stevehopwoodforex.com
https://www.stevehopwoodforex.com/phpBB3/
Print view

Rinse 'n Repeat
https://www.stevehopwoodforex.com/phpBB3/viewtopic.php?t=4693		 Page 36 of 56
Author:  TraderJoeForex [ Thu Jun 02, 2016 1:10 pm ]
Post subject:  Rinse 'n Repeat
SteveHopwood » Wed Jun 01, 2016 11:35 am wrote:V 1n is in post 1, with an implementation of another brilliant idea by TraderJoeForex. From the updated post 1:

There are probably bugs in the code. Coders, have a look at
void GetLosingTradesTickets(int type, double profit) starting at line 1127. The function is called from within bool LookForTradeClosure(int ticket) - itself only called to examine a defensive hedge trade.

:xm:
Seems to be working as intended. I put this on overnight with M1 HGI and MinimumTradesToCallImbalance set to one to give plenty of hedging tests and just a 2pip grid .. I didn't expect this to be profitable but it's holding it's own considering price has been ranging. I've now changed to a 5pip grid and look forwards to the next decent move.
Author:  TraderJoeForex [ Thu Jun 02, 2016 2:11 pm ]
Post subject:  Rinse 'n Repeat
... haha right on time we get a nice little 100pip drop. The hedge kicks in perfectly protecting me from drawdown and closes with a nice profit.

:party:
Author:  SteveHopwood [ Thu Jun 02, 2016 2:22 pm ]
Post subject:  Rinse 'n Repeat
Excellent. We progress further still. :clap: :clap: :clap:

:xm:
Author:  rapple [ Thu Jun 02, 2016 10:59 pm ]
Post subject:  Rinse 'n Repeat
Hi all

Here are my results for RnR (version 1o) both started at the same time on fresh $5000 GP demos

RnR (ootb)
RnR (ootb) - Demo8.JPG
RnR (ootb) but with "AllowComplexSingleSidedOffset=false"
RnR (ootb, csso_false) - Demo6.JPG
Cheers Richard
Author:  Gertje [ Fri Jun 03, 2016 5:12 am ]
Post subject:  Rinse 'n Repeat
TraderJoeForex » Thu Jun 02, 2016 2:11 pm wrote:... haha right on time we get a nice little 100pip drop. The hedge kicks in perfectly protecting me from drawdown and closes with a nice profit.

:party:
Probably NFP this afternoon will give a good test..... :smile:

I'm still not sure what to do with my account running RnR. I think I will manually hedge it before NFP and release the hedge once the dust settles.
Author:  SteveHopwood [ Fri Jun 03, 2016 9:08 am ]
Post subject:  Rinse 'n Repeat
Gertje » Fri Jun 03, 2016 5:12 am wrote: Probably NFP this afternoon will give a good test..... :smile:

I'm still not sure what to do with my account running RnR. I think I will manually hedge it before NFP and release the hedge once the dust settles.
RnR should detect a hugely widened spread and stop any kind of trading/managing activity.

I always intend to hide the RunInSpreadDetectionMode input because nobody bothers to read what this does and think that setting it to 'false' stops this filter. It actually tells the ea to recalculate the average spread based on the number of ticks in TicksToCount. The only way to turn this filter off is to set MultiplierToDetectStopHunt to something so high that not even NFP can cause a spread that wide.

We can look into this and think about whether the ea pause loop should include testing the need to apply a defensive hedge, but as coded now it does not. You will need to apply this manually.

:xm:
Author:  TraderJoeForex [ Fri Jun 03, 2016 10:57 am ]
Post subject:  Rinse 'n Repeat
Gertje » Fri Jun 03, 2016 5:12 am wrote: Probably NFP this afternoon will give a good test..... :smile:

I'm still not sure what to do with my account running RnR. I think I will manually hedge it before NFP and release the hedge once the dust settles.
This is still demo so I will keep this running through NFP and let you know how it goes. With a 5pip grid, 1+ trade to call imbalances and HGI on M1 for hedge signals I am really pleased.

The profit is significantly less with the hedging on because of the false HGI signals (especially as this is M1) but it is still profitable and the beauty is that no more than 10 trades have been open at any time so I could be running a much higher lot size which would make up for this. Right now GJ is still a ranging market based on D1 and has been since February .. once price breaks out of this range in the coming weeks/months I think the benefits will be even more pronounced.

I have found that anything other than +1 imbalances and M1 for HGI the hedges just aren't on quick enough to keep the number of open trades consistent but this is just a brief snapshot. It would be good to have a week long comparison with M15 H1 and H4 next week if anyone wants to join in this test with some space on VPS..

Below is the set file I am using for M1:

Bring on the NFP :jump:
Author:  Gertje [ Fri Jun 03, 2016 11:09 am ]
Post subject:  Rinse 'n Repeat
TraderJoeForex » Fri Jun 03, 2016 10:57 am wrote:
This is still demo so I will keep this running through NFP and let you know how it goes. With a 5pip grid, 1+ trade to call imbalances and HGI on M1 for hedge signals I am really pleased.

The profit is significantly less with the hedging on because of the false hedge trades but it is still profitable and the beauty is that no more than 10 trades have been open at any time so I could be running a much higher lot size which would make up for this. Right now GJ is still a ranging market based on D1 and has been since February .. once price breaks out of this range in the coming weeks/months I think the benefits will be even more pronounced.

I have found that anything other than +1 imbalances and M1 for HGI the hedges just aren't on quick enough to keep the number of open trades consistent but this is just a brief snapshot. It would be good to have a week long comparison with M15 H1 and H4 next week if anyone wants to join in this test with some space on VPS..

Below is the set file I am using for M1:

Bring on the NFP :jump:
Hi,

If you can setup the different setfiles for me, I can run it on my VPS starting next week.
Author:  TraderJoeForex [ Fri Jun 03, 2016 1:27 pm ]
Post subject:  Rinse 'n Repeat
Gertje » Fri Jun 03, 2016 11:09 am wrote: Hi,

If you can setup the different setfiles for me, I can run it on my VPS starting next week.
Great.. I will PM them to you later.

NFP wasn't much drama.. just added a few more £
Author:  TonkaTuff [ Mon Jun 06, 2016 12:42 am ]
Post subject:  Rinse 'n Repeat
I've currently got a spare VPS at the moment I would like to test HGBnG and RNR on if you need any capacity I'd be happy to test any settings you don't have capacity for.
All times are UTC Page 36 of 56

Powered by phpBB® Forum Software © phpBB Limited