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Darz  

Hi Jose,


Thanks for creating this awesome EA. Can i kindly confirm the following.

1. I am using IC markets, the decimals places is 2 for both DE30/DE40 and US30. So is setting my TP 90 and SL 60 as default from the SET file correct?

2. DAX is referring to DE40 or DE30? In the input variable,it is stated as GER40 which i assume is DE40


regards

Darin

Darz  
Darin #:

Hi Jose,


Thanks for creating this awesome EA. Can i kindly confirm the following.

1. I am using IC markets, the decimals places is 2 for both DE30/DE40 and US30. So is setting my TP 90 and SL 60 as default from the SET file correct?

2. DAX is referring to DE40 or DE30? In the input variable,it is stated as GER40 which i assume is DE40


regards

Darin

Sorry Correction.. TP is at 900 and SL is at 600.. I am referring to US30 and its  Strat3_mt5.set settings

ceejay1962  

I've just paid for the Index Breakout EA and have a quick question about setup for testing. The three setup files use 90/60 for TL/SL. Can I assume that these are equivalent to 9 & 6 index points?

Thanks

Jose Daniel Stromberg Martinez  
ceejay1962 #:

I've just paid for the Index Breakout EA and have a quick question about setup for testing. The three setup files use 90/60 for TL/SL. Can I assume that these are equivalent to 9 & 6 index points?

Thanks

Yes, that is correct. 
ceejay1962  
Jose Daniel Stromberg Martinez #:
Yes, that is correct. 
Thanks for the answer - so far the system is working great for US30, but I don't see anything for DAX. The description mentions GER30 but I have access to DE30 and DE40 symbols? Can you please clarify which work. 
Jose Daniel Stromberg Martinez  
ceejay1962 #:
Thanks for the answer - so far the system is working great for US30, but I don't see anything for DAX. The description mentions GER30 but I have access to DE30 and DE40 symbols? Can you please clarify which work. 
Some brokers still has the old name, some brokers has both names. If they have both names, always use 40. 
It is because DAX changed from 30 stocks to 40.
ceejay1962  
Jose Daniel Stromberg Martinez #:
Some brokers still has the old name, some brokers has both names. If they have both names, always use 40. 
It is because DAX changed from 30 stocks to 40.
Thanks, I had it on DE40. I think I figured out the problem - both strategies 1 & 2 had the same magic number.
ceejay1962  

Hi,

I'm almost ready to go live with this system, but wanted to do some backtesting first - live testing on a  (ICMarkets) demo account works fine.


However, when back testing, I get many errors, such as this:


2022.01.23 17:20:01.373 Core 1 2021.01.04 16:30:00   failed market sell 0.1 US30 sl: 30667.28 tp: 30665.78 [Invalid stops]

2022.01.23 17:20:01.373 Core 1 2021.01.04 16:30:00   CTrade::OrderSend: market sell 0.10 US30 sl: 30667.28 tp: 30665.78 [invalid stops]

2022.01.23 17:20:01.373 Core 1 2021.01.05 16:30:27   failed market buy 0.1 US30 sl: 30220.23 tp: 30221.73 [Invalid stops]

2022.01.23 17:20:01.373 Core 1 2021.01.05 16:30:27   CTrade::OrderSend: market buy 0.10 US30 sl: 30220.23 tp: 30221.73 [invalid stops]

2022.01.23 17:20:01.373 Core 1 2021.01.06 16:30:41   failed market sell 0.1 US30 sl: 30352.71 tp: 30351.21 [Invalid stops]


Any idea how to get rid of these errors so that I can do a backtest? If it helps, I've attached the whole backtest journal file. The test was US30, M1, strategy 3.

Thanks

파일:
20220123.log  123 kb
Jose Daniel Stromberg Martinez  
ceejay1962 #:

Hi,

I'm almost ready to go live with this system, but wanted to do some backtesting first - live testing on a  (ICMarkets) demo account works fine.


However, when back testing, I get many errors, such as this:


2022.01.23 17:20:01.373 Core 1 2021.01.04 16:30:00   failed market sell 0.1 US30 sl: 30667.28 tp: 30665.78 [Invalid stops]

2022.01.23 17:20:01.373 Core 1 2021.01.04 16:30:00   CTrade::OrderSend: market sell 0.10 US30 sl: 30667.28 tp: 30665.78 [invalid stops]

2022.01.23 17:20:01.373 Core 1 2021.01.05 16:30:27   failed market buy 0.1 US30 sl: 30220.23 tp: 30221.73 [Invalid stops]

2022.01.23 17:20:01.373 Core 1 2021.01.05 16:30:27   CTrade::OrderSend: market buy 0.10 US30 sl: 30220.23 tp: 30221.73 [invalid stops]

2022.01.23 17:20:01.373 Core 1 2021.01.06 16:30:41   failed market sell 0.1 US30 sl: 30352.71 tp: 30351.21 [Invalid stops]


Any idea how to get rid of these errors so that I can do a backtest? If it helps, I've attached the whole backtest journal file. The test was US30, M1, strategy 3.

Thanks


Ic has two decimals. Try to set another digit to sl and tp. Think that would help.

ceejay1962  

Hi,

I've a quick question about the "Place position if Order is too close to market" option in settings. What is the criteria for this - is it if the SL is too tight? How close does it need to be for it to be triggered. I'm currently experimenting with a tighter SL for US30. Optimization tests suggest that a tighter SL is good for profit.

Thanks

Jose Daniel Stromberg Martinez  
ceejay1962 #:

Hi,

I've a quick question about the "Place position if Order is too close to market" option in settings. What is the criteria for this - is it if the SL is too tight? How close does it need to be for it to be triggered. I'm currently experimenting with a tighter SL for US30. Optimization tests suggest that a tighter SL is good for profit.

Thanks


This is a valid question, but hard to answer. It depends on the broker you have and how close you can set the buystop. For example, IG has 5p limit for DAX, but IC has 0p limit. 
If you are trying to put buystop closer than the limit, then you need to place marketorders.
If you are insecure, and have used stop orders, check out the experts tab and see if you have some errors of placing orders. 

Hope this answer was good enough.
ceejay1962  

Thanks for the quick answer, that does help. I'm using IC Markets which, as you say, has no limit. I'm seeing some error in the expert tab - I suspect that with the tighter SL, the order is more susceptible to rapid price movement. The current market is quite jittery at present.

Is the decision of the EA to place a market order (assuming that option is set) based on a response from the broker - not from its own calculation?

I'll rerun the optimization test and add some latency - see how that works out. 

Jose Daniel Stromberg Martinez  
ceejay1962 #:

Thanks for the quick answer, that does help. I'm using IC Markets which, as you say, has no limit. I'm seeing some error in the expert tab - I suspect that with the tighter SL, the order is more susceptible to rapid price movement. The current market is quite jittery at present.

Is the decision of the EA to place a market order (assuming that option is set) based on a response from the broker - not from its own calculation?

I'll rerun the optimization test and add some latency - see how that works out. 


There could be 2 reasons for an error of placing orders (this is not the case with marketorders),
1, price is the same as buy/sellstop
2, due to latency price could have moved past buy/sellstop price.

For me, I have too high latency for IC. I have 330ms to server. That means total latency (get price, post order) is over 660ms! With this volatility, that will never work. It will be too much slippage, with marketorders.
With buy/sellstop I can take that latency slippage away. The only slippage I need to worry about then is just big price jumps. 

Therefor I recommend to use stop orders if you can. If some orders wont go thrue, fine. Its better in the long run.

The ea places order based on what has happend with price in the last hour before market opens, therefore its very important to adjust time so the ea opens order just after market opens.

Hope this was helpful. 
Dont forget to check different sl and tp settings depending on volatility. This type of volatility is something special.


ceejay1962  
Jose Daniel Stromberg Martinez #:

There could be 2 reasons for an error of placing orders (this is not the case with marketorders),
1, price is the same as buy/sellstop
2, due to latency price could have moved past buy/sellstop price.

For me, I have too high latency for IC. I have 330ms to server. That means total latency (get price, post order) is over 660ms! With this volatility, that will never work. It will be too much slippage, with marketorders.
With buy/sellstop I can take that latency slippage away. The only slippage I need to worry about then is just big price jumps. 

Therefor I recommend to use stop orders if you can. If some orders wont go thrue, fine. Its better in the long run.

The ea places order based on what has happend with price in the last hour before market opens, therefore its very important to adjust time so the ea opens order just after market opens.

Hope this was helpful. 
Dont forget to check different sl and tp settings depending on volatility. This type of volatility is something special.

Jose Daniel Stromberg Martinez #:

There could be 2 reasons for an error of placing orders (this is not the case with marketorders),
1, price is the same as buy/sellstop
2, due to latency price could have moved past buy/sellstop price.

For me, I have too high latency for IC. I have 330ms to server. That means total latency (get price, post order) is over 660ms! With this volatility, that will never work. It will be too much slippage, with marketorders.
With buy/sellstop I can take that latency slippage away. The only slippage I need to worry about then is just big price jumps. 

Therefor I recommend to use stop orders if you can. If some orders wont go thrue, fine. Its better in the long run.

The ea places order based on what has happend with price in the last hour before market opens, therefore its very important to adjust time so the ea opens order just after market opens.

Hope this was helpful. 
Dont forget to check different sl and tp settings depending on volatility. This type of volatility is something special.


Thanks for the answer and tips - in some way the tight stop loss helps in this volatile market, assuming that's why the optimizer sees better profit with a tighter stoploss.  I'm using IC Markets too and have just setup an AWS EC2 server for the purpose of trading your system. According to Metatrader 5, I'm seeing a latency of 23-25ms using the AWS region closest to New York (Ohio or North Virginia, I think are the best). I'll let you know how it goes.

ceejay1962  
One other questions - with autolot, do I need to adjust the balance lot field, which is currently 500?  Thanks.
Jose Daniel Stromberg Martinez  
ceejay1962 #:
One other questions - with autolot, do I need to adjust the balance lot field, which is currently 500?  Thanks.
That depends on how big you want to trade. With 500 it will be autolots per 500 in account. 
(Accountbalance/500)*lots you put in
Darz  
Hi, I have been using this EA with the set file for US30 on ICMarkets MT5 and it has been rather unprofitable for awhile.. can I check if there is a new set file around? 
제품을 구매하거나 렌트한 사용자만 코멘트를 남길 수 있습니다
12