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Gday: a D1 Stochastic OB/OS trading robot
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Author:  acostafulano [ Tue Oct 09, 2012 4:42 pm ]
Post subject:  Re: Gday: a D1 Stochastic OB/OS trading robot
Hi Everyone,

I just landed at this thread and just finished reading the last 20 pages or so. I have some demo space available and can use myfxbook in case you'd like something else tested (shelley). "Mi vps es tu vps"

I'll set this up when I get home tonight, I'll be trying the regular Gday and the Multipair version that was posted in the latest posts :) I'll be sharing my links as well and do some tweaking and testing myself.

By the way, in case anyone finds it useful, I use this small little primitive trick when checking setfiles and trying to spot differences, maybe someone finds it useful :)

BEst regards,

Diego
Author:  acostafulano [ Tue Oct 09, 2012 4:43 pm ]
Post subject:  Re: Gday: a D1 Stochastic OB/OS trading robot
Hi Everyone,

I just landed at this thread and just finished reading the last 20 pages or so. I have some demo space available and can use myfxbook in case you'd like something else tested (shelley). "Mi vps es tu vps"

I'll set this up when I get home tonight, I'll be trying the regular Gday and the Multipair version that was posted in the latest posts :) I'll be sharing my links as well and do some tweaking and testing myself.

By the way, in case anyone finds it useful, I use this small little primitive trick when checking setfiles and trying to spot differences, maybe someone finds it useful :)

BEst regards,

Diego
Author:  alex_forex [ Tue Oct 09, 2012 4:52 pm ]
Post subject:  Re: Gday: a D1 Stochastic OB/OS trading robot
Thanks Diego !

Useful for me at least ;-)

Regards
Alex
Author:  acostafulano [ Tue Oct 09, 2012 4:59 pm ]
Post subject:  Re: Gday: a D1 Stochastic OB/OS trading robot
NP :D

Shelley you mentioned some posts ago that lot sizes needed to be multiples of 3 due to the EA's trade entry and exit logic. However, I can see that the open positions you have right now (checking your myfxbook) are 0.02 for the most part. SAme thing with snowy's demos.

What's the reason for this?

BR

Diego
Author:  alex_forex [ Tue Oct 09, 2012 5:04 pm ]
Post subject:  Re: Gday: a D1 Stochastic OB/OS trading robot
snowy wrote:MultiGDay Demo:

Image
Hi Snowy,

Not sure about the settings to trade only at 00:00 // new D1 candle

Can you explain me how you done that :mrgreen:

Thanks

Kind regards
Alex
Author:  garyfritz [ Tue Oct 09, 2012 5:21 pm ]
Post subject:  Re: Gday: a D1 Stochastic OB/OS trading robot
snowy wrote:MultiGDay Demo:
**Nice**, snowy!! If it keeps up anything like that, I'm going to have to figure out what I'm doing wrong!! :D

I see a few differences already: according to this GBPJPY trade, the EA is exiting the 3rd lot as soon as it hits a 150pip TP instead of trailing a jumping stop:
Gday.gif
But that's a fairly minor difference, and it's only happened once so far in your test. Other than that my system's GBPJPY trade matches pretty well.

I'm a day late getting into CADJPY because my stoch was still at 81.1 at the close of 10/5.

It looks like the EA is entering at the open of a new day, e.g. the open of the first bar on Sunday. I enter at the close of the bar on Friday. I could change to that (and it's probably a smarter way to enter anyway) but calculating the stoch as of the open of the Sunday bar is a little harder for me. (TS systems execute on the close of a bar unless you go to a lot more effort.) That's probably where the "day late on CADJPY" came from -- the stoch was at 81.1 on Friday, but the drop at the Sunday open drove the stoch below 80. I wouldn't expect that to make much difference in the long haul.

I'll keep watching! It may be that the EA is going to produce better results than I get -- or it may just be that the system is on a winning streak right now. My backtest showed it doing great for the last month. We'll see...
Author:  snowy [ Tue Oct 09, 2012 5:56 pm ]
Post subject:  Re: Gday: a D1 Stochastic OB/OS trading robot
garyfritz wrote:
snowy wrote:MultiGDay Demo:
I see a few differences already: according to this GBPJPY trade, the EA is exiting the 3rd lot as soon as it hits a 150pip TP instead of trailing a jumping stop:
yes, this happened with an earlier version of multigday. i told this to Will and he changed it, in the attached version this change is already implemented.
but since then i didn't have a trade with +150 pips again to verify that. ;)
acostafulano wrote:NP :D

Shelley you mentioned some posts ago that lot sizes needed to be multiples of 3 due to the EA's trade entry and exit logic. However, I can see that the open positions you have right now (checking your myfxbook) are 0.02 for the most part. SAme thing with snowy's demos.

What's the reason for this?

BR

Diego
that's part of the strategy. after +50pips the first 1/3 of the trade is closed, after +100 the second 1/3...

acostafulano wrote: By the way, in case anyone finds it useful, I use this small little primitive trick when checking setfiles and trying to spot differences, maybe someone finds it useful :)
not bad... BUT ;)

for that i use the texteditor "Notepad++", it has a comparisation-feature. just open both setfiles, start compare-plugin and you get this:
notepadplusplus.png
advantage: you can directly edit or copy/paste settings from one file to the other.
Author:  snowy [ Tue Oct 09, 2012 6:10 pm ]
Post subject:  Re: Gday: a D1 Stochastic OB/OS trading robot
alex_forex wrote:
Hi Snowy,

Not sure about the settings to trade only at 00:00 // new D1 candle

Can you explain me how you done that :mrgreen:

Thanks

Kind regards
Alex
i just put it on a D1 chart ;)
Author:  acostafulano [ Tue Oct 09, 2012 6:24 pm ]
Post subject:  Re: Gday: a D1 Stochastic OB/OS trading robot
Once some trades are missed due to trade context busy errors, does the code manage to pick up the signals again and enter the trades after, making the bot trade "as it was supposed to"? Or are those trades simply missed forever?
Author:  garyfritz [ Tue Oct 09, 2012 6:31 pm ]
Post subject:  Re: Gday: a D1 Stochastic OB/OS trading robot
snowy wrote:
garyfritz wrote:I see a few differences already: according to this GBPJPY trade, the EA is exiting the 3rd lot as soon as it hits a 150pip TP instead of trailing a jumping stop:
yes, this happened with an earlier version of multigday. i told this to Will and he changed it, in the attached version this change is already implemented.
but since then i didn't have a trade with +150 pips again to verify that. ;)
I suspect that it may be better to exit at on TP at 150 pips anyway. I've seen very few trades that took the JS past 150 -- maybe 1 trade in 10, probably less -- but MANY trades that got to 150+ and then fell back to 100. Every once in a while (like maybe 1% of the time) you get a whopper win with the jumping stop, but I doubt it comes out ahead of a 150pip TP.

Once I'm sure I have it implemented properly, I can experiment with it and get an idea what would work best.
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