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Gertje: a hedged grid trader
https://www.stevehopwoodforex.com/phpBB3/viewtopic.php?t=424		 Page 22 of 24
Author:  SteveHopwood [ Sat Apr 14, 2012 11:10 pm ]
Post subject:  Re: Gertje: a hedged grid trader
This one is for the coders as well - you need jb's modified indi from a few posts ago to run it.

It looks as though I have solved most of the problems by my usual method - thumping them with a mallet until they feel poorly and go to bed to recover.

This could not have happened so quickly without jb's invaluable contributions. Many thanks, jb.

:D
Author:  acostafulano [ Sun Apr 15, 2012 1:25 am ]
Post subject:  Re: Gertje: a hedged grid trader
I've been playing with the settings of the latest EA and I've found that a BoxLength of 15 instead of the default 22 gives us more action while still doing a good job in predicting breakouts.
Author:  SWG123 [ Sun Apr 15, 2012 8:14 am ]
Post subject:  Re: Gertje: a hedged grid trader
acostafulano wrote:I've been playing with the settings of the latest EA and I've found that a BoxLength of 15 instead of the default 22 gives us more action while still doing a good job in predicting breakouts.
In the original thread, Forexhard stresses over and over that quality of breakout boxes is preferable to quantity, meaning no more than 2-3 per week per pair. In practice this often means setting BoxLength up to 30. If you trade all available pairs there will still be more than enough trades. :)

Having said that, the grid-trading approach may compensate for weaker entries - we can only experiment.
Author:  forexhard [ Sun Apr 15, 2012 4:07 pm ]
Post subject:  Re: Gertje: a hedged grid trader
Hello Everyone,

SWG123 just sent me a PM at the other place telling me to step in here at page 20. I can't code at all so I'm not sure what I can do, but I'll help any way I can.

FxH
Author:  jb68 [ Sun Apr 15, 2012 4:10 pm ]
Post subject:  Re: Gertje: a hedged grid trader
SteveHopwood wrote: This could not have happened so quickly without jb's invaluable contributions. Many thanks, jb.

:D
Steve, I took advantage of so much info and work from other people here including yours so is nice if I can help.

As for Forexhard + SQ's indi "I wanted to believe" that is the solution so I spend countless hours first trying to figure-out SQ's indie then tired of failing I designed my own way to discover CZ being disappointed, then went back to SQ's indie. I developed 2 EA's for CZ but both had marginal success.

I looked back and best settings were to take any break-out on any direction, minimum 22 bars on 15 minutes. Stop Loss was 20 pips, BE after 10- 20 pips then trailing stop with 200-250 pips, TP 110 pips.

If there are people interested I can make this CZ EA from alpha into a beta version and post it but I think a combination has better chances.

Here is a screenshot when this strategy failed miserably..
Author:  SWG123 [ Sun Apr 15, 2012 4:25 pm ]
Post subject:  Re: Gertje: a hedged grid trader
Why the 20 pip stop loss? That will never work. :?
Author:  SWG123 [ Sun Apr 15, 2012 4:36 pm ]
Post subject:  Re: Gertje: a hedged grid trader
jb68 wrote:
SteveHopwood wrote: This could not have happened so quickly without jb's invaluable contributions. Many thanks, jb.

:D
Steve, I took advantage of so much info and work from other people here including yours so is nice if I can help.

As for Forexhard + SQ's indi "I wanted to believe" that is the solution so I spend countless hours first trying to figure-out SQ's indie then tired of failing I designed my own way to discover CZ being disappointed, then went back to SQ's indie. I developed 2 EA's for CZ but both had marginal success.

I looked back and best settings were to take any break-out on any direction, minimum 22 bars on 15 minutes. Stop Loss was 20 pips, BE after 10- 20 pips then trailing stop with 200-250 pips, TP 110 pips.

If there are people interested I can make this CZ EA from alpha into a beta version and post it but I think a combination has better chances.

Here is a screenshot when this strategy failed miserably..
jb, what's the height of the CZs in your screenshot? It's hard to tell from the post - are they <30 pips? Also 22 bars is on the low side, 30 plus is recommended. ;)
Author:  jb68 [ Sun Apr 15, 2012 4:43 pm ]
Post subject:  Re: Gertje: a hedged grid trader
It is under the indie, 26pipx x 88 bars (on 5 minutes).

Those results were best after BT and optimization on last 2 years. This is what Empty4 came with.
Having more then 30 didn't make a difference.
Author:  SWG123 [ Sun Apr 15, 2012 4:50 pm ]
Post subject:  Re: Gertje: a hedged grid trader
jb68 wrote:It is under the indie, 26pipx x 88 bars (on 5 minutes).

Those results were best after BT and optimization on last 2 years. This is what Empty4 came with.
Having more then 30 didn't make a difference.
OK thanks I see it now. I must be missing something though - why is this a failed trade? It looks like just the start of a grid ...
Author:  forexhard [ Sun Apr 15, 2012 4:59 pm ]
Post subject:  Re: Gertje: a hedged grid trader
jb68 wrote:It is under the indie, 26pipx x 88 bars (on 5 minutes).

Those results were best after BT and optimization on last 2 years. This is what Empty4 came with.
Having more then 30 didn't make a difference.
jb68, please turn of the grid feature on your charts. Way too distracting with all that background noise. Thanks.

Make your settings:

Cable (only): M15 (only); bars: 30 (or more); height: 30p (or less).

This year alone I've already had close to 30 successful trades on Cable with these settings.

Don't test any other pair or TF for now. You don't need more of either. One pair and one TF is all you really need. If you can find more/others that work just as well as time goes on, that's great. But they are not needed.
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