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MultiBob, a multi symbol NB10.2(a) autotrader
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Author:  gaheitman [ Fri Oct 05, 2012 8:36 pm ]
Post subject:  Re: MultiBob, a multi symbol NB10.2(a) autotrader

SWG123 wrote:I wonder why this EURCAD buy was taken? Looks like it was based on yesterday's DP... :?
12.10.05 eurcad.gif
EDIT: Should have specified, I'm using 10.2=false, 10.2a=true.
There was an issue with the DP calculation, it was off by a day. Paul posted an update for it yesterday or the day before. Make sure you have the newest version.

George
Author:  garyfritz [ Sat Oct 06, 2012 12:56 am ]
Post subject:  Re: MultiBob, a multi symbol NB10.2(a) autotrader

I was just noticing the position sizes that v1.1.7 was running. I'm the default riskPercent = 2, 2% risk.
MultiBob.gif
If I'm figuring this right, that 5.15 lot position in EURCHF was risking 13.9 pips, or 51.5*13.9 = 715.85 CHF = about $770. The account has had an equity right around $39k for several days, so 770 / 39k = 1.97%, just like it should be.

Now look at the AUDJPY trade. It's risking 10.0 pips or 8.9 * 10 pips * 100 (since it's yen) = $113 USD. That's about 113/39k = 0.29% risk.

AUDNZD is risking 11.7 * 82.7 pips = $967.59, which is about 2.48%, and EURCAD is risking 9.5 * 77.7 pips = $603 => 1.55% risk.

How come only one of these trades has the right risk?
Author:  gaheitman [ Sat Oct 06, 2012 3:00 am ]
Post subject:  Re: MultiBob, a multi symbol NB10.2(a) autotrader

garyfritz wrote:I was just noticing the position sizes that v1.1.7 was running. I'm the default riskPercent = 2, 2% risk.
MultiBob.gif
If I'm figuring this right, that 5.15 lot position in EURCHF was risking 13.9 pips, or 51.5*13.9 = 715.85 CHF = about $770. The account has had an equity right around $39k for several days, so 770 / 39k = 1.97%, just like it should be.

Now look at the AUDJPY trade. It's risking 10.0 pips or 8.9 * 10 pips * 100 (since it's yen) = $113 USD. That's about 113/39k = 0.29% risk.

AUDNZD is risking 11.7 * 82.7 pips = $967.59, which is about 2.48%, and EURCAD is risking 9.5 * 77.7 pips = $603 => 1.55% risk.

How come only one of these trades has the right risk?
I have walked through the code to calculate the lot size for the AUDJPY trade, and it calculated the correct lot size of 6.13, which would have been correct for a 10 pip SL. The lot size that was used seems to be based on the UseATRStopLoss setting. Do you have that on? I say that because the lot size used is what would have been calculated based on a 69 pip SL, which is in the realm of possibility for the ATR last week, depending on your settings.

Just SWAGing here, in case you can't tell... :D

George
Author:  forexdan [ Sat Oct 06, 2012 3:25 am ]
Post subject:  Re: MultiBob, a multi symbol NB10.2(a) autotrader

Sorry to interrupt you geniuses, I just wanted to post a screen shot of this weeks closing balance using Multi-bob with default settings.

Up almost $1000 on a $5,000 FXDD demo account this week ...

Most of the profit, however, came I suspect due to a bug - there were several AUDNZD trades open when the interest rate news from Australia came out ...

Have updated Multi-bob fairly regularly during the week

Still, nice to see.

I am also running MultiBob on another demo account with 10.2 switched off, and 10.2a switched on. It hasn't faired so well ... down about $150
Author:  SWG123 [ Sat Oct 06, 2012 7:17 am ]
Post subject:  Re: MultiBob, a multi symbol NB10.2(a) autotrader

gaheitman wrote:
SWG123 wrote:I wonder why this EURCAD buy was taken? Looks like it was based on yesterday's DP... :?
12.10.05 eurcad.gif
EDIT: Should have specified, I'm using 10.2=false, 10.2a=true.
There was an issue with the DP calculation, it was off by a day. Paul posted an update for it yesterday or the day before. Make sure you have the newest version.

George
Thanks, George. I was using v1.1.9. Have updated and will see how it goes next week. :D
Author:  Thunder123 [ Sat Oct 06, 2012 5:27 pm ]
Post subject:  Re: MultiBob, a multi symbol NB10.2(a) autotrader

May I suggest an option for additional entries in 10.2a mode. Perhaps the ma from 10.2 could be used but only for additional entry not first entry. So if there is a strong move it's more likely to add to position on retrace. In strong moves I don't think there would be many additional entries based on piviots.
Author:  garyfritz [ Sat Oct 06, 2012 7:42 pm ]
Post subject:  Re: MultiBob, a multi symbol NB10.2(a) autotrader

gaheitman wrote:I have walked through the code to calculate the lot size for the AUDJPY trade, and it calculated the correct lot size of 6.13, which would have been correct for a 10 pip SL. The lot size that was used seems to be based on the UseATRStopLoss setting. Do you have that on?
Yup, looks like you're right, George. useATRStopLoss is on by default, and it overrides the normal Entry - Stoploss definition of "risk." I missed that.

Might be more reasonable, though. Entry-Stoploss can be very small and give outsized position sizes.
Author:  gaheitman [ Sat Oct 06, 2012 8:08 pm ]
Post subject:  Re: MultiBob, a multi symbol NB10.2(a) autotrader

garyfritz wrote:
gaheitman wrote:I have walked through the code to calculate the lot size for the AUDJPY trade, and it calculated the correct lot size of 6.13, which would have been correct for a 10 pip SL. The lot size that was used seems to be based on the UseATRStopLoss setting. Do you have that on?
Yup, looks like you're right, George. useATRStopLoss is on by default, and it overrides the normal Entry - Stoploss definition of "risk." I missed that.

Might be more reasonable, though. Entry-Stoploss can be very small and give outsized position sizes.
There is still an issue with the EA calculating lots based on one stop loss, but using another when actually sending the trade. I didn't see why that would be the case, perhaps Paul will be able to set us straight.

George
Author:  barry [ Sun Oct 07, 2012 7:47 am ]
Post subject:  Re: MultiBob, a multi symbol NB10.2(a) autotrader

I started testing this EA just last week, and I changed the default settings so it would trade both the 10.2 and 10.2A methods.
But now I don't know how to tell the 10.2 trades from the 10.2A trades. Is there a way to do that, or do I need to start again, with a 10.2 test on one platform, and a 10.2A test on another platform?
Thanks for any help!
Author:  yamez [ Sun Oct 07, 2012 9:15 am ]
Post subject:  Re: MultiBob, a multi symbol NB10.2(a) autotrader

barry wrote:But now I don't know how to tell the 10.2 trades from the 10.2A trades. Is there a way to do that, or do I need to start again, with a 10.2 test on one platform, and a 10.2A test on another platform?
Hover your mouse pointer over the open trade or closed trade to see, if any, trade comments. MultiBob will automatically comment the trade Pivot Short or Pivot Long when using 10.2a and H4 Trend or D1 Trend when using 10.2.

I run both 10.2a and 10.2 on one demo account using a chart window for each EA instance.
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