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Holy Graily Bob 'n Dotty
https://www.stevehopwoodforex.com/phpBB3/viewtopic.php?t=4892		 Page 13 of 26
Author:  SteveHopwood [ Mon Nov 28, 2016 5:49 pm ]
Post subject:  Holy Graily Bob 'n Dotty
I have attempted to fix some faulty logic in the latest version. Post one as usual.

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Author:  zyx [ Thu Dec 01, 2016 6:02 pm ]
Post subject:  Holy Graily Bob 'n Dotty
What if I ran Dotty on all the GBP pairs using a basket TP of .25 daily ATR? It seems like at some point throughout the day there is one good push to get a basket to close. And it seems easier to hit small baskets on 8 pairs than a large basket on 1.

The past few days Ive been doing this and it seems ok so far. I have "stop trading" set to true, and I randomly buy or sell to start it off. I'll try just GBP next week.

Is this a stupid idea?
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Author:  tomele [ Thu Dec 01, 2016 6:35 pm ]
Post subject:  Holy Graily Bob 'n Dotty
zyx » 01 Dec 2016, 19:02 wrote:What if I ran Dotty on all the GBP pairs using a basket TP of .25 daily ATR?
Then we would have more data to learn from.
Author:  zyx [ Fri Dec 02, 2016 1:43 pm ]
Post subject:  Holy Graily Bob 'n Dotty
Would it be possible to get a MaxBasketsPerDay feature added? Otherwise my test is going to be pointless. It looks like all pairs closed multiple baskets, but since they just kept trading the DD is twice that of the wins.

Also what does BasketTakeProfit = _: Pipsupl = _ mean in the alert window?
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Author:  tomele [ Fri Dec 02, 2016 3:29 pm ]
Post subject:  Holy Graily Bob 'n Dotty
Hi.

Please check your settings. You must have set a very low basket TP. Hence all the basket closures. If you use a rational size, you dont need MaxBasketsPerDay. Why should you cut profits short at all?

The pips upl are the pips your basket made.
Author:  zyx [ Fri Dec 02, 2016 4:13 pm ]
Post subject:  Holy Graily Bob 'n Dotty
My basket TP wasn't that low...

Grid size:
Timeframe 1 Day
Period 10
Multiplier .5

Basket TP:
PercentofATR .25

The reason I want to cut profits short is so dotty runs as little as possible. Capturing 15% of the 1 day ATR (10) on all GBP pairs is still 195 pips a day. The longer she runs the higher the DD.

I changed my settings to Multiplier 1, and PercentofATR .15. So we'll see if each pair is able to hit a basket each day
Author:  tomele [ Fri Dec 02, 2016 4:44 pm ]
Post subject:  Holy Graily Bob 'n Dotty
zyx » 02 Dec 2016, 17:13 wrote:My basket TP wasn't that low...
1/400th of the standard (TpPercentOfAtrToUse=100.0). Confused percent and factor?
Author:  zyx [ Fri Dec 02, 2016 7:08 pm ]
Post subject:  Holy Graily Bob 'n Dotty
Haha whoops! Those damn decimal points
Author:  SteveHopwood [ Sun Dec 04, 2016 11:39 am ]
Post subject:  Holy Graily Bob 'n Dotty
V 2h is in post 1.

I have needed to explain aspects of the program logic to Thomas to aid bug-hunting. This has been an invaluable exercise because explaining the logic has highlighted flaws.

The latest one is addressed in 2h and concerns full hedging.
  • Imagine an unbalanced position consisting of 3 buys and 15 sells.
  • HGI generates a buy signal.
  • Previously HGBnD would have blindly taken a full-hedge buy trade that equalled up the total of buy and sell lots open.
A fair number of those sells would have been profitable. They would turn into losers if the market continued to rise. The latest version closes as many of the current winners as possible then re-evaluates the need for a full hedge. I imagine that this will cut them down dramatically.

If the overall sell position was in cash profit, then HGBnD will close them all. If not, some will be left behind. The buy stops that HGBnD placed as the market fell will start to fill and eventually the position will close at our hedged take profit point. If the market falls, then the sells will turn profitable.

The idea is to allow HGBnD to function normally as much as possible and avoid getting stuck in too many fully-hedged positions. We shall have to see if this is successful.

I am about to upload fresh versions of the other flavours of Dotty that implement full hedging. Any logic or coding flaws that emerge here will also be present in them.

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Author:  SteveHopwood [ Sun Dec 04, 2016 3:54 pm ]
Post subject:  Holy Graily Bob 'n Dotty
I have written a user guide - post 1.

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