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Shelley's multi-pair basket trader
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Author:  garyfritz [ Mon Jun 04, 2012 10:51 pm ]
Post subject:  Re: Shelley's multi-pair basket trader
No it's not. All of your WOH indicators are "Buy." Only USDCAD and USDCHF should be "Buy."

But the EA says it's Shelley. Was this really Shelley code, or Simple Shelley? Shelley does not show this weird behavior (that I've seen); only Simple Shelley does.
Author:  Bunker [ Mon Jun 04, 2012 10:57 pm ]
Post subject:  Re: Shelley's multi-pair basket trader
I only verified with U/CHF and U/CAD because I got opposite results from Steve's. But you are right, They are all Buys !!

This is Shelley V1a (not simple Shelley), downloaded a few minutes ago
Author:  Bunker [ Mon Jun 04, 2012 11:15 pm ]
Post subject:  Re: Shelley's multi-pair basket trader
garyfritz,

I applied NB template and the Woh is green all these pairs. So the EA looks like it's reading the information correctly. Maybe I am missing something....
Author:  garyfritz [ Mon Jun 04, 2012 11:48 pm ]
Post subject:  Re: Shelley's multi-pair basket trader
Bunker wrote:This is Shelley V1a (not simple Shelley), downloaded a few minutes ago
Look again. :D The current Shelley is V1u. Simple Shelley is 1a.

Bunker, I'm not sure what you're seeing. I know I've watched the code calculate the Buy/Sell values, and the WOH values it's using say everything should be Sell except U/C and U/F.
Author:  garyfritz [ Tue Jun 05, 2012 3:07 am ]
Post subject:  Re: Shelley's multi-pair basket trader
garyfritz wrote:And 1a still has the mystery bug that forces all WOH flags to "all Buy" or "all Sell." :(
Aha!!!

Steve, when you backed out the original Shelley code, you made a slight oopsie:

You changed

Code: Select all

string         TradePair[][4];
to

Code: Select all

string         TradePair[][2];
...because you just reference 0, 1, and 2, right? But that means it needs to be [3], not [2] .......

It resulted in some really bizarre behavior. Whenever you changed one of the [2] values, they ALL changed at once.

I went ahead and uploaded a fixed V1b to post 1.

*whew*. That was really bugging me. :D
Author:  maudur [ Tue Jun 05, 2012 4:06 am ]
Post subject:  Re: Shelley's multi-pair basket trader
garyfritz wrote:
garyfritz wrote:And 1a still has the mystery bug that forces all WOH flags to "all Buy" or "all Sell." :(
Aha!!!

Steve, when you backed out the original Shelley code, you made a slight oopsie:

You changed

Code: Select all

string         TradePair[][4];
to

Code: Select all

string         TradePair[][2];
...because you just reference 0, 1, and 2, right? But that means it needs to be [3], not [2] .......

It resulted in some really bizarre behavior. Whenever you changed one of the [2] values, they ALL changed at once.

I went ahead and uploaded a fixed V1b to post 1.

*whew*. That was really bugging me. :D
Here V1u is ok. I download again this version 2 hours ago.
Author:  garyfritz [ Tue Jun 05, 2012 4:09 am ]
Post subject:  Re: Shelley's multi-pair basket trader
Yes, V1u is Shelley. That was always OK. It was Simple Shelley that had the problem.
Author:  maudur [ Tue Jun 05, 2012 4:35 am ]
Post subject:  possible bug
Hi Steve,

I try Shelley V1u with Slopeconfirmation in TimeFrame 60 but did not work. For example in USDCHF is buy shelley but in 1 hour Slope is to sell (-0.83).

I Think the bug is in LookForTradingOpportunities. Actual code is:


//Slope must be buy and hold
if (TradePair[cc][1] == buyhold)
{
//Woh 2x1 must be >0
if (TradePair[cc][2] == buy)
{
//Trading styles
if (OriginalShelley)
{....

idem to sell.

I Think should be:

//Slope must be buy and hold
if (TradePair[cc][1] == buyhold)
{
//Woh 2x1 must be >0
if (TradePair[cc][2] == buy)
{
//SlopeConfirmation
if (TradePair[cc][3] == buyhold)
{
//Trading styles
if (OriginalShelley)
{....
Author:  Jemook [ Tue Jun 05, 2012 6:40 am ]
Post subject:  Re: Shelley's multi-pair basket trader
Just a prediction to classic Shelley traders who open with London - I have a feeling you are going to do well on this session due to the basket pairs being overextended to opposite H1 TMA.
Author:  Caillou [ Tue Jun 05, 2012 6:43 am ]
Post subject:  Re: Shelley's multi-pair basket trader
Jemook wrote:Just a prediction to classic Shelley traders who open with London - I have a feeling you are going to do well on this session due to the basket pairs being overextended to opposite H1 TMA.

In Jemook we trust........ :D
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