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MultiBob, a multi symbol NB10.2(a) autotrader
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Author:  lilac [ Fri Sep 28, 2012 6:02 pm ]
Post subject:  Re: MultiBob, a multi symbol NB10.2(a) autotrader

I just discovered why my multibob did not trade at all the whole week, a few of us had this issue since the start of the week, so i post it here in case someone is still having the same problem.

I tried different settings and 2 different crims, ecn and not. I applied my settings (just a few like lot size, autoSymbols, NB10.2, balance, swap and correlation filters), and then turned every custom setting one by one back to default, until i realized it was this setting:

swp=----Swap filter----
cadPairsPositiveOnly=1
audPairsPositiveOnly=1
nzdPairsPositiveOnly=1

When set to true, there were no trades at all at both crims, not even from other currencies different than those, but when turned back to false as defaults, multibob shot the first trades of the week for me. I never thought it could be the Swap filter, i use it in other NB10.2 eas to true, and all of them have some trades. Anyway, I hope this helps someone having the same "no trades" issue.

At the market maker i got 4 trades and doing fine ;) , but at the ECN i got only one very big sell of 5.01 lot on XAGUSD, and I blew my demo acc in a few minutes. The market maker didn't open any silver order, i am surprised how different the trades can be depending only on crim. Settings, deposit, and lot (0.01) are the same for both, except for useZeljko=1 and useCorrFilter=1 set to true at the ECN, and false at the MM, the rest are the same.

I will start a new demo test next week. Thank you for this awesome ea, and have a nice weekend!

PS: maybe this issue has something to do with the problem in the pair balancing code found by dietcoke?
Author:  dietcoke [ Fri Sep 28, 2012 6:30 pm ]
Post subject:  Re: MultiBob, a multi symbol NB10.2(a) autotrader

lilac wrote: i realized it was this setting:

swp=----Swap filter----
cadPairsPositiveOnly=1
audPairsPositiveOnly=1
nzdPairsPositiveOnly=1

When set to true, there were no trades at all at both crims, not even from other currencies different than those, but when turned back to false as defaults, multibob shot the first trades of the week for me. I never thought it could be the Swap filter, i use it in other NB10.2 eas to true, and all of them have some trades. Anyway, I hope this helps someone having the same "no trades" issue.

stick this alert in between the two lines shown. reload the ea and post the alert result

Code: Select all

   double shortSwap = MarketInfo( symbolNames[symbolIndex], MODE_SWAPSHORT );
	Alert(symbolNames[symbolIndex,", longswap=",longSwap,", shortswap=",shortSwap);
   if ( cadPairsPositiveOnly )
Author:  Selim [ Fri Sep 28, 2012 6:45 pm ]
Post subject:  Re: MultiBob, a multi symbol NB10.2(a) autotrader

Thanks Paul
we appreciate your hard work
there is no word can express your hard work
Thanks again
Author:  Riddermark [ Fri Sep 28, 2012 7:26 pm ]
Post subject:  Re: MultiBob, a multi symbol NB10.2(a) autotrader

I concur with this observation. I didn't get any trades since I started using Multibob until I set Swap filters to false.
lilac wrote:I just discovered why my multibob did not trade at all the whole week, a few of us had this issue since the start of the week, so i post it here in case someone is still having the same problem.

I tried different settings and 2 different crims, ecn and not. I applied my settings (just a few like lot size, autoSymbols, NB10.2, balance, swap and correlation filters), and then turned every custom setting one by one back to default, until i realized it was this setting:

swp=----Swap filter----
cadPairsPositiveOnly=1
audPairsPositiveOnly=1
nzdPairsPositiveOnly=1

When set to true, there were no trades at all at both crims, not even from other currencies different than those, but when turned back to false as defaults, multibob shot the first trades of the week for me. I never thought it could be the Swap filter, i use it in other NB10.2 eas to true, and all of them have some trades. Anyway, I hope this helps someone having the same "no trades" issue.

At the market maker i got 4 trades and doing fine ;) , but at the ECN i got only one very big sell of 5.01 lot on XAGUSD, and I blew my demo acc in a few minutes. The market maker didn't open any silver order, i am surprised how different the trades can be depending only on crim. Settings, deposit, and lot (0.01) are the same for both, except for useZeljko=1 and useCorrFilter=1 set to true at the ECN, and false at the MM, the rest are the same.

I will start a new demo test next week. Thank you for this awesome ea, and have a nice weekend!

PS: maybe this issue has something to do with the problem in the pair balancing code found by dietcoke?
Author:  gaheitman [ Fri Sep 28, 2012 7:40 pm ]
Post subject:  Re: MultiBob, a multi symbol NB10.2(a) autotrader

lilac wrote:I just discovered why my multibob did not trade at all the whole week, a few of us had this issue since the start of the week, so i post it here in case someone is still having the same problem.

I tried different settings and 2 different crims, ecn and not. I applied my settings (just a few like lot size, autoSymbols, NB10.2, balance, swap and correlation filters), and then turned every custom setting one by one back to default, until i realized it was this setting:

swp=----Swap filter----
cadPairsPositiveOnly=1
audPairsPositiveOnly=1
nzdPairsPositiveOnly=1

When set to true, there were no trades at all at both crims, not even from other currencies different than those, but when turned back to false as defaults, multibob shot the first trades of the week for me. I never thought it could be the Swap filter, i use it in other NB10.2 eas to true, and all of them have some trades. Anyway, I hope this helps someone having the same "no trades" issue.

At the market maker i got 4 trades and doing fine ;) , but at the ECN i got only one very big sell of 5.01 lot on XAGUSD, and I blew my demo acc in a few minutes. The market maker didn't open any silver order, i am surprised how different the trades can be depending only on crim. Settings, deposit, and lot (0.01) are the same for both, except for useZeljko=1 and useCorrFilter=1 set to true at the ECN, and false at the MM, the rest are the same.

I will start a new demo test next week. Thank you for this awesome ea, and have a nice weekend!

PS: maybe this issue has something to do with the problem in the pair balancing code found by dietcoke?
The code is setting tradeAllowed = false outside of the test to see whether the pair contains one of the three currencies. The procedure needs to be changed so that the assignment is after the test for the individual currency. In other words:

Code: Select all

   if ( cadPairsPositiveOnly )
   {
      tradeAllowed = false;
      if ( StringSubstr(symbolNames[symbolIndex], 0, 3) == "CAD" 
           || StringSubstr(symbolNames[symbolIndex], 0, 3) == "cad"
           || StringSubstr(symbolNames[symbolIndex], 3, 3) == "CAD"
           || StringSubstr(symbolNames[symbolIndex], 3, 3) == "cad" )
      {
         if ( longSwap > 0 && type == OP_BUY ) tradeAllowed = true;
         if ( shortSwap > 0 && type == OP_SELL ) tradeAllowed = true;
      }
   }
should be changed to this:

Code: Select all

   if ( cadPairsPositiveOnly )
   {
      if ( StringSubstr(symbolNames[symbolIndex], 0, 3) == "CAD" 
           || StringSubstr(symbolNames[symbolIndex], 0, 3) == "cad"
           || StringSubstr(symbolNames[symbolIndex], 3, 3) == "CAD"
           || StringSubstr(symbolNames[symbolIndex], 3, 3) == "cad" )
      {
         tradeAllowed = false;  //moved this here
         if ( longSwap > 0 && type == OP_BUY ) tradeAllowed = true;
         if ( shortSwap > 0 && type == OP_SELL ) tradeAllowed = true;
      }
   }
There are other ways to fix it, of course.

George
Author:  Selim [ Fri Sep 28, 2012 8:08 pm ]
Post subject:  Add prefix and suffix to you symbol

This excel sheet to add your prefix and suffix to the MultiBob EA for SymbolToTrade tab
Author:  SWG123 [ Fri Sep 28, 2012 8:55 pm ]
Post subject:  Re: MultiBob, a multi symbol NB10.2(a) autotrader

FWIW, results running Multibob for this week in 10.2a mode, fixed 0.02 lots, otherwise OOTB.

Realised -2.7%
DetailedStatement.gif
Author:  hopfi2k [ Fri Sep 28, 2012 9:41 pm ]
Post subject:  Re: MultiBob, a multi symbol NB10.2(a) autotrader

After running this bot for some days, I realized that the entries are mostly timed perfect. On the other hand, I see problems closing positions at the right point/time...

Since MultiBob is already a multi-pair bot, I think all open trades can be considered as a "basket". I did some modifications to monitor the basket low's and high's and implemented a percentage trailing stop based on a combined "basket" (all open trades) profit. The first thing I realized was, that trades tend to turn into losers after being winners in the beginning (see pictures attached) and that drawdowns are usually the same as earlier gains!
My basket trailing is based on Risk or Lots and aims to go for a Risk:Reward Ration of 1:1. Since the entries are usually so good (thanks to Slope ;-) I monitored frequent basket closures with nice profits. Some testing needs to be done next week, but things look quite promising already.

Looking forward for your comments.

Cheers,
Andy
Author:  bluedog23 [ Sat Sep 29, 2012 4:32 pm ]
Post subject:  Re: MultiBob, a multi symbol NB10.2(a) autotrader

I loaded the EA last weekend and also experience a sequence of over 100 trades that were initiated and immediately liquidated. Most of these were with AUD as the long currency. Other than those trades the rest were about even for the week which I think is not bad with a lot of ranging in the markets. As an early poster mentioned it will be interesting to see the performance when we see more of a trending market.

I have successfully traded stocks, options, and futures but never FX so I am looking forward to see what happens. I do appreciate of the more seasoned traders sharing their ideas and special thanks to all of the coders that have contributed to the version we have today.

Best regards
Author:  lucklogic [ Sun Sep 30, 2012 11:23 am ]
Post subject:  Re: MultiBob, a multi symbol NB10.2(a) autotrader

SWG123 wrote:FWIW, results running Multibob for this week in 10.2a mode, fixed 0.02 lots, otherwise OOTB.

Realised -2.7%
DetailedStatement.gif

It's a fair point, there's been a lot of talk and few dollars !
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