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Gridtrading from daily open
https://www.stevehopwoodforex.com/phpBB3/viewtopic.php?t=4666		 Page 17 of 37
Author:  SteveHopwood [ Tue Apr 12, 2016 3:09 pm ]
Post subject:  Gridtrading from daily open
GW V 1a is in post 1, with a fix for a logic bloop that Bruster just pointed out to me. There could be orphaned trades left lying around after a closure.

Dead easy fixes to make yourselves. Go to line 21, which is a blank line. Copy:
#define AllTrades 10 //Tells CloseAllTrades() to close/delete everything

Then go to line 3202 and change:
ShouldTradesBeClosed();

to

CloseAllTrades(AllTrades);

The code block will look like this:

Code: Select all

   if (ForceTradeClosure) 
   {
      CloseAllTrades(AllTrades);
      return;
   }//if (ForceTradeClosure)
:xm:
Author:  Gertje [ Tue Apr 12, 2016 4:30 pm ]
Post subject:  Gridtrading from daily open
Update.
Trading 27 pairs with ADR1 for the grid of 10 trades in both directons.
20 closed today, 7 still left.

Banked 1124 pips, over $100 in cash (demo), that's over 10% of the starting balance of the account. :yahoo:
Greedy Wotsit.png
I love it when a plan comes together! (Hannibal from the A-team )
Author:  Gertje [ Tue Apr 12, 2016 4:40 pm ]
Post subject:  Gridtrading from daily open
kayaktri » Tue Apr 12, 2016 2:57 pm wrote:
Gertje,

I may have not clearly stated my hypothesis in the post above, but my intention was to provide an example where one could have a mechanism to reduce the number of winning trades required to close out a basket in times where price was ranging. As with the current EA, no losses will be taken prior to the basket closing. I am sure there are much smarter people here that can come up with an even better solution than I in this endeavor.

Reading your quote above, I understand you are not bothered by DD, but are bothered with margin. If DD is kept small, margin issues are less likely.

In looking at your example #3 in the quote above, the reason why it requires 9 winners to close the basket is because you are 'dragging' 3 losers against you when you finally head in the direction of the trend. In my example, you would only be 'dragging' one loser against you, hence it would take fewer winners to close out your basket. The current EA holds onto the DD until the basket is closed, and my example does the same. The only difference would be how many losing trades you carry in the basket.

Thank you for your consideration, and I will let this go unless further interest arises by you. I appreciate your contribution.
Kayaktri,

If you can try this manually on demo and proof it's worth while, everybody here will follow you like a dog follows the sheperd.
Point is, how to automate it.

Of course I thought of ways to reduce DD, but the thing is that nobody knows which way the market turns.
Author:  krzysiekqq2 [ Tue Apr 12, 2016 6:03 pm ]
Post subject:  Gridtrading from daily open
Hi, I just want to share my results with GW confirming Gertje results. I use local ECN broker and GW is run on Demo. I modified GW to add Global profit automaticly calculated based on ATR. Best results today were with Global Profit set 0.4ATR, 1D, 10D Period with lowest DD, I run 6 pairs.
Thinking to start on real account next week.
Cheers,
Krzysiek
Author:  Maximilian [ Tue Apr 12, 2016 7:25 pm ]
Post subject:  Gridtrading from daily open
krzysiekqq2 » Tue Apr 12, 2016 6:03 pm wrote:Hi, I just want to share my results with GW confirming Gertje results. I use local ECN broker and GW is run on Demo. I modified GW to add Global profit automaticly calculated based on ATR. Best results today were with Global Profit set 0.4ATR, 1D, 10D Period with lowest DD, I run 6 pairs.
Thinking to start on real account next week.
Cheers,
Krzysiek
Do you mind sharing your mod?
:good:
Cheers, Max
Author:  SteveHopwood [ Tue Apr 12, 2016 7:54 pm ]
Post subject:  Gridtrading from daily open
Maximilian » Tue Apr 12, 2016 7:25 pm wrote: Do you mind sharing your mod?
:good:
Cheers, Max
I am going to intervene here and ask krzysiekqq2 to do so in a separate thread should he chose to do share his mod.

Threads become confused very quickly if different people are uploading different versions of an EA.

krzysiekqq2, should you wish to start a new thread with your version, I will link it in my post 1 edit so that it is not ignored. Send me a pm with a link should you decide to do so.

:xm:
Author:  SteveHopwood [ Tue Apr 12, 2016 8:25 pm ]
Post subject:  Gridtrading from daily open
V 1b is in post 1. Adds to the earlier fix.

I was about to pour myself an extra libation (boy o boy but I have been celebrating since closing down those HGBnG trades) and the thought popped into my mind that I had left something out after Bruster pointed out the logic bloop I fixed earlier. Wonderful thingy the mind, when left to do its own stuff without interference from a lunatic.

Making fixes yourselves? Good for you. I thoroughly approve. :clap: :clap: :clap: :clap: Not making your own fixes yet? Booooooooooooooo

Copy this over the top of line 1711:

Code: Select all

         if (OrderType() != type) 
            if (type != AllTrades)
               continue;
Those of you making these minor fixes for yourselves will be starting to get a feel for this coding business and might even understand the meaning of the code. Feel free to ask if not. Enjoy yourselves. You cannot do any harm.

:xm:
Author:  Maximilian [ Tue Apr 12, 2016 8:33 pm ]
Post subject:  Gridtrading from daily open
SteveHopwood » Tue Apr 12, 2016 7:54 pm wrote:
Maximilian » Tue Apr 12, 2016 7:25 pm wrote: Do you mind sharing your mod?
:good:
Cheers, Max
I am going to intervene here and ask krzysiekqq2 to do so in a separate thread should he chose to do share his mod.

Threads become confused very quickly if different people are uploading different versions of an EA.

krzysiekqq2, should you wish to start a new thread with your version, I will link it in my post 1 edit so that it is not ignored. Send me a pm with a link should you decide to do so.

:xm:
:good:
Author:  kayaktri [ Tue Apr 12, 2016 8:37 pm ]
Post subject:  Gridtrading from daily open
If you can try this manually on demo and prove it's worth while....



Gertje,

Sounds Good,

Lets let GW run on its current trajectory and then we can revisit this aspect later if necessary.

Thank you
Author:  SteveHopwood [ Tue Apr 12, 2016 10:03 pm ]
Post subject:  Gridtrading from daily open
pipstar » Tue Apr 12, 2016 9:54 pm wrote:
Hi Gertje,

Which of your previously posted sets is the set ADR1, please? If it has not been previously posted, please post it here.
You wouldn't care to do some thinking for yourself, would you? Idiots do not tend to do well when trading Forex. Clearly you are a dimwit, and your best interests are served by following something less financially dangerous.

Like betting on Newt races.

:xm:
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