PB&J - PAMM (by pipinvestmentbot) Estadísticas rápidas
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PB&J - PAMM Discusión
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ForexScam

Miembro desde Mar 28, 2011  1008 mensajes ForexScam Jun 14 2012 at 09:05
Day One with PBJ. Automated Trend Following scalper on LMAX. Use Custom Analysis to check progress of the latest version. Each update that I make to the EA I'll increase the magic number by 1. Currently on version 6 and still making adjustments.

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ForexScam

Miembro desde Mar 28, 2011  1008 mensajes ForexScam Jun 14 2012 at 11:22
I've been interested in trend scalping for the past 2 months and I finally launched the automated system. It's not finished completely.. I'm already on the 6th update from the original logic 24 hours ago. I have some other ideas that I'll roll out within the next few hours and see how the updates compare to the 6th version.

Currently at this speed I'll be wealthy in a month from estimating the Myfxbook stats, but realistically I have no idea what the outcome will be. I wasn't expecting to earn 20% in 12 hours and another 20% in the next 12 hours. It hasn't even been a solid 24 hours and its placed over 200 trades solely on EURUSD.

I'm trading at LMAX therefore it's ECN + Commission and they have no interest to trade against me. If it were a Market market I'm sure I'd get 'Trade Disabled' within the next week.

I'll update with more soon. Thanks for looking. Trade History Open at ForexFactory under profile: PipNvestment

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ForexScam

Miembro desde Mar 28, 2011  1008 mensajes ForexScam Jun 15 2012 at 07:12
Are you missing signals because the processing speed of your code is too slow?

It's happening to me. I couldn't figure out why some signals were missed and others taken until I cleaned up the code to a bare minimum.

Magic #6 has a checklist while Magic #7 is Entry logic only.
 #7 has placed 3 more trades within the last 15 minutes.

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stevewalker

Miembro desde Jun 06, 2012  1359 mensajes stevewalker (stevewalker) Jun 15 2012 at 07:36
if your code is not falling into a loop this is not possible. the cycle speed of compiled code is the same with your machince clock. means cpu speed in ghz.

Trade the Trend, Defend to Price!
ForexScam

Miembro desde Mar 28, 2011  1008 mensajes ForexScam Jun 15 2012 at 08:45
i would normally use a while() loop with sleep() for scalping , but i'm currently relying on eachtick to process the start() to conserve cpu resources to run multiple version.

i'm comparing the tick count from each version of the EA and also comparing the loop speed with gettickcount

and the revised code collected 60 ticks more( at 4000 ticks currently) than the original code while the loop speeds are the same.

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stevewalker

Miembro desde Jun 06, 2012  1359 mensajes stevewalker (stevewalker) Jun 15 2012 at 08:56 (editado a las Jun 15 2012 at 08:57 )
sleep() function at mql4 is varies.

if you set it to slepp(1) it will varies from 1 ms to 15 ms.
like

 1 1 1 1 1 15 1 1 1 1 1 1 1 1 15 1 1 1 1................

getticcount() is not precised.

if you want to get 1ms precision use

#import 'Winmm.dll'
   int timeGetTime();
#import

use 'timeGetTime()' instead of 'gettickcount()' and sleep with 'for next'

also why using while loop. you will miss the ticks whit sleep function.
use start() and tick trigger as you have said.

walker

Trade the Trend, Defend to Price!
stevewalker

Miembro desde Jun 06, 2012  1359 mensajes stevewalker (stevewalker) Jun 15 2012 at 08:59
1 1 1 1 1 15 1 1 1 1 1 1 1 1 15 1 1 1 1................

correction

 0 0 0 0 0 0 0 15 0 0 0 0 0 0 0 0 0 0 15 0 0 0 0 0 0 0 0 0 0 0 15 ............................

Trade the Trend, Defend to Price!
ForexScam

Miembro desde Mar 28, 2011  1008 mensajes ForexScam Jun 15 2012 at 09:21
I had to see what this was all about and I came across a few blogs
http://advancedcppwithexamples.blogspot.com/2009/08/measuring-elapsed-time-in-c-using_22.html
and some issues other coders faced
http://www.geisswerks.com/ryan/FAQS/timing.html

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stevewalker

Miembro desde Jun 06, 2012  1359 mensajes stevewalker (stevewalker) Jun 15 2012 at 09:25
any time.
knowledge is good thing when you share it.

good luck!

Trade the Trend, Defend to Price!
ForexScam

Miembro desde Mar 28, 2011  1008 mensajes ForexScam Jun 15 2012 at 09:43 (editado a las Jun 15 2012 at 09:45 )
my goal is to process the logic at every tick and not all the other stuff. The 'otherstuff' is accountfreemargin -timefilter- equity DD - calc lotsize - etc . which is all essential but not on every tick. what is your suggestion? run the otherstuff at a time interval? therefore i have the best chance of processing the highest # of ticks


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