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Euro Grid by Dietmar
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Author:  eltax100 [ Tue Dec 06, 2011 10:23 pm ]
Post subject:  Re: Euro Grid by Dietmar
Hi Dragos,

Thanks for your hard work, can I ask if we have this EA on multiple pairs is it best to change the magic number for each ??

Hope this has promise, I was thinking of using Steves MPTM as an ultimate shirt keeper for dire circumstances :shock:

Barron
Author:  lhDT [ Tue Dec 06, 2011 10:49 pm ]
Post subject:  Re: Euro Grid by Dietmar
Thanks for your work Dragos.
EA has be placed on the VPS.
Author:  ironrick [ Tue Dec 06, 2011 11:16 pm ]
Post subject:  Re: Euro Grid by Dietmar
gaheitman wrote:
Hmm, not much of an improvement, is it. :D Check the Start_Minute, it's set to 11 (no particular reason, just the last thing I looked at in testing). Set at 11, it won't work unless you are on a minute chart.
Ah-ha! The one setting I didn't fiddle with late last night. Got it working. Well it draws the trades now at least.

However, if I change time-frames say 1m, 5m, 15m, the "Total Net Pips" has drastically different numbers. (839, 1234, and 98 respectively.) I had been thinking that this method was relatively timeframe independent. Am I missing something again? :)

EDIT: Just checked and basically all the stats change between time-frames. Hmmm....

I was hoping to be able to see more trades all at once by switching up to a higher time-frame. Then
I could switch down if I need to do more investigating based on the new stats I was hoping you could include (see below).
gaheitman wrote:The stats are cumulative for whatever history you have loaded in the chart.
Okay. Although I am still unclear about the difference between "max total trades" and "max open trades". Is the former trades that actually get opened and the latter the the total of accrued pending trades?
gaheitman wrote:It currently prints the net pips calculated at the close of each bar along with the daily result. What else would you like to see?
I was thinking something along the lines of what you had in the comments section, but for every trade: Max total trades, Max open trades, Max pending level short, max pending level long, max drawdown, total net pips win/loss.

(You are already showing the max pending levels on the chart, I was just hoping to have it also shown what the max was all in one place.)

It would be great if the stats were in columnar form so that they could be viewed even if on a higher TF.
gaheitman wrote:Let me know what you have in mind and I'll give it a go.
Settings to set StepSize:

Defaults to hard-entered steps size (which is current behavior -- set at 15pips)

Dynamic Step Size settings:
Use ADR Based step size = TRUE/FALSE
ADR period = default to 20
Percent of ADR to use = default to 60%

Use ATR Based Step size= TRUE/FALSE
TF of ATR to use = 1M-1D, default to 15M
ATR Period to use = default to 20
Percent of ATR to use = default to 100%

For ADR, the gist is to take whatever % of ADR in pips and divide the 6 step zones (actually 8 if including the gap to the TP) into it to make equidistant zones.

For ATR, just take the % of ATR as the actual distance between zones.
If I am forgetting some pertinent detail please use your judgement. :)

I hope this isn't too much to ask, George!? I really appreciate your help -- I think this indi lets us test a LOT of ideas very quickly. I hope we can resolve any time-frame issues as well.

Thanks a ton!
Rick
Author:  DragosDanescu [ Tue Dec 06, 2011 11:26 pm ]
Post subject:  Re: Euro Grid by Dietmar
eltax100 wrote:Hi Dragos,

Thanks for your hard work, can I ask if we have this EA on multiple pairs is it best to change the magic number for each ??

Hope this has promise, I was thinking of using Steves MPTM as an ultimate shirt keeper for dire circumstances :shock:

Barron
Yes, different Magic is a must!
Author:  DragosDanescu [ Tue Dec 06, 2011 11:29 pm ]
Post subject:  Re: Euro Grid by Dietmar
lhDT wrote:Thanks for your work Dragos.
EA has be placed on the VPS.
You're welcome!
Also implemented option to increase lotsize of next opposite grid trades, if number of open trades(market orders) is above a selected value.
And ADR is already inside, as I"ve mentioned before ;) :lol:

So please redownload, if you wanna play with the trades limit toy....
Author:  ironrick [ Tue Dec 06, 2011 11:49 pm ]
Post subject:  Re: Euro Grid by Dietmar
DragosDanescu wrote:
You're welcome!
Also implemented option to increase lotsize of next opposite grid trades, if number of open trades(market orders) is above a selected value.
And ADR is already inside, as I"ve mentioned before ;) :lol:

So please redownload, if you wanna play with the trades limit toy....

Thanks, Dragos!
Author:  gaheitman [ Wed Dec 07, 2011 12:05 am ]
Post subject:  Re: Euro Grid by Dietmar
ironrick wrote:However, if I change time-frames say 1m, 5m, 15m, the "Total Net Pips" has drastically different numbers. (839, 1234, and 98 respectively.) I had been thinking that this method was relatively timeframe independent. Am I missing something again? :)

EDIT: Just checked and basically all the stats change between time-frames. Hmmm....

I was hoping to be able to see more trades all at once by switching up to a higher time-frame. Then
I could switch down if I need to do more investigating based on the new stats I was hoping you could include (see below).
The stats change because the number of days showing on the chart changes with the change in time frame. You'll get more trades as you go up in timeframe, assuming you have sufficient history downloaded to fill your chart to max bars in chart.
ironrick wrote:Okay. Although I am still unclear about the difference between "max total trades" and "max open trades". Is the former trades that actually get opened and the latter the the total of accrued pending trades?
Max Open trades are trades that actually get filled, max total trades includes pending.
ironrick wrote: I was thinking something along the lines of what you had in the comments section, but for every trade: Max total trades, Max open trades, Max pending level short, max pending level long, max drawdown, total net pips win/loss.

(You are already showing the max pending levels on the chart, I was just hoping to have it also shown what the max was all in one place.)

It would be great if the stats were in columnar form so that they could be viewed even if on a higher TF.
I'll see what I can do. I hate positioning those stupid labels :D
ironrick wrote:Settings to set StepSize:

Defaults to hard-entered steps size (which is current behavior -- set at 15pips)

Dynamic Step Size settings:
Use ADR Based step size = TRUE/FALSE
ADR period = default to 20
Percent of ADR to use = default to 60%

Use ATR Based Step size= TRUE/FALSE
TF of ATR to use = 1M-1D, default to 15M
ATR Period to use = default to 20
Percent of ATR to use = default to 100%

For ADR, the gist is to take whatever % of ADR in pips and divide the 6 step zones (actually 8 if including the gap to the TP) into it to make equidistant zones.

For ATR, just take the % of ATR as the actual distance between zones.
If I am forgetting some pertinent detail please use your judgement. :)

I hope this isn't too much to ask, George!? I really appreciate your help -- I think this indi lets us test a LOT of ideas very quickly. I hope we can resolve any time-frame issues as well.

Thanks a ton!
Rick
That shouldn't be too much. I added most of the ATR code waiting to hear from you. For ADR, I assume you just want the average of the ranges of the last x bars, skipping Sundays?

George
Author:  ironrick [ Wed Dec 07, 2011 12:28 am ]
Post subject:  Re: Euro Grid by Dietmar
gaheitman wrote: The stats change because the number of days showing on the chart changes with the change in time frame. You'll get more trades as you go up in timeframe, assuming you have sufficient history downloaded to fill your chart to max bars in chart.
DUH again. Why didn't I realize that... :oops:
gaheitman wrote: I'll see what I can do. I hate positioning those stupid labels :D

Added most of the ATR code waiting to hear from you. For ADR, I assume you just want the average of the ranges of the last x bars, skipping Sundays?

George
Yes, sorry. Average of last x Daily bars, skipping Sundays.

Sorry for the delay. Tutoring kids today. :ugeek: :)

Exciting stuff happening here...
Rick
Author:  ironrick [ Wed Dec 07, 2011 1:20 am ]
Post subject:  Re: Euro Grid by Dietmar
gaheitman wrote: I'll see what I can do. I hate positioning those stupid labels :D
Oh! Maybe one more stat to include in the "Overall" comments section: Number of Wins, Number of Losers and win rate %.

This could get us a quick overview of win rate and if certain settings are even in the ballpark.

Thanks again!
R
Author:  gaheitman [ Wed Dec 07, 2011 7:04 am ]
Post subject:  Re: Euro Grid by Dietmar
ironrick wrote:
gaheitman wrote: I'll see what I can do. I hate positioning those stupid labels :D
Oh! Maybe one more stat to include in the "Overall" comments section: Number of Wins, Number of Losers and win rate %.

This could get us a quick overview of win rate and if certain settings are even in the ballpark.

Thanks again!
R
Winning/losing trades or days?
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