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GridsForPips - New (By Soeren )

Lietotājs ir dzēsis šo sistēmu.

Diskusija

Soeren (GridsForPips)
Sep 16 2010 at 12:49
205 ieraksti
EURCHF lining up for a string of profits 😄.

See attached:

<a href='' target='_blank'><img src=''/></a>

Pielikumi

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Soeren (GridsForPips)
Sep 16 2010 at 23:25
205 ieraksti
String of trades closed at 02:00 because of minor glitch:

I have one Global Variable to control Multiple orders closing. If one Symbol is closing multiple orders because of CleanUp, PyramidBasket reached or FIFO, GV is set to 1, to let all the other Symbols know there is multiple orders closing. In that event, the others won't run through the program, but wait until the closing Symbol resets the GV to 0...

For some reason, GV wasn't reset.

Cheers

Soeren
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Soeren (GridsForPips)
Sep 21 2010 at 20:07
205 ieraksti
Finally, I'm satisfied with my EA. From now on forward, no more changes will be applied (Except for the OrderCloseBy()-function to speed up multiple orders closing).

Final settings:

MagicNumberBuy=1
MagicNumberSell=2
MagicNumberPyramiding1=101
MagicNumberPyramiding2=102
MagicNumberPyramiding3=103
GridRisk=1
PyramidingRisk=1
cmt1=FixedCenter = 0 gives dynamic gridcenter
FixedCenter=0.0
cmt2=FixedTop = 0 gives dynamic gridtop
FixedTop=0.0
cmt3=FixedBottom = 0 gives dynamic gridbottom
FixedBottom=0.0
GridArea=0.5
Minimum_separati10
Lots=0.01
MM=1
DoPyramiding=0
Max_lot=1000.0
max_trades=500
Minimum_months_of_history=12
Maximum_months_of_history=999
AccountEquityPercent=101.0
FIFO=0
CleanUp=1
slip=1
cmt4=Get Rebate from IB? Input rebate per 1.0 lots
Rebatefactor=1.3
cmt5=Take screenshots when closing multiple orders?
TakeScreenshots=0
cmt6=Only check prices once every bar? (for fast backtest)
UseBarOpen=0
WhichBar=1


I've decided to turn off pyramiding for the time being, because it would open a lot of orders when trading 28 Symbols, and Instaforex has a limit of 500 open and pending orders...
With gridtrading alone, I'm above 100 open trades.

To (try) lower DD, I'm using GridArea 0.5, which currently means I'm only opening new orders in the following Symbols:

AUDCAD*, AUDNZD*, AUDUSD, EURAUD, EURCHF, EURJPY, EURNZD*, GBPAUD*, GBPCAD*, GBPCHF, GBPJPY, GBPNZD*, USDCAD, USDCHF, USDJPY.

Some of these only has a history going back to 01.02.2008, marked by a * - these are symbols I might be giving manual tops and bottoms, depending on the development in Equity.

Cheers

Soeren
Always get cashback -
Soeren (GridsForPips)
Sep 23 2010 at 13:09
205 ieraksti
Note to myself:

Lowest Equity% is 48.5 - still a lot of open trades from before GridArea settings change to 0.5! Currently 59.4% Equity.
Print Lowest Equity% in log on change to keep track if Terminal crashes?
Make Comment on open orders by Symbol and Ordertype.
Profit by Symbol and MagicNumber in Comment?
Always get cashback -
Soeren (GridsForPips)
Sep 30 2010 at 18:15
205 ieraksti
Note:

Lowest Equity% 36.6 - Have made a change in EA to cope with the many Instruments without losing too much profits.

Manually input Highest and Lowest from 01.01.2000 and forward for the pairs with a short MT4 history (17 pairs only had history from 01.02.2008 and forward).

Letting the remaining open trades run, and see how it affects the DD.

Cheers

Soeren
Always get cashback -
PensionsKongen
Oct 01 2010 at 20:51
18 ieraksti
Søren, hvorfor har du ikke stop loss indbygget i det? Eller har du?
Soeren (GridsForPips)
Oct 01 2010 at 22:03
205 ieraksti
Hil dig oh Konge.

Nej, teknisk set har jeg ikke indbygget stop loss, fordi det helst ikke skulle være nødvendigt.
Systemet er baseret på Robominer, hvis du kender den, forskellen er, at jeg fordeler systemet på langt flere valutapar.
Min EA er stadig under udvikling, og jeg må indrømme, at drawdown er temmelig høj for øjeblikket, jeg blev selv overrasket over, hvor hurtigt det gik.
Sagen er, at programmet regner ud, hvor stor afstanden skal være mellem de enkelte handler, for at kunne åbne en ny ordre hele vejen mellem center og de historiske ydergrænser, baseret på den frie margin, uden at komme på nul. Jo flere ordrer, der bliver åbnet jo mindre Equity og fri margin er der til rådighed, hvorfor afstanden mellem de enkelte ordrer vil blive større og større (eller ordrerne bliver mindre og mindre). Da jeg startede ud med denne konto, handlede jeg på hele stykket mellem center og yderpunkter, men nu har jeg begrænset det til ca. øvre og nedre kvadrant, således der ikke handles fra center og ca. halvvejs ud.
Samtidig har jeg begrænset hvert valutapars 'adgang' til den fri margin i et vist forhold til, hvor mange par jeg handler. Dvs. hvis jeg kun handlede 2 par, ville hvert par have mindre af den fri margin til rådighed til at beregne afstand og størrelse på ordrer end hvis det kun var ét par. Dog tror jeg på en vis synergi ved at handle flere, hvorfor jeg ikke bare begrænser to par til at få ½ hver.
Der er stadig åbne ordrer som ligger tæt på midten, særlig audcad (og flere med aud) trækker ned, fordi før ændringerne var der kun 10 pips afstand mellem ordrer, hvor der nu er 72, samtidig er der en del handler tættere på midten, som venter på at blive lukket, når kursen på et tidspunkt gerne skulle gå mod center igen.
Mit mål er at forbedre programmet, således Equity så vidt muligt er over 50% af balancen og der stadig kommer minimum 6% profit ind pr måned i gennemsnit.
Da jeg lige startede op, gjorde de mange par og adgang til fuld fri margin for hvert par at profitten strøg op over 30% pr måned, men jeg vil hellere have mindre drawdown end vild profit med chance for margin call. Profitten er nu faldet tilbage til 23%, og jeg regner med, at den falder længere endnu, hvilket jo er helt i orden i forhold til mit mål på 6%, og så lang tid drawdown efterhånden begynder at falde har jeg ingen problemer.
Som risikoindstillingerne er lige nu, kan programmet, når man handler på ét par alene, lægge ordrer ind fra center og til det dobbelte af den historiske høje/lave kurs og stadig have Equity over nul. Teorien bag gridtrading er, at kursen altid vender tilbage til et naturligt centerleje, så man med mange små ordrer stadig vinder i det lange løb. Jeg har så lagt et trendfilter ind, så programmet ikke nødvendigvis handler ved hvert gridlevel, men venter til kursen igen er opadgående for at åbne long eller nedadgående for at åbne short, altid i retning mod center.

Cheers

Søren

Edit: For resten er min rigtige deposit 4492 cents, resten er velkomstbonus, renter og cashback - over 1500 😄
Always get cashback -
Soeren (GridsForPips)
Oct 01 2010 at 22:13
205 ieraksti
Week's lowest Equity%: 36.1%

Hope to see it rise in the coming weeks after programming correction.

Cheers

Soeren
Always get cashback -
PensionsKongen
Oct 02 2010 at 10:06
18 ieraksti
Hej Søren

Det er meget spændende læsning og tankerne bag er interessante. Jeg vil nu ikke diskutere grid teori med dig, da jeg ikke kender nok til det. Jeg synes du burde udtænkte en stoploss strategi, da du -523.0 pips på AUDNZD. Jeg vil tro, det vil stoppe dit program, da optager equity for nye handler.

Soeren (GridsForPips)
Oct 02 2010 at 14:31
205 ieraksti
Hej PK.

Har du lagt mærke til de 1322 pips på gbpaud, det er vist den værste jeg har lige nu...

Selvom min fri margin ikke er højere, kommer der stadig nye handler til, som giver overskud, samtidig med, at nogle af de gamle bliver lukket efterhånden, men det vil tiden vise.

Jeg glæder mig til at se, hvordan det er gået efter 12 måneder...

Søren
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Soeren (GridsForPips)
Oct 05 2010 at 05:45
205 ieraksti
Nice, waiking up to this string...

<a href='' target='_blank'><img src=''/></a>

Cheers

Soeren

Pielikumi

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Soeren (GridsForPips)
Oct 17 2010 at 14:23
205 ieraksti
Yikes, lowest Equity% was 17.5% this week, sure hope some of the old trades will begin to close out soon, to minimize that Drawdown, showing the effects of the latest programchanges.

Cheers

Soeren

P.S. Attached the latest log.

Pielikumi

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Soeren (GridsForPips)
Oct 27 2010 at 07:34
205 ieraksti
Even more yikes, lowest yesterday was 9.9% Equity, but it seems the markets are finally going in my direction, since the Equity is up to 37% now. The challenge now is to get the market moving so much, that it will close the oldest orders and begin trading like the new programming plans it to.

At the moment, the worst instrument is AUDCAD with a floating loss of nearly 1200 cents(including swap), followed by the AUDUSD with almost 1000 cents.

The Aussie took a dive today, and I hope it'll keep falling, because that would close some of those oldies 😄.

Good luck to you all!!

Cheers

Soeren
Always get cashback -
ghi001
Dec 28 2010 at 19:30
45 ieraksti
Impressive the Open Orders... and the pips down...
Soeren (GridsForPips)
Jan 05 2011 at 08:39
205 ieraksti
Hi all.

Ran into the worst of lucks. My computer chrashed and burned, without me having backups of the EA on a CD... 😭

When I get Instatrader up and running, I'll put all open orders on trailing stop, and then I'll have to rebuild the EA from scratch again (ok, ok, just laugh at me, I deserve it...)

Cheers and a happy New Year.
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Soeren (GridsForPips)
Jan 18 2011 at 15:15
205 ieraksti
Luckily I found an old version of the EA in a mail I sent to myself (the famous backup 😄)

Its been applied, and I'm just going through the code to see if I can remember the difference.

I made a few longs on the gold manually and a single trade with FractalWizard 4.

Hope you all came into the new in a nice and funny way.

Cheers

Soeren
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Soeren (GridsForPips)
Jan 27 2011 at 17:29
205 ieraksti
Today I've stopped trading 20 of the instruments, meaning I'm down to 12. Remaining open trades from the symbols I've stopped has been put on trailing stop.

Cheers

Soeren
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Soeren (GridsForPips)
Feb 01 2011 at 15:50
205 ieraksti
I've begun to trade the whole grid both ways, with reduced risk, too see where that leads me. In addition I've enabled pyramiding, which I'm sorry to say, seriously doubt will bring much profit, since the maximum number of opened orders with Instaforex is 500.
I'll try contact Instaforex to see if I can have that limit raised or better, disabled.

Cheers

Soeren
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ghi001
Feb 01 2011 at 20:51
45 ieraksti
Interesting approach for a EA What's the strategy used to open BUY/SELL position ?

MM
Soeren (GridsForPips)
Mar 10 2011 at 07:31
205 ieraksti
Gridstrategy: if price is above center of grid(highest ever to lowest ever) -> Sell Price below center -> Buy. (Robominer)

Pyramidstrategy: If price moves outside Keltnerchannel(50) on daily chart, get ready -> if price and MA(9) breaks Keltnerchannel(50) on M30 chart set setpoint, if price moves above setpoint buy, if price moves below setpoint sell. When pool of buys and sells reaches designated profit, close all. (Pointbreak)

Cheers

Soeren
Always get cashback -
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