Peaky on Steroids

[SteveHopwood]

V 1o is in post 1.

I have added Desky's full swap filters.

Details are in the user guide but you do not need it if you have been following along with Desky.

I have not added it to the TD version. Sing out if anybody wants it.

Would it help you folks if I added Desky's differential lot sizing?

[Gertje]

Hi Steve,

Not sure if I will subscribe it right at the moment, as I just teturned home from celebrating our King’s birthday.

Is it possible to add a grid of pendings, and also a closure @ opposite signal (if not already in place?).

I’m demoing on the H1 (see Tomasz’s EA testing thingy], and it looks as it has gone wild.

Sing out if I don’t make sence, I sure feel like such.

[SteveHopwood]

Hi Steve,

Not sure if I will subscribe it right at the moment, as I just teturned home from celebrating our King’s birthday.

Is it possible to add a grid of pendings, and also a closure @ opposite signal (if not already in place?).

I’m demoing on the H1 (see Tomasz’s EA testing thingy], and it looks as it has gone wild.

Sing out if I don’t make sence, I sure feel like such.

Only too happy to oblige, once I work out how. This is moving quite a long way away from the original concept.

So, for example, there is a trade signal on your lowest time frame, PoS sends a grid of stop orders?

[tomele]

Hi Gertjan.

You are clearly on something with POS1E. Look here: viewtopic.php?f=105&t=5405&p=167265#p167265

Keep going.

Cheers
Thomas

[SteveHopwood]

V 1p is in post 1. This addresses a rare situation where a pair that is normally negative swap in one direction is temporarily at zero and so the bot can send trades in a direction that will cost a lot of swap when that swap reverts to its normal negative. You do not need the update if negative swap does not bother you.

DIYers, copy this over the top of the existing void TradeDirectionBySwap(string symbol) function:

Code: Select all

void TradeDirectionBySwap(string symbol)
{

   //Sets TradeLong & TradeShort according to the positive/negative swap it attracts

   //Swap is read in init() and AutoTrading()

   swapAllowsLongTrade = true;
   swapAllowsShortTrade = true;
   
   if (CadPairsPositiveOnly)
   {
      if (StringSubstrOld(symbol, 0, 3) == "CAD" || StringSubstrOld(symbol, 0, 3) == "cad" || StringSubstrOld(symbol, 3, 3) == "CAD" || StringSubstrOld(symbol, 3, 3) == "cad" )      
      {
         if (!CloseEnough(longSwap, 0) && longSwap > 0) swapAllowsLongTrade = true;
         else swapAllowsLongTrade = false;
         if (!CloseEnough(shortSwap, 0) && shortSwap > 0) swapAllowsShortTrade = true;
         else swapAllowsShortTrade = false;         
      }//if (StringSubstrOld()      
   }//if (CadPairsPositiveOnly)
   
   if (AudPairsPositiveOnly)
   {
      if (StringSubstrOld(symbol, 0, 3) == "AUD" || StringSubstrOld(symbol, 0, 3) == "aud" || StringSubstrOld(symbol, 3, 3) == "AUD" || StringSubstrOld(symbol, 3, 3) == "aud" )      
      {
         if (!CloseEnough(longSwap, 0) && longSwap > 0) swapAllowsLongTrade = true;
         else swapAllowsLongTrade = false;
         if (!CloseEnough(shortSwap, 0) && shortSwap > 0) swapAllowsShortTrade = true;
         else swapAllowsShortTrade = false;         
      }//if (StringSubstrOld()      
   }//if (AudPairsPositiveOnly)
   
   
   if (NzdPairsPositiveOnly)
   {
      if (StringSubstrOld(symbol, 0, 3) == "NZD" || StringSubstrOld(symbol, 0, 3) == "nzd" || StringSubstrOld(symbol, 3, 3) == "NZD" || StringSubstrOld(symbol, 3, 3) == "nzd" )      
      {
         if (!CloseEnough(longSwap, 0) && longSwap > 0) swapAllowsLongTrade = true;
         else swapAllowsLongTrade = false;
         if (!CloseEnough(shortSwap, 0) && shortSwap > 0) swapAllowsShortTrade = true;
         else swapAllowsShortTrade = false;         
      }//if (StringSubstrOld()      
   }//if (AudPairsPositiveOnly)
   
   //OnlyTradePositiveSwap filter
   if (OnlyTradePositiveSwap)
   {
      if (longSwap < 0) swapAllowsLongTrade = false;
      if (shortSwap < 0) swapAllowsShortTrade = false;      
   }//if (OnlyTradePositiveSwap)
   
   //MaximumAcceptableNegativeSwap filter
   if (longSwap < MaxAllowableNegativeSwap) swapAllowsLongTrade = false;
   if (shortSwap < MaxAllowableNegativeSwap) swapAllowsShortTrade = false;      

   //Buy/sell only pairs.
   //Must not be in the sell only list
   if (checkSellOnlyPairs(symbol) )
      swapAllowsLongTrade = false;

   //Must not be in the buy only list
   if (checkBuyOnlyPairs(symbol) )
      swapAllowsShortTrade = false;

}//void TradeDirectionBySwap()

[Gertje]

Hi Gertjan.

You are clearly on something with POS1E. Look here: viewtopic.php?f=105&t=5405&p=167265#p167265

Keep going.

Cheers
Thomas

Hi Thomas,

Yes indeed. The problem is, the results are not reproduceble. [is this English?}

Due to the 250 trades limit from GP, I close the 5 trades with the highest profit at that moment, to make room for more pendings when the limit is reached.
The real potential clould be even better, see the picture below to see what I mean.

GBPCADH1.png

Imagine all these prematurely closed trades to have reach TP at the opposite signal.

I have started a demo with another broker, just to avoid the 250 max trades thingie.
Tdesk and his trading partner can do the entry in my opinion, didn't bother to look yet.


My long term demo with PoS on the H4 and D1 is doing really well, after the MC last september [nearly 9 months ago], I managed to double the account again. This is using 3 times the dollup as before the MC, so 1/3th of the risk as before.

PoS.png

My live account is seeing the same amount of profit percentage, looks like I might retire early after all.

[billv]

Imagine all these prematurely closed trades to have reach TP at the opposite signal.

I have started a demo with another broker, just to avoid the 250 max trades thingie.

My live account is seeing the same amount of profit percentage, looks like I might retire early after all.

Good job Gertjan

But are you comfortable with the combined lot size of the open trades?

I ask because an account ( and especially a live account) should be able to survive a sudden market spike.
(Imagine an overnight Impeachment of President Trump or something else of market significance).

For example, my PS-2 demo account currently with an equity of $17K has 77 open trades with a combined lot size of 3.73 lots. A market spike could trigger even more pending trades and a margin call could occur forcing the closure of trades.

I'm not too happy about this combined open trade size and I would not be comfortable with a situation like this in a live account.
https://www.myfxbook.com/members/Bbottr ... -2/3227370

Ofcourse the account could grow fast before a situation like this arises
but a situation like this could arise well before an account has time to double or triple in size and when trading real money our risk tolerance changes and it will change even more when you retire early....
Guess how I know?

Food for thought.

[Gertje]

Good job Gertjan

But are you comfortable with the combined lot size of the open trades?

I ask because an account ( and especially a live account) should be able to survive a sudden market spike.
(Imagine an overnight Impeachment of President Trump or something else of market significance).

For example, my PS-2 demo account currently with an equity of $17K has 77 open trades with a combined lot size of 3.73 lots. A market spike could trigger even more pending trades and a margin call could occur forcing the closure of trades.

Food for thought.

No, I'm not comfortable with the amount of open positions, hence the demo.
I'm just testing to see how long it will survive, and what I might need to tweak.

Ofcourse the account could grow fast before a situation like this arises
but a situation like this could arise well before an account has time to double or triple in size and when trading real money our risk tolerance changes and it will change even more when you retire early....
Guess how I know?

I've been there and done that before as well, I witnessed the januari 2015 massacre taking place, and my life account down the drain.

The most important thing is account preservation, without an account trading is a useless skill.

[billv]

No, I'm not comfortable with the amount of open positions.

:hi:
Yes Peaky can be a bit of a beast in this regard.

My current plan is to trade small and to let it open as many positions as it needs.
and if/when the EA opens too many positions I will add more funds.

[Gertje]

:hi:
Yes Peaky can be a bit of a beast in this regard.

My current plan is to trade small and to let it open as many positions as it needs.
and if/when the EA opens too many positions I will add more funds.

On my life account, trading the H4, my dollup varies from 0.01/€5.000 to 0.01/€15.000, depending on the 6th distance of the pair in question.

Still I make appr. 5% a month.