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Three MultiPair EAs for a Sunday Evening
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Author:  tcollings [ Wed Nov 18, 2015 11:09 pm ]
Post subject:  Three MultiPair EAs for a Sunday Evening

Which version of the Duck are you trading Brian?
Author:  AnotherBrian [ Thu Nov 19, 2015 12:55 am ]
Post subject:  Three MultiPair EAs for a Sunday Evening

tcollings » Wed Nov 18, 2015 6:09 pm wrote:Which version of the Duck are you trading Brian?
v3
Author:  DNTme [ Thu Nov 19, 2015 10:56 am ]
Post subject:  Three MultiPair EAs for a Sunday Evening

Hello guys, JLC,

I run 2 demos on 2 different brokers with Kiss3..and in one broker i have a lot of pending orders while in other broker i have none pending orders!

both brokers run perfectly and both have made profit.

anyone have an explanation why is that?
Author:  Naki003 [ Thu Nov 19, 2015 2:22 pm ]
Post subject:  ForexDuck

AnotherBrian » Wed Nov 18, 2015 8:25 pm wrote:
Perfect, thanks a ton!
I'll set the MinMargin ForNewSeries to 5000. This should let it run normal with only the currently open pairs.

Here is my demo
I want the equity and balance to come closer together before it goes off trading a new pair. To test the code, I'll use 5000 and wait until everything closes. Then start again with something lower. If this proves to work I might consider a live account.

|
Hi,
my Forex Duck V3 demo is here:
https://www.myfxbook.com/portfolio/fore ... mo/1417398

With my setting I could somehow managed that the balance and equity went paralell (so far).

Yesterday evening I made an experiment whose result can be seen at the picture bellow.
2015 11 19 growth.png
The most of the floating DD of my demo was caused by open trades of NZDUSD and USDCAD pairs.
I have done the following: when the floating DD went especially low (~ 400$, ie less than 4% of balance), I manually closed the worsest trades respectively ( one NZDUSD, and one USDCAD trade, resulting ~-230$). In the next morning the demo was in +700$ profit, and half of the open trades were swept out... The exposure of the above mentioned pairs were closed out with zero net profit.
Picture is here:
USDCAD 7 positions exit with $0.png
:smile: :smile: :smile:
Cheers, Tom
Author:  AnotherBrian [ Fri Nov 20, 2015 8:30 pm ]
Post subject:  ForexDuck

Naki003 » Thu Nov 19, 2015 9:22 am wrote:
Hi,
my Forex Duck V3 demo is here:
https://www.myfxbook.com/portfolio/fore ... mo/1417398

With my setting I could somehow managed that the balance and equity went paralell (so far).

Yesterday evening I made an experiment whose result can be seen at the picture bellow.

The most of the floating DD of my demo was caused by open trades of NZDUSD and USDCAD pairs.
I have done the following: when the floating DD went especially low (~ 400$, ie less than 4% of balance), I manually closed the worsest trades respectively ( one NZDUSD, and one USDCAD trade, resulting ~-230$). In the next morning the demo was in +700$ profit, and half of the open trades were swept out... The exposure of the above mentioned pairs were closed out with zero net profit.
Picture is here:

:smile: :smile: :smile:
Cheers, Tom
Wonder if closing the worst losers (by calculation as you suggested) is a long term winner?
What are your setting that you mention?
Author:  beorne [ Sat Nov 21, 2015 1:59 am ]
Post subject:  ForexDuck

AnotherBrian » Fri Nov 20, 2015 9:30 pm wrote:
Wonder if closing the worst losers (by calculation as you suggested) is a long term winner?
What are your setting that you mention?
I can tell you for sure that NOT closing the worst losers is a long term loser.
How/when you should close them is still up for debate :)
Author:  AnotherBrian [ Sat Nov 21, 2015 5:07 am ]
Post subject:  ForexDuck

beorne » Fri Nov 20, 2015 8:59 pm wrote:
I can tell you for sure that NOT closing the worst losers is a long term loser.
How/when you should close them is still up for debate :)
What are your other settings? You said in your post "With my setting I could somehow managed that the balance and equity went paralell (so far)." Are you OOTB?
Author:  Naki003 [ Sat Nov 21, 2015 12:10 pm ]
Post subject:  ForexDuck

ForexDuckv3 since nov19.set
AnotherBrian » Fri Nov 20, 2015 9:30 pm wrote:
Wonder if closing the worst losers (by calculation as you suggested) is a long term winner?
What are your setting that you mention?
My current set file is here:
ForexDuckv3 since nov19.set
I am not sure that the parallelism of balance and equity seen so far in my demo is due to the settings, maybe it was just a coincidence...
The DD managment I am testing is: I 'help' the EA to made the UseHedgeClosure function by manually closing the worsest trade when the floating DD especially low (eg 6% or bellow). Only once done per a week or two, if necessary.
As you can see, next week I will have a lot of possibility to excercise...:)
I have heavy GBPJPY exposure.
https://www.myfxbook.com/portfolio/fore ... mo/1417398

By the way, does somebody know an indie, which shows the currency basket exposure of open trades with breakeven levels?
Unfortunately, Baluda's iExposure indie shows single trades separately, not the basket.

Any help, thought would be very-very appreciated...
Tom
Author:  AnotherBrian [ Sat Nov 21, 2015 5:23 pm ]
Post subject:  Three MultiPair EAs for a Sunday Evening

Naki003 - I think you're right, probably coincidence.

I really like that idea of closing the worst trade at 6% DD or some other percent level. Some thought needs to go into the code though as to when to check and what to do, how long to wait to check again. We assume this will keep the equity and balance line closer together. I'm going to give this a whirl and see what happens using some older grid code.

And here's an idea that I've put into my multi-pair template, for Basket trade closure, that JL may want to consider. I call it "Dynamic Basket Closure". For each pair that has open trades, it will add a set percentage to the total requirement for basket closure. It's not suitable for all EA's.

Example using the setting below, 4 pairs with open trades, when profit hits 6% of balance all 4 pairs are closed.

Code: Select all

extern bool       DynamicBasket=true;
extern double     DynamicBasketProfitPerPair=1.5;//0=disable, Percent profit for each pair currently being traded, DynamicBasket must be false
extern double     BasketPercentProfit=8.0;//0=disable, DynamicBasket must be false
Another feature to consider

Code: Select all

input double      EquityHardStop=0;//default 0
JL - nice job pumping out EA's. And thanks to all the testers.
Author:  jlcgarcia [ Sun Nov 22, 2015 6:55 pm ]
Post subject:  Three MultiPair EAs for a Sunday Evening

AnotherBrian » Sat Nov 21, 2015 7:23 pm wrote:
And here's an idea that I've put into my multi-pair template, for Basket trade closure, that JL may want to consider. I call it "Dynamic Basket Closure". For each pair that has open trades, it will add a set percentage to the total requirement for basket closure. It's not suitable for all EA's.

Hi,

I am still analyzing some ideas from Brian and meanwhile new ideas have come to me about recovering trades in loss. One of them (taken from CF-TOR) would be:

Code: Select all

  //Find the trade which is > 1% Balance 
      if(maxloss > AccountBalance()*0.01) { 
      
      // Calculate if the open profits are over this max loss trade and the trade exist
      
      
     if (OpenProfitPartial()+maxloss>0 && maxlossticket!=0) 
      
      // Close the max loss trade and the open orders in profit
      
       {Print(OpenProfitPartial()," ",maxloss," ",maxlossticket);closeOrdersF(OP_BUY,maxlossticket,3);
       closeOrdersF(OP_SELL,5,1);closeOrdersF(OP_BUY,5,1);Sleep(60000);}
Meanwhile I am reading some articles about algorithmic trading and a new idea has come to me. Let me explain, in the Forex Duck EA the program was searching for one pattern, in Forex Kiss there were two patterns to find. In the new EA I am posting here, I have given the program the rules to search for multiple patterns using iterations. An imperative norm is that the patterns must be recent; another one is that the EA must search for patterns only in the 15, 30, 60 and 240 minutes timeframes; third rule, open a limit order at the support or resistance. Finally, use the recovery model I have exposed above.

With these rules I have codified the Forex Black Friday, and here it is.

Regards


José Luis
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