stevehopwoodforex.com
https://www.stevehopwoodforex.com/phpBB3/
Print view

Macd Stochastic Fractal MA5/25 Daily Marylin
https://www.stevehopwoodforex.com/phpBB3/viewtopic.php?t=1448
Page 78 of 141
Author:  phil_trade [ Sat Aug 03, 2013 10:44 am ]
Post subject:  Re: Macd Stochastic Fractal MA5/25 Daily Marylin

Hey Phil,

It's brain-picking time... ;)

For scale-in trades... Do you wait for another signal to scale-in, or do you just use price-action?
Hey Radar ... Loving brain-picking time :D

for now trades are split in 3 1/3 with same main signals (Stoch/Macd/MA25/Ma5) and just DeltaPipsBetweenTrade params (about 25 pips)
Author:  Radar [ Sat Aug 03, 2013 11:05 am ]
Post subject:  Re: Macd Stochastic Fractal MA5/25 Daily Marylin

Hey Phil,
phil_trade wrote:Hey Radar ... Loving brain-picking time :D

for now trades are split in 3 1/3 with same main signals (Stoch/Macd/MA25/Ma5) and just DeltaPipsBetweenTrade params (about 25 pips)
So, 1 signal = initial trade + 2 more, (or up to MaxUnprotectedTrades in the Empty4 version) at DeltaPipsBetweenTrade distance each... Cool :)

Next question...

After the first 3 trades have had their stoploss moved, continue adding purely on price going in our favour, or wait for the next signal? ;)

Have fun!

Radar =8^)
Author:  phil_trade [ Sat Aug 03, 2013 11:52 am ]
Post subject:  Re: Macd Stochastic Fractal MA5/25 Daily Marylin

Radar wrote:Hey Phil,
phil_trade wrote:Hey Radar ... Loving brain-picking time :D

for now trades are split in 3 1/3 with same main signals (Stoch/Macd/MA25/Ma5) and just DeltaPipsBetweenTrade params (about 25 pips)
So, 1 signal = initial trade + 2 more, (or up to MaxUnprotectedTrades in the Empty4 version) at DeltaPipsBetweenTrade distance each... Cool :)

Next question...

After the first 3 trades have had their stoploss moved, continue adding purely on price going in our favour, or wait for the next signal? ;)

Have fun!

Radar =8^)
adding trade only at next signal, usually retracement.
Author:  milanese [ Sat Aug 03, 2013 12:22 pm ]
Post subject:  Re: Macd Stochastic Fractal MA5/25 Daily Marylin

Hi Phil,

after playing somewhat with MM I saw that sometimes the CloseTradeIfMACD closes trades to early esp. in backtesting GU I saw some closing with loss that 2 days later were win with not big DD in this 2 days..(and too this closing causing the bot to open after closing trade in wrong direction)
so a changed that, it closes only trades with a loss > 100 pips or win >50 pips in GU results are for 2013 in backtesting better, maybe some idea..

enjoy weekend :)

Cheers,

Tommaso
Author:  Radar [ Sat Aug 03, 2013 12:40 pm ]
Post subject:  Re: Macd Stochastic Fractal MA5/25 Daily Marylin

Ahh, ok, thanks, Phil :)

I was thinking of trying to pump as many trades in as price action would allow...

I'm trying to limit my exposure by having only 1 unprotected trade at the moment, and adding the next trade once the previous one has it's SL moved to BE, (I'm thinking of giving scale-in trades the same SL as the previous trades' SL). If I go higher than 1 unprotected trade, my win/loss ratio is atrocious.

I'll try scaling-in based purely on price action... Waiting for the next signal, there has been up to 60 pips between the first trade and second trade... With my current settings of SL_MAX @ 27, DeltaPipsMoveSLOnStoch @ 25, and DistanceInterTrade @ 26, and CloseLosersOn3MACD turned off, I would have had 2 trades with profit locked in, and a 3rd trade with an unprotected profit of 10 pips.

So with my current settings, and scaling-in only on PA, 1 trade on a signal gives me a 50/50 chance of a winner, 2 trades gives me a 50% chance of 2 wins & a 50% chance of a 1 pip loss, (though, with a breakevenprofit of 2 pips, I get to be a 1 pip winner, YAY!), and with 3 trades, my 1st trade has 52 pips locked in, whilst the lowest profit from trades 2 and 3 is all of 1 pip.

Have fun!

Radar =8^)
Author:  phil_trade [ Sat Aug 03, 2013 12:42 pm ]
Post subject:  Re: Macd Stochastic Fractal MA5/25 Daily Marylin

milanese wrote:Hi Phil,

after playing somewhat with MM I saw that sometimes the CloseTradeIfMACD closes trades to early esp. in backtesting GU I saw some closing with loss that 2 days later were win with not big DD in this 2 days..(and too this closing causing the bot to open after closing trade in wrong direction)
so a changed that, it closes only trades with a loss > 100 pips or win >50 pips in GU results are for 2013 in backtesting better, maybe some idea..

enjoy weekend :)

Cheers,

Tommaso
It's the difficulty to set SL MAX and handle good Drawdown.

Close on 3 MACD could only happen if Gain ( Pair ) < 0 and Bid < Low / > High of 3 Opened trades.

I will run some FT backtest for each pair by adding a delta pips like yours instead of 0.

EDIT : it also depend of your setting for MACD_DeltaPipsInterMacdToClose

Code: Select all

(PaireMACD_D1Main[j,1] - PaireMACD_D1Main[j,3] >= MACD_DeltaPipsInterMacdToClose[j]*Point)
Philippe
Author:  Radar [ Mon Aug 05, 2013 2:04 am ]
Post subject:  Re: Macd Stochastic Fractal MA5/25 Daily Marylin

Hey Gang,

I've been looking through the code for a couple of weeks now, and only just noticed that AllowedDistanceSRForSell is looking for global variables from the SS_SupportResistance_v04b indicator...

Without the indicator, you won't get the support levels and hit counts, though you do still get the fractals, as they're calculated in the EA.

Have fun!

Radar =8^)
Author:  Radar [ Mon Aug 05, 2013 2:26 am ]
Post subject:  Re: Macd Stochastic Fractal MA5/25 Daily Marylin

Hey Phil,

Regarding the DeltaPipsInterMacdToClose setting... If 4 MACD bars against your trade, it will close the trade, even if price has moved less than DeltaPipsInterMacdToClose against you.

After splitting CloseOn3MACD into 2 parts, (CloseOn3MACDTakeProfit, and CloseLosersOn3MACD), and disabling CloseLosersOn3MACD, I found that a lot more trades went into profit, (only tried it on EURUSD so far, though).

Have fun!

Radar =8^)
Author:  milanese [ Mon Aug 05, 2013 9:04 am ]
Post subject:  Re: Macd Stochastic Fractal MA5/25 Daily Marylin

Radar wrote:Hey Phil,

Regarding the DeltaPipsInterMacdToClose setting... If 4 MACD bars against your trade, it will close the trade, even if price has moved less than DeltaPipsInterMacdToClose against you.

After splitting CloseOn3MACD into 2 parts, (CloseOn3MACDTakeProfit, and CloseLosersOn3MACD), and disabling CloseLosersOn3MACD, I found that a lot more trades went into profit, (only tried it on EURUSD so far, though).

Have fun!

Radar =8^)
Hi Radar,

yes that was why I changed to an SL_MacdToClose level and an min_profit_MacdToClose level looks with GBPUSD good, easy to config with to variables that user can configurate or using for optimizing in Empty4 ..

Wish all a good start in the new week an good trades :)

Tommaso
Author:  Radar [ Tue Aug 06, 2013 3:23 am ]
Post subject:  Re: Macd Stochastic Fractal MA5/25 Daily Marylin

Hey Phil,

Just caught an error in your description of the system in post1...

DeltaPipsMA25=10; Delta min in pips between today and yesterday EMA to allow trade

The code you posted sets it as the maximum distance...

Code: Select all

( PaireMA25[kk,2] - PaireMA25[kk,1] < MACD_DeltaPipsMA25[kk]*Point )
I figure that since your account is growing like wildfire, it's the description that's incorrect, and not the code ;)

Have fun!

Radar =8^)
All times are UTC Page 78 of 141