Gday: a D1 Stochastic OB/OS trading robot

[snowy]

about the funky exits: i have these sometimes, too. a trade is running very well, far away from SL and the current time is far away from a new candle, but the EA closes the trade. it just happened with an open trade on gbpjpy, which was currently +172pips in profit. nothing special in the expert tab:

Code: Select all

2012.10.08 17:16:38	Gday GBPJPY,Daily: close #45093165 sell 0.10 GBPJPY at 126.890 sl: 125.670 tp: 121.790 at price 125.171
2012.10.08 17:16:37	Gday GBPJPY,Daily: modify #45093165 sell 0.10 GBPJPY at 126.890 sl: 125.670 tp: 121.790 ok

don't know, why this happens. by the way: the same trade on my live account is still open. same EA, same settings, same broker.

[fxozgirl]

Aside from my funky results, how were the results on the tests you've been looking at?

Lousy. That's why I haven't been pursuing this any harder.

...

With the results you've been reporting (+2573 pips in 30 days!) I decided I needed to look closer. But if you look at the equity curve, you'll see there was a $3000 run-up since early September. It may be that my test is reasonably accurate, and the last 30 days were just unusually good. This is why I don't trust short forward tests. I want to see how the system performs over the long term. If my test is accurate, this isn't a system I'd want to trade.

You've been trading Gday (manually and EA) a lot longer than 30 days. What kind of results have you been seeing? Is the 2500 pips in the last month typical, or unusual?

Thanks for testing Gary...definitely disappointing results, but it's hard to know how close/accurate they are based on my trading.
I have not traded the strategy on/off over the last year, in a combination of manual & ea trading and also dependant on the markets. Earlier this year (when I was using 8,3,3 stoch settings) I did get quite nervous and removed the EA when the markets were turbulent with all the Greek news etc because of the potential every day of cataclismic events occurring.

This was one of the reasons I restarted testing the EA with new settings that responded to market changes a bit quicker which the 7,2,2 settings so far have achieved.

With all that, taking crazy, volatile markets out of the picture I would say that 2500 pips in a month was fairly typical with the main thing to watch for is big news events that can cause price to rapidly move against you (but that's probably the same for most strategy's).

[fxozgirl]

about the funky exits: i have these sometimes, too. a trade is running very well, far away from SL and the current time is far away from a new candle, but the EA closes the trade. it just happened with an open trade on gbpjpy, which was currently +172pips in profit. nothing special in the expert tab:

Code: Select all

2012.10.08 17:16:38	Gday GBPJPY,Daily: close #45093165 sell 0.10 GBPJPY at 126.890 sl: 125.670 tp: 121.790 at price 125.171
2012.10.08 17:16:37	Gday GBPJPY,Daily: modify #45093165 sell 0.10 GBPJPY at 126.890 sl: 125.670 tp: 121.790 ok

don't know, why this happens. by the way: the same trade on my live account is still open. same EA, same settings, same criminal.

Snowy, I had this happen when I started using the current EA, it's the VolatilityLookBackCandles function, you have yours set to 20, so the EA is using this to adjust the exit rather than the base strategy. You can turn this off by making this setting 0 in the EA parameters if you like.

[garyfritz]

Thanks for testing Gary...definitely disappointing results, but it's hard to know how close/accurate they are based on my trading.

Ya, that's why I wanted to compare. My system is trading the rules I described consistently, over the entire period -- I'm sure of that. Which says those rules don't work very well, except in 2011.

If the system only works when you're adding your "magic sauce," then that kinda leaves me out in the cold. I don't have your magic and I can't duplicate whatever it was you did.

With all that, taking crazy, volatile markets out of the picture I would say that 2500 pips in a month was fairly typical with the main thing to watch for is big news events that can cause price to rapidly move against you (but that's probably the same for most strategy's).

Early in the year the Greek mess was brewing, and the system lost 5000 pips from January through May. By June things were starting to settle down a little, and the system gained 6000 pips from 6/1/12 through now.

But I think that's coincidental. The Greek crisis was simmering last year too, and the system did great. And even after June, it's only averaged 1500 pips per month. It's only really taken off in the last two months.

So... I'm glad it's working for you, but I don't know how to make it work for me. Back to the drawing board...

[snowy]

Snowy, I had this happen when I started using the current EA, it's the VolatilityLookBackCandles function, you have yours set to 20, so the EA is using this to adjust the exit rather than the base strategy. You can turn this off by making this setting 0 in the EA parameters if you like.

thanks for this info! i thought this setting is only for calculating the dynamic sl/tp.
also thanks for sharing your new demo. i see you didn't have the gbpjpy-trade today. my demo had this trade, my live-account, too, but another live-account didn't have it. on all accounts i always have context busy-errors. often the trades are opened anyway, but sometimes not. i think there could be a little bit improvement done by changing the code for the trade entry.

[fxozgirl]

Snowy, I had this happen when I started using the current EA, it's the VolatilityLookBackCandles function, you have yours set to 20, so the EA is using this to adjust the exit rather than the base strategy. You can turn this off by making this setting 0 in the EA parameters if you like.

thanks for this info! i thought this setting is only for calculating the dynamic sl/tp.
also thanks for sharing your new demo. i see you didn't have the gbpjpy-trade today. my demo had this trade, my live-account, too, but another live-account didn't have it. on all accounts i always have context busy-errors. often the trades are opened anyway, but sometimes not. i think there could be a little bit improvement done by changing the code for the trade entry.

You're welcome...

In terms of the EA, wait until Steve has time to re-code it...there is not going to be a lot of difference, but a few small refinements that should help with more accurate trade entry. Also, Steve is the first to admit, that his coding skills since he originally coded this EA have improved immeasurably so I am sure the coding will be much cleaner and clearer...this was the main reason he hasn't made any further adjustments to this EA as the coding is too old, which could also account for some of the weird stuff that happens.

In the new EA we will also have user input time frames etc, so we can test this baby to the max

Also, since Cowboy Go Markets have changed to GMT +3 I can now be at my pc when the new daily candle opens so can watch first hand what happens. Just for now I am opening trades manually on my live account and attaching mptm to manage them.

[w633]

In terms of the EA, wait until Steve has time to re-code it...there is not going to be a lot of difference, but a few small refinements that should help with more accurate trade entry. Also, Steve is the first to admit, that his coding skills since he originally coded this EA have improved immeasurably so I am sure the coding will be much cleaner and clearer...this was the main reason he hasn't made any further adjustments to this EA as the coding is too old, which could also account for some of the weird stuff that happens.

here's the EA i made that trade GDay on multiple currencies, just finished testing and should be good to go. i also made NB multi-currency EA but Paul beat me to it to publish it so...

anyway, this ea is not exactly like steve's ea feature-wise, but entry / exit are the same, so does tp, be, an jsl, also has basket trade feature.

by the way, this EA uses LibOrderReliable4 so if anybody want to use it remember to install that library.

last of all, thank you shelly for coming up this system and also steve for original ea.

will

[snowy]

MultiGDay Demo:

[snowy]

That's great, a MultiGDAY ... thanks!

Attached warning log, anything wrong on my side?

these are functions, which are not used by this EA, maybe in other. don't care about that.

Attached MultiGday chart does't show any EA descriptions?

a running multi-gday should look like this:

mgday_running.png

but i'am not using the multi-gday version posted here, maybe will did some changes, so that it looks different. will..?

I don't understand some of the inputs:
...

SmartLotRiskRatio - automatic calculation of the lotsize. leave it at 0, if u want to trade fixed lots.

TradeDayOfWeek - self-explained... the days on which the ea can trade. 1-sunday, 2-monday, and so on.
TradeHour1Start - self-explained... start-hour of the first tradingsession, where the ea is allowed to trade.
TradeHour1End - end-hour of the first session
TradeHour2Start - start-hour of a possible second session
TradeHour2End - end-hour of the second session
TradeWindowMinute - not important for this ea, leave it at 0.
UseAddMissingStopLoss - if u wish that the ea adds a stoploss during opening a trade, if there is no sl. similar to the feature in mptm, but it doesn't add sl later, after the trade is already opened.

UseSamePairBasket - not important for this ea, leave it at false.
UseGlobalBasket - set to true to use basketmode.
UseAdaptiveBasket - only used in basketmode. the sl and tp-settings are "adaptive", means, that the sl- or tp-pips are multiplied by the number of open trades. for example: u have sl set to 50 pips and one trade open. then the basket is stopped out at -50 pips. if u have 3 trades open, then the sl for the whole basket is at 3x 50 pips = 150 pips.

i hope i didn't say anything wrong, these are the informations, i remember...

[snowy]

Seems to be something wrong, after attaching the EA does not start, but EA's properties windows is available. I did try with two crims.
fok

i just tested the version from here, everything fine.
sure u have orderreliable thingy installed? anything in your expert tab?