I'm attaching here the latest revision of dt-e8. This is a (very) simple trendfollower. In observing it trade for several months now, I've noticed that it really likes market chaos. It can be a little depressing to watch it lose -- a little here, a little there... but then when chaos strikes, it grabs onto the momentum and rides with it.

One issue I've noticed is that it doesn't always keep some huge gains it makes from that momentum, instead letting them evaporate. That is a good segway for me to start learning about TMF's (trade mgmt function). I'd like to explore a TMF that can, at the very least, close a trade once it reaches (a good amount of profit).

Anyway, this Feb2014 version of dt-e8 is better than the original version posted in this thread. The core logic remains the same (sloppy, boring MA-crossover), but there have been several fixes/improvements in the infrastructure around that code.

I've posted a comparison chart below where you can see that the yield on this slopbot is roughly the same as the original version, only much more efficient (and thus safer).

I am still working on the spreadsheet process for the next slopbot, so I'm not ready to share those changes yet. It is a long process of trial-and-error for me, to find what really works. A lot of ideas do not pan out, but some do.

PS: I've completely extracted most helper functions from the main code now, with the exception of the continueStats() routine. This is currently strategy-dependent due to a looping issue I described in another thread.

EDIT Feb 21: When I turned this on my live trading account, I realized there was another bug, which I've fixed in these latest attachments. The bug is that, under certain circumstances, if phantom trading was enabled, it would stay enabled and not turn back to real trading. This was evident when I noticed Zorro taking phantom trades for pairs that should never be phantom-ized. It is fixed now, and the result is positive in that it improved the overall yield on the strategy. Additionally, I've improved the continueStats() routine to now count phantom trades as well (it should have been doing that but wasn't) and I've also managed to move it permanently to the toolbox file where it belongs.

Attached Files
comparison.png (234 downloads)
dt-e8_140221.png (42 downloads)
dt-e8 (Feb2014).zip (43 downloads)
Last edited by dusktrader; 02/21/14 14:55.