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Bob and Shelley Again
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Author:  remix919 [ Thu Dec 19, 2013 6:08 pm ]
Post subject:  Re: Bob and Shelley Again

SteveHopwood wrote:
remix919 wrote:Just curious, is there any reason a lot of people use iHistory to view the results instead of just adding their account to myfxbook?
Why should people link their accounts to myfxbook? Giving their live account details to a third party webpage? Hmmmmm. Wouldn't give my bank account details to a third party webpage etc

I agree with fchaman. It is the bottom line that counts and as my experiences with BASA taught me, even the pip count can be irrelevant - I have had BASA weeks with positive pips but negative cash. Trading 10.6 as I do this cannot happen; iHistory gives an accurate picture of my bottom line over the period I choose to view, and this is all I need.

:D
Myfxbook should be fairly secure I would think, but you don't need to give your account access information in order to use it. Each forex account should have 2 logins, 1 for trading and 1 for "investor access". Investor access password is a mode where they can view, but can't take any action, so it's perfectly safe to give myfxbook the investor login information to analyze data, but even if the information was stolen by hackers or whatever, they can't actually do anything with it other than view your trades.
Author:  fxozgirl [ Thu Dec 19, 2013 7:46 pm ]
Post subject:  Re: Bob and Shelley Again

SpiderX wrote:Hi,

Uploading here an edited file with the above mentioned changes for 1H timeframe.
Have edited this relatively fast without much testing, so there may be some bugs.
(but highly unlikely given the simple nature of the edit) :D

Cheers
SpiderX...would you mind editing the name of this file, by indicating that it is for H1 timeframe, so people don't get confused and download it thinking it is the original BASA strategy please?
Author:  fxozgirl [ Thu Dec 19, 2013 8:09 pm ]
Post subject:  Re: Bob and Shelley Again

fxozgirl wrote:
SteveHopwood wrote:Bloody hell, but it is scary the tricks memory can play.

I settled down to code the candle length atr thingy, to find I had already done it - and forgotten.

So I settled down to update the user guide, to find I had already done it - and forgotten. :oops:

V 2o is in post 1. From the updated user guide (formatting gets lost when I do this):
ATR candle length filter: I have used ATR to detect the average pips movement of the chart's candles, and abort a potential trade if the previous candle has spiked – as the result of a news-release, for example:
ClAtrTimeFrame: the time frame to use to calculate ATR. The zero default means the current chart time frame.
ClAtrPeriod: the ATR Period input. A zero value disables this feature.
ClAtrMultiplier: multiplies the value of ATR by this input to produce a maximum candle length for the candle that just closed. If the candle has moved by more than this number of pips, then BASA will not trade.

You will see that BASA sleeps for 5 seconds before leaping into life. My platforms tend to freeze if I have to do a restart whilst the markets are open. Tommaso mentioned that Empty4 has a lot of stuff to do in the first few seconds after startup, and I am making this worse by having about 20 instances of BASA trying to leap into life. The sleep is an attempt to overcome this.

Coders, sleep code in init(); candle length check in IsTradingAllowed()

:D
Thanks Steve...I'll put it on some demo's and give it a whirl :D
Steve...BASA took a CADJPY trade yesterday after the big candle which I believe the ATR filter should have prevented? Trade went to full SL :cry:

ATR was 25, then the next candle's closed at +55 pips, so using 2x ATR should have prevented the trade? In my analysis this is how I viewed each candle, so hopefully this wasn't lost in my original presentation to you :?

I am using version 2p
cadjpyh4_atr filter.png
Author:  SteveHopwood [ Thu Dec 19, 2013 9:52 pm ]
Post subject:  Re: Bob and Shelley Again

fxozgirl wrote:
fxozgirl wrote:
SteveHopwood wrote:Bloody hell, but it is scary the tricks memory can play.

I settled down to code the candle length atr thingy, to find I had already done it - and forgotten.

So I settled down to update the user guide, to find I had already done it - and forgotten. :oops:

V 2o is in post 1. From the updated user guide (formatting gets lost when I do this):
ATR candle length filter: I have used ATR to detect the average pips movement of the chart's candles, and abort a potential trade if the previous candle has spiked – as the result of a news-release, for example:
ClAtrTimeFrame: the time frame to use to calculate ATR. The zero default means the current chart time frame.
ClAtrPeriod: the ATR Period input. A zero value disables this feature.
ClAtrMultiplier: multiplies the value of ATR by this input to produce a maximum candle length for the candle that just closed. If the candle has moved by more than this number of pips, then BASA will not trade.

You will see that BASA sleeps for 5 seconds before leaping into life. My platforms tend to freeze if I have to do a restart whilst the markets are open. Tommaso mentioned that Empty4 has a lot of stuff to do in the first few seconds after startup, and I am making this worse by having about 20 instances of BASA trying to leap into life. The sleep is an attempt to overcome this.

Coders, sleep code in init(); candle length check in IsTradingAllowed()

:D
Thanks Steve...I'll put it on some demo's and give it a whirl :D
Steve...BASA took a CADJPY trade yesterday after the big candle which I believe the ATR filter should have prevented? Trade went to full SL :cry:

ATR was 25, then the next candle's closed at +55 pips, so using 2x ATR should have prevented the trade? In my analysis this is how I viewed each candle, so hopefully this wasn't lost in my original presentation to you :?

I am using version 2p
cadjpyh4_atr filter.png
Don't know Shelley. The atr on your chart feedback is for the stop loss. There is no display for the candle length atr. The code that decides if the previous candle was too big for the candle length atr is within bool IsTradeAllowed() and seems fairly straightforward:

Code: Select all

  //Previous candle length. Cancel the trade if candle moved too far
  if (ClAtrPeriod > 0)
   {
      if (MathAbs(iClose(NULL, TradingTimeFrame, 1) - iOpen(NULL, TradingTimeFrame, 1)) > ClAtrVal) return(false);
   }//if (ClAtrPeriod > 0)
but I have not included its value in the chart feedback. Shall I do so?

Note that TradingTimeFrame defaults to 0 which means the current chart and is not an input the user can edit without knowing some basic coding.

Note also that I have no idea when or why the candle length atr came to be included in all this or what it was supposed to achieve. Looked at from the point of view of someone who has no idea what it was supposed to do, it is nonsense. No doubt it made sense at the time, but it looks like nonsense now. The 'Cl' in ClAtrVal suggests to me something to do with the length of the candles over a set period of time, but I do not see how the ATR indi returns this.

Is this something that needs recoding?

:D
Author:  SpiderX [ Fri Dec 20, 2013 2:14 am ]
Post subject:  Re: Bob and Shelley Again

fxozgirl wrote:
SpiderX wrote:Hi,

Uploading here an edited file with the above mentioned changes for 1H timeframe.
Have edited this relatively fast without much testing, so there may be some bugs.
(but highly unlikely given the simple nature of the edit) :D

Cheers
SpiderX...would you mind editing the name of this file, by indicating that it is for H1 timeframe, so people don't get confused and download it thinking it is the original BASA strategy please?

Done.

Reuploaded in my original post. Renamed as BASA MTF.
Technically speaking, this now can work on 30 min and 15 min charts. :)
Maybe someone can try that out.

http://www.stevehopwoodforex.com/phpBB3 ... 151#p83151

Cheers
Author:  SpiderX [ Fri Dec 20, 2013 5:56 am ]
Post subject:  Re: Bob and Shelley Again

fxozgirl wrote:
Steve...BASA took a CADJPY trade yesterday after the big candle which I believe the ATR filter should have prevented? Trade went to full SL :cry:

ATR was 25, then the next candle's closed at +55 pips, so using 2x ATR should have prevented the trade? In my analysis this is how I viewed each candle, so hopefully this wasn't lost in my original presentation to you :?

I am using version 2p
cadjpyh4_atr filter.png
Hi Shelley,

In your mind, you are comparing the candle length with Atr Shift 2.
If there is no mistake, the code compares candle length shift 1 with Atr Shift 0, which should be the Atr value that is developing after the long candle shift 1.


BASA Mtf has been upgraded with the following addition variable:

Code: Select all

extern int      ClAtrShift = 0;//Shift 2 should be correct to compare prev candle to prev2 atr

Code: Select all

   //Atr for previous candle length
   if (ClAtrPeriod > 0) 
   {
      static datetime OldAtrBarTime = 0;
      if (OldAtrBarTime != iTime(NULL, ClAtrTimeFrame, 0))
      {
         OldAtrBarTime = iTime(NULL, ClAtrTimeFrame, 0);
         ClAtrVal = GetAtr(ClAtrTimeFrame, ClAtrPeriod, ClAtrShift) * ClAtrMultiplier;         
      }//if (OldAtrBarTime != iTime(NULL, ClAtrTimeFrame, 0))
   }//if (ClAtrPeriod > 0) 
http://www.stevehopwoodforex.com/phpBB3 ... 151#p83151

Have defaulted this variable to 0 in the new version, but think that it should rightly and permanently be 2.
Probably Steve have a better idea than me on this.

Do note that BASA Mtf should work same as the original in 4H chart, only difference would be in 1H or even lower tf chart.

Cheers
Author:  SpiderX [ Fri Dec 20, 2013 2:33 pm ]
Post subject:  Re: Bob and Shelley Again

Hi

I decided to make the changes more harmonious.

Added variable:

Code: Select all

extern bool     useLowerTf =false;  //enable true when applying to timeframe lower than 4H

Code: Select all

          if (cc < 3)
            {
            
               if(useLowerTf && Period()!=FastMaTdPeriod)
                  OffSet=iBarShift(Symbol(), FastMaTdPeriod, Time[cc]);
               else
                  OffSet=cc;   
                  
               FastTrendMaVal[cc] = GetMa(Symbol(), FastMaTdTF, FastMaTdPeriod, FastMaTdShift, FastMaTdMethod, FastMaTdAppliedPrice, OffSet);
            }//if (cc < 3) 
useLowerTf defaults to false, and all changes made for LowerTf would not activate unless it is set to true.

Shelly you can try this version with ClAtrShift set to 2, and useLowerTf as false (default).
This should give you the right behavior.
To be honest, not 100% sure whether ClAtrShift is correct, hope someone else can give the thumbs up on this too.

Would be trying this out on 1H with useLowerTf true and ClAtrShift as 2.

http://www.stevehopwoodforex.com/phpBB3 ... 151#p83151

cheers
Author:  SteveHopwood [ Fri Dec 20, 2013 5:05 pm ]
Post subject:  Re: Bob and Shelley Again

SpiderX, thanks for all this. I have posted a link to your mtf version in post 1, so if you always use that post for updates then people can always find it.

Gyys, there is a humungous problem in comparing results that is well known and understood by us crabby old buggers but not so well understood by noobs. It is this: different brokers = different feeds = different results. It is even worse than that; as I described a few pages ago, different platforms trading the same ea with the same settings and broker stell = different results.

So I reckon the onus is on us as individuals to find the best version to use with the broker we are trading with (GP) or trading against (most of the other so-called 'brokers'). I am going to set up 3 separate demos after the break:
  • one trading BASA as originally coded on the H4.
  • one trading the original BASA but on the H1.
  • one trading SpiderX's version.
I should have a reasonable idea of which one is going to be most profitable for me after a month or so.

Unless Entropy is fully released and turns out to be a profitable as we are all hoping, in which case I doubt whether I will care. :party:

:D
Author:  rosst [ Fri Dec 20, 2013 10:17 pm ]
Post subject:  Re: Bob and Shelley Again

I started Basa at Cowboy IBFX on 10/29 so far it is doing well on H1
Author:  fchaman [ Fri Dec 20, 2013 10:35 pm ]
Post subject:  Re: Bob and Shelley Again

Excellent rosst...can you please share those two indicators you are using to get those reports...Thanks!
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