 53 not bad plus over 50 trades means result is much more statistically significant etc........this result looks A- Believable B -Robust - C - Repeatable (very diff from the comm. bots out there!)
Settings: L 1; SL250; TP450; VLBC 0; Auto; StrictDisishelly True; Stoch 1440,11,4,4,OB 82, OS18, BE True; BE50 /2;JSL 50 Rest Default

One thing you could help me with I can not simulate any results with any of the trend filters ...why is this ? can you send me a GDay set file that works with a trend filter on backtesting in Empty4 please or is there a point I am missing? I have looked at code and understand logic and flow but can not spot why no trades taken when I put trend detection on ...

Jonathan




Hi Jonathon, thanks for your ideas...these are certainly things I'm considering, unfortunately time is a problem so it takes me some time to have a look at different settings. Also thanks for your testing...I appreciate what you've done and will test further myself [/quote]

[SWG123]

Jonathan, you've got almost 20,000 mismatched chart errors and modelling quality is zilch. I wouldn't place too much faith in those results if I were you, or am I missing something?