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White Box Slope
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Author:  SteveHopwood [ Fri Aug 03, 2012 11:37 pm ]
Post subject:  Re: White Box Slope

fxozgirl wrote:Steve, I set this EA a couple of days ago which has taken 3 trades so far, no pending orders, nothing closed yet.

But, I have been running WB only on Slopey Beast with Slowkeys settings on 4H which is going really well. One thing I have noticed is that if a pending order is placed and price then moves in the opposite direction and the trade is not taken, the pending order just waits until price comes back which may or may not occur for an indefinite period of time. Unlike TB where the opposite pending order is placed as well, trades taken, goes to profit (pending order deleted), start again.

Depending on how long it takes price action to return to the pending trade the set up may not still be valid, I have taken to manually deleting all pending orders once a day, if the setup is still valid, the EA just places it again, if setup is not valid, pending order is not replaced.

Is it possible to have the EA automate this process?
Shelley, sorry but you appear to be talking about two different EA's (Slopey Beast and TB) in a completely different thread to either of them. Granted I am tired, and slightly pissed (booze I mean, not fed up) so I might be on the wrong track here.

Having said that, why are you asking about SB and TB here? This thread is about WBS, not any other random EA.

:D
Author:  slowkey [ Sat Aug 04, 2012 3:19 am ]
Post subject:  Re: White Box Slope

mobthehop wrote:slowkey - a bit off subject but could you please do a brief step-by-step description how you do such a backtest - for dummies (myself included). I am reasonably certain that I am not the only one who is clueless on backtesting, so maybe you do a thread post in the newbie section if and when your time permits....

Thanks in advance and have a great weekend all.....

Mop
Neotrader is right, the tester is crap but there is no other way to generate numbers for forward testing as rapidly as optimization runs in the tester. The computer can do by brute force what would take me a while to get a handle on. I am lazy basically and rather like watching the Olympics. It is not often you find any bot profitable in the tester so when you do it is rather worth forward testing. On the other hand a bot not being profitable in the tester does not mean anything about its success or failure in forward testing. Visual testing is a nice way to figure out what is going wrong with a bot. There is more than enough info on the web about using the tester. All in all it is a very frustrating piece of software. Junk really.

That being said I find this present bot interesting. I have not a clue what to do about stop loss. If you do not use one it seems price eventually comes back to make a profit. Is slope just that good. Any way I have just started to look at settings.
Author:  slowkey [ Sat Aug 04, 2012 4:02 am ]
Post subject:  Re: White Box Slope

SteveHopwood wrote:Something still isn't quite right. I am getting a lot of stop loss modification failure messages, and I cannot see any reason to modify the stop.

I will look at this.

:D

Do not know Steve if this is related but this is a rather strange series of modified sell orders all with a t/p of zero. Nothing really seems to be happening here. The price is not modified. I have about 4 of these sections in a row where the s/l and t/p and price are all the same. See the txt file.
Author:  SteveHopwood [ Sat Aug 04, 2012 10:01 am ]
Post subject:  Re: White Box Slope

Version 1d is in post 1.

I have extended the error reporting so that it shows the function that generated the error. This should help me track down the cause of those order modify errors.

Doug, those trades you posted are all sells but this could be coincidence. I cannot find a reason for the tp to be the same as the entry price. I have placed a tp notice in the chart display, and that appears to be correct.

Maybe more will be revealed when the markets open after the weekend.

:D
Author:  slowkey [ Sun Aug 05, 2012 5:55 am ]
Post subject:  Re: White Box Slope

crazy take profit behavior..gif
I noticed several hundred 4.42 losses. So in visual mode looked and found an area where there was several 100 modifications of the take profit. The take profit is modified below market but the order is a buy. I do not have a take profit set just close at magenta line. I will see what happens on Demo this PM. Seemed to happen where price broke out of consolidation in a hyperbolic move.
Author:  SteveHopwood [ Sun Aug 05, 2012 10:01 am ]
Post subject:  Re: White Box Slope

slowkey wrote:
crazy take profit behavior..gif
I noticed several hundred 4.42 losses. So in visual mode looked and found an area where there was several 100 modifications of the take profit. The take profit is modified below market but the order is a buy. I do not have a take profit set just close at magenta line. I will see what happens on Demo this PM. Seemed to happen where price broke out of consolidation in a hyperbolic move.
Nice one, Doug. V 1e with the fix for this is in post 1.

There is a function in all my code that inserts a missing take profit if the 2 stage modification failed at order send time. This function in turn calls the function that calculates the take profit based on whatever parameters the program uses.

I had the buy trade calculation calling for a sell take profit, which was below the market, so WBT obediently closed the trade. Then found correct trading conditions and opened a trade. Then inserted the errant take profit...........

Coders, go to void InsertTakeProfit(int ticket) and the bloop will leap out at you.
Change

Code: Select all

if (OrderType() == OP_BUY)
   {
      take = CalculateTakeProfit(OP_SELL);
   }//if (OrderType() == OP_BUY)
to

Code: Select all

if (OrderType() == OP_BUY)
   {
      take = CalculateTakeProfit(OP_BUY);
   }//if (OrderType() == OP_BUY)
:D
Author:  cuzgeorge [ Sun Aug 05, 2012 7:07 pm ]
Post subject:  Re: White Box Slope

SteveHopwood wrote:
slowkey wrote:
crazy take profit behavior..gif
I noticed several hundred 4.42 losses. So in visual mode looked and found an area where there was several 100 modifications of the take profit. The take profit is modified below market but the order is a buy. I do not have a take profit set just close at magenta line. I will see what happens on Demo this PM. Seemed to happen where price broke out of consolidation in a hyperbolic move.
Nice one, Doug. V 1e with the fix for this is in post 1.

There is a function in all my code that inserts a missing take profit if the 2 stage modification failed at order send time. This function in turn calls the function that calculates the take profit based on whatever parameters the program uses.

I had the buy trade calculation calling for a sell take profit, which was below the market, so WBT obediently closed the trade. Then found correct trading conditions and opened a trade. Then inserted the errant take profit...........

Coders, go to void InsertTakeProfit(int ticket) and the bloop will leap out at you.
Change

Code: Select all

if (OrderType() == OP_BUY)
   {
      take = CalculateTakeProfit(OP_SELL);
   }//if (OrderType() == OP_BUY)
to

Code: Select all

if (OrderType() == OP_BUY)
   {
      take = CalculateTakeProfit(OP_BUY);
   }//if (OrderType() == OP_BUY)
:D
Woooooow, :ugeek: Great spot Slowkey, I cant tell you how long and hard i've tried to spot what caused the eas to make these errors, and the ea threads are riddled with occurances.

Steve, could this be whats been plaguing Nanninbob EA and just about all the slope EA's ???
i'm going to check the code for your change as noted above and see if this changes the results.
regards and great, great spot Slowkey.
cuzgeorge
Author:  SteveHopwood [ Sun Aug 05, 2012 8:18 pm ]
Post subject:  Re: White Box Slope

cuzgeorge wrote:
SteveHopwood wrote:
slowkey wrote:
crazy take profit behavior..gif
I noticed several hundred 4.42 losses. So in visual mode looked and found an area where there was several 100 modifications of the take profit. The take profit is modified below market but the order is a buy. I do not have a take profit set just close at magenta line. I will see what happens on Demo this PM. Seemed to happen where price broke out of consolidation in a hyperbolic move.
Nice one, Doug. V 1e with the fix for this is in post 1.

There is a function in all my code that inserts a missing take profit if the 2 stage modification failed at order send time. This function in turn calls the function that calculates the take profit based on whatever parameters the program uses.

I had the buy trade calculation calling for a sell take profit, which was below the market, so WBT obediently closed the trade. Then found correct trading conditions and opened a trade. Then inserted the errant take profit...........

Coders, go to void InsertTakeProfit(int ticket) and the bloop will leap out at you.
Change

Code: Select all

if (OrderType() == OP_BUY)
   {
      take = CalculateTakeProfit(OP_SELL);
   }//if (OrderType() == OP_BUY)
to

Code: Select all

if (OrderType() == OP_BUY)
   {
      take = CalculateTakeProfit(OP_BUY);
   }//if (OrderType() == OP_BUY)
:D
Woooooow, :ugeek: Great spot Slowkey, I cant tell you how long and hard i've tried to spot what caused the eas to make these errors, and the ea threads are riddled with occurances.

Steve, could this be whats been plaguing Nanninbob EA and just about all the slope EA's ???
i'm going to check the code for your change as noted above and see if this changes the results.
regards and great, great spot Slowkey.
cuzgeorge
Nope, it isn't.

To be brutally honest, so many people were so determined to keep on using previous versions of this, that and the other, in the teeth of the fact that later versions had bug-fixes and that they were insisting on using versions with bugs, that I gave up trying to fix them. In the teeth of that sort of gale of looking back, there is only so much interest that I am going to sustain, especially when I long ago lost interest in whichever ea is under discussion.

It will never cease to amaze me that the actual coder has so little notice taken of him. Hey ho. What does he know?

:D
Author:  cuzgeorge [ Sun Aug 05, 2012 8:33 pm ]
Post subject:  Re: White Box Slope

Thank you STeve, I will never understand how you keep up with everything and the understanding you have of us all.
I jumped when i read Slowkeys' observation and cannot begin to describe how long i've tried to find that piece of code that would solve this for you, but looking back at the comparissons i'm staring at right now, !! :oops: , i'm totally embarrassed as i'm still in the dark.

new version up and waiting for ticks.

thank you again, and sorry for the offense, never intended and i'm sure you know that.
i'll keep trying my best with-out jumping like that in future.
regards
cuzgeorge
Author:  SteveHopwood [ Sun Aug 05, 2012 9:37 pm ]
Post subject:  Re: White Box Slope

cuzgeorge wrote:Thank you STeve, I will never understand how you keep up with everything and the understanding you have of us all.
I jumped when i read Slowkeys' observation and cannot begin to describe how long i've tried to find that piece of code that would solve this for you, but looking back at the comparissons i'm staring at right now, !! :oops: , i'm totally embarrassed as i'm still in the dark.

new version up and waiting for ticks.

thank you again, and sorry for the offense, never intended and i'm sure you know that.
i'll keep trying my best with-out jumping like that in future.
regards
cuzgeorge
Thanks for trying, George. If the problem was easy to find, the someone would have found it by now,

:D
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