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Bob and Jem and Shelley's Pivot Basket auto-trader
https://www.stevehopwoodforex.com/phpBB3/viewtopic.php?t=658		 Page 17 of 28
Author:  quanttraderjoe [ Thu Jul 12, 2012 7:57 am ]
Post subject:  Re: Bob and Jem and Shelley's Pivot Basket auto-trader
Steve n the guys,

this ea's concept is great...but i experienced some issue with non-stop opening n closing of trades.

yesterday i put version 1g on demo...most parameters default except min percent to 10 and add to basket true, endlessloop false and sleep after basket at 1minute.

the trades that were open were in accordance to the rules..but couple of hours later..at 1200 broker time, the ea put in 45 orders or eurcad n cadchf..each order closed in a second so total loss was a few hundred pips in 1 minute. the non-stop opening/closing ended at 1201.

any idea how i can prevent this Steve? thanks again.
Author:  Zypip [ Thu Jul 12, 2012 8:10 am ]
Post subject:  Re: Bob and Jem and Shelley's Pivot Basket auto-trader
feucht wrote:Thanks zypip, your settings are basically identical to mine. Strange that I am not seeing as many trades as you. I am now using the LoadHistory script you mentioned to make sure I have as much history as possible, and will see if that makes any difference. I am currently seeing 8 pairs listed, only 1 tradeable (EG).
Hi Feucht,

From what you are saying I can conclude the following:

1. the EA is not frozen
2. the EA is getting the slope and pivot alignments alright
3. the EA detects "some" retracements to the DP except that it does not so as often as the rest of us.

Conclusion: this may be "an issue" with your crim's data used to calculate pivots or that you don't have enough history for all the pairs the EA is monitoring.

Again, there are far more talented people around here who may know better why the trading frequency of your EA instance is lower than others. With my own limited knowledge I am afraid that is all I can do. Sorry.

Zyp
Author:  Zypip [ Thu Jul 12, 2012 8:12 am ]
Post subject:  Re: Bob and Jem and Shelley's Pivot Basket auto-trader
quanttraderjoe wrote:Steve n the guys,

this ea's concept is great...but i experienced some issue with non-stop opening n closing of trades.

yesterday i put version 1g on demo...most parameters default except min percent to 10 and add to basket true, endlessloop false and sleep after basket at 1minute.

the trades that were open were in accordance to the rules..but couple of hours later..at 1200 criminal time, the ea put in 45 orders or eurcad n cadchf..each order closed in a second so total loss was a few hundred pips in 1 minute. the non-stop opening/closing ended at 1201.

any idea how i can prevent this Steve? thanks again.
Just a thought. Have you tried to set the sleep mode to sth other than 1min, say OOTB?

Zyp
Author:  rewand [ Thu Jul 12, 2012 9:41 am ]
Post subject:  Re: Bob and Jem and Shelley's Pivot Basket auto-trader
quanttraderjoe wrote:Steve n the guys,

this ea's concept is great...but i experienced some issue with non-stop opening n closing of trades.

yesterday i put version 1g on demo...most parameters default except min percent to 10 and add to basket true, endlessloop false and sleep after basket at 1minute.

the trades that were open were in accordance to the rules..but couple of hours later..at 1200 criminal time, the ea put in 45 orders or eurcad n cadchf..each order closed in a second so total loss was a few hundred pips in 1 minute. the non-stop opening/closing ended at 1201.

any idea how i can prevent this Steve? thanks again.
Same issue as many of us had with 10.2 autotrader EA. So one fix can fix two EAs : )
Author:  magdelen [ Thu Jul 12, 2012 12:10 pm ]
Post subject:  Re: Bob and Jem and Shelley's Pivot Basket auto-trader
Steve n the guys,

this ea's concept is great...but i experienced some issue with non-stop opening n closing of trades.

yesterday i put version 1g on demo...most parameters default except min percent to 10 and add to basket true, endlessloop false and sleep after basket at 1minute.

the trades that were open were in accordance to the rules..but couple of hours later..at 1200 criminal time, the ea put in 45 orders or eurcad n cadchf..each order closed in a second so total loss was a few hundred pips in 1 minute. the non-stop opening/closing ended at 1201.

any idea how i can prevent this Steve? thanks again.
Top
I would imagine the problem lies with you changing the sleep paramater to 1 min, you are not giving it enough time to loop through the trades, try setting the sleep to a more reasonable 30 minutes and work from there.
Author:  quanttraderjoe [ Thu Jul 12, 2012 12:49 pm ]
Post subject:  Re: Bob and Jem and Shelley's Pivot Basket auto-trader
hello Zypip n Magdelen,

thanks for your suggestions! will try it with 30mins sleep n see how it goes. appreciated!
Author:  SteveHopwood [ Thu Jul 12, 2012 3:58 pm ]
Post subject:  Re: Bob and Jem and Shelley's Pivot Basket auto-trader
Version 1i is in post 1.

Those rapidly opening and closing trades were caused by LUC throwing a party - AllowAdditionsToBasket was the culprit.

Trading the basket as Jem specified, at the start of a candle bjs would look back two candles and see if it closed below the DP. Then it would look at the close 1 candle ago, and if this was above the DP and all the rest lined up, would send a buy trade.

AllowAdditionsToBasket means that a trade can be sent at any point during the current candle. So, if bjs spotted the above trading opportunity, it sent the trade. If the market is currently below the DP, it will spot this, think, "Aha. I need to close this trade" and close it. Then send it again at the next tick.....

I have added a new input, OnlyAddToOpenBasket: this combines with AllowAdditionsToBasket but will only allow additional trades once there is a basket in place. if 'true', it will not allow the basket to start at all until the required percentage of crosses have taken place.

I have added a chart-bar total check. From post 1:
Chart bar count
It is essential to the Slope calculation that there are sufficient bars in your chart history. Go to viewtopic.php?f=5&t=597, download and run the script you find there.

BJS cycles through your trade pair list at startup, and checks that each chart has at least 100 bars (does not check the MN1 chart). If it finds a chart with insufficient bars, it shows a screen message telling you to carry out the step in the previous paragraph.

:D
Author:  garyfritz [ Thu Jul 12, 2012 4:04 pm ]
Post subject:  Re: Bob and Jem and Shelley's Pivot Basket auto-trader
Sounds good, Steve.

BTW I found Matt's ForceLoadHistory script didn't get much history in some cases -- e.g. only 12 bars for H4 on all pairs. I had to do the manual "hold down HOME key" trick to fill in my history.

I just brought up an Cowboy IBFX demo and used the LoadHistory script -- can't remember where it first got posted -- which essentially automates the "hold down HOME key" operation on all TFs and all pairs. Seems to work a treat and it pulls all the data your crim is willing to give.
Author:  SteveHopwood [ Thu Jul 12, 2012 5:03 pm ]
Post subject:  Re: Bob and Jem and Shelley's Pivot Basket auto-trader
garyfritz wrote:Sounds good, Steve.

BTW I found Matt's ForceLoadHistory script didn't get much history in some cases -- e.g. only 12 bars for H4 on all pairs. I had to do the manual "hold down HOME key" trick to fill in my history.

I just brought up an Cowboy IBFX demo and used the LoadHistory script -- can't remember where it first got posted -- which essentially automates the "hold down HOME key" operation on all TFs and all pairs. Seems to work a treat and it pulls all the data your crim is willing to give.
Nice one Gary.

1j is in post one, but if you already downloaded 1i, you don't need the new one. All it does is display a different message if bjs finds a chart with insufficient bars.

:D
Author:  garyfritz [ Thu Jul 12, 2012 10:15 pm ]
Post subject:  Re: Bob and Jem and Shelley's Pivot Basket auto-trader
garyfritz wrote:Seems to work a treat and it pulls all the data your crim is willing to give.
I might have been a little generous on that. While it does seem to work really well, it gives up a bit too easily. E.g. my M1 charts loaded over 7000 candles -- but, whoopee, that's about 1 week. If I manually hit HOME on the M1 chart I can get it to load more.

It looked at the code and it seems like it's hitting HOME plenty, but I don't understand some of the exit conditions. I don't know how to make it more persistent so it really does load all that's available. For now I'm just running it several times. Even the first run seems to give enough history to work fine for EA testing, good TMA/CSS history, etc.

Maybe one of the experts with Windoze API experience will take a look at it and make it a bit smarter...
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