MultiBob, a multi symbol NB10.2(a) autotrader

[phil_trade]

Hi Paul

MultiBob is filling the expert log with same message

2012.10.02 08:48:30 MultiBob v1.0.1 EURUSD,H1: CHFJPY: PIVOT LONG SELL, 83.299, 83.0467

Multi Bob 10.2a config message bug.PNG

there is no trade CHFJPY

Philippe

[phil_trade]

Thanks Paul for the new version.

Loaded v1.1.8 with 10.2a enabled, 3 trades were opened even there's no DP cross. Although it's in the right direction with profits , but too far from DP.

ac pivotshort.gif

Thanks,
Ron

It was taken at 0.97211 2012.10.02 04:01 so +65 pips now. When did you run 10.2a ?

Hi Phil,

I run the new version after 2 (M15) candles move. AUDCHF was opened around 63 PIPS from DP with TP set at 10 PIPS from open price, and TP reached and trade is now closed.

Capture.JPG

Thanks
Ron

Hi Paul

I the code, I only see for 10.2a a check if price was not 15 minutes ago below/above WP. Do you consider to add a check for price not to far away from DP or am I missigni a parameter ?

Philippe

[lucklogic]

Could someone explain what the, if activated, correlation modules within the EA are trying do ???

Helping you to avoid trading too many pairs with similar price movement. For example Eur/Usd and Gbp/Usd are typically highly correlated. Trading one position in each would effectively be trading two positions in either one. Correlation is referenced by a range of numeric value from -99 (high reverse correlation) to 99 (high positive correlation) The EA allows you to set at what point you want it to filter your trade pairs for correlation purposes.

Thank you

[Baluda]

Running 10.2a, MB suddenly started spitting out error 134's ("Not enough money") on every tick. It had just finally worked its basket into positive territory. Plenty of money in the account.

Gary,

What trade caused this? Please check your experts tab.

A SILVER/XAGUSD trade can get quickly to big. Current lot size on my FXOPEN demo would be 0.71, which is too much for the available margin. MultiBob already adjusts the lot size for SILVER/XAGUSD with a 0.2 factor. My guess is this factor is too small.

Paul

[aworex]

Hi Paul,

firstly would want to commend you for all your brilliance and hard work with this EA I have been testing since last week and have been very impressed with the results so far. However, I have a question with the ATR stop loss, the EA has a static 200 pip SL and an ATR(5) stop loss based on daily candles. As I am more comfortable trading 24omin candles than daily candles am I right to amend the ATR timeframe to use 240min instead of the 1440 ? to trade the 10.2a strategy.

Regards

Femi

[lucklogic]

Code: Select all

bool sendSingleTrade( int symbolIndex, int type, string comment, double lotSize, double price, int magicNumber )
{
   if ( useCorrFilter )
   {
      if ( isCorrelated( symbolNames[symbolIndex] ) ) return (true);
   }

..............................................
   

Is this not incorrect

If using the useCorrFilter, the EA is assessing if a prospective order is highly correlated to an existing order BUT if the result is true (that it is highly correlated, so is likely to move in exactly the same direction) THE TRADE is being allowed rather than refused

The result of the argument - if ( isCorrelated( symbolNames[symbolIndex] ) ) return (true);
should return (false) because we do not in affect want to repeat the trade twice

[dietcoke]

Code: Select all

bool sendSingleTrade( int symbolIndex, int type, string comment, double lotSize, double price, int magicNumber )
{
   if ( useCorrFilter )
   {
      if ( isCorrelated( symbolNames[symbolIndex] ) ) return (true);
   }

..............................................
   

Is this not incorrect

If using the useCorrFilter, the EA is assessing if a prospective order is highly correlated to an existing order BUT if the result is true (that it is highly correlated, so is likely to move in exactly the same direction) THE TRADE is being allowed rather than refused

The result of the argument - if ( isCorrelated( symbolNames[symbolIndex] ) ) return (true);
should return (false) because we do not in affect want to repeat the trade twice

The return is for the whole function. It is just saying the sendtrade function completed successfully. No trade is opened here.

[lucklogic]

Code: Select all

bool sendSingleTrade( int symbolIndex, int type, string comment, double lotSize, double price, int magicNumber )
{
   if ( useCorrFilter )
   {
      if ( isCorrelated( symbolNames[symbolIndex] ) ) return (true);
   }

..............................................
   

Is this not incorrect

If using the useCorrFilter, the EA is assessing if a prospective order is highly correlated to an existing order BUT if the result is true (that it is highly correlated, so is likely to move in exactly the same direction) THE TRADE is being allowed rather than refused

The result of the argument - if ( isCorrelated( symbolNames[symbolIndex] ) ) return (true);
should return (false) because we do not in affect want to repeat the trade twice

The return is for the whole function. It is just saying the sendtrade function completed successfully. No trade is opened here.

But a trade WILL BE opened exactly here, that's my point - see the full code module below that includes the OrderSend function

Unless there is a refusal of some sort inserted, the code will go on and take the trade - therefore in effect duplicating the trade , the bool of the useCorrFilter is doing nothing, it certainly is not preventing a trade

Code: Select all

bool sendSingleTrade( int symbolIndex, int type, string comment, double lotSize, double price, int magicNumber )
{
   if ( useCorrFilter )
   {
      if ( isCorrelated( symbolNames[symbolIndex] ) ) return (true);    // looks wrong and is in the wronr place 
	  
   }
   
   int digits = doubleToInt( MarketInfo( symbolNames[symbolIndex], MODE_DIGITS ) );

   int slippage = 10;
   if ( digits == 3 || digits == 5 ) slippage = 100;

   color col = Red;
   if ( type == OP_BUY || type == OP_BUYSTOP ) col = Green;

   int expiry = 0;

   for ( int i = 0; i < 10; i++ )
   {
      for ( int j = 0; j < 10 && IsTradeContextBusy(); j++ ) Sleep( 100 );

      RefreshRates();
      if ( type == OP_BUY ) price = NormalizeDouble( MarketInfo( symbolNames[symbolIndex], MODE_ASK ), digits );
      if ( type == OP_SELL ) price = NormalizeDouble( MarketInfo( symbolNames[symbolIndex], MODE_BID ), digits );

      if ( DEBUG ) Print( symbolNames[symbolIndex], " SEND ORDER: ", type, ", ", lotSize, ", ", price );
      int ticket = OrderSend( symbolNames[symbolIndex], type, lotSize, price, slippage, 0, 0, comment, magicNumber, expiry, col);
      if ( ticket > -1 )
      {
         if ( OrderSelect( ticket, SELECT_BY_TICKET ) )
         {
            double take = calculateTakeProfit( symbolNames[symbolIndex], OrderType() );
            double stop = calculateStopLoss( symbolNames[symbolIndex], OrderType() );
            if ( DEBUG ) Print( symbolNames[symbolIndex], " MODIFY ORDER: ", ticket, ", ", stop, ", ", take );
            modifyOrder( ticket, stop, take );
         }
         else
         {
            Alert( symbolNames[symbolIndex], " ", WindowExpertName(), " select order, ticket ", ticket, " failed." );
            Print( symbolNames[symbolIndex], " ", WindowExpertName(), " select order, ticket ", ticket, " failed." );
            return ( false );
         }
      }

      if ( ticket > -1 ) break;
      
      if ( i == 9 ) return ( false );

      // Error trapping
      if ( ticket < 0 )
      {
         string stype;
         if ( type == OP_BUY ) stype = "OP_BUY";
         if ( type == OP_SELL ) stype = "OP_SELL";
         if ( type == OP_BUYLIMIT ) stype = "OP_BUYLIMIT";
         if ( type == OP_SELLLIMIT ) stype = "OP_SELLLIMIT";
         if ( type == OP_BUYSTOP ) stype = "OP_BUYSTOP";
         if ( type == OP_SELLSTOP ) stype = "OP_SELLSTOP";
         int err = GetLastError();
         Alert( symbolNames[symbolIndex], " ", WindowExpertName(), " ", stype," order send failed with error(",err,"): ", ErrorDescription( err ) );
         Print( symbolNames[symbolIndex], " ", WindowExpertName(), " ", stype," order send failed with error(",err,"): ", ErrorDescription( err ) );
         return ( false );
      }
   }

   return ( true );
}

[dietcoke]

Code: Select all

if ( isCorrelated( symbolNames[symbolIndex] ) ) return (true);

To me that says, If the pair to be traded is correlated then return without sending an order

[lucklogic]

Code: Select all

if ( isCorrelated( symbolNames[symbolIndex] ) ) return (true);

To me that says, If the pair to be traded is correlated then return without sending an order

Oh ...............OK

I can see that, now you have pointed it out

It's a bit confusing though because it is returning bool = true for the sendSingleTrade () argument - when no trade was indeed sent !!!

Thank you