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Slopey Peaky Bob
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Author:  Vesko [ Fri Oct 05, 2018 7:47 pm ]
Post subject:  Slopey Peaky Bob
tomele » 05 Oct 2018 22:24 wrote:
Vesko » 05 Oct 2018, 19:09 wrote:Yes unfortunately I can confirm that I olso have some problems. This morning I found two of my Empty4 closed and I have a big loses real money because of this.
Can for hell tell me anyone how you can lose money closing positions? You have lost it long before. Your running account is EQUITY, not BALANCE !!!

Very easy my friend, very easy. Dont you know how the hell working EA ????
Author:  tomele [ Fri Oct 05, 2018 8:01 pm ]
Post subject:  Slopey Peaky Bob
Vesko wrote:
tomele » 05 Oct 2018 22:24 wrote:
Vesko » 05 Oct 2018, 19:09 wrote:Yes unfortunately I can confirm that I olso have some problems. This morning I found two of my Empty4 closed and I have a big loses real money because of this.
Can for hell tell me anyone how you can lose money closing positions? You have lost it long before. Your running account is EQUITY, not BALANCE !!!

Very easy my friend, very easy. Dont you know how the hell working EA ????
Apparently not. Please explain.
Author:  SteveHopwood [ Fri Oct 05, 2018 8:06 pm ]
Post subject:  Slopey Peaky Bob
Vesko, Thomas is a genius worth his weight in gold to us at SHF.

You are a useless worm that I have taken an immediate dislike to. I have removed you posting rights. Not sure what else you can do now - nor do I care.

I see some whinging here tonight by people too thick to read the user guide properly. I have left your idiotic posts in place so that newcomers can see that I mean what I say in the more threatening parts of my Welcome message.

Learn to read user guides, dimwits, or your time at SHF will be exceptionally short.

:xm: :rocket:
Author:  Priyesh [ Sat Oct 06, 2018 2:46 pm ]
Post subject:  Slopey Peaky Bob
"Thomas is a genius worth his weight in gold to us at SHF." Agree with you a 1,000% Steve.

Thomas - didn't mean to cause you any inconvenience buddy. Just wanted to share my experience. I checked all the settings and certainly read the manual. Still a mystery as to why all the trades closed and all pending trades were deleted on that day after the EA had been running for over a month. I may have, in my stupidity, missed something.

I am planning to look at the Tdesk with the SPB anyway.

Kind Regards
Priyesh
Author:  MurphyMan [ Tue Oct 09, 2018 5:31 pm ]
Post subject:  Slopey Peaky Bob
Basket Trailing Stop didn't seem to kick in. I think I have seen this before.

My intention was to have the trailing stop kick in at $70.00, BasketTrailingStopGapValueCash at $10.00 with a BasketTargetCash set at $90.00. This morning, when I was still groggy, I looked at Empty4 on my phone and saw the basket was up to about $84. Cool. But the basket quickly dropped and within a minute or two I was down to $52. I quickly ran to my desktop machine and hit the nuclear option and closed the basket at $43.00.

Shouldn't the Trailing stop close the basket when it backed down from $70 down to $60, or is there a conflict with the $90 BasketTargetCash? Perhaps it was latency in my VPS?

Here are my settings.
Capture.PNG
Author:  youcrazykids [ Sat Oct 13, 2018 1:57 pm ]
Post subject:  Slopey Peaky Bob
Dear all,

I'm one of the most silent of silent lurkers on this forum. I try not to speak unless I know what the shot is. I wish to explain the way that I've been trading SPB of late, and to solicit some constructive, objective comments. I'm amazed by this incredible piece of coding work, and hope that I may add to the knowledge that has been gained.

Start
I started trading SPB live with a 4000 USD account using the OOTB settings and 0.01 lots. It did well up until mid July. Until that point, the maximum DD encountered was 100 USD.

GBPJPY
In mid July, GBPJPY slid inexorably down, thanks to a BoJ rate hike. 1000 pips over the course of a month without a significant retrace. SPB was laying trades every 20 pips, so you can imagine the colossal cumulative DD on this pair alone. Add DD on other pairs into the mix, and I came close to a margin call. I got through this period by suspending automatic trading, and slowly closing out the open pairs at break even or a small profit until GBPJPY came good.

Lesson 1: I've widened the grid spacing. The spacing I use now is 40 pips. I may widen it further, as I imagine the next bloodbath could be worse.

Baskets
Previously, I had all pairs operating in a universal basket, with a TP of 30 USD. During this GBPJPY episode, I noticed that other pairs would head into profit, only for those profits to ebb away again becuase the GBPJPY DD was so huge. Even the profitable pairs themselves slid into DD, exacerbating the situation. So I thought "stuff it" and started to intervene, capturing those profits before they evaporated. This kept me in the game until GBPJPY recovered.

Lesson 2: I now treat pairs as their own individual basket, with a 12 USD TP for each pair. I may reduce the pair TP, as even now I see pairs racing into 5 USD profit for instance, only to slide into DD before eventually recovering and hitting the pair basket TP.

Super Slope
I did some offline analysis of the Super Slope, to assess the best settings. I exported a EURUSD D1 chart, and the SS D1 values, into Excel. I tried a simple test: If yesterday's SS was above the buy/sell threshold, trade today in the SS direction, closing at the end of the day. The best success rate I could achieve was 51% with a SS setting of 7,50 and a threshold of 0.15.

Lesson 3: SS threshold is now 0.15 on account of these tests. I know that some members say that a threshold of 1 is far more profitable. Therefore, I'm willing to discuss why that belief may be, and how I got the results I did. There could be a multitude of reasons and some interesting explanations.


So, to summarise, I now trade 0.01 lots, 40 pip grid spacing, individual baskets for pairs at 12 USD TP, SS threshold of 0.15, with reasons behind every choice. I do hope that it will prove more resilient come the next big DD event. I'm still here to tell the tale. I'm 1500 USD up from commencement of trading, a hell of a lot wiser, but still with much to learn. Does anyone have any thoughts?
Author:  SteveHopwood [ Sat Oct 13, 2018 4:51 pm ]
Post subject:  Slopey Peaky Bob
youcrazykids » Sat Oct 13, 2018 1:57 pm wrote: So, to summarise, I now trade 0.01 lots, 40 pip grid spacing, individual baskets for pairs at 12 USD TP, SS threshold of 0.15, with reasons behind every choice. I do hope that it will prove more resilient come the next big DD event. I'm still here to tell the tale. I'm 1500 USD up from commencement of trading, a hell of a lot wiser, but still with much to learn. Does anyone have any thoughts?
It has indeed been an interesting period of forced development.

I too realised that my best interest were probably served by finding a way of managing the situation manually. I started by looking at SuperSlope and rapidly fell in love with this indi.

By a happy set of circumstances my deep DD trades were mostly positive swap and the account was never within 100 miles of a margin call, so I left them alone. I developed this method:
  • SS D1, H4 and H1 must all agree and have values >1 for a buy signal and <-1 for a sell signal.
  • When there was a full SS signal against them, hedge half the position. Maintain the hedge until H4 and H1 went in the opposite direction, then close the hedge, bank the profits and wait to see what happens next. The swap is positive, so nothing to lose except patience.
  • SS has now turned in the direction of all of my deep DD trades so I am using XY42 to take more out in the direction of market travel.
Still a way to go but the hedging exercise netted a few hundred dollars so it could have been a lot worse.

I tell you folks, that the D1 SS is a very powerful directional indicator. It will turn around eventually, but will take some doing.

:xm: :rocket:
Author:  tgm0 [ Thu Oct 18, 2018 7:38 am ]
Post subject:  Slopey Peaky Bob
Guys I need help.

Can anyone tell me why if I run the attached code in debug mode it seems to be working fine, while if I run it regularly it does not?

I am trying to modify the experimental version in order to add Individual Basket Trailing Stop Percentage.
I am not a skilled coder and its taking me forever with lots of trials and errors, but I have now reached a point where I do not really know what else to do.
If I debug the code it seems to be working just fine but when I launch it regularly it does not. :arrrg:

Following are 2 screenshots where you can see the code running in debug mode and regularly.
Debugging1.PNG
Notice that in debug mode the white column inside the matrix titled "IBTS" is updating just fine.
All of this values apart for the last one are computed inside CanIndividualPairBasketBeClosed(string symbol, int PairIndex); the last one is the value of CashUpl[PairIndex]
Debugging3.PNG
I took the above a few minutes in and USDCAD reports "T1.93/1.20/0.73/0.73/1.67"
T means that the Individual Basket Trailing Stop is currently in operation (IBTSActivatedCash[PairIndex])
1.93 is the individual basket high (IBTSHighValueCash[PairIndex])
1.20 is the cash stop loss (IBTSStopLossCash[PairIndex]) meaning that if price reverse we will take home 1.20EUR.
0.73/0.73 are respectively the computation of IndividualBasketTrailingStopStartValueCash[PairIndex] and IndividualBasketTrailingStopGapValueCash[PairIndex]
1.67 as described above is CashUpl[PairIndex]
From this output I think that the code I added is working or at least its computing these values correctly.

Look at the following image now, this time the EA is launched regularly.
Normal run.PNG
You can see that all of the white column reports all F and no values gets computed in the remaining fields apart for the first raw and CashUpl[PairIndex] that is computed elsewhere.

I'll attach the modified code below.
The settings I used have been embedded inside the code, so no need for a set file.

Every feedback will be appreciated.
Thanks!
Author:  MurphyMan [ Fri Oct 26, 2018 11:26 am ]
Post subject:  Slopey Peaky Bob
The Basket Percentage Trailing Stop is working pretty well. This is my first basket close using this feature of SPB. Here, you can see the SL triggered at 5:48 this morning, then started closing trades three minutes later.

My settings are UseBasketTrailingStopPercentage: True
BasketTrailingStopStartValuePercent 1.8
BasketTrailingStopGapValuePercent 0.2

It's really kind of a guess what BasketTrailingStopGapValuePercent should be, but I picked 0.2 to keep the gap in the range of $10 with 0.3 lots trading. I think I'll bump the gap up to 0.3, for a bit more cushion.

I had three baskets this week! :party:

Thanks Everyone!
Capture6.PNG
Author:  tomele [ Fri Oct 26, 2018 10:40 pm ]
Post subject:  Slopey Peaky Bob
Hi MurphyMan.

Sorry, but that doesn't mean anything. There has been so much drawdown the last months. When did your account start? What is your gain since then? Where can we follow your account from the beginning? Your data on FXTestify ranges only from Jul-1 to Jul-18.

Thomas
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