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Peaky on Steroids
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Author:  billv [ Sun May 06, 2018 2:13 am ]
Post subject:  Peaky on Steroids

tomele » Sat May 05, 2018 9:01 am wrote:I will be happy to help you with the database code.

We must avoid to give both versions the same name in order to make them distinguishable for the database.

Cheers
Thomas
Can this code work when we run 3 EA's on 1 account (like Gertje is doing)?
Author:  chrisdk2018 [ Sun May 06, 2018 8:52 am ]
Post subject:  Peaky on Steroids

ianp » Sun Apr 15, 2018 4:31 pm wrote:Unless I have picked up the wrong end of the stick , Gertje's POS fully auto demo is just amazing I have been following it for quite a while now and it is rocking !!!!
https://www.fxblue.com/users/2085517
I looked at the equity line and the peak drawdown stated at 11.9% is not correct.

Rather it is approx. 34% (19k/29k 12/7/2017). Still fine though.
Author:  zafh [ Sun May 06, 2018 9:06 am ]
Post subject:  Peaky on Steroids

FXblue messes up the historically equity, but I have been tracking the account for a while now and it has been doing amazingly well.
Author:  tomele [ Sun May 06, 2018 9:06 am ]
Post subject:  Peaky on Steroids

billv » 06 May 2018, 03:13 wrote: Can this code work when we run 3 EA's on 1 account (like Gertje is doing)?
No, it doesnt. When testing any EA that uses multiple magic numbers, this EA must run solitary in the account. No multiple instances, no other EAs.

Cheers
Author:  SteveHopwood [ Sun May 06, 2018 9:55 am ]
Post subject:  Peaky on Steroids

Thomas just sent me this PM:
tomele wrote:Hi Steve.

Please wait with releasing your new version. My first idea how to handle multi-magic EAs was not ideal. I am developing a structure to enable running multiple instances of them in the same account.

Thanks
Thomas
I will release the update I promised earlier when I have heard from him again.

I have been running PoS for a couple of weeks, using Gertje's set file:
Closed trades:
PoS closed.png
Open over the weekend:
PoS open.png
:xm: :rocket:
Author:  SteveHopwood [ Sun May 06, 2018 4:10 pm ]
Post subject:  Peaky on Steroids

V 1j is in post 1. This has the ability to take part in the tests database added.

The DIY is easy. Go to the top of the ode and do a search for "WriteFileForTestDatabase". Depending on your versions, it will either come up blank or take you to this line of code:
extern bool WriteFileForTestDatabase=true;

This code needs adding if your search came up blank. I put it at the bottom of the General Inputs section.

Repeat the search if the first one took you to the line of code I described above. This will take you to the top of int OnInit() and this line of code:
if(WriteFileForTestDatabase)

The whole snippet needs replacing with this, or adding if your search came out blank:

Code: Select all

   if(WriteFileForTestDatabase)
      ChartSaveTemplate(0,StringFormat("ZZT2MTPL-%s-%s-%s-%d-%d-%d-%d-%d-%d-%d","SHF","POS","MULSYM",
      Period(),AccountNumber(),TimeCurrent(),Trade1MagicNumber,Trade2MagicNumber,Trade3MagicNumber,Trade4MagicNumber));
      
 

Getrje, Thomas has added the relevant code to V 1e to make it do whatever it is you were wanting it to do, so I attach it here.

:xm: :rocket:
Author:  SteveHopwood [ Sun May 06, 2018 5:15 pm ]
Post subject:  Peaky on Steroids

I forgot to add this to my previous post: it is part of the PM that Thomas sent me:
As you can see, we now write all magic numbers. The new uploader does the rest. All testers should obey the following:

"The handling for EAs using multiple magic numbers has improved. Now you can run multiple instances of them in one account. All trades are attributed to the EAs first magic number in the database. All magic numbers must be unique within the account, even those of timeframes you dont use."
Bear this in mind folks, please.

:xm: :rocket:
Author:  traveliron [ Sun May 06, 2018 9:55 pm ]
Post subject:  Peaky on Steroids

Gertje,

I'd like to experiment using your concept of adjusting trade behaviour based on 6th distances. I'd like to try to finesse some optimal settings for individual pairs rather than having to group them with those of similar 6th distances. I've got a few platforms I can put to work on this so let me know if you have any ideas. Anything useful will be shared.

On earlier screenshots you had what appears to be an indi that displayed the distances in pips of the whole sixth range as well as the distances between each sixth line. That would be quite helpful to me and I'm hoping you wouldn't mind sharing. Right now I'm literally measuring those distances which is not that accurate and a PITA.

I too am replicating modest success with your PoS v1e. Another month of these consistent results and I'll be going live; my nads are tingling already. Amazing work here by Steve, Thomas and yourself.

Cheers guys - traveliron
Author:  Gertje [ Mon May 07, 2018 9:35 am ]
Post subject:  Peaky on Steroids

traveliron » Sun May 06, 2018 9:55 pm wrote:Gertje,

I'd like to experiment using your concept of adjusting trade behaviour based on 6th distances. I'd like to try to finesse some optimal settings for individual pairs rather than having to group them with those of similar 6th distances. I've got a few platforms I can put to work on this so let me know if you have any ideas. Anything useful will be shared.

On earlier screenshots you had what appears to be an indi that displayed the distances in pips of the whole sixth range as well as the distances between each sixth line. That would be quite helpful to me and I'm hoping you wouldn't mind sharing. Right now I'm literally measuring those distances which is not that accurate and a PITA.

I too am replicating modest success with your PoS v1e. Another month of these consistent results and I'll be going live; my nads are tingling already. Amazing work here by Steve, Thomas and yourself.

Cheers guys - traveliron
Sure, see attached.
Be aware that the EA uses Steve's 6th indi that doesn't take the wicks into account, and the attached indi calculates the 6th lines including the wicks. This gives sometimes entries that don't seem right, but are nevertheless.

One thing that might be worth looking at is grouping the pairs by ADR instead of 6th-distance.
I'm testing setting 3 additional pendings at the MDP distance, so the recovery closes the lot when the 4th pending is triggered. This will happen before the current TP-line, and generate at least double the amount of pips.
Author:  alecsa72 [ Mon May 07, 2018 3:35 pm ]
Post subject:  Peaky on Steroids

chrisdk2018 » Sun May 06, 2018 10:52 am wrote:
ianp » Sun Apr 15, 2018 4:31 pm wrote:Unless I have picked up the wrong end of the stick , Gertje's POS fully auto demo is just amazing I have been following it for quite a while now and it is rocking !!!!
https://www.fxblue.com/users/2085517
I looked at the equity line and the peak drawdown stated at 11.9% is not correct.

Rather it is approx. 34% (19k/29k 12/7/2017). Still fine though.
I have a feeling FXblue is using an "absolute" drawdown definition here.

DD of 11.9% was right in the beginning, when equity dropped below the sum that Gertije invested originally - 9.3k or so.

On 12/7/2017 yes, relative drawdown was around 34% but even at 19k low, it was still way above the original "invested" sum, so it didn't register as "drawdown"

Just my speculation.
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