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Shelley's multi-pair basket trader
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Author:  cytek [ Tue May 29, 2012 10:38 am ]
Post subject:  Re: Shelley's multi-pair basket trader
SWG123 wrote:
cytek wrote: If I've learnt anything, its that timing of entry is key. I now open a "demo" basket in the morning, and when it looks like its at its worst drawdown, I then run Shelley on "live" hoping for a return to the main Daily trend.
Entering after basket retracement, rather than at specific times of day, sounds worth investigating.
Hey, so good to see a fellow South African :) Except that you have the better view down in Cape Town compared to me up in Gauteng-a-leng!
Author:  SWG123 [ Tue May 29, 2012 11:11 am ]
Post subject:  Re: Shelley's multi-pair basket trader
cytek wrote:
SWG123 wrote:
cytek wrote: If I've learnt anything, its that timing of entry is key. I now open a "demo" basket in the morning, and when it looks like its at its worst drawdown, I then run Shelley on "live" hoping for a return to the main Daily trend.
Entering after basket retracement, rather than at specific times of day, sounds worth investigating.
Hey, so good to see a fellow South African :) Except that you have the better view down in Cape Town compared to me up in Gauteng-a-leng!
Sorry to disappoint but I'm just a Brit invader with a liking for boerewors and braaivleis!

Anyway it's cold and wet here today so not much of a view at all :lol:
Author:  Armen [ Tue May 29, 2012 11:41 am ]
Post subject:  Re: Shelley's multi-pair basket trader
Hi Steve, just one question. (I may missed something)
What should be the value of ComeWhatMayCLoseHoure in order to disable it - 0; 24 or leave it blank (?).
Otherwise it will override the OnlyCloseProfitableBasket as you said in p1.
Author:  SteveHopwood [ Tue May 29, 2012 11:48 am ]
Post subject:  Re: Shelley's multi-pair basket trader
Armen wrote:Hi Steve, just one question. (I may missed something)
What should be the value of ComeWhatMayCLoseHoure in order to disable it - 0; 24 or leave it blank (?).
Otherwise it will override the OnlyCloseProfitableBasket as you said in p1.
Any value >23 to disable. I did not make this clear in post 1.

:D
Author:  Armen [ Tue May 29, 2012 11:53 am ]
Post subject:  Re: Shelley's multi-pair basket trader
SteveHopwood wrote:
Armen wrote:Hi Steve, just one question. (I may missed something)
What should be the value of ComeWhatMayCLoseHoure in order to disable it - 0; 24 or leave it blank (?).
Otherwise it will override the OnlyCloseProfitableBasket as you said in p1.
Any value >23 to disable. I did not make this clear in post 1.

:D
Thank you Steve. this is what I assumed but, it's better to check.
Thanks again.
Author:  cytek [ Tue May 29, 2012 12:26 pm ]
Post subject:  Re: Shelley's multi-pair basket trader
Summary of Shelley today;
Sell x4: EURJPY, EURUSD, GBPJPY, GBPUSD Buy x1: USDCHF

Basket 1 opened 9:40 (GMT+2). Closed @ 10:36 (GMT+2) for 50 pips.
Basket 2 opened 11:26 (GMT+2). Closed @ 11:50 (GMT+2) for 75 pips.
Basket 3 opened 13:34 (GMT+2). Closed @ 15:15 (GMT+2) for 50 pips.
Basket 4: Opened 16:20. Closed @ 16:30 for 50 pips. Wasn't too sure of this last basket, so did it on Demo account.

Total for today; 225 pips over 4 entries. 8-)
Author:  SteveHopwood [ Tue May 29, 2012 12:30 pm ]
Post subject:  Re: Shelley's multi-pair basket trader
cytek wrote:ps. Not sure if we should post performance stats here in this thread, or if this is just for technical EA type posts. Happy to move it to Jemook's NB thread if that makes more sense.
Makes sense to post them here as they are EA results.

:D
Author:  cytek [ Tue May 29, 2012 12:41 pm ]
Post subject:  Re: Shelley's multi-pair basket trader
SteveHopwood wrote:
cytek wrote:ps. Not sure if we should post performance stats here in this thread, or if this is just for technical EA type posts. Happy to move it to Jemook's NB thread if that makes more sense.
Makes sense to post them here as they are EA results.

:D
Tx for the conf :) And most of all, for the awesome coding :)
Author:  Zypip [ Tue May 29, 2012 12:50 pm ]
Post subject:  Re: Shelley's multi-pair basket trader
SteveHopwood wrote:Version 1l is in post 1. Please see 'Trading styles'.

The combo is a bit of a blunt instrument. For example, S&G will buy when Slope today is >= 0.8 and was lower than that yesterday (plus any other criteria applied to trading OriginalShelley).

You guys start thinking about how to refine this. Maybe a rising angle, that sort of thingy.

As the latest version is a combo, I suggest you save your current one with a different name, or start a fresh demo for the update.

:D

Brilliant! :D thanks Steve. I think the extra criteria ensuring that we get at the start of the run will be interesting though will probably reduce the frequency of trades significantly but hopefully each basket will be more profitable.........only the retracement issue remains ;) . Cheers!
Author:  garyfritz [ Tue May 29, 2012 1:52 pm ]
Post subject:  Re: Shelley's multi-pair basket trader
SteveHopwood wrote:Version 1l is in post 1. Please see 'Trading styles'.
The combo is a bit of a blunt instrument. For example, S&G will buy when Slope today is >= 0.8 and was lower than that yesterday (plus any other criteria applied to trading OriginalShelley).
Excellent! Thanks Steve.

If I enable S&G and disable OriginalShelley, the BasketSendTime is no longer relevant, yes?

I think you have a problem in LookForTradingOpportunities. Your code does this (condensed):

Code: Select all

      if (TradePair[cc][1] == buyhold)
         if (TradePair[cc][2] == buy) 
         //Additional condition: Slope(1) must have been < 0.8
           if (ShelleyPlusGary)
             if (PrevSlope == buy) SendLong = true;
Shouldn't that be if (PrevSlope != buy), so it only buys when the slope switches from <0.8 to >=0.8?

I'm testing this with these settings:

extern bool OriginalShelley=false;
extern bool ShelleyPlusGary=true;
extern int AdaptivePipsTakeProfit=30;//Pips per open trade. A zero input will disable this.
extern int AdaptivePipsStopLoss=50;//Pips per open trade. A zero input will disable this.
extern int AdaptiveBreakEvenProfitPips=10;//Set to zero to disable this function
extern int AdaptiveBreakEvenProfitPipsLock=2;//Pips per open trade. A zero input will disable this.
extern int AdaptiveJumpingStopPips=5;//Zero to disable

So (I think): all stops/etc are per-open-trade, with 30pip-per-pair TP, 50 pip SL, move stop to +2pips when average-open-profit-per-pair reaches 10, jump the stop 5 pips-per-pair.
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