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Bob and Shelley Again
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Author:  fxozgirl [ Tue Aug 06, 2013 12:21 am ]
Post subject:  Re: Bob and Shelley Again

Here's my current open trades:
basa_currentopentrades_130806.png
Author:  lucklogic [ Tue Aug 06, 2013 8:11 am ]
Post subject:  Re: Bob and Shelley Again

fxozgirl wrote:And here's a correct Re-entry trade taken just now

EURAUD
euraud.gh4_correctreentry_130806.png
and AUDUSD
audusd.gh4_correctreentrytrade.png


So the reentry trades should be, mainly driven off the Sto 5, irrespective of when the candles intersected with the moving averages EG
Re-entry:
1. Candle (shift 2) must have closed HIGH (i.e. rising)
2. Candle (shift 1) must close LOW (i.e. falling)
3. Sto 5 indicator must be above 80 (shift 2)
4. BE 30 +2, SL 100, JS 50

It's your system, but FWIW interaction with the last say nine candles only after an intersection may be an improvement :ugeek:
Author:  fxozgirl [ Tue Aug 06, 2013 9:25 am ]
Post subject:  Re: Bob and Shelley Again

lucklogic wrote:
So the reentry trades should be, mainly driven off the Sto 5, irrespective of when the candles intersected with the moving averages EG
Re-entry:
1. Candle (shift 2) must have closed HIGH (i.e. rising)
2. Candle (shift 1) must close LOW (i.e. falling)
3. Sto 5 indicator must be above 80 (shift 2)
4. BE 30 +2, SL 100, JS 50

It's your system, but FWIW interaction with the last say nine candles only after an intersection may be an improvement :ugeek:
With the re-entry trades I am trying to get back in on a pullback of an established trend, so price still needs to be on the 'right' side of the moving average & in accordance with the Sto 5 before a trade is taken.

Not exactly sure what you mean by your last sentence, but feel free to share more & include some examples & results.
Author:  SteveHopwood [ Tue Aug 06, 2013 9:56 am ]
Post subject:  Re: Bob and Shelley Again

fxozgirl wrote:Here's another one...looks like BASA is taking the re-entry once price crosses above the MA (not necessarily a close)
We need an extra filter to ensure that Close[1] was on the correct side of the fast MA.

Added to V 1f in post 1.
Author:  fxozgirl [ Tue Aug 06, 2013 10:03 am ]
Post subject:  Re: Bob and Shelley Again

SteveHopwood wrote:
fxozgirl wrote:Here's another one...looks like BASA is taking the re-entry once price crosses above the MA (not necessarily a close)
We need an extra filter to ensure that Close[1] was on the correct side of the fast MA.

Added to V 1f in post 1.
Awesome, thanks Steve...lightning quick as usual :D
Author:  fxozgirl [ Tue Aug 06, 2013 11:52 am ]
Post subject:  Re: Bob and Shelley Again

lucklogic wrote:
It's your system, but FWIW interaction with the last say nine candles only after an intersection may be an improvement :ugeek:

Guys, just wanted to go a little further in response to lucklogic's post...

Before you throw out a one liner 'improvement' can you please take the time to actually trade the EA first and provide some testing results for your improvement.

I'm happy to discuss improvements & modifications to the strategy, as long as you can back up your suggestions with some testing and comparison to the original strategy. Also, given the EA was first coded 10 days ago, I think a comment like lucklogic's is a little premature at this stage (not that I really understand what he means). But who know's...he might be right, but provide some testing data so we can see.

It's easy to throw out random suggestions for improvement, it's a lot harder to get them to work!


Steve...I know this is your thread, so sorry if I'm stepping on toes ;)
Author:  SteveHopwood [ Tue Aug 06, 2013 1:10 pm ]
Post subject:  Re: Bob and Shelley Again

fxozgirl wrote: Steve...I know this is your thread, so sorry if I'm stepping on toes ;)
Go ahead Shelley. You are less likely to be rude than I am. :lol:

I have a cracking update coming soon - just crap-testing it to make sure the code is tight.

:D
Author:  MrLong [ Tue Aug 06, 2013 5:23 pm ]
Post subject:  Re: Bob and Shelley Again

SteveHopwood wrote:
fxozgirl wrote: Steve...I know this is your thread, so sorry if I'm stepping on toes ;)
Go ahead Shelley. You are less likely to be rude than I am. :lol:

I have a cracking update coming soon - just crap-testing it to make sure the code is tight.

:D

This EA's strategy is similar to my Direct Trader EA, I have found the results are far better making sure the Ma's are higher/ lower than the last bar before entry.

Code: Select all

//+------------------------------------------------------------------+
//| expert Detect MA Stacking            |
//+------------------------------------------------------------------+
bool detectMaStack(string symbol, int timeframe, int period, int period1, int mashift, int method, int applied, int type, int shift)
{
    if (type == OP_BUY)
    {
        if (iMA(symbol, timeframe, period, mashift, method, applied, shift) > iMA(symbol, timeframe, period1, mashift, method, applied, shift) && 
        iMA(symbol, timeframe, period, mashift, method, applied, shift) > iMA(symbol, timeframe, period, mashift, method, applied, 1) &&
         iMA(symbol, timeframe, period1, mashift, method, applied, shift) > iMA(symbol, timeframe, period1, mashift, method, applied, 1))
            return(true);
    }

    if (type == OP_SELL)
    {
        if (iMA(symbol, timeframe, period, mashift, method, applied, shift) < iMA(symbol, timeframe, period1, mashift, method, applied, shift) && 
        iMA(symbol, timeframe, period, mashift, method, applied, shift) < iMA(symbol, timeframe, period, mashift, method, applied, 1) &&
        iMA(symbol, timeframe, period1, mashift, method, applied, shift) < iMA(symbol, timeframe, period1, mashift, method, applied, 1))
            return(true);
    }
}
And call like this:

Code: Select all

if (useMaStack && (!detectMaStack(Symbol(), PERIOD_H4, 60, 240, 0, MODE_LWMA, PRICE_OPEN, OP_BUY, 0)))
            continue;
Hope this helps

Andy
Author:  SteveHopwood [ Tue Aug 06, 2013 6:24 pm ]
Post subject:  Re: Bob and Shelley Again

MrLong wrote:
SteveHopwood wrote:
fxozgirl wrote: Steve...I know this is your thread, so sorry if I'm stepping on toes ;)
Go ahead Shelley. You are less likely to be rude than I am. :lol:

I have a cracking update coming soon - just crap-testing it to make sure the code is tight.

:D

This EA's strategy is similar to my Direct Trader EA, I have found the results are far better making sure the Ma's are higher/ lower than the last bar before entry.

Code: Select all

//+------------------------------------------------------------------+
//| expert Detect MA Stacking            |
//+------------------------------------------------------------------+
bool detectMaStack(string symbol, int timeframe, int period, int period1, int mashift, int method, int applied, int type, int shift)
{
    if (type == OP_BUY)
    {
        if (iMA(symbol, timeframe, period, mashift, method, applied, shift) > iMA(symbol, timeframe, period1, mashift, method, applied, shift) && 
        iMA(symbol, timeframe, period, mashift, method, applied, shift) > iMA(symbol, timeframe, period, mashift, method, applied, 1) &&
         iMA(symbol, timeframe, period1, mashift, method, applied, shift) > iMA(symbol, timeframe, period1, mashift, method, applied, 1))
            return(true);
    }

    if (type == OP_SELL)
    {
        if (iMA(symbol, timeframe, period, mashift, method, applied, shift) < iMA(symbol, timeframe, period1, mashift, method, applied, shift) && 
        iMA(symbol, timeframe, period, mashift, method, applied, shift) < iMA(symbol, timeframe, period, mashift, method, applied, 1) &&
        iMA(symbol, timeframe, period1, mashift, method, applied, shift) < iMA(symbol, timeframe, period1, mashift, method, applied, 1))
            return(true);
    }
}
And call like this:

Code: Select all

if (useMaStack && (!detectMaStack(Symbol(), PERIOD_H4, 60, 240, 0, MODE_LWMA, PRICE_OPEN, OP_BUY, 0)))
            continue;
Hope this helps

Andy
Nice one Andy. Thanks. I will add it as an option.

:D
Author:  fxozgirl [ Tue Aug 06, 2013 9:06 pm ]
Post subject:  Re: Bob and Shelley Again

SteveHopwood wrote:
fxozgirl wrote:Here's another one...looks like BASA is taking the re-entry once price crosses above the MA (not necessarily a close)
We need an extra filter to ensure that Close[1] was on the correct side of the fast MA.

Added to V 1f in post 1.

Steve v1f produced 2 trades in the one candle overnight for me.
EURNZD - both re-entry trades, 1st trade taken BUY 1.68751 at 12:00 closed for BE+2, 2nd trade BUY 1.68738 taken at 14:56 still open

1st trade is correct, but not the 2nd trade
eurnzd.gh4_reentry trades_130806.png
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