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Bob and Shelley Again
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Author:  fxozgirl [ Tue Oct 29, 2013 8:04 pm ]
Post subject:  Re: Bob and Shelley Again
milanese wrote:
spotdespot wrote:
forexdj wrote: Does anyone know what could be the cause? I've gone through the thread and the UG twice but I havent been able to figure out why.
Ala! Kumbe! (just looked up your signature :) ).

I have it too and it is marked as a re-entry trade but it doesn't make sense to me either. I didn't notice until you highlighted it - good spot. I would have expected a valid re-entry trade to have opened at the OPEN of the same candle which it opened at the high of.

Something a bit odd there. I am not sure how to try to track it down to be honest. Anyone else any ideas?

Cheers,
Dave.
Maybe an activation of spreadspike detection mode with forbidding trading for a certain time in that the spike was detected ( at exp.:if the spread was 3x higher as averagespread) could be a help to avoid such trades..

Cheers :)
Tommaso
I don't trade chfjpy...but could be a spread problem/spike at time of the trade, otherwise I agree it is a very strange entry.

Also, I run all my BASA EA's with RunInSpreadDetectorMode set to true to try and avoid these spikes. The EA won't trade if it detects a rapid widening of the spread
Author:  spotdespot [ Tue Oct 29, 2013 8:17 pm ]
Post subject:  Re: Bob and Shelley Again
milanese wrote: Maybe an activation of spreadspike detection mode with forbidding trading for a certain time in that the spike was detected ( at exp.:if the spread was 3x higher as averagespread) could be a help to avoid such trades..

Cheers :)
Tommaso
I have that on Tommaso (spread detector). The more I look at it the weirder it gets as it opened @ 15:00 on a GMT broker - which is 3 hours in to a 4 hour candle.... Very odd.

Cheers,
Dave.
Author:  milanese [ Tue Oct 29, 2013 8:24 pm ]
Post subject:  Re: Bob and Shelley Again
spotdespot wrote:
milanese wrote: Maybe an activation of spreadspike detection mode with forbidding trading for a certain time in that the spike was detected ( at exp.:if the spread was 3x higher as averagespread) could be a help to avoid such trades..

Cheers :)
Tommaso
I have that on Tommaso (spread detector). The more I look at it the weirder it gets as it opened @ 15:00 on a GMT broker - which is 3 hours in to a 4 hour candle.... Very odd.

Cheers,
Dave.
Indeed Dave that is a very strange opening, but it seems it was opened with some news if I remember right, that was why I thought about spiking...

Cheers :)
Tommaso
Author:  spotdespot [ Tue Oct 29, 2013 8:46 pm ]
Post subject:  Re: Bob and Shelley Again
I can't see any spikes on lower time frames and even if there was some broker spread widening funny games it still doesn't explain why it didn't open at the open of a new H4 candle?

A bit of a mystery for now. I will just keep an eye out for it as I have never seen it before so not overly worrying.

Cheers,
Dave.
Author:  milanese [ Tue Oct 29, 2013 8:54 pm ]
Post subject:  Re: Bob and Shelley Again
spotdespot wrote:I can't see any spikes on lower time frames and even if there was some broker spread widening funny games it still doesn't explain why it didn't open at the open of a new H4 candle?

A bit of a mystery for now. I will just keep an eye out for it as I have never seen it before so not overly worrying.

Cheers,
Dave.
Dave,
I have looked at this with a GMT0 broker have you Andy's filter activated?

Cheers :)
Tommaso
Author:  spotdespot [ Tue Oct 29, 2013 9:07 pm ]
Post subject:  Re: Bob and Shelley Again
Hi Tommaso,

Yes Andy's filter is on for all trades.

I can't think of any reason why any Main or Re-entry trade would open part way through a H4 candle - whatever the settings. For me that is the main mystery.

Sorry - on my phone now so apologies for any typos!

Cheers,
Dave.
Author:  spotdespot [ Tue Oct 29, 2013 9:12 pm ]
Post subject:  Re: Bob and Shelley Again
The more I think about it Tommaso the more I think it is probably a broker issue. It is too much of a coincidence that this week is the "messed up" timings week - Europe is now on "winter" time and the US is still on daylight savings "summer time" until next Sunday. Let's keep an eye on it but I wouldn't put too much effort in to looking at it unless it happens again.

Cheers,
Dave.
Author:  milanese [ Tue Oct 29, 2013 9:16 pm ]
Post subject:  Re: Bob and Shelley Again
spotdespot wrote:The more I think about it Tommaso the more I think it is probably a broker issue. It is too much of a coincidence that this week is the "messed up" timings week - Europe is now on "winter" time and the US is still on daylight savings "summer time" until next Sunday. Let's keep an eye on it but I wouldn't put too much effort in to looking at it unless it happens again.

Cheers,
Dave.
Ok Dave, you are right that could be :) or a Empty4 issue who knows :D

Cheers :)

Tommaso
Author:  SteveHopwood [ Tue Oct 29, 2013 9:23 pm ]
Post subject:  Re: Bob and Shelley Again
fxozgirl wrote: Also, I run all my BASA EA's with RunInSpreadDetectorMode set to true to try and avoid these spikes. The EA won't trade if it detects a rapid widening of the spread
You don't need to do this. After the first run, the function keeps a running tally of the spread and recalculates the average every 500 ticks. BASA, and any other ea using this feature, avoids adding a huge spike event that would skew the calculation by pausing during a massive spread event - hence the screen message when this happens.

All you are doing by running with RunInSpreadDetectorMode set to true is clogging up your cpu when you restart your platform - details in the User Guide.

Those of us with GP, the enormous "Widest since loading" happens at 10.00 London time when the liquidity providers make their swap calculations. Not impressed. At least the figures show up. Some time ago, Cowboy IBFX Aussie emailed all their 'valued clients' (i.e. people they consider too thick to spot what they are up to) to explain that they were disallowing trading for, I think, one minute at 10.00 pm London time. They dressed it up as wanting to give their dimwitted, oops sorry valued clients time to pause and reflect. Or some such equally moronic wording - don't remember the details.

Definitely nothing to do with hiding the fact that they do ridiculous things to their spread whilst calculating swap. A computerised process that takes a fraction of a second given the power of the computers that brokers own. Not running a brokerage from the kind of lappy I am using to type this, I suspect. :lol:

:D
Author:  SteveHopwood [ Tue Oct 29, 2013 9:34 pm ]
Post subject:  Re: Bob and Shelley Again
spotdespot wrote: I can't think of any reason why any Main or Re-entry trade would open part way through a H4 candle - whatever the settings. For me that is the main mystery.
.
If the spread widens beyond MultiplierToDetectStopHunt * AverageSpread, BASA (and any other ea coded from later versions of my shell) will hang up its hat with a "EA suspended during a massive spread event" or some such wording. It will continue to monitor open trades but will not attempt to send new trades until the spread returns to within acceptable bounds.

This all happens within void CheckForSpreadWidening(), so the code to tell BASA that a new candle is not reached at the end of start(). So far as BASA is concerned, it is looking at a new candle even though that candle may be some minutes old.

Shouldn't be a problem, but we can monitor this and change if need be.

:D
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