MANUAL OF RECOVERY GRIP

MANUAL OF RECOVERY GRIP

19 septiembre 2020, 06:53
Marta Gonzalez
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MANUAL OF RECOVERY GRIP


The recovery grip system can recover both an isolated loss and a loss produced by a grip or multiple orders, the algorithm gradually compensates the losses until the equity returns to zero.


The time it takes for the algorithm to reverse the loss is proportional to the volatility of the pair and the size of the loss.This system allows you to test the algorithm prior to purchase.For this, it has a powerful simulation system in which you can choose whether your loss is a single order or a grab.It also allows you to choose the number of orders of the grip, see the martingale factor and the distance between orders.Finally, it allows you to choose the distance at which the algorithm starts, marked on the graph with a dashed yellow line.


How to test the EA

To test the ea in backtest, follow these steps:


1) Choose a graph to be able to use the grip or the order that will simulate your loss.

Example of graph to test loss of buy orders:





Example of graph to test loss of sell orders:




2) Configure the strategy tester to test that area. Choosing the start date of the test.

3) Input for the preparation of the grip that we want to recover.


Grip: Select the direction of the grip to be mounted in the test. You can choose between:

Mode 1 Recovery Buy:  Open a BUY grip.

Mode 2 Recovery Sell: Open a SELL grip.

Type of Simulated: Select if whant used one only order to simulated or a grip. You can choose between:

Mode 1 Only one order for recovery:  Open a only One order to simuled the lost to reovery.

Mode_2 Make a grip to recovery: Open a grip to simuled the lost to reovery.

Number orders grip: Number of grip orders that will be mounted in the backtest, if you select 1 only one order will be mounted to simulate recovering only one order with losses.

Lot test init: Initial lot of the grip to be assembled for the simulation.

Lot_multiplier: Multiplication factor of the grip orders lot, if you want constant lot use 1

Distance grip: Distance between the grip orders.

Distance init_recovery: Distance at which the algorithm starts from the last grip order, in backtest this distance on the graph appears as a dashed yellow line.

HOW TO CONFIGURE THE LOSS SIMULATION?


1) Select if the loss to simulate is with sell or with buy using the parameter: Grip, in which you choose one of the two options.

2) Choose between a grip system or a single command to simulate a large loss or a loss grip. using the parameter: Type of Simulated. The algorithm is the same for both.

3) If you chose to simulate a grip, use the parameter  Number orders grip to choose the number of grip orders.

4) The next step is to choose the batch of the unique order, or choose the initial batch of the first order of the grip with the parameter Lot test init.

5) If you chose to simulate a grip, use the parameter Lot_multiplier to choose the multiplier of the martingale of the grip to start.

6) With the next step, the distance between the grip orders is chosen with the parameter  Distance grip.

7) Finally the distance from the last order to the start of the recovery algorithm, with this parameter we mark the moment 0 of the start of the simulation that would coincide with the moment when the robot starts in real time.  With the parameter  Distance init_recovery,


Example of graph of SELL only one order:   

 


Example of only one buy order ready to init test. The yellow line mark the point of init the recovery algorithm. See the set of this stucture:


Example of graph of BUY only one order: 


Example of only one buy order ready to init test. The yellow line mark the point of init the recovery algorithm. See the set of this stucture:



Example of graph of SELL grip:


Example of grip ready to init test. The yellow line mark the point of init the recovery algorithm. See the set of this stucture:


Example of graph of BUY grip: 


Example of grip ready to init test. The yellow line mark the point of init the recovery algorithm. See the set of this stucture:



Configuration of Recovery Algorithm:

Stair Step:  Distance between orders of algorithm.

Dist Factor:  Increase factor of the distance between orders algorithm-

Lot For Recovery:  Recovery Lot algorithm.

Factor lot Recovery:  Factor add to Lot For Recovery in the  algorithm.


INPUT TO THE RECOVERY ALGORITHM 1:




Used algorithm Recovery 1: Activated/desactivated  the neural net of the algorithm of Recovery 1. 

Init phase_2: Number of active orders to go to phase 2 of the algorithm of Recovery 1. 

Used phase 3:  Activated/desactivated  the phase 3 of the neural net of the algorithm of Recovery 1. 

Lot Recovey 1: Recovery Lot  in the algorithm of Recovery 1.

Factor Recovery: Factor add to Lot_Recovery_1 in the  algorithm of Recovery 1. 

Distance Recovey 1: Distance between orders of  the  algorithm of Recovery 1. 

Stair step Recovey 1:  Distance between orders of algorithm  of Recovery 1. 

Max_lot_general: Max Lot used in  the algorithm of Recovery 1.

Basket: Value used to partial close  the algorithm of Recovery 1.

Closure by partial recovery:  Activated/desactivated  partial clousure algorithm.

Factor Closure by partial recovery: Factor used to partial closure algorithm.

Compensation closure:  Activated/desactivated Compensation clousure.

Max order Recovery 1: Max number of order open in the of  the  algorithm of Recovery 1. 

Factor Recovery 1:  actor used to closure of  the  algorithm of Recovery 1. 

Partial closure: Activates / deactivates a partial recovery of losses.

Basket only one; Value for individual profit output in certain algorithms.

Used Block:   Activates / deactivates block of orders in the end o algorithm.

Order Buy For init: Number of buy orders to activate the neural net of  the  algorithm of Recovery 1. 

Factor low Block Buy: Value of the factor that marks the lower Limit of the buy order blocking.

Factor High Block Buy: Value of the factor that marks the upper linite of the buy order blocking.

Order Sell For init: Number of buy orders to activate the neural net of  the  algorithm of Recovery 1. 

Factor Low Block Sell: Value of the factor that marks the lower Limit of the sell order blocking.

Factor High Block Sell: Value of the factor that marks the upper linite of the sell order blocking.


INPUT TO THE RECOVERY ALGORITHM 2:




Used algorithm Recovery 2: Activated/desactivated  the neural net of  Recovery algorithm 2.

Used_Phase_2_Recovery_2:  Activated/desactivated the phase 2 of the  Recovery algorithm 2.

Stair step:  Distance between orders  to the Recovery algorithm 2.

Dist factor:  Increase factor of the distance between orders to the Recovery algorithm 2.

Lot For RecoveryRecovery Lot  for Recovery algorithm 2.

Factor lot Recovery Factor add to    Recovery Lot in the  Recovery algorithm 2.

Stair step Recovery 2: Distance between orders of  the  algorithm of Recovery 2.

Max order Recovery_2:  Number of max order open in the  algorithm  of Recovery 2.

Basket control Recovery 2: Basket in money to close the algoritm of Recovery 2.



HOW TO CONFIGURE THE ALGORITHM?

The recovery system has 2 recovery algorithms that can work in parallel by marking both of them true or separately by marking false in one of them.


Algorithm 1 has three phases, on this algorithm phase 1 and 2 are automatic and phase 3 can be activated or deactivated, the moment in which phase 2 starts and phase 1 ends is marked by the number of orders opened by this algorithm and is selected with the Init phase 2 parameter.

Algorithm 1 has a blocking system when the recovery distance and the lot volume increase, it is only activated in this final part and the blocking can be configured for buying or selling with the corresponding inputs.


The second algorithm has 2 phases, the first is always active and you can choose whether or not to start the second with true or false in the Used Phase 2 Recovery 2 parameter


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