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Author Topic: Daxbot  (Read 22041 times)

Offline rsmereka

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Re: Daxbot
« Reply #120 on: February 05, 2020, 02:18:03 PM »
Winner buy here too this morning (Blackbull Markets),

Opened at 10:25, close at 10:29 for 19.8 pips.

Offline Daxbot

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Re: Daxbot
« Reply #121 on: February 05, 2020, 04:00:30 PM »
Hi.
Yes please all change open to 9.56
Means this will eradicate the 10am bar open issue that sometimes can be missed due to a conflict of window time open and signal at exact moment in time.
Move time window to 9.56 will ensure EA is running for 4 minutes and then just seeking signal.
Do not make it earlier than 9.56 as it will take trades before 10am bar.
Let's hope we dont get too many 10am open signals. Not a fan of them but peform better with them.

Offline reinerh

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Re: Daxbot
« Reply #122 on: February 06, 2020, 02:26:28 AM »

daxbot,

if you have a minute, could you please be so kind and post a backtest for the period nov 18 to today, your forward run time ?

i am curious how well it matches.

i tried with your demo version last week and i could not get similar results. i think my backtester is broken since it was way of.

since i did the whole year as well and it showed no gains, i used tds and even played around with different start times, all no luck. as i said i think something is wrong on my end.

thanks much.


Offline petersurrey

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Re: Daxbot
« Reply #123 on: February 06, 2020, 08:22:46 AM »
Very strange trade today - stopped out at -10 pips 10.02 @ bar low of **58.50 for some reason...assume others got a win - good job this is demo) TP/SL both set at default 20 pips icmarkets demo.

Offline petersurrey

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Re: Daxbot
« Reply #124 on: February 06, 2020, 08:40:51 AM »
OK found the offending line:)

2020.02.06 07:59:58.530   '20582814': modify order #233409974 buy 10.00 DE30 at 13569.00 sl: 0.00 tp: 0.00 -> sl: 13558.50 tp: 13598.50

TP and SL are wrong for some reason... which should be ***49 and ***89




Offline laracroft

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Re: Daxbot
« Reply #125 on: February 06, 2020, 08:56:26 AM »
 ICMARKETS real account
set:
TP: 1930
SL: 2070
Start: 9:56

today
   buy:  + 19 pips :)
open trade: 10:00
close trade: 10:06

Offline Daxbot

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Re: Daxbot
« Reply #126 on: February 06, 2020, 09:19:05 AM »
Very strange trade today - stopped out at -10 pips 10.02 @ bar low of **58.50 for some reason...assume others got a win - good job this is demo) TP/SL both set at default 20 pips icmarkets demo.

Our 10am friend again caused some wins and some loss.
In your case peter, the SL and TP always calculate from OFFICIAL BAR OPEN not ACTUAL OPEN because in this way it will replicate the way it supposed to run and run in LINE with HISTORICAL TESTING. Same as us, our entry was 7 pips under the open bar price, so SL was like 13 pips today.
Attached image.
Many got winner today, very very tight on SL, maybe by 0.5 pip.
OPEN on IC was 13578, so your buy was OFFICIALLY 13579, SL 13578.5 (1950 points)
Hit SL exactly.
Had you used 2070 SL as mentioned previous, trade was winner.
Again, we cant re-iterate enough SPREAD is VITAL and even small margin of error can make substantial difference.

Tough luck this morning.
« Last Edit: February 06, 2020, 09:24:43 AM by Daxbot »

Offline Daxbot

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Re: Daxbot
« Reply #127 on: February 06, 2020, 09:20:02 AM »
ICMARKETS real account
set:
TP: 1930
SL: 2070
Start: 9:56

today
   buy:  + 19 pips :)
open trade: 10:00
close trade: 10:06

Yes, I think your 2070 saved you, 2000 was stopped. Fine margins.

Offline Daxbot

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Re: Daxbot
« Reply #128 on: February 06, 2020, 09:21:05 AM »

daxbot,

if you have a minute, could you please be so kind and post a backtest for the period nov 18 to today, your forward run time ?

i am curious how well it matches.

i tried with your demo version last week and i could not get similar results. i think my backtester is broken since it was way of.

since i did the whole year as well and it showed no gains, i used tds and even played around with different start times, all no luck. as i said i think something is wrong on my end.

thanks much.

attached mr Reinher.

Offline petersurrey

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Re: Daxbot
« Reply #129 on: February 06, 2020, 09:50:57 AM »
Very strange trade today - stopped out at -10 pips 10.02 @ bar low of **58.50 for some reason...assume others got a win - good job this is demo) TP/SL both set at default 20 pips icmarkets demo.

Our 10am friend again caused some wins and some loss.
In your case peter, the SL and TP always calculate from OFFICIAL BAR OPEN not ACTUAL OPEN because in this way it will replicate the way it supposed to run and run in LINE with HISTORICAL TESTING. Same as us, our entry was 7 pips under the open bar price, so SL was like 13 pips today.
Attached image.
Many got winner today, very very tight on SL, maybe by 0.5 pip.
OPEN on IC was 13578, so your buy was OFFICIALLY 13579, SL 13578.5 (1950 points)
Hit SL exactly.
Had you used 2070 SL as mentioned previous, trade was winner.
Again, we cant re-iterate enough SPREAD is VITAL and even small margin of error can make substantial difference.

Tough luck this morning.

If the bot is sending a buy trade to the broker @ 13569, as today, the stop should always be @ 13549 (=20 pips) should it not - otherwise we have the bot working against us; whether it is an official trade or not.......?

Offline laracroft

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Re: Daxbot
« Reply #130 on: February 06, 2020, 09:51:56 AM »
ICMARKETS real account
set:
TP: 1930
SL: 2070
Start: 9:56

today
   buy:  + 19 pips :)
open trade: 10:00
close trade: 10:06

Yes, I think your 2070 saved you, 2000 was stopped. Fine margins.

My account:
open price: 13569.00
close price: 13588.00

Execution speed is also important: the EA given the opening order at 10:00, 6 seconds and 141 thousandths and the trade was opened at 10:00, 6 seconds and 657 thousandths
« Last Edit: February 06, 2020, 10:26:48 AM by laracroft »

Offline Daxbot

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Re: Daxbot
« Reply #131 on: February 06, 2020, 10:07:52 AM »
Very strange trade today - stopped out at -10 pips 10.02 @ bar low of **58.50 for some reason...assume others got a win - good job this is demo) TP/SL both set at default 20 pips icmarkets demo.

Our 10am friend again caused some wins and some loss.
In your case peter, the SL and TP always calculate from OFFICIAL BAR OPEN not ACTUAL OPEN because in this way it will replicate the way it supposed to run and run in LINE with HISTORICAL TESTING. Same as us, our entry was 7 pips under the open bar price, so SL was like 13 pips today.
Attached image.
Many got winner today, very very tight on SL, maybe by 0.5 pip.
OPEN on IC was 13578, so your buy was OFFICIALLY 13579, SL 13578.5 (1950 points)
Hit SL exactly.
Had you used 2070 SL as mentioned previous, trade was winner.
Again, we cant re-iterate enough SPREAD is VITAL and even small margin of error can make substantial difference.

Tough luck this morning.



If the bot is sending a buy trade to the broker @ 13569, as today, the stop should always be @ 13549 (=20 pips) should it not - otherwise we have the bot working against us; whether it is an official trade or not.......?

Look at 10am picture
BOT send order at 10am to Broker IC markets at 13578.00 CHECK THE CHART. Bot needs to place stop loss, so it take the requested price and deduct 20 points. So, SL is 13558.
In meantime,. order get filled at 13571.00, so now SL is only 13 points from your actual price. SL will always be 20 points from bar open (requested price) not price the trade actually opened.
This is the only way it can work, because otherwise it WILL NOT ALIGN to backtest!!!

Offline laracroft

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Re: Daxbot
« Reply #132 on: February 06, 2020, 10:46:40 AM »
Since it is an impulsive bot, the backtests will never be perfectly aligned with real trading.
On my account, it opened at 13569.00 and placed a sl at -21.20, that is, at 13547.80
However it would be better to do the backtest with the modeling quality offered by TDS (TickDataSuite): the program is free for the first 15 days (my trial period has expired) and it is very easy to use
@ Matts: your backtes shows 8 chart errors and therefore is not very precise
« Last Edit: February 06, 2020, 10:48:41 AM by laracroft »

Offline reinerh

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Re: Daxbot
« Reply #133 on: February 06, 2020, 11:25:09 AM »

lara,

his bt does match rather well to the forward results. i dont care about errors if it matches.

my bt are just bad with this ea, some other ea they match forward, then again some others absolutely not, go figure. i used tds and terminal data on this one, no luck. its the weirdest thing which i will never figure out why that is.

todays session open trade was a crapshoot since at the open it often can be erratic on the dow, same goes for ger30.

Offline reinerh

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Re: Daxbot
« Reply #134 on: February 06, 2020, 11:26:57 AM »
daxbot,

thanks for posting your bt, my backtester is clearly defective. with some bots it works well, with others not. no matter what i do that is. its so weird i will never be able to figure that one out.

 

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