wBear wrote:

Serpip wrote:Dear All,

I have been running Multibob on an Alpari £5K Demo from Mon 24th of Sep to date (updating Multibob when a new version was released). That makes it ten days of trading. Today I extracted the closed trades taken using 10.2 and 10.2a, allowing 5% risk together with the hedging function from MPTM. I can understand that ten days is not enough long time to get a sensible analysis of the results, but as one can see from the attached file, 10.2a is the one that stands out.

As per the attached pivot one can see that 10.2a closed up £1995.23 while 10.2 closed down £944.82, even though a lot of trades were hedged for 10.2 trades. On the 10.2a system only two trades had the hedged functionality trigerred and with the hedging trades in the mix the 10.2a would be in profit but by £1,707.26, slightly down from £1995.23. Analysing the different trades taken by 10.2, it looks like BBRange did quite well, +£206.21, the only downside is I only had three only trades trigerred by BBRange so it's not a good sample after all.

I will be leaving this demo running for another while to conclude that the results above are quite conclusive. Basically saying that 10.2a proved to be is the best entry trigger on this setting and perhaps using 10.2 for BBRange if feasable. Other things to include is maybe doubling the entry lots and close half at TP1 an leave the second one running using Trailing/ Jumping Stop Loss. Bottom line, I think this system has got potential.

I do not know how you guys/ gals are with excel skills but all I did is saved a detailed report out of the Demo account and added a column for the type of trade as per the account history comment when hovering on the trade line, added a couple of columns with formulae to add other information to the trade and from there I filtered and pivoted the results to get some basic analysis.

Hi Serpip,
May I please know what are the details of your MPTM Hedge configuration? Thank you.

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

Serpip wrote: Hi wBear,

I wonder why are you interested in my MPTM Hedging setting when it did not do any good to my positions. Perhaps I was not clear in my post. Apologies if I wasn't. You can have my preferred setting, but my results show that 10.2 without hedging would have been down, and by hedging it made it better but remained in red anyway. 10.2a performed well but yet again with the hedging in play, it reduced the profit by around £200.

Setting were set as hedge position if it goes 50 pips against you by opening double the lot and close position at breakeven. What I noticed is that the hedging entries are being opened without a SL and TP in place, so the opened hedged positions were only being closed when the position being hedges is matched at breakeven by the opened hedge trade. What this means is that if the hedged position start to go the right way after a hedge position against it is opened, than the opened hedge position will give you a double hit loss. Eventually not helping the end result. Hope that make sense.

Cheers

lilac wrote:I am running the newest version1.1.10, and experiencing this DP calculation issue again on a crim that has sunday bar. For example, AUDUSD DP is 1.0203 at the indicator, but multibob says DP is 1.0162

On another crim without sunday bar the DP values are exactly the same on indi and ea.

Another thing, about lot sizing, mb opened 2 trades today, one of 0.02 and a another of 0.84, isn't the second one too big for a 2% risk setting and a deposit of 1000? How does it decide when to throw a smaller or a bigger lot?
thanks

SWG123 wrote:

lilac wrote:I am running the newest version1.1.10, and experiencing this DP calculation issue again on a crim that has sunday bar. For example, AUDUSD DP is 1.0203 at the indicator, but multibob says DP is 1.0162

On another crim without sunday bar the DP values are exactly the same on indi and ea.

Another thing, about lot sizing, mb opened 2 trades today, one of 0.02 and a another of 0.84, isn't the second one too big for a 2% risk setting and a deposit of 1000? How does it decide when to throw a smaller or a bigger lot?
thanks

Hmm, you're right. On my Cowboy IBFX demo, Multibob says AU DP is 1.0166, but the DWM Pivots value on the same crim is 1.0198. Other crims:-

Bully Pepperstone = 1.0203
Vantage fx = 1.0201

So the three DWM Pivots are within 5 pips and the Multibob value is +/-30 pips away.

//+------------------------------------------------------------------+
//| getPivots( double& pivotValues[], string symbol )                |
//+------------------------------------------------------------------+
void getPivots( string symbol, int tf, double& values[] )
{
   int shift = 1;
   if ( tf == PERIOD_D1 )
   {
      if ( TimeDayOfWeek( iTime( symbol, PERIOD_D1, 0) ) == 1 ) // Is the current daily bar a monday?
      {
         if ( sundayCandlesDetected || saturdayCandlesDetected ) shift++; // Shift a day if weekend candles exist
      }
   }

gaheitman wrote: It seems I tricked Paul into coding this fix incorrectly....

garyfritz wrote:Mark the calendar! It's a very rare event when TIG is wrong!