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Desky. TDesk's trading drone.
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Author:  Bruster400 [ Thu Nov 08, 2018 11:53 am ]
Post subject:  Desky. TDesk's trading drone.
tomele » Thu Nov 08, 2018 12:08 pm wrote:Hi Bruster.
Bruster400 » 08 Nov 2018, 10:27 wrote:So when looking for SL's and TP's we should be looking for measures with similar probability of happening. Price moves don't always give us this. (and pip moves definitely don't!)

...

If you're trading multiple currencies and you want to take the same "risk" on each, my belief is that you need to risk the same amount of cash on each "event" (SL or TP) that has the same probability of happening. I feel that sized positions and ATR based SL's and TP's are the only way to do this.
We already have this possibility in Desky as well as in TDesk's simulation module. We have fixed pips, price fractions and atr percent as alternative SL/TP calculation methods. We obviously agree that fixed pips is the weakest method.

I totally agree to what you write. Nevertheless, after 3 weeks of daily simulations on my side, price fractions have performed slightly better than atr percent in my scenario. The position sizing aspect might be the missing part that would change everything.

Thanks for being the first one giving feedback. :clap:

Cheers
Thomas
Thomas,

Really interesting to hear about your results and thanks for taking my comments as they were meant - just my opinion/feedback. I agree with you that position sizing matters although you need a large account to trade lots of symbols with meaningful position sizing. I know Desky supports position sizing via "RiskPercent" it would be interesting to use the TDesk simulation to test its performance... no pressure for this though, just another thing to add to your very long wish list. I know you've got your hands full at the moment!

It can't be said enough, amazing work.

Bruster
Author:  Doreinie [ Thu Nov 08, 2018 3:41 pm ]
Post subject:  Desky. TDesk's trading drone.
hi,
So much great discoveries for me with Tdesk and Desky. I do not know about coding and have a lot of respect for you and all the work you are putting into this and share. As this is development, all I can offer is to help testing the new EA.

With Desky I tried to make use of -- All trades belong to a single basket -- and arrived at a problem.
Maybe I screwed up something else? Using Wavegerricks setup and set-file I changed only "-- All trades belong to a single basket --".
When entering a number in Pips (all other fields =0) it will just open and close trades right away.
When entering a cash target (all other fields=0) it will surprisingly only show 1 EUR as cash target, regardless of the amount of 30 or 100.
When entering percentage it calculates right and works.
No urgency as the % solution is ok to use.

Doreinie
Author:  SteveHopwood [ Thu Nov 08, 2018 5:45 pm ]
Post subject:  Desky. TDesk's trading drone.
Doreinie » Thu Nov 08, 2018 3:41 pm wrote:hi,
So much great discoveries for me with Tdesk and Desky. I do not know about coding and have a lot of respect for you and all the work you are putting into this and share. As this is development, all I can offer is to help testing the new EA.

With Desky I tried to make use of -- All trades belong to a single basket -- and arrived at a problem.
Maybe I screwed up something else? Using Wavegerricks setup and set-file I changed only "-- All trades belong to a single basket --".
When entering a number in Pips (all other fields =0) it will just open and close trades right away.
When entering a cash target (all other fields=0) it will surprisingly only show 1 EUR as cash target, regardless of the amount of 30 or 100.
When entering percentage it calculates right and works.
No urgency as the % solution is ok to use.

Doreinie
This has come up in the Confused thread and I wrote there that I have no idea what is causing the problem. Not a clue.

:xm: :rocket:
Author:  SteveHopwood [ Thu Nov 08, 2018 5:47 pm ]
Post subject:  Desky. TDesk's trading drone.
I forgot when replying to Bruster that ATR SL/TP are already a part of Desky.

I will add some inputs so you can personalise it.

:xm: :rocket:
Author:  Wavegarrick [ Thu Nov 08, 2018 6:39 pm ]
Post subject:  Desky. TDesk's trading drone.
Hi Steve,

Just to drop a note. Thanks for the tremendous effort you are putting into this Ea :good: Things are moving fast, maybe too fast. Importantly, take your time ;)

Forever greatful.

Cheers
Leon
Author:  billv [ Thu Nov 08, 2018 7:06 pm ]
Post subject:  Desky. TDesk's trading drone.
Doreinie » Fri Nov 09, 2018 2:41 am wrote:hi,
So much great discoveries for me with Tdesk and Desky. I do not know about coding and have a lot of respect for you and all the work you are putting into this and share. As this is development, all I can offer is to help testing the new EA.

With Desky I tried to make use of -- All trades belong to a single basket -- and arrived at a problem.
Maybe I screwed up something else? Using Wavegerricks setup and set-file I changed only "-- All trades belong to a single basket --".
When entering a number in Pips (all other fields =0) it will just open and close trades right away.
When entering a cash target (all other fields=0) it will surprisingly only show 1 EUR as cash target, regardless of the amount of 30 or 100.
When entering percentage it calculates right and works.
No urgency as the % solution is ok to use.

Doreinie
I don't use this feature but Have you tried adding a 0 to the pip number you want as TP?
so if you want a TP of 10pips, write 100
Author:  SteveHopwood [ Fri Nov 09, 2018 3:26 pm ]
Post subject:  Desky. TDesk's trading drone.
Mauro emailed today to remind me that Recovery is not quite working properly - I had forgotten.

This should be fixed in 1x because I saw the problem within seconds of glaring at the code. I have not updated any version numbers because I have applied this fix to uploads of:
  • Desky.
  • Peaky on Steroids.
  • Peaky on Steroids TD.
  • Slopey Peaky Bob Experimental.

The fix is simple and you coders will see where I went wrong instantly:
  • Do a search for, "RecoveryTargetPrice/= ArraySize(BuyTickets);" and replace it with, "RecoveryTargetPrice/= (ArraySize(BuyTickets) - 1);"
  • Do a search for, "RecoveryTargetPrice/= ArraySize(SellTickets);" and replace it with, "RecoveryTargetPrice/= (ArraySize(SellTickets) - 1);"
A couple of PM's made me realise that my solution to the Recovery problem is incorrect.

It has probably broken Recovery in the other three, so I have uploaded versions returned to their original state
i.e.
RecoveryTargetPrice/= ArraySize(BuyTickets);
RecoveryTargetPrice/= ArraySize(SellTickets);

:xm: :rocket:
Author:  SteveHopwood [ Fri Nov 09, 2018 4:00 pm ]
Post subject:  Desky. TDesk's trading drone.
I think I have found the problem with Recovery; my fix is in V 1z in post 1.

The problem stems from my original mistake of not separating out the function that counts whole position basket trades from the function that counts individual pair trades.

Coders and DIYers, do a search for, "GlobalBuyTickets" and, "GlobalSellTickets" to see what I have done.

:xm: :rocket:
Author:  SteveHopwood [ Fri Nov 09, 2018 4:24 pm ]
Post subject:  Desky. TDesk's trading drone.
I missed out a couple of vital conditionals. :arrrg: Post 1 as usual.

:xm: :rocket:
Author:  SteveHopwood [ Sat Nov 10, 2018 2:27 pm ]
Post subject:  Desky. TDesk's trading drone.
Here is a very helpful PM from Vince earlier:
pacinvest wrote:Hi Steve
I thought I would send a summary of what I got from some testing this week. I mean this as helpful hints for your work if it isn't helpful just burn this.......

I set up a simple scalper set-up to work on M15 and then switched all trade management options off and then proceeded to test them one at a time turning them on in isolation. This is what I got:

Individual trade management: Break Even when switched on with 7 pips BE level and 1 pip profit, did not work. With jumping stop set basically nothing happened.

Hedging: I tried hedging on and everything else off in terms of closing trades and no hedges were taken, I observed several cases where hedges should have been taken.

Basket options, I did get the global basket closure to work using the basket cash target, I got no joy with pips target. I also have not been able to get the basket trailing stop options to do anything.

I also tested the market hours functions with targeting just London session and that worked perfectly. Rollover function appears to be working perfectly.

Other than above Desky seems to be good with its basic job of acting on TDesk signals and closing on flat and opposite signal options. I observed no faults with these functions over six set-ups running this week.

Hopefully this helps your work flow.

Thanks for the valiant efforts, some serious pip collecting on the cards when all this comes together. The trailing stop basket closure is such a cool idea..........

Steve you do not need to respond to this, its only purpose is to help you.

Cheers
Vince
Re hedging: I had coded the hedging function but there was no call to it, so hedging could not happen. I am guessing I inadvertently deleted it. I shall include the call in the next update: DIYers, go to void OnTimer() and search for, "//Hedging". Insert this code snippet just above, "if (hedged)":
if (HedgeOnOppositeDirectionSignal)
if (!hedged)
ShouldWeHedge(symbol, pairIndex);

Re Individual trade management: I cannot see why this should not work - it is the same code we have used for years. Would you code slingers have a look please, in case you can spot anything obvious. Do a search for, "//Profitable trade management" to see how the management function is called, then go to void TradeManagementModule(int ticket) to see how the individual functions are called. Then look at the individual functions.

Re the global basket pips target and trailing stop options: not a clue. No idea even where to start looking. I am going to hide these options from users in the next update.

:xm: :rocket:
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