trend_meanreversion
05 Aug 2020, 15:58 ( Updated at: 21 Dec 2023, 09:22 )

2 more trades for today (so far) via bot [ https://twitter.com/TMeanreversion ]

Buy Signal generated at 05/08/2020 08:32:14 UTC for DE30 at Bid/Ask Price: 12656.1 / 12657.1 [ TP: 12669.76 , SL: 12455.6 , Exit: EoD ]

Sell Signal generated at 05/08/2020 02:53:54 UTC for HK50 at Bid/Ask Price: 25059.2 / 25066.6 [ TP: 25034.14 , SL: 25389.22 , Exit: EoD ]

Already locked in TP for both !

trend_meanreversion
04 Aug 2020, 12:30 ( Updated at: 21 Dec 2023, 09:22 )

Second trade via bot [ https://twitter.com/TMeanreversion ]

Buy Signal generated at 04/08/2020 08:00:03 UTC for US30 at Bid/Ask Price: 26624 / 26627 [ TP: 26653.63 , SL: 26349.76 , Exit: EoD ]

Already locked in TP !

trend_meanreversion
03 Aug 2020, 06:54 ( Updated at: 21 Dec 2023, 09:22 )

First signal generated !!! Yippie  [ https://twitter.com/TMeanreversion ] 

Sell Signal generated at 03/08/2020 03:11:30 UTC for HK50 at Bid/Ask Price: 24465.3 / 24472.8 [ TP: 24440.83 , SL: 24828.16 , Exit: EoD ]

Already locked in TP :) 

Let's hope it keeps taking the right trades !

trend_meanreversion
02 Aug 2020, 03:28

RE: RE:

tgjobscv said:

You can make group in the facebook.

 

Actually not a bad idea but I will keep it simple for the time being for few months and will make a Facebook group in September or November.

trend_meanreversion
30 Jul 2020, 04:27 ( Updated at: 21 Dec 2023, 09:22 )

RE:

sifneos4fx said:

Hello Traders

Last 16 Months, I've worked on a robot that works on all Major Forex pairs (28) plus DAX and SMI. Backtesting results of all 28 pairs and two indeces, giveing a ROI over 1500%. This ROI can even get better if trader use marginal modifications to the orders placed by the software.

• Robot use follow trend strategy but not just on Moving Average cross, it is much more sophisticated.
• Robot also sets TP and SL by searching fractals.
• The SL is calculated to always give 1% of the actual available capital. 
• There is one robot-version for every Forex pair. Depending on forex pair, robot is running between 1minute - 15 minutes time frames. 
• Drwadown is 2%-8% depending on forex pair.
• Robot also closes run away trades.

My question is, is there any folks out there are willing to pay to get this software? I will build a Demo version (no source) you can run only one demo accounts, if you like, you can then buy. 

Why am I doing this? For three reasons:

1. Need capital to go live
2. The more trades are using the software, the more wins will give for everyone
3.  I am generous guy and I want the whole world to get wealthy :) 

Thanks
Patrick
patrick.sifneos@gmail.com

 

Looks good but is it !!! Go for it if you think it is worth it..But I will like to see or ask these questions

1)  Did you backtest with tick data ? ( including commissions )

2)  Did you backtest for longer period ? Try atleast 3 yrs

3)  Can you provide a demo version where it can be backtested ?

4)  Run it on demo account yourself and make it public via myFXBook to track it.

All the best !

-TRMR

trend_meanreversion
07 Jul 2020, 10:58

RE:

ctrader.guru said:

 This project work fine 

cTrader-Guru/TinyTwitter

 

Thanks. Can you please provide me dll file to be added ? I don't know how to add .cs file to a project in cAutomate. I don't use visual studio.

trend_meanreversion
05 Jul 2020, 14:23

RE:

trend_meanreversion said:

Can someone please show me how to send text from cBot to twitter ? I tried TweetInvi as per instructions in below forum conversation but it doesn't seem to work. 

cTDN Forum - Send text from calgo to Twitter

I have already got all DLLs via nuget in TweetInvi 4.0 and added them via Manage references in cAutomate. There is no error while building/compiling cBot but it doest work / post tweets (doesn't give any error) as required.

 

Can someone please help ?

 

-TRMR

To provide more information on my issue:

1) Downloaded https://www.nuget.org/packages/TweetinviAPI/    v4.0.3 . Unzipped it and got dll files .

2) Used dll files inside "\lib\netstandard2.0" folder and added them via 'Manage References' in cAutomate.

3) Added using Tweetinvi ;   ( at top of my code ) and tried to compile

3) Got error Error CS0012: The type 'System.Object' is defined in an assembly that is not referenced. You must add a reference to assembly 'netstandard, Version=2.0.0.0, Culture=neutral, PublicKeyToken=cc7b13ffcd2ddd51'.

   ** To remove above error: Manually edited the .csproj file and adding the reference. <Reference Include="netstandard" />

3) The I had below lines essentially in my code 

     using Tweetinvi ;   ( at top of my code )

     Auth.SetUserCredentials("Access_Token", "Access_Token_Secret", "Consumer_Key", "Consumer_Secret");     // In onStart() function

    // I have checked access token/secret, consumer token/secret and provided read, write and direct message permissions via  https://developer.twitter.com/

4) Got below error:

     Crashed in OnStart with TypeInitializationException: The type initializer for 'Tweetinvi.Auth' threw an exception.

Can't resolve it any further..Pls can someone help ? This is supposed to be very simple to just tweet a text via cBot !! 

-TRMR

trend_meanreversion
11 Dec 2019, 01:32

RE: How many is Too Many?

gennimatas said:

Crashed in Initialize with OverflowException: Too many nested indicators created.

But it was working!

Has anyone tried multi-symbol backtesting ? I have a bot which uses multi-TimeFrame and multi-Symbol and have been running fine on 3.6 version but when i tried backtesting it on 3.7 ( even after changing it to comply with 3.7 new interfaces/classes such as Bars etc ) , it is throwing error :

Crashed in Initialize with OverflowException: Too many nested indicators created.

To make things worse , I can't even run it live on 3.7 ( it even fails while running it , not just during backtesting ).

Panagiotis , Can you guys have a look ? I was excited to see it coming after several years but clearly something is missing as it is not working as expected.

trend_meanreversion
15 Oct 2019, 01:23

RE:

Panagiotis Charalampous said:

Hi trend_meanreversion,

It seems you are misundestanding what Volume in Units means. Volume in Units is expressed in units of the base asset, not in units of the quoted asset. So 1 unit of US30  = 1 contract. Also, most brokers set 1 Lot = 1 Contract for most indices. So 1 Lot of US30 = 1 contract.

So the expected values for your code should be

257010 3 257010

But because most brokers cap the number of contracts to be traded to 1000, you will probably get

1000 3 1000

Let me know if this helps.

Best Regards,

Panagiotis

Thanks Panagiotis. I suspected that might be the explanation. So essentially there is no way to know the notional risk is base currency/asset currency carried by 1 lot of US30 in this case.

I essentially want to know how much notional risk in base asset I am exposed to if I trade 'X' quantity/units of Index CFDs in cAlgo/cTrader. I assume that info must be somewhere as margin is calculated based on notional / leverage.

I would like to know if it can achieved via your Automate API. 1 US30 Index CFD = (approx) 26860 USD notional risk.

trend_meanreversion
14 Oct 2019, 05:19

RE:

Hi Panagiotis,

Can you confirm if QuantityToVolume/ VolumeInUnitsToQuantity is working for Index CFDs ? They seem to work fine for FX products but not for index CFDs. I used below code and can see the results don't make any sense for US30 Index CFD (for example).  I am using ICMarkets cTrader

US30 Index CFD:

250 3 250   -> I would have expected 9 , 80000 , 9  ( I am assuming ~26800 USD notional for 1 Index US30 CFDs )

EURUSD

257000 300000 2.57  ( which makes sense )

Can you please advise ?

using System;
using System.Linq;
using cAlgo.API;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;
using cAlgo.Indicators;

namespace cAlgo.Robots
{
    [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class TestVolumeTuQuantity : Robot
    {
        [Parameter(DefaultValue = 0.0)]
        public double Parameter { get; set; }

        protected override void OnStart()
        {
            // Put your initialization logic here
            Print(Symbol.NormalizeVolumeInUnits(257010), " ", Symbol.QuantityToVolumeInUnits(3), " ", Symbol.VolumeInUnitsToQuantity(Symbol.NormalizeVolumeInUnits(257010)));

        }

        protected override void OnTick()
        {
            // Put your core logic here
        }

        protected override void OnStop()
        {
            // Put your deinitialization logic here
        }
    }
}

trend_meanreversion
01 Aug 2019, 03:15

RE:

Panagiotis Charalampous said:

Hi enam3074,

Thank you for posting in our forum. We do not have an ETA for this feature but the development team is currently working on it. It should be included in one of the releases planned for 2019.

Best Regards,

Panagiotis

 It's been sometime Panagiotis so was wondering if you have an ETA on this feature (multi symbol backtesting) ? We have been waiting for several years now to have it and would appreciate if you can provide some light on it

-TRMR

trend_meanreversion
02 Jul 2019, 00:17

Thanks

trend_meanreversion
28 Jun 2019, 04:20

RE:

Panagiotis Charalampous said:

Hi trend_meanreversion,

It has not been removed. There is a new method for it. 

Best Regards,

Panagiotis

Ok just realized that I was looking inside ExecuteMarketOrder not ExecuteMarketRangeOrder!

Can you elaborate on what is 'basePrice' argument in ExecuteMarketRangeOrder ? Shouldn't market range order take current price as base price and then marketRange in pips as slippage one is comfortable while getting executed ?

Please advise on what should i give as basePrice in that function.

-TRMR

trend_meanreversion
28 Jun 2019, 04:16

RE:

Panagiotis Charalampous said:

Hi trend_meanreversion,

It has not been removed. There is a new method for it. 

Best Regards,

Panagiotis

Cool, thanks. Somehow I didn't see any of them having market Range argument yesterday.

Thanks mate !

trend_meanreversion
27 Jun 2019, 01:24

RE:

Panagiotis Charalampous said:

Hi irmscher,

Yes you can specify market range in the ExecuteMarketOrder function.

Best Regards,

Panagiotis

Hi Panagiotis,

Market Range feature has been removed it seems in your new released API. Is it deliberate ? Can you please advise and provide that feature as part of 'ExecuteMarketOrder' ?

-TRMR

trend_meanreversion
29 Mar 2019, 15:16

RE: RE:

trend_meanreversion
29 Mar 2019, 15:12

RE:

trend_meanreversion
29 Mar 2019, 02:09

High-Water Mark

Hi cTrader Copy Team,

I am excited to see you cTrader Copy evolved from cMirror service but I have few questions

1) What is the high-water mark ? 

2) How and when do strategy provider receives commission based on Profit sharing ? Is it daily (so daily high-water mark) OR monthly ( monthly high-water mark ) ??

3) Better clarity on how strategy provider is receiving commission based on volume, profit sharing, management fee ( probably monthly basis ). Currently it just shows the Total Commissions which isn't helpful at all.

Please clarify as I have received >200$ (on my other account) as Total Commissions but don't know distributions or %cut spotware has taken away for providing the service and how.

-TRMR

trend_meanreversion
07 Feb 2018, 15:06

RE:

Panagiotis Charalampous said:

Hi trend_meanreversion,

Please send me your broker and the relevant Order ID or Deal ID at community@spotware.com.

Best Regards,

Panagiotis

Sent mate. Please have a look

trend_meanreversion
07 Feb 2018, 12:02

RE:

Panagiotis Charalampous said:

Hi trend_meanreversion,

TP is a is just a limit order linked to your position. So when the price reaches TP price, cServer sends a limit order to the LP. However I cannot provide an explanation of what happened since we do not control the entire execution chain. The broker does. Let them investigate and give you a response. If there is an issue with cTrader, they will contact us directly.

Best Regards,

Panagiotis

Hi mate,

Broker is telling me that since they are ECN broker, it can happen that TakeProfit can get filled at a worse price. Response by broker

"Since we are an ECN broker, we cannot offer guaranteed executions at your requested prices as all the orders are sent as market orders to be executed at the next available price in the quote flow."

Are you seriously kidding me that TP aren't treated as limit orders and can be treated as market orders by brokers at their will. Worse i can understand that my order once TP is trigerred shouldn't be filled at all if price becomes worse, but you can't execute my TP at a worse price !! . Please advise as broker is still under belief that they are doing it right !

Please help as it is a serious flaw in your execution methodology which either broker is able to manipulate/amend or you implemented incorrectly and didn't consider the above case ( price quickly moving away once TP is trigerred )

I am expecting a proper response from your end as i have been a fan of your product and was one of the early adapters who has helped community and advocated for it for long enough.

Thanks,

TRMR