Daybreak

pipwoof · July 10, 2012, 8:39am

all pairs have decided to give it a go today:

g/j short @ 122.99
a/u long @ 1.0213
e/u long @ 1.2324
u/j short @ 79.45

double check my work, please

B2Spirit · July 10, 2012, 9:45am

Confirmed here

B2Spirit · July 10, 2012, 5:14pm

Daybreak version 1.1 attached.

Changes:

Close open positions at midnight, i.e. candle close
Fixed bug where some orders were placed intraday instead of midnight

Not perfect but getting there.

pipwoof · July 10, 2012, 9:27pm

today’s results:

g/j short @ 122.99, close 123.10, -11
a/u long @ 1.0213, close 1.0185, -28
e/u long @ 1.2324, close 1.2254, -70
u/j short @ 79.45, close 79.34, +11
total -98

since today was a pretty stiff loss, thought it might be a good time to look at july overall:

7-2, -28, +151, net +123
7-3, -49, +5, net -44
7-5, -100, +137, net +37
7-6, -7, +158, net +151
7-9, -48, +44, net -4
7-10, -109, +5, net -104

if i did that right (check my work), we were up +159, lost -98 today, up for the month +61

Read more: 301 Moved Permanently

pipwoof · July 10, 2012, 10:31pm

spirit, your continued efforts are appreciated. ran it on june data. looks like it is now nailing the long entries. no short entries showing up and it is still waiting until the end of the data set to close. long positions appear to be opened correctly during the month, but none were closed until the 29th. then, all were closed at the same time. still profitable, though. lol.

B2Spirit · July 11, 2012, 12:43am

Fix for JPY pairs where EA could not open trades due to Delta being set to 0.0001. Should be Delta * Point but I’ve set it to 0 for now as a quick fix.

B2Spirit · July 11, 2012, 12:44am

Work in progress :8:

gk2399 · July 11, 2012, 2:07am

pipwoof,
I am aware of disadventages of spreadsheet backtest. It is hard work. On spreadsheet, system looks very good. So, I hope of a working EA for this. I have few ideas to modify the system and to see what works best - to play with SL, and to optimize time of a day to close. But, I have no time and intention to work this throught spreadsheet, too much work.

B2spirit, it is great work with your EA programming. But, not working for my platform (FXCM).

There is a forum for FXCM users that can demand programming request for automated strategies. It is LUA programm language. I made my request, but it can took weeks until it’s done.

happy pips.

christinaa · July 11, 2012, 2:54pm

thank you so much for all the work you are doing
are you live with this system?
Do you find its working now?
Do you think its risky?
What are you overall results since first trying it?
Thank you so much I really appreciate it

And everyone else, are you liking the system?

stosh15 · July 11, 2012, 10:35pm

Hi Everyone,

I just got done reading this whole discussion and wanted to say keep up the good work.

I just have a question. Does anyone have the count of the max number of loses in a row?

If I can get this information, I may have an idea that could enhance this system. (it is not a trend idea lol)

Also can I get the win % of the data you have now?

Thanks,
Stosh

B2Spirit · July 12, 2012, 1:55am

Fixed another order close bug
No trades on Sundays
Orders on new candles only

B2Spirit · July 12, 2012, 3:44am

Lines 70-73 should look like the code below, else the StopLoss and TakeProfit values will be incorrect.


   if (BuyPrice > Ask)
      OrderSend(Symbol(), OP_BUYSTOP, Lots, BuyPrice, 1, BuyPrice-StopLoss*Poin, BuyPrice+TakeProfit*Poin, "Daybreak", 0, 0, CLR_NONE);            
   if (SellPrice < Bid)
      OrderSend(Symbol(), OP_SELLSTOP, Lots, SellPrice, 1, SellPrice+StopLoss*Poin, SellPrice-TakeProfit*Poin, "Daybreak", 0, 0, CLR_NONE);

pipwoof · July 12, 2012, 1:35pm

spirit, i get openings about right. they are actually right at the high, should be +1. but, closings appear to be coming on the open of next day. still no shorts.

pipwoof · July 12, 2012, 1:51pm

if i calculated yesterday right:

g/j, long @ 123.56, close 123.43, -13
e/u, short @1.2233, close 1.2243, -10
a/u, long @1.0244, close 1.0246, +2
u/j, short @79.19, close 79.59, -40
total, -61

and today:
g/j long @ 123.98
a/u short @ 1.0177
e/u short @ 1.2211
u/j long @ 79.78

pipwoof · July 12, 2012, 1:56pm

i have not started trading this one live.
“working” meaning making lots o’ pips, no.
we are in an arena where some suppose our chances of succeeding less than 10%. less risk at a roulette wheel.
overall results from jan-07 thru jun-2012 are in post 1. i will publish july results after the month.

pipwoof · July 12, 2012, 2:03pm

as offered in post 146, these are our june results for gbp/jpy:

first column after the date is long trade result, then short, then total, then eliminating sunday trades from the total. last column is equity for the pair. ex, on june 4 we got both long and short signals. the spreadsheet will take both. we made +42 on the long trade, lost -83 on the short, for a net -41. it was not a sunday, so total carried over to next-to-last column. equity on the pair ended may at +24,741 and shows as of the end of june at +24,216, for a loss -525. some of the other pairs did better, but still loss for the month.

06/01/12 0 9 9 9 24751
06/03/12 0 0 0 0 24751
06/04/12 42 (83) (41) (41) 24710
06/05/12 44 (137) (93) (93) 24617
06/06/12 140 0 140 140 24757
06/07/12 72 0 72 72 24829
06/08/12 0 (47) (47) (47) 24782
06/10/12 (15) 0 (15) 0 24782
06/11/12 (102) 51 (51) (51) 24731
06/12/12 (29) (123) (152) (152) 24579
06/13/12 (91) 0 (91) (91) 24489
06/14/12 0 (49) (49) (49) 24440
06/15/12 (4) (75) (79) (79) 24361
06/17/12 62 0 62 0 24361
06/18/12 (51) 5 (46) (46) 24315
06/19/12 0 (92) (92) (92) 24223
06/20/12 22 0 22 22 24246
06/21/12 (54) 0 (54) (54) 24192
06/22/12 0 0 0 0 24192
06/24/12 0 0 0 0 24192
06/25/12 0 141 141 141 24333
06/26/12 0 (64) (64) (64) 24268
06/27/12 (41) 0 (41) (41) 24227
06/28/12 0 81 81 81 24308
06/29/12 108 (200) (92) (92) 24216