Zennor » Thu Jun 14, 2018 9:37 am wrote:In the same vein as Redboros post regarding positive and negative spreads, when restricting the MaxPairsAllowed maybe a currency filter could be added. Say for example you set MaxPairsAllowed to 4 and the first four trades are all EUR and the EUR does a U-turn you will not have any other currency pair to counter the negative DD you get.

So maybe a MaxPairsAllowed by symbol could be added?

For example, you set MaxPairsAllowed to say 4 and MaxPairsAllowed by Symbol to 1 then it will only ever open one set of grid trades per currency, say the EUR for example, up to a max of 4 different currencies. This may help to prevent being too heavily weighted on one currency pair and give you a more even spread of currencies.

SteveHopwood » Thu Jun 14, 2018 7:21 pm wrote:

Redboros » Thu Jun 14, 2018 5:32 am wrote:Hello Steve and Peter:

Regarding the filter OnlyTradePositiveSwap=true, I like Steve idea to convert or add a new filter defined by value, for example OnlyTradeSwap >= -7.00 (the usual comission for a round lot as a baseline).

It also could be applied to the independet (CAD/AUD/NZD)PairsPositiveOnly.

Regards,

Redboros

That is a good idea. I shall add it.

//extern bool    Trade1PositiveSwapTradesOnly=true;
extern double  Trade1MinSwapToTrade= -5.0;


   //Look for a sell.
   if (MarketSellsCount == 0)//LookForTradingOpportunities() is for the starting trade only
      if (MarketDirection[pairIndex] == shortdirection) //Market must be falling from a PH.
         if (SixthsTradingStatus[pairIndex] == tradableshort)//And must be in the trading area.
            if (TradeShort)//User can control the trading direction
               //--**--
               //if (!PositiveSwapOnly[pairIndex] || shortSwap > 0)
               if (shortSwap >= MinSwapToTrade[pairIndex])
                  if (BrokerAllowsHedging || MarketBuysCount == 0)//Either 'hedging' is allowed or there are no market buys open. See note below.
                  {
                     SendShort = true;
                  }//if (BrokerAllowsHedging || MarketBuysCount == 0)//Either 'hedging' ios allowed or there are no market buys open. See note below.
               
   //Look for a buy.
   if (MarketBuysCount == 0)//LookForTradingOpportunities() is for the starting trade only
      //--**-- Redundant
      //if (!PositiveSwapOnly[pairIndex] || longSwap >= 0)   
         if (MarketDirection[pairIndex] == longdirection) //Market must be rising from a PL.
            if (SixthsTradingStatus[pairIndex] == tradablelong)//And must be in the trading area.
               if (TradeLong)//User can control the trading direction
                  //--**--
                  //if (!PositiveSwapOnly[pairIndex] || longSwap > 0)
                  if (longSwap >= MinSwapToTrade[pairIndex])
                     if (BrokerAllowsHedging || MarketSellsCount == 0)//Either 'hedging' is allowed or there are no market buys open. See note below.
                     {
                        SendLong = true;
                     }//if (BrokerAllowsHedging || MarketBuysCount == 0)//Either 'hedging' ios allowed or there are no market buys open. See note below.

Yannis » Fri Jun 15, 2018 4:05 pm wrote:After the problem with IPs been blocked because of "hyper trading" EAs, I am making sure I always have the last version running, and always have a look at the expert's tab and the logs to check the 'traffic'
As I got back home a while ago, I just saw SPB starting placing pending orders, then removing them, then placing them again and so on.
This did not happen since last Monday when I started that new demo until this morning when I last checked.
That led me to re-check again my inputs, and I saw that I had changed the default "FridayCloseAllHour=20", to 18, and after looking at the logs, I saw that this non-stop process started indeed at 18.00 broker time.
To verify that this was the source of the problem, I changed back that input to 20, and the EA got back to normal.
I don't know if it is a bug in the code or if I messed up my inputs, I went into them many times, but I am not finding out the reason that could cause that issue, if I may ask for another trained eye to have a quick peek at the settings, I would be much obliged.

int h = TimeHour(TimeLocal());

   if ((d == 5 && h >= FridayCloseAllHour) || (d == 6 && h >= SaturdayCloseAllHour))
   {
      return(false);
   }//if ((day == 5 && hour >= FridayCloseAllHour) || (day == 6 && hour >= SaturdayCloseAllHour))

bool SundayMondayFridayStuff()
{

   //Friday/Saturday stop trading hour
   int d = TimeDayOfWeek(TimeLocal());
   int h = TimeHour(TimeLocal());
   
   if ((d == 5 && h >= FridayCloseAllHour) || (d == 6 && h >= SaturdayCloseAllHour))
   {
      return(false);
   }//if ((day == 5 && hour >= FridayCloseAllHour) || (day == 6 && hour >= SaturdayCloseAllHour))
   
   if (d == 5)
      if (h >= FridayStopTradingHour)
         if (OpenTrades == 0)
            return(false);
         
   if (d == 4)
      if (!TradeThursdayCandle)
         return(false);
        
   
   if (d == 6)
      if (h >= SaturdayStopTradingHour)
         return(false);
  
   //Sunday candle
   if (d == 0)
      if (!TradeSundayCandle)
         return(false);
         
   //Monday start hour
   if (d == 1)
      if (h < MondayStartHour)      
         return(false);
         
   //Got this far, so we are in a trading period
   return(true);      
   
}//End bool  SundayMondayFridayStuff()

1of3 » Fri Jun 15, 2018 6:08 pm wrote:
Hello All,

I stepped through the code and I know why this is happening. The SundayMondayFridayStuff function is not taking into account the friday close all hour if pendings still exist or have just been closed.

To fix this, add my additional code, just after the following line in the SundayMondayFridayStuff function.

Code: Select all

int h = TimeHour(TimeLocal());

Add this additional code.

Code: Select all

   if ((d == 5 && h >= FridayCloseAllHour) || (d == 6 && h >= SaturdayCloseAllHour))
   {
      return(false);
   }//if ((day == 5 && hour >= FridayCloseAllHour) || (day == 6 && hour >= SaturdayCloseAllHour))

Or just copy paste this code over the whole SundayMondayFridayStuff function to replace it.

Code: Select all

bool SundayMondayFridayStuff()
{

   //Friday/Saturday stop trading hour
   int d = TimeDayOfWeek(TimeLocal());
   int h = TimeHour(TimeLocal());
   
   if ((d == 5 && h >= FridayCloseAllHour) || (d == 6 && h >= SaturdayCloseAllHour))
   {
      return(false);
   }//if ((day == 5 && hour >= FridayCloseAllHour) || (day == 6 && hour >= SaturdayCloseAllHour))
   
   if (d == 5)
      if (h >= FridayStopTradingHour)
         if (OpenTrades == 0)
            return(false);
         
   if (d == 4)
      if (!TradeThursdayCandle)
         return(false);
        
   
   if (d == 6)
      if (h >= SaturdayStopTradingHour)
         return(false);
  
   //Sunday candle
   if (d == 0)
      if (!TradeSundayCandle)
         return(false);
         
   //Monday start hour
   if (d == 1)
      if (h < MondayStartHour)      
         return(false);
         
   //Got this far, so we are in a trading period
   return(true);      
   
}//End bool  SundayMondayFridayStuff()

John

Wavegarrick » Fri Jun 15, 2018 4:47 pm wrote:Hi Guys,

I am quite happy with the way SPB performed this week. Hairy scary moments with all the news events this week and some serious drawdown but SPB was able to recover quick with an overall drawdown of 3%. I am happy with this .

So far my best performing Ea in the slopey family and also on Fx testify.

All the best for the new week.

Cheers
Leon