trend_meanreversion
18 Mar 2016, 12:33

RE:

Spotware said:

You can draw candles using ChartObjects.DrawLine method. Draw thin line from high to low and thick line from open to close.

Is it possible to draw ChartObjects.DrawLine ( basically creating my own OHLC ) in a bot instead of indicator ? Nothing is getting created on charts despite of me able to print the data correctly in cBot . It seems i can't use chartObjects in a cbot , is it correct ?

trend_meanreversion
16 Mar 2016, 01:19

RE: RE:

stevie.c said:

Anybody got any ideas..? Spotware..?

Thanks all.

Hi Steve,

I don't think that you can export data directly from charts but you can do it very easily via a bot. Just dump OHLC data along with moving average data in OnBar() event. If you find it troublesome, you can check the bot attached with "My New Algo" profile . It dumps whole lot of indicators to a file. You can create a simple bot based on it that would serve your purpose hopefully.

trend_meanreversion
15 Mar 2016, 14:29

RE: RE: RE:

stevie.c said:

trend_meanreversion said:

Hi Steve,

Just to provide motivation to people working with cAlgo to come up with good bots which can survive the tough world of automated trading , i would like to say that i do run some strategies successfully using cBot. I have advertised my bots in the cTDN forums so you should be able to see some screenshots of them. Let's go through questions which you raised

1) Did you develop the system/bot yourself?

Yes, i don't know someone who can help me with 'my' ideas as i am the only one who can understand what i want ,so better to implement them myself. I have learned a lot during this process and still keeps learning as i have been out of touch in terms of programming. I won't say my systems/strategies are completely new but they treat things differently for sure .Normally i basically create a hypothesis , let's say that multi-time Frame moving averages should provide me some info when to enter in trend. Then i will create a bot which will dump the price information along with different moving averages value in an excel file which i can easily manipulate to see if i can create a simple logic which shows promise. Once it is done , i will code the bot with the same logic and back test it using only 'tick' data to validate my hypothesis. And then i run them in demo account to see how it performs in forward test and compare against the back test. Once satisfied , they run in live environment.

3) How many indicators does the system use (to give us an idea of complexity)?

Very few probably only 2-3 at max, but mostly it tries to interpret the price action which acts as the trigger.

4) How often does the bot trade?

This is the tricky part as ideally i want too many trades so that i can become rich quick :) , but what i have found so far that beating spread in long term is a difficult task and becomes difficult with the high number of trades. So now i focus on high probability trades with money management . This means i have limited trades but with better conviction. I have got one DAX scalper which trades relatively frequently but still nowhere near to what i want ( ideally i want at-least 2-3 trades per day )

5) How many pairs does the bot trade?

I have focused my energy so far on Index CFDs but i do have a couple of interesting ideas/bots on FX.

6) What level of return are you getting on average per trade (either by percent or by pips)?

My only criteria for any strategy is to have atleast 2-3 annual return to MaxDD ratio. I can then leverage and gain accordingly.

7) How much maintenance does the bot require (i.e. can it be left running 24 hours a day for 1 week, 1 month, 1 year without intervention / updates)?

I can't just let my bots run for 1 week psychologically, so i run them everyday and then close them manually and re-run again in morning.

8) Any screenshots?

Check my profile.

 

Hope it helps. I just want to say that trading is tough and nothing comes easy. Try to leverage on information available on public domains, but think simple and particularly something which you can quantify easily ( so that you can code and backtest it with reliability ).

 

Hi T_MR,

Thanks for your well thought out and considered response - it is much appreciated and encouraging. Regarding backtesting, I have found that the trial bots I have developed seem to vary hugely in performance with only a tiny adjustment to parameters such as SL / TP. This makes me think that the bots are simply no use as they just would not be reliable in real operation.

 

Hi Steve, I would say you should backtest your bots only on 'tick' data and never ever on any timeFrame OHLC data . As long as you have SL/TP in your bot, it needs the real time spread and tick data for proper simulation of the results. Let's say if you have a bot which opens on the open of the bar according to moving averages, but closes the position after 3 candleSticks . In this case, you don't necessarily need tick data backtesting unless you have SL/TP because the order of ticks will determine whether TP got hit first or SL and more importantly, how much slippage should be given to your SLs. All these small things matter most in backtesting and that's why i like tick data backtesting in cALgo. It provides the 'best' simulation of results and are quite close to real time trading.

trend_meanreversion
14 Mar 2016, 15:57

RE:

stevie.c said:

Hi all,

To give some of us real hope that automated profitable trading systems really do exist, I thought I would ask the community if anybody does actually make any profit using automated systems developed with cAlgo that they are running on cTrader. There are some very talented people out there who help out and post very informative and useful threads/replies (thanks guys!), but I wonder why they do this if they already have a bot that works well - it can't just be pure altruism can it..?

There's no need to give any techniques away, but if you're able to respond with the following information, I'm sure the people who are still striving to construct their systems would appreciate knowing that it is possible. I've tried to keep the questions fairly high-level to avoid revealing too much about your system:

1) Did you develop the system yourself?

2) Did you develop the bot yourself?

3) How many indicators does the system use (to give us an idea of complexity)?

4) How often does the bot trade?

5) How many pairs does the bot trade?

6) What level of return are you getting on average per trade (either by percent or by pips)?

7) How much maintenance does the bot require (i.e. can it be left running 24 hours a day for 1 week, 1 month, 1 year without intervention / updates)?

8) Any screenshots?

 

Thanks very much all.

 

 

Hi Steve,

Just to provide motivation to people working with cAlgo to come up with good bots which can survive the tough world of automated trading , i would like to say that i do run some strategies successfully using cBot. I have advertised my bots in the cTDN forums so you should be able to see some screenshots of them. Let's go through questions which you raised

1) Did you develop the system/bot yourself?

Yes, i don't know someone who can help me with 'my' ideas as i am the only one who can understand what i want ,so better to implement them myself. I have learned a lot during this process and still keeps learning as i have been out of touch in terms of programming. I won't say my systems/strategies are completely new but they treat things differently for sure .Normally i basically create a hypothesis , let's say that multi-time Frame moving averages should provide me some info when to enter in trend. Then i will create a bot which will dump the price information along with different moving averages value in an excel file which i can easily manipulate to see if i can create a simple logic which shows promise. Once it is done , i will code the bot with the same logic and back test it using only 'tick' data to validate my hypothesis. And then i run them in demo account to see how it performs in forward test and compare against the back test. Once satisfied , they run in live environment.

3) How many indicators does the system use (to give us an idea of complexity)?

Very few probably only 2-3 at max, but mostly it tries to interpret the price action which acts as the trigger.

4) How often does the bot trade?

This is the tricky part as ideally i want too many trades so that i can become rich quick :) , but what i have found so far that beating spread in long term is a difficult task and becomes difficult with the high number of trades. So now i focus on high probability trades with money management . This means i have limited trades but with better conviction. I have got one DAX scalper which trades relatively frequently but still nowhere near to what i want ( ideally i want at-least 2-3 trades per day )

5) How many pairs does the bot trade?

I have focused my energy so far on Index CFDs but i do have a couple of interesting ideas/bots on FX.

6) What level of return are you getting on average per trade (either by percent or by pips)?

My only criteria for any strategy is to have atleast 2-3 annual return to MaxDD ratio. I can then leverage and gain accordingly.

7) How much maintenance does the bot require (i.e. can it be left running 24 hours a day for 1 week, 1 month, 1 year without intervention / updates)?

I can't just let my bots run for 1 week psychologically, so i run them everyday and then close them manually and re-run again in morning.

8) Any screenshots?

Check my profile.

Hope it helps. I just want to say that trading is tough and nothing comes easy. Try to leverage on information available on public domains, but think simple and particularly something which you can quantify easily ( so that you can code and backtest it with reliability ).

trend_meanreversion
01 Mar 2016, 07:54

Finally Feb nightmare done !! Tough month ..uff

Dec : +1.95%

Jan : +3.15%

Feb : -0.86% 

[ use http://www.myfxbook.com/members/TRMR/cfd-bot-backup/1502743  for Feb month onwards ]

trend_meanreversion
25 Feb 2016, 23:47

RE:

lorddevil said:

Well since you can't download tick data yourself - it will be hard time to use real values for backtesting... that's why it would be totally great if you could filter night cycles from the live chart... atm you need to use other software - which is cumbersome - in order to achieve this...

I am assuming you have more complex strategies because i can download tick data( i use 34ticks etc) from Calgo servers and once i have an idea on gap risk , i test them in cAlgo using tick data and Time/Spread filter.

trend_meanreversion
25 Feb 2016, 00:26

Feb has been extra volatile for the index Bot and still 3 more days to left . At least it has recovered the DrawDown seen but anything can happen in 3 days ! ( keeping my fingers crossed )

Dec : +1.95%

Jan : +3.15%

Feb : +0.15% 

[ use http://www.myfxbook.com/members/TRMR/cfd-bot-backup/1502743  for Feb month as i accidentally ran my 'work in progress' strategies on the CFD (main) bot account ]

trend_meanreversion
23 Feb 2016, 00:37

RE: RE: RE:

lorddevil said:

trend_meanreversion said:

lorddevil said:

Is there any way to filter the night sessions for specific CFDs indices etc.(like other platforms)? Or maybe would there be a way to create a cAlgo Indicator which could do this (but I am not sure how this would be possible)? It's really hard to do gap strategies with cTrader due to this limitation...

 

Hi lorddevil, i do use such strategies and thus i also need a similar filter. I use a spread filter to differentiate main session from overnight session.

             if (Symbol.Spread >= sprdThreshold 
            {
   

}

 

 

Well you could also do the same for checking the times but I wonder how you would filter out the chart with this? I don't know of any API possibility where I could hide this time frames in the chart view. Because I would need that the chart is viewed like there was no night session (showing a gap) - like I am used from other platforms - so that also the indicators only work on the "day sessions".

 Oh on charts it is an issue for sure but given broker is creating market for out of market hours for the instruments , there will be charts reflecting the continuous time not just main session. I normally download data with spread/time filter and backtest strategies in/out of cAlgo for gap strategies.

trend_meanreversion
22 Feb 2016, 07:09

RE:

lorddevil said:

Is there any way to filter the night sessions for specific CFDs indices etc.(like other platforms)? Or maybe would there be a way to create a cAlgo Indicator which could do this (but I am not sure how this would be possible)? It's really hard to do gap strategies with cTrader due to this limitation...

Hi lorddevil, i do use such strategies and thus i also need a similar filter. I use a spread filter to differentiate main session from overnight session.

             if (Symbol.Spread >= sprdThreshold 
            {
   

}

trend_meanreversion
21 Feb 2016, 08:21

RE:

alibaba said:

for example

In MT4, I can get  market information from MarketInfo, such as ask, bid, thread, digtit length，can I get these data at cAlgo?

MarketInfo(Symbol, MODE_BID);

MarketInfo(Symbol, MODE_ASK);

MarketInfo(Symbol, MODE_DIGITS);

also, AccountBalance, AccountMargin, AccountName, AccountNumber, AccountProfit, TimeLocal, TimeCurrent, TerminalCompany, TerminalName...?

I think cAlgo is the future, is the trend, but need more functions.

Hi Alibaba, you can get a lot of such information at /api/reference/internals/symbol

double bid = Symbol.Bid;
double ask = Symbol.Ask;
string code = Symbol.Code;
int digits = Symbol.Digits;
double pipSize = Symbol.PipSize;
double pointSize = Symbol.PointSize;
double spread = Symbol.Spread;

Also see these /api/reference/internals/iaccount

// Account Properties
// Current Account Balance 
double balance = Account.Balance;   
// Current Account Currency e.g. EUR
string currency = Account.Currency; 
// Current Account Equity 
double equity = Account.Equity;     
// Current Account Free Margin   
double freemargin = Account.FreeMargin; 
// Current Account Margin
double margin = Account.Margin;
//Margin level = Equity / Margin * 100
double? marginlevel = Account.MarginLevel; 

trend_meanreversion
15 Feb 2016, 08:44

RE: RE: RE:

maximpro said:

Thanks for your awnser. About minibahn. At that Time he was a professional trader for 12 Years. And after he released his strategy, he just disappeared and change his logo to Mafia Style...

Another Question: Why your bot doesn't work with backtesting or optimization in cAlgo?

I went through his strategy but still feels a lot of discretionary components . He might be as successful as his trading performance pics shows but who knows :) . I am a believer of simplicity but can go very technical at times :)

As far as your another question is concerned : It didn't work in backtesting ..ie..martingaling didn't give me results(risk/reward) better than non - martingale version. I don't optimize too much because it might be just curve fitting then. I will explore martingale in my DAX scalper though ( It is looking already good without martingale so let's see how it goes )

trend_meanreversion
15 Feb 2016, 07:07

RE: RE: RE:

maximpro said:

trend_meanreversion said:

Hi Maximpro,

Thanks for the appreciation. Personally i don't like martingale ( but always looking for better risk rewards money management techniques ). I have tried some versions of martingale in my CFD bot but nothing beats the non-martingale version in terms of risk-reward. It definitely improves the net return but it comes with a price of extra Draw down. A Ret/DD ratio of >3 or 5 gives me an ample opportunity to leverage and gain those extra pips !

If you like more aggressive trading then probably you might find my DAX scalper bot quite interesting . Have a look here : /forum/calgo-support/8208

That was fast ! :)

Thanks! Okay, then no pyramid martingale... but did you tryed it? I would love to have it until 1x 2x 3x 4x to check for how it performs.

You may look into the new post ;)

Yes Maximpro, i tried but it didn't work well for me in back testing , so i just skipped that idea. Going through your links but to be honest it is difficult to buy into his trading history of making 100% in 10 days. I don't mind 100% return on a small account but account of 1 mio making 1 mio in 10 days is little un-realistic unless you are trying arbitrage with HFT( I might be wrong though) . I don't put too much focus on indicators which don't show any statistical significance. I start from a simple idea and test the hypothesis in most comprehensive way which if succeeds normally gives me an edge. I will go through rest of the links soon ( tried chaos theory before but was stuck with no edge ). 

Thanks for the links and blog though :)

trend_meanreversion
15 Feb 2016, 06:21

RE:

maximpro said:

Hello ;)

Hey wow, this seems really nice!
Congratulations and Thanks for your great work!

I'm a friend of a little more agressive trading and would have a suggestion, you might add as an option.

Pyramid Martingale up to X times. Not Double all the time, but 1x 2x 3x 4x 5x 6x 7x 8x 9x 10x the initial value.

This would be interesting in many strategies btw.
Could you implement that? I believe there are already some martingale codes out there, you just need to get it and modify the code.

Would be great!
Thanks

Hi Maximpro,

Thanks for the appreciation. Personally i don't like martingale ( but always looking for better risk rewards money management techniques ). I have tried some versions of martingale in my CFD bot but nothing beats the non-martingale version in terms of risk-reward. It definitely improves the net return but it comes with a price of extra Draw down. A Ret/DD ratio of >3 or 5 gives me an ample opportunity to leverage and gain those extra pips !

If you like more aggressive trading then probably you might find my DAX scalper bot quite interesting . Have a look here : /forum/calgo-support/8208

trend_meanreversion
14 Feb 2016, 13:32

Feb is acting as really tough situation in the market for CFD bot..not having a great start of the month but it is part of trading so just treat it as part of journey

Dec : +1.95%

Jan : +3.15%

Feb : -1.7% 

trend_meanreversion
12 Feb 2016, 09:58

RE: RE:

Piratetunes said:

Piratetunes said:

You have tested without commissions?

My bad, no commissions on DE30 :)

ha ha ..no worries Piratetunes !.. benefit of Index CFDs is that no commissions and fixed spreads ( most of the times )

trend_meanreversion
11 Feb 2016, 14:42

RE:

Spotware said:

Dear Trader,

Thank you for reporting it. We will investigate.

Thanks team. I see you have fixed the issue.

trend_meanreversion
08 Feb 2016, 15:28 ( Updated at: 21 Dec 2023, 09:20 )

Hi Spotware Team,

I just noticed that you have indeed have "0" as valid entry for quick trade settings in cTrader but in webTrader one can't specify 0 ( as minimum is 1 it seems ). Please fix it asap.

trend_meanreversion
08 Feb 2016, 00:28

RE:

Spotware said:

Dear Trader,

Thank you for reporting it. We will investigate.

Please provide an update team .

trend_meanreversion
08 Feb 2016, 00:27

Can't agree more with Lucian and Piratetunes.. test only with tick data even if your strategy is based on OHLC values. Real time spreads and asynchronous nature of ticks is needed to calculate the realistic simulation of take profits or stop loss for your trades. 

trend_meanreversion
04 Feb 2016, 00:54

Spotware Team, can you please address my request ?