In one day of testing (using a nonstandard basket choice), I had the luck of seeing the 'normal' and the 'mirror' both lose quite effectively.

Phantom 6 System

Read again the table again. There are restrictions on the open price and take profit price for limit orders.

Beastie: a Nanningbob trend and counter-trend auto-trader by Steve Hopwood

I GTFM. Invalid Stops (error 130) means that something in the following table was violated: url

Beastie: a Nanningbob trend and counter-trend auto-trader by Steve Hopwood

Just to clear up some confusion: my notion of a "mirror" EA is that the 'buy' and 'sell' identity of the 6 pairs are reversed. But it still needs to be the best performing pair in phantom to make a trade. Since the pair sets are different from BUY ...

Phantom 6 System

Running things in the "mirror" (as above) is not what I had in mind. If you reverse buy/sell pairs it will not mirror the exact trades, because basket closes and opens will happen at different times. Much of the time won't be particularly correlated ...

Phantom 6 System

Just to make it easy to change with a parameter. No, the set would be fixed. The idea would be to run multiple sets simultaneously (in different accounts) for diversification. Note that for any set, there is the opposite, where all buys become sells ...

Phantom 6 System

Thanks a bunch! I wonder if the profitability difference is due to unbalanced lotsize. If you remember, I posted about normalizing the lot sizes depending on the first currency of a pair. 1 lot of GBPxxx is more money than 1 lot of NZDxxx. Notice ...

Phantom 6 System

Calling all Phantom 6 pair setups! — Hi, I'm rewriting my own version of the Phantom6 to make it more generic. In particular, I'd like to have various sets of 6 balanced pairs "pre-selected", e.g. combination 1, 2, 3, 4, 5, etc. So can people ...

Phantom 6 System

Least absolute value of open profit, regardless of win or loss. So with +100, -250, +50, -35 in open profits, we would choose -35. The 'cut losers' strategy is independent---there you're presumably assuming that there's a trend which will persist ...

Phantom 6 System

I thought about it a little bit more. Really, the margin level is pretty much correlated 100% with the number of open trades. What we need is a simple maximum-open-trades limit. This means, that if you are about to add a new trade, and you're at or ...

Phantom 6 System

Yes, that 2nd appears to be erroneous. Given that it is 23:45 (right before midnight) I wonder if there is some related date-handling bug. I have been testing an EA which opens on the hour (classic method) and it seems to work right.

Phantom 6 System

I was confused by this until I read the code. The comments are accurate. Any new basket will not be opened in the rest-period, but if a basket is open when the rest period starts, it will keep on adding until closure. This is apparently intentional. ...

Phantom 6 System

My opinions: 1. cut losing trades when a losing trade reaches a certain size, OR, if worse comes to worse, overall margin reaches a certain level. Most trades should be cut individually because you shouldn't be approaching a bad margin level too ...

Phantom 6 System

If you make it: Sell: EURJPY Buy: USDJPY Buy: EURUSD that's balanced and Sell: GBPUSD Buy: AUDUSD Buy: GBPAUD that's balanced. So there are 2 sells and 4 buys, but who cares? That is only a matter of the convention that GBPAUD is a typical pair and ...

Phantom 6 System

This is a very simple version of a statistical arbitrage strategy. The problem is that correlation is not the same as cointegration, and cointegrated pairs, partial versions thereof is what you really need to get this to work. You make linear ...

Going Home - a multi-pair auto-trader for Dreamliner's strategy, by Steve Hopwood

As far as I can tell, the EA's with StartHour already do that. if (UseTradingHours) { if (TimeHour(TimeCurrent()) >= StartHour && ((TimeHour(TimeCurrent()) < FinishHour && FinishHour != 0) || (TimeHour(TimeCurrent()) < 24 && FinishHour == 0))) { if ...

Phantom 6 System

Thanks Charvo. After your message checked the code more carefully and realized that when the pipstep is on, it also implies that all trades must be in profit. I was confused by the 'else', but if (UsePipStep) { if (OrderType() == OP_BUY && ...

Phantom 6 System

Thanks to you and Thorn for the great info! Looking at the code of the one I hacked on (it has the "BAL"/balanced lot size mod), it appeared that using PipStep overrode the "All Trades Must Be In Profit" criterion, i.e. if you have pipstep on, then ...

Phantom 6 System

What exactly is the &quot;X factor&quot; — I apologize for the silly question, but the thread has gotten quite large. Yes I have tried to read through much of it, but I still can't figure out what is the "X factor" which distinguishes the ...

Phantom 6 System

[quote=jcs;4336962] I understand that. But if you trade only once per hour, why should you be more affected by a GBPxxx trade at 9:00 than a USDxxx trade at 10:00? To me it seems as though they should "count" equally. My mod makes that happen, at ...

Phantom 6 System