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| Stretchy Slope. Blame Bunker for this one. https://www.stevehopwoodforex.com/phpBB3/viewtopic.php?t=716 |
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| Author: | Pipley [ Thu Sep 20, 2012 1:32 pm ] |
| Post subject: | Re: Stretchy Slope. Blame Bunker for this one. |
Thanks Bunker! I hope that I haven't brought bad luck to the thread!  I have only had a few "winners" since I started the EA, but currently have many trades is negative territory. Of course, this should not be a surprise when using an EA that looks for retraces! Patience is key! (too bad, I'm not very patient! ha!) |
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| Author: | feucht [ Thu Sep 20, 2012 1:47 pm ] |
| Post subject: | Re: Stretchy Slope. Blame Bunker for this one. |
Yep, getting absolutely hammered this week so far, just got to think this is good data for working out how to improve this! |
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| Author: | Bunker [ Thu Sep 20, 2012 7:13 pm ] |
| Post subject: | Re: Stretchy Slope. Blame Bunker for this one. |
I admire your persistence Feucht! I have to admit that my other (manual) system is taking most of my time and I don’t spend as much time as I should with stretchy. It has potential, but only under certain market conditions which are difficult to nail down. Lately, I have been spending my time with Big Mac http://www.stevehopwoodforex.com/phpBB3 ... f=16&t=790. I am having great success with BM. Maybe you want to practice your MQL coding with that one ?  Pipley, if you need to sharpen your patience, BM will help you with that as it is a H4 strategy. Could be long and boring, but you won’t regret the end results.  Cheers! Bunker |
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| Author: | feucht [ Thu Sep 20, 2012 8:44 pm ] |
| Post subject: | Re: Stretchy Slope. Blame Bunker for this one. |
I will check it out Bunker! SS is being a mean beast, don't think I have ever had such a bad day on it (certainly not with the original version  ). I still feel that there is something better to be unlocked from it, but it's quite possible that there isn't!I have been doing tons of SQL coding to find ways to simulate the action of an EA over logged data, and I think this could be reworked for most situations, so nothing is a waste. |
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| Author: | Pipley [ Fri Sep 21, 2012 12:03 pm ] |
| Post subject: | Re: Stretchy Slope. Blame Bunker for this one. |
Well, I am glad to hear that the last few days of SS is not "normal" (if there is such a thing). I have been going over and over my settings and ATTEMPTING to figure out the code to see how I screwed up. I will definitely check out Big Mac this weekend, Bunker. Thanks for the suggestion. Thanks also to both of you for working on this (and anyone one else who helped). I'm not giving up on her quite yet! |
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| Author: | feucht [ Sun Sep 23, 2012 6:57 pm ] |
| Post subject: | Re: Stretchy Slope. Blame Bunker for this one. |
Ok, well this week's bruises put to one side for a minute, I have loaded up this week's ticks and added them to all the others and started number crunching again. First up StopAtStretch doesn't seem to work. I managed to delete my calcs on this accidentally, but having it set to some huge figure that would never be hit was more profitable than any other setting so this is going on the 'seemed like a good idea at the time' spike! I have been looking at a lot of scenarios involving different breakeven levels (BETarget) and breakeven locks (BELock), with a JS set to 5 in each case. Everything else is default with StopAtStretch set at 9.9 (so off in effect). In the 2 attached images you can see the results. Down the left is the BE Target, across the top is the gap between the BETarget and the BELock. Looking at Ave Pips per trade, something funky like 105/75 wins, but these trades last much longer than something like 35/10 which is almost as profitable, with less chance of over the weekend trades. Generally I think this should be a quick in-and-out sort of EA within a day or two. I'm defaulting to 35/10 from now on. I will post an updated EA in a moment with my new idea...  : |
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| Author: | feucht [ Sun Sep 23, 2012 7:14 pm ] |
| Post subject: | Re: Stretchy Slope. Blame Bunker for this one. |
The other thing I have been musing on is what effect the value of the HTF (D1) slope has on the outcome of a trade. Attached is what the D1 value was when the trade opened down the left and the average result. The pattern looking at it in 0.1 steps isn't beautiful, but it's clear that nothing too great happens when the D1 value is too high. I banded the values as well to make it a bit clearer. Above 1 seems to be problematic. I have added an HtfMaxBuyLevel and HtfMinSellLevel defaulting to 1.0 and -1.0. The EA will only take trades when the D1 value is in a range between HtfBuyLevel and HtfMaxBuyLevel (0.4 to 1.0 by default), and ditto but negative on the sell side. The reasoning behind this maybe that for a stretch of 1.0, we may be looking at 0.5 vs -0.5 slopes, or 1.2 vs 0.2 slopes. It doesn't seem unreasonable that we might see different behaviour when one shows a complete disagreement, and the latter shows an agreement just to lesser degrees. Writing this makes me wonder if it might be better just to trade only when the slopes are one positive and one negative, when the analysis run on the go has finished, I will see what that looks like. Usual warnings with use of the EA, I haven't tried it yet myself, though the code change was very small. |
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| Author: | Pipley [ Mon Sep 24, 2012 11:27 am ] |
| Post subject: | Re: Stretchy Slope. Blame Bunker for this one. |
Thanks for all the hard work on this, Feucht! Your analysis results are quite impressive! They have me even more baffled than before, but very impressive! |
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| Author: | feucht [ Mon Sep 24, 2012 12:14 pm ] |
| Post subject: | Re: Stretchy Slope. Blame Bunker for this one. |
I'm baffling myself now. Hopefully the attached week by week breakdown might cheer you up, last week (no 38) wasn't too typical... |
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| Author: | Bunker [ Mon Sep 24, 2012 11:17 pm ] |
| Post subject: | Re: Stretchy Slope. Blame Bunker for this one. |
These are good results Feucht! Well done! Last week kind of ended well for me. As you can see on the pic, I am testing the EA using MPBM for MM. Let’s see where it brings us… Cheers! Bunker |
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