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10.3 SCALPER/RANGE TRADE SYSTEM
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Author:  nanningbob [ Sun Nov 04, 2012 10:33 am ]
Post subject:  Re: 10.3 SCALPER/RANGE TRADE SYSTEM

The win/loss ratio things is coming along but is going to take longer than I thought. Hopefully in a couple of days.
Author:  sini [ Sun Nov 04, 2012 12:24 pm ]
Post subject:  Re: 10.3 SCALPER/RANGE TRADE SYSTEM

nanningbob wrote:Mick thank you so much for your data. You saved me days of research. I was able to compile data into a usable form in about 2.5 hours because of this.

Don thank you so much for your work on universalizing the daily open. Hopefully in a week or two we will have a smooth running system with clear directions to trade.

All of you thank you for your support. This is really looks exciting.
Hi nanningbob,

Congratulations, nice work. What do you think to update first post with this new data. It would be nice for newcomers here.

Cheers,
Author:  gaheitman [ Sun Nov 04, 2012 12:27 pm ]
Post subject:  Re: 10.3 SCALPER/RANGE TRADE SYSTEM

disbellj wrote:Thanks George for your input.

I am going to change it from calculating GMToffset each tick. I need to come up with code for that. If I put it in init(), and the user puts it on on the weekend, it will be wrong thereafter. If I just put it in start(), it runs every tick, but as soon as market starts, it's correct. I must find a way to put it in start, not evry tick, but not wait an hour either, since the user might make trading decisions with it.

Kindest regards,

Don

P.S. Your input always means a lot to me.

gaheitman wrote:
BTW, you may want to change the code so that it doesn't make the web call with every incoming tick...

George
Putting your call (still in start()) to set the offset within something like this should work:

Code: Select all

   static datetime LastCheck;  //variable to hold the last time we checked GMT offset

   //only set GMT offset once a day
   if (LastCheck != iTime( NULL, PERIOD_D1, 0 ) )
   {
       LastCheck = iTime( NULL, PERIOD_D1, 0 ); //update the last time we checked to be this daily bar

       //now run our test like before
       if (WeekEndMode)
           intOffset = WeekEndGMTOffset;
       else
           AutoGMTOffset();
   }
Also, in GetTradeEntry() you might want to consider using your own specified period instead of the current chart period. I mention it only because I happened to drop in on an offline chart, and it didn't work for most of the currencies since my M3 timeframe wasn't valid for most of them. Not critical, obviously, but something to think about.

Keep up the great work!

George
Author:  nanningbob [ Sun Nov 04, 2012 2:38 pm ]
Post subject:  Re: 10.3 SCALPER/RANGE TRADE SYSTEM

sini wrote:
nanningbob wrote:Mick thank you so much for your data. You saved me days of research. I was able to compile data into a usable form in about 2.5 hours because of this.

Don thank you so much for your work on universalizing the daily open. Hopefully in a week or two we will have a smooth running system with clear directions to trade.

All of you thank you for your support. This is really looks exciting.
Hi nanningbob,

Congratulations, nice work. What do you think to update first post with this new data. It would be nice for newcomers here.

Cheers,
Want to digest the info before I do and see if there is more to glean from it. Probably add it with the first update of 10.3 adding it to the ratio thing.
Author:  spyderman [ Sun Nov 04, 2012 4:26 pm ]
Post subject:  Re: 10.3 SCALPER/RANGE TRADE SYSTEM

nanningbob wrote: Look at these stats.
99 week data-- 4 pairs over 140 and 13 over 100 pips a day average
12 week data-- 1 pair over 140 (gbp/nzd) and only 1 over 100 (eur/nzd)


The market is now less volatile than it was 2 years ago and less volatile than it was a year ago.

Now we know how to basically trade and set our TP. Excel sheet data attached

Bob,

Thanks once again for some fantastic insight and information. Wouldn't it be great to have an indi that read the history on all pairs in the market watch and showed a volatility graph for a given time period. :) I'm sure the change happens slowly but would be nice to keep pace as the markets evolve. Would have been interesting in real time to see the markets move from effective 10.0 trading to what we now seems to be a 10.3 climate...

Baluda...are you listening? :lol:
Author:  disbellj [ Sun Nov 04, 2012 4:44 pm ]
Post subject:  Re: tick maker

Bob,

Thank you for recommending a tick producer, and Athar thank you for posting that script. I do find it useful :)

The problem in this instance however lies with the broker clock not updating during the weekend, so I should have been more specific in saying that vs not getting incoming ticks. So the problem remains, and so will the WeekEndMode input :)

Much of what I have done to All Pairs CTS can be applied to be building/implementing All Pairs 10.2a.

To be honest, I haven't dealt with earlier versions than 10.2 CTS and 10.3, so will need to go back and see what rules are involved in 10.2 I have already internalized the code for TmaTrueSlope, Pivots calculations, and gotten rid of need for iCustom.

I have received multiple requests of user being able to choose which pairs to list via a user input. If someone has seen this done, knows of an mq4 file I can look at for reference, I might be able to implement it. I have never done so up to this point.

BTW, here's my updated indicator which I se I've gone too far on and put S2,S3,R2,R3 on, which I don't guess is being used. In this pic, I am on FXDD, which has been starting their clock 00:00 at Forex week open. So I simply set the WeekEndMode to true, and set GMTOffset to 0 to mimic out pivots starting at the Forex day. I will be getting some rest today, but do hope to work some later on implementing 10.2a from my CTS code, replacing what's gotten update since then. In pic, you'll see that R:R is way off for those pairs that have spreads larger than the user input StopLossPips (in my own projects I use last Semafor 3 for StopLoss, but I've had a time trying to even understand the CTS stoploss method and haven't yet gotten into 10.2 stoploss method documentation).

If I could better understand what I need to do to implement volatility stuff I'm reading some about, that would be something good I guess.

Kindest regards,

Don

atharmian wrote:Don,

Here are the two tick generators from this forum, as Bob mentioned:

1. One is attached, no doc available
2. The 2nd exe file I am not allowed to attach. But you can google for mt4ticker (free.)

Athar.
nanningbob wrote:Don, Someone has a weekend tick producer. It produces ticks off of the last price so the indicators will line up properly for weekend study. I understand some indicators will not work right until there is a tick. You may want to try that.
Author:  thelearner [ Sun Nov 04, 2012 5:26 pm ]
Post subject:  Re: 10.3 SCALPER/RANGE TRADE SYSTEM

This topic moves pages really fast.... :) :) I guess lots of people like the simplicity it brings. Keep up the excitement guys :D :D :D
Author:  disbellj [ Sun Nov 04, 2012 5:53 pm ]
Post subject:  Re: 10.3 SCALPER/RANGE TRADE SYSTEM

Candlestar,

Although I haven't been able to find code to give user input for pairs listed, I was able to shorten the list by adding input for MaxSpreadToShow and set it at 4 default. Now it's a shorter list? :)

Thanks for the user input (literally)

Kindest regards,

Don

P.S. Once I nail down the open we'll be good.
There's a pic that shows the code of Market_Hours_sw with my intOffset (GMTOffset). The two highlghted lines are what we are going to be looking at. It appears that per this indicator, New York Close is 21:00 GMT. This has been my experience with FXDD close/open also. This is GMT-3, so then I show a pic where the change would be made in my code (really Daily Pivots code I am using since it was easy and made most sense and offset every day, not just added sunday candle to monday and saturday candle to friday). Where it shows input -intOffset for PivotDay function used in two places, I would just (I think) add code -3 so code reads ((-intOffset)-3) in those two places. Fix should be easy, just gotta see what goes on at market open (hope I'm awake LOL).

Kindest regards.

Don
Author:  Candlestar [ Sun Nov 04, 2012 6:41 pm ]
Post subject:  Re: 10.3 SCALPER/RANGE TRADE SYSTEM

disbellj wrote:Candlestar,

Although I haven't been able to find code to give user input for pairs listed, I was able to shorten the list by adding input for MaxSpreadToShow and set it at 4 default. Now it's a shorter list? :)

Thanks for the user input (literally)
Great to hear that!!! -:) You are doing a fantastic work there...
When do you think you have this new version out?
Author:  sini [ Sun Nov 04, 2012 7:24 pm ]
Post subject:  Re: 10.3 SCALPER/RANGE TRADE SYSTEM

disbellj wrote:Candlestar,

Although I haven't been able to find code to give user input for pairs listed, I was able to shorten the list by adding input for MaxSpreadToShow and set it at 4 default. Now it's a shorter list? :)

Thanks for the user input (literally)

Kindest regards,

Don

P.S. Once I nail down the open we'll be good.
There's a pic that shows the code of Market_Hours_sw with my intOffset (GMTOffset). The two highlghted lines are what we are going to be looking at. It appears that per this indicator, New York Close is 21:00 GMT. This has been my experience with FXDD close/open also. This is GMT-3, so then I show a pic where the change would be made in my code (really Daily Pivots code I am using since it was easy and made most sense and offset every day, not just added sunday candle to monday and saturday candle to friday). Where it shows input -intOffset for PivotDay function used in two places, I would just (I think) add code -3 so code reads ((-intOffset)-3) in those two places. Fix should be easy, just gotta see what goes on at market open (hope I'm awake LOL).

Kindest regards.

Don
Hi Don,

As I can see on the your picture, you're getting in the trade between the DP and DO. For example AUDUSD DO 1.0412 DP 1.0394 this means we have buy at DO 1.0412 when price was on that level, but on your indicator it is Enter buy at 1.0399, this is 13 pips below DO, please can you explain how do you get in the trade?

Thank you
Cheers,
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