Bob and Shelley Again

[fxdaytrader]

I just spotted this because last evening I had a coffee and was thinking about Basa - how nice it would be to had a multipair version of it.

This is probably for Steve, or you if you have the time, since Steve already has a shell code, is it possible to adapt that shell code to handle multipair? makes it a whole lot easier than opening all the charts and sticking the EA one by one

Regarding BASA multipair - This is opening trades etc., but I am not sure if all the rest works well (trade counting seems to work, press 'F3' to see which external variables it has created, there are some for every pair ...).
So if somebody of you is testing my version, please report the bloops. I'll start a new thread for that within the next time.

edit: @Kwan Ann: yes, opening a shitload of charts can be annoying , but a workaround is to open one chart, load the EA etc. and save it as "default.tpl". From this on every time you open a new chart the default-template is loaded (works with craptester also, just save the template as 'tester.tpl' )...

[SteveHopwood]

I think I have found one more little bloop in CalculateStopLoss()

The logics is as follows:

Code: Select all

 if (type == OP_BUY)
   {      
      if (!CloseEnough(StopLoss, 0) ) 
      {
         if (OpenTrades == 0) stop = xyz
          else stop = STACKstuff

The problem is, the function is called by insertstoploss() also. And of course, we do have at least 1 trade open then. So to make sure we treat the right trades, I suggest to have a look to the ordercomment().

V 2c is in post 1 with the fix for the bloop that fxdaytrader spotted.

Marc, when I settled in to look at this, I realised that LookdForTradingOpportunities() was sending stack trades with a stop loss because this is what we needed at the start of BASA's development. Then CountOpenTrads() removes the stop as soon as it discovers there is a stack basket open.

We still need BASA to calculate the sl for stack trades for traders using risk-based lot sizes, so I have left the sl calculation calls and added:

Code: Select all

      //Do not send a sl with a stack trade
      if (TradeComment == StackTradeComment) stop = 0;

at Scite line 1616.

CalculateStopLoss() is now a simplified snippet because we do not need the conditionals to separate Main from Stack trades.

We no longer need StackStopLossDivisor and it would muck up the risk based calculations, so I commented out the extern and deleted references to it where the error messages directed.

Look the code over and see if you can easily adapt it to your multi-trader.

[fxdaytrader]

great, thank you very much Steve.

[SteveHopwood]

I meant to upload the lastest User Guide earlier, but managed instead to upload something irrelevant. My coding machine is turned off now and I am not going to do battle with turning the damn thing on again tonight. Could one of the mods here replace it in post 1, please? If it is the latest then great; if not at least some form of UG is available to newbs and I will sort out the details in the morning.

[fxozgirl]

I meant to upload the lastest User Guide earlier, but managed instead to upload something irrelevant. My coding machine is turned off now and I am not going to do battle with turning the damn thing on again tonight. Could one of the mods here replace it in post 1, please? If it is the latest then great; if not at least some form of UG is available to newbs and I will sort out the details in the morning.

I don't have the most recent version, but have uploaded one from mid September

[SteveHopwood]

I meant to upload the lastest User Guide earlier, but managed instead to upload something irrelevant. My coding machine is turned off now and I am not going to do battle with turning the damn thing on again tonight. Could one of the mods here replace it in post 1, please? If it is the latest then great; if not at least some form of UG is available to newbs and I will sort out the details in the morning.

I don't have the most recent version, but have uploaded one from mid September

Thanks Shelley. I have just replaced it with the most recent one.

Just enjoyed a lovely evening. October in the UK is when the daylight hours shorten dramatically and it can often be a bit miserable at this time of year. This year, we are enjoying a great last blast of summer - kids are still decked out in their summer gear when not in school. The evening temp was balmy enough to allow me to enjoy one more night of sitting in the garden last thing and enjoying a late evening drinkie.

I even saw one of the Hedgehogs I put food down for - doesn't happen often once August has passed.

[fxozgirl]

Thanks Shelley. I have just replaced it with the most recent one.

Just enjoyed a lovely evening. October in the UK is when the daylight hours shorten dramatically and it can often be a bit miserable at this time of year. This year, we are enjoying a great last blast of summer - kids are still decked out in their summer gear when not in school. The evening temp was balmy enough to allow me to enjoy one more night of sitting in the garden last thing and enjoying a late evening drinkie.

I even saw one of the Hedgehogs I put food down for - doesn't happen often once August has passed.

Sounds like a lovely evening...we're moving into Spring here and I'm looking forward to start getting outside more now daylight savings have started.

[fxozgirl]

Shelley, on my experiences this week it looks as though applying Dave's filter at any stage of the evolution to a single Main/Re-entry trade might be a good idea.

So, we have the initial trade. The trading candle moves in the right direction until it closes. Then the next two move in the wrong direction and the third in the sequence (fourth from the trading candle) takes out the SL. Dave's filter never kicks in because the first candle is ok.

Do you have time to look at this and see if you can draw some firm conclusions? Or Dave, have you already done so and concluded that it does not matter because a sufficient number of trades in this position will recover?

Over to you guys.



PS I put this in the wrong thread originally - it was supposed to go here.

I have not had time to analyse this thoroughly, however I have had a preliminary look at a few trades and at this stage I would say we would be worse off...I will have a more thorough look soon, just a bit busy right now.

What I can say definitely right now, is that my live trading account has not had a losing trade since end of August and is up 10% since then

[matrixebiz]

What I can say definitely right now, is that my live trading account has not had a losing trade since end of August and is up 10% since then

Hi fxozgirl, just wondering if your using the EA with your live trading account and if so what settings? or are you manually trading? Thx

[spotdespot]

Shelley, on my experiences this week it looks as though applying Dave's filter at any stage of the evolution to a single Main/Re-entry trade might be a good idea.

So, we have the initial trade. The trading candle moves in the right direction until it closes. Then the next two move in the wrong direction and the third in the sequence (fourth from the trading candle) takes out the SL. Dave's filter never kicks in because the first candle is ok.

Do you have time to look at this and see if you can draw some firm conclusions? Or Dave, have you already done so and concluded that it does not matter because a sufficient number of trades in this position will recover?

Over to you guys.



PS I put this in the wrong thread originally - it was supposed to go here.

I have not had time to analyse this thoroughly, however I have had a preliminary look at a few trades and at this stage I would say we would be worse off...I will have a more thorough look soon, just a bit busy right now.

What I can say definitely right now, is that my live trading account has not had a losing trade since end of August and is up 10% since then

I hadn't looked at this specific situation earlier but I think when price is ranging and a bit directionless (as a lot of pairs are right now pending some kind of resolution of the US government shutdown) then what you are saying may be helpful Steve. However I think in trending markets this might cost us a large portion of any move. It's difficult to prove without more forward testing but perhaps just something to keep an eye on? I will try to go through existing trades and see if there is anything definitive from the data we currently have.

I'm also intrigued by your live setup Shelley as my testing hasn't been going that well!

Cheers,
Dave.