Good catch Mandark, you are right -- the / should be your issue. My broker (IBFX) does not use the slash but other brokers like FXCM do.
I am currently working on some enhancements for dt-e8 which I will post soon once they are complete. There are a couple bugs for sure in the code listed in this thread, so look through it carefully if you plan to use it.
Re: dt-e8 MA-crossover, built for Zorro v1.20
[Re: dusktrader]
#437444 02/17/1410:0202/17/1410:02
Awesome code as always! Wish I was a fast-learner like you!
Quote:
I then moved to NZDJPY and was happier with that basis
Regarding the quote above: How are you able to use NZDJPY pair? I only have the following pair to choose from in my Zorro: audusd, eurusd, gbpusd, eurchf, usdcad, usdchf and usdjpy.
Maybe cause you use Zorro S?
Thanks!
Ibra
Re: dt-e8 MA-crossover, built for Zorro v1.20
[Re: ibra]
#437448 02/17/1410:5602/17/1410:56
Hi ibra, what I did was took a look at the (currently) 2 brokers I have available to use with Zorro: FXCM and IBFX. Both have several pairs for trading (about 27 on IBFX). However, with FXCM you have access to quality data for free through Zorro. Using the built-in script Download.c, you can configure Zorro to download the .bar history files to your local system.
Now that I have all that on my local system, I am able to design bots and then trade them on either platform.
You can do all downloading/design work without Zorro S. You can trade also with FXCM and the free Zorro. Trading on MT4 does require Zorro S or monthly subscription.
Re: dt-e8 MA-crossover, built for Zorro v1.20
[Re: dusktrader]
#437557 02/19/1414:1902/19/1414:19
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.
Last edited by dusktrader; 02/21/1414:55.
Re: dt-e8 MA-crossover, built for Zorro v1.20
[Re: dusktrader]
#437602 02/20/1409:0802/20/1409:08
I an looking at an MA crossover strategy using an adaptive MA based on Fractal Dimensions. I am also looking at using a Fractal Graph Dimension Indicator to filter out ranging periods.
The FGDI shows the strength of a trend, but not the direction, so a faster MA is needed as well.
Once I've gotten used to using those indicators, I'll look for a good range trading strategy, then attempt to convert the indicators to Lite-C.
Why did I post this here? I thought that maybe you'd like a range indicator to filter entries, and - in conjunction with a faster MA - as an early exit on reversals, rather than waiting for an opposite cross.
Have fun! Radar =8^)
Re: dt-e8 MA-crossover, built for Zorro v1.20
[Re: Radar]
#437669 02/21/1414:5602/21/1414:56
Just wanted to add my thanks for sharing your hard work on this. I had been following a similar design process, although far less organised and well-documented. Your helper functions are awesome too - I'm going to start using them in my code. Hope you don't mind!
I hope that I can progress my abilities with Zorro to the point that I can contribute something back.
Thanks dusktrader. Your job is excellent. I have only an errore during compiling: "Error 062: Can't open Assets-IBFXnano.dta(rb)". Infact in yuor code, after function run(), there is that code: "AssetList = "Assets-IBFXnano.dta"; " but in files you shared there isn't any file '.dta'. Can you help me? Thanks.