Once Upon A Timeframe

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Radar
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Once Upon A Timeframe

Post by Radar »

Hey Gang,

Another bugfix in post 1, plus added alerts for basket breakeven. I'll add alerts for basket closure with the next fix (there's bound to be one :( )

Have fun!

Radar =8^)
Check out my new, (well, old now), manual trade & automatic scale-in manager,
StackManV2
AGT
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Once Upon A Timeframe

Post by AGT »

So - any good results here ?
Using the formerly version 1j - this one wasn't doing the best for me ... :uff:
Is the new version doing a better job ?
Anyone else here with trading results ?
AnotherBrian

Once Upon A Timeframe

Post by AnotherBrian »

Hi Radar;

Great idea, promoting through time frames. This concept is interesting and I couldn't stop wondering how it could be applied to other trading entry methods.

I was initially drawn here by the Once a Month concept, and I was drawn there because I'm looking for a long term system to add to my arsenal. This idea is great in that you can have it act as your short term, medium term and long term system if you want to set it up like that, or not. There is great profit to be had in runners.

So, I'm going to run this on my GP demo so I can understand it a little more. Are you still wanting bug finders? If so, I'll load it up 4 times, the 3 below plus one let loose to trade.

To test this, please run 3 instances for now, as it will help pinpoint any kinks in the pipes.
Instance 1: Enable OAD. Disable OAW & OAM. Set everything else as you wish.
Instance 2: Enable OAW. Disable OAD & OAM. Set everything else as you wish.
Instance 3: Enable OAM. Disable OAD & OAW. Set everything else as you wish.
Give each instance their own MagicNumber, as it is used when rebuilding the arrays on re-init.
Radar
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Location: Round the bend ;)

Once Upon A Timeframe

Post by Radar »

Hey AGT,
AGT » Sat Aug 16, 2014 10:07 pm wrote:So - any good results here ?
Using the formerly version 1j - this one wasn't doing the best for me ... :uff:
Is the new version doing a better job ?
Anyone else here with trading results ?
You'll have better luck with the current OUATF than with OAD_with_MTFTM... I'd recommend using the trading hours Steve uses for the 3 original EA's, (adjusted for your timezone), as the OOTB settings are relics from my testing of the workings of different aspects of the EA, (bug-hunting, etc).

Have fun!

Radar =8^)
Check out my new, (well, old now), manual trade & automatic scale-in manager,
StackManV2
Radar
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Posts: 437
Joined: Fri Mar 23, 2012 5:39 pm
Location: Round the bend ;)

Once Upon A Timeframe

Post by Radar »

Hey AnotherBrian,
AnotherBrian » Sat Aug 16, 2014 11:23 pm wrote:Hi Radar;

Great idea, promoting through time frames. This concept is interesting and I couldn't stop wondering how it could be applied to other trading entry methods.


Thanks :) I've had the idea floating around in my head for a few years now (it was one of the first things I'd posted about when I joined here), but I wasn't able to code it until late last year... Then we had the great upheaval (up/down-grade), which took me a few months to get used to.

You can apply it to any (and as many) entry method(s) you like, as long as they don't require a TP ;)

In my first attempt at making a multi-timeframe system, I used a single function to switch between timeframes to set up both the entry conditions, and trade management parameters, which was ok, but when it came to combining these three EA's into one, I found it easier to use one switching function for individual trade management, and another for entries and basket management.

I'll revisit my first attempt, and modify it, now that I've learnt a bit more, and eventually post it in Coders' Hangout :)
So, I'm going to run this on my GP demo so I can understand it a little more. Are you still wanting bug finders? If so, I'll load it up 4 times, the 3 below plus one let loose to trade.

To test this, please run 3 instances for now, as it will help pinpoint any kinks in the pipes.
Instance 1: Enable OAD. Disable OAW & OAM. Set everything else as you wish.
Instance 2: Enable OAW. Disable OAD & OAM. Set everything else as you wish.
Instance 3: Enable OAM. Disable OAD & OAW. Set everything else as you wish.
Give each instance their own MagicNumber, as it is used when rebuilding the arrays on re-init.
I'm always looking for bug-hunters, thanks :) There's only so much that can be tested in the slacktester :(

Have fun!

Radar =8^)
Check out my new, (well, old now), manual trade & automatic scale-in manager,
StackManV2
Radar
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Posts: 437
Joined: Fri Mar 23, 2012 5:39 pm
Location: Round the bend ;)

Once Upon A Timeframe

Post by Radar »

Hey Gang,

Finally got the Basket Management & Stats to work and update correctly... :party: Soo many noobie coding mistakes were hiding in there :oops: Was off work for a few days, so had plenty of time to hunt them down and correct them :)

Added new functionality & settings for OAD & OAW...
We now have the ability to choose whether to force OAD and/or OAW to follow the Monthly direction, (Not OAM's direction)...

How it works...
During the Daily/Weekly Open Hour, we check where price is in relation to the Monthly Open to find the current monthly direction, as well as checking where price is in relation to the Weekly Open to determine the current weekly direction... From there, the following setting determines what we do...

(D/W)1_TradeSignalChoice = ?
0 (Zero) = Trade according to the Current Weekly direction (the original OAD trades this way). Ignores Current Monthly direction.

1 = As above, until OAM Open Time, from that point we compare Current Weekly & Current Monthly directions... Enter trade if they are the same.

2 = Only enter trades during OAM trading days, comparing Current Weekly & Current Monthly (Not current OAM) directions... Enter trade if they agree.

Update is in post 1...

Have fun!

Radar =8^)
Check out my new, (well, old now), manual trade & automatic scale-in manager,
StackManV2
AnotherBrian

Once Upon A Timeframe

Post by AnotherBrian »

Demo is running here
(I called it "Promoter")

http://www.myfxbook.com/members/Another ... er/1002034

Set file attached. I didn't spend much time going over the settings and what they mean, took a quick look and set it up. Radar, if you want anything changed in the setting let me know.

I only have space for the one instance.


Set file contents;


PairsToTrade=AUDCAD,AUDCHF,AUDNZD,AUDJPY,AUDUSD,CADCHF,CADJPY,CHFJPY,EURAUD,EURCAD,EURCHF,EURGBP,EURNZD,EURJPY,EURUSD,GBPCHF,GBPJPY,GBPUSD,NZDUSD,NZDJPY,USDCAD,USDCHF,USDJPY
Lot=0.01
IsGlobalPrimeOrECNCriminal=true
MaxSlippagePips=5
PT1=Promote Trades Through TimeFrames
PT2=Individual Trade Management Module
PT3=will only work if PromoteTrades is enabled
PromoteTrades=true
MagicNumber=795
ao1=If false, OAW will loop round OnTick twice a second rather than waiting for every tick.
AlwaysOn=true
DS=-=-=Display Settings=-=-
EnableLargeFont=false
MainFont=Times
MainFontSize=12
StatsFont=New Roman
StatsFontSize=12
ShowPairInfo=false
ShowTradingChoices=true
DisplayGapSize=30
se1=-------------------------------------------
tmm1=----Trade Management Module----
tmm2=----For Individual Trades----
atr=----ATR----
AtrPeriod=14
SL1=SLMultiplier uses the Daily ATR for OAD
SL2=SLMultiplier uses the Weekly ATR for OAW
SL3=SLMultiplier uses the Monthly ATR for OAM
SLMultiplier=2.0
BE1=Break even settings
BE2=For Individual Trades
xATR_2=BreakEvenMultiplier & BreakEvenProfitMultiplier
xATR_3=are Multipliers of the...
xATR_4=Hourly ATR for OAD
xATR_5= 4-Hourly ATR for OAW
xATR_6=Daily ATR for OAM
BreakEvenMultiplier=3.0
BreakEvenProfitMultiplier=0.5
JSL1=Jumping stop loss settings
JSL2=For Individual Trades
xATR_7=JumpingStopMultiplier multiplies the
xATR_8=ATR's for the H1 through to the MN1,
xATR_9=depending on which TF trades are currently managed on
JumpingStopMultiplier=3.0
AddBEP=false
JumpsBeforeExport=2
se51= -=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-
D1S=Daily Entry Settings
Enable_OAD=true
D1_TradeComment=OAD
d1tsc1=Trade only in Monthly Direction, or not?
d1tsc2=0 (Zero) - Trade Own Direction Only.
d1tsc3=1 - Trade Own Direction until Monthly Direction is set,
d1tsc4= Then trade Monthly Direction Only.
d1tsc5=2 - Only trade Monthly Direction.
D1_TradeSignalChoice=1
MTMP=Market must have move this far away from weekly open to allow a trade.
MinimumTradableMovementPips=20
ins2=Use your own local time for open/close hours.
TradeMonday=true
MondayTradeOpenHour=8
MondayTradeCloseHour=16
sep1=----
TradeTuesday=true
TuesdayTradeOpenHour=8
TuesdayTradeCloseHour=16
sep2=----
TradeWednesday=true
WednesdayTradeOpenHour=8
WednesdayTradeCloseHour=16
sep3=----
TradeThursday=true
ThursdayTradeOpenHour=8
ThursdayTradeCloseHour=16
sep4=----
TradeFriday=false
FridayTradeOpenHour=8
FridayTradeCloseHour=16
sep6=------------------------------------------
D1BS=Daily Basket Management Module
d1_CPT=Close the trade at this many dollars profit. Zero input turns this off.
D1_CashProfitTarget=0.0
d1_CPTPT1=This is multiplied by OrdersTotal() to create a dynamic take profit...
d1_CPTPT2=Zero value disables this function.
D1_CashProfitTargetPerTrade=1.0
d1csl=Daily Basket Cash SL
D1_Basket_CashStopLoss=0.0
D1_Basket_CashStopLossPerTrade=3.0
d1bbe=Daily Basket BreakEven
D1_Basket_BreakEvenProfitCash=0.0
D1_Basket_BreakEvenProfitCashLock=0.0
D1_Basket_BreakEvenProfitCashPerTrade=5.0
D1_Basket_BreakEvenProfitCashLockPerTrade=1.0
d1jsl=Daily Basket Jumping stop loss
D1_Basket_JumpingStopCash=0.0
D1_Basket_JumpingStopCashPerTrade=5.0
se61= -=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-
W1S=Weekly Entry Settings
Enable_OAW=true
W1_TradeComment=OAW
w1tsc1=Trade only in Monthly Direction, or not?
w1tsc2=0 (Zero) - Trade Own Direction Only.
w1tsc3=1 - Trade Own Direction until Monthly Direction is set,
w1tsc4= Then trade Monthly Direction Only.
w1tsc5=2 - Only trade Monthly Direction.
W1_TradeSignalChoice=1
ins1=Sunday = 0; Tuesday = 2; Friday = 5
DayToOpenTrades=2
ins3=Use your own local time.
HourToOpenTrades=8
DayToCloseTrades=5
W1_HourToCloseTrades=16
sep62=------------------------------------------
W1BS=Weekly Basket Management Module
w1_CPT=Close the trade at this many dollars profit. Zero input turns this off.
W1_CashProfitTarget=0.0
w1_CPTPT1=This is multiplied by OrdersTotal() to create a dynamic take profit.
w1_CPTPT2= Zero value disables this function.
W1_CashProfitTargetPerTrade=1.0
w1csl=Weekly Basket Cash SL
W1_Basket_CashStopLoss=0.0
W1_Basket_CashStopLossPerTrade=3.0
w1bbe=Weekly Basket BreakEven
W1_Basket_BreakEvenProfitCash=0.0
W1_Basket_BreakEvenProfitCashLock=0.0
W1_Basket_BreakEvenProfitCashPerTrade=5.0
W1_Basket_BreakEvenProfitCashLockPerTrade=1.0
w1jsl=Weekly Jumping stop loss
W1_Basket_JumpingStopCash=0.0
W1_Basket_JumpingStopCashPerTrade=5.0
sep68= -=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-
tdc=---- Monthly Trading time inputs----
Enable_OAM=true
MN1_TradeComment=OAM
std=This is the day number relative to the start day of the MN1 candle. Ignores weekends.
SendTradesDay=7
ins21=Use your broker time for open/close hours.
SendTradesHour=10
ctd=This is the day number relative to the start day of the MN1 candle. Ignores weekends.
CloseTradesDay=20
CloseTradesHour=18
sep9=----------------------------------------------------------------
pts=----Swap filter----
CadPairsPositiveOnly=true
AudPairsPositiveOnly=true
NzdPairsPositiveOnly=true
OnlyTradePositiveSwap=true
sep63=------------------------------------------
MN1BS=Monthly Basket Management Module
mn1_CPT=Close the trade at this many dollars profit. Zero input turns this off.
MN1_CashProfitTarget=0.0
mn1_CPTPT1=This is multiplied by OrdersTotal() to create a dynamic take profit.
mn1_CPTPT2= Zero value disables this function.
MN1_CashProfitTargetPerTrade=1.0
mn1csl=Monthly Basket Cash SL
MN1_Basket_CashStopLoss=0.0
MN1_Basket_CashStopLossPerTrade=3.0
mn1bbe=Monthly Basket BreakEven
MN1_Basket_BreakEvenProfitCash=0.0
MN1_Basket_BreakEvenProfitCashLock=0.0
MN1_Basket_BreakEvenProfitCashPerTrade=5.0
MN1_Basket_BreakEvenProfitCashLockPerTrade=1.0
mnjsl=Monthly Jumping stop loss
MN1_Basket_JumpingStopCash=0.0
MN1_Basket_JumpingStopCashPerTrade=5.0
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Radar
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Posts: 437
Joined: Fri Mar 23, 2012 5:39 pm
Location: Round the bend ;)

Once Upon A Timeframe

Post by Radar »

Hey AB,

Thanks for that :)

You might want to change your Open/Close times, though, as the OOTB ones are from Steve's original EA's, and are generally based around London open... It looks like yours will be opening some time around NY open.

I'm finding it quite a balancing act to both promote trades, and still get the baskets to close in profit (or a small enough loss for the promoted trades to cover it, and still put some readies in my pocket), but that's me... I've always been crap at picking the right EA settings :arrrg:

Have fun!

Radar =8^)
Check out my new, (well, old now), manual trade & automatic scale-in manager,
StackManV2
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rapple
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Location: Sydney, Australia

Once Upon A Timeframe

Post by rapple »

Hi Anotherbrain

I also noted that your set file had OAD, OAW and OAD all equal to true.

I believe that you can only have one set to true on separate charts?

Kind regards Rapple
AnotherBrian

Once Upon A Timeframe

Post by AnotherBrian »

rapple » Wed Aug 20, 2014 10:02 pm wrote:Hi Anotherbrain

I also noted that your set file had OAD, OAW and OAD all equal to true.

I believe that you can only have one set to true on separate charts?

Kind regards Rapple
OK - Didn't have much time to read all the set-up instructions so thanks for pointing that out.
I've enabled OAD and turned others to false. I believe this will enter daily and then promote as profit grows?
I hope to read this entire thread this weekend or next week.
Is there an idiot check for this error in the code? (yes, I think I just called myself....)
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