Recent content by autofx

I'll be taking this concept much further with the highest levels of refinements, based on real science and painstaking testing. This strategy is a good framework for more highly advanced AI software. But, I won't be doing so on this particular form. Adios amigos. Good luck with your...

I've posted on this topic on the last few thread pages. Logic is exactly why one level is not optimal. In that scenario, only one level has to get hit to get you to open orders that will potentially make you commit all of the margin necessary to get out in profit. The market can oscillate...

It's probably a lot size issue due to the broker you're using. I maintain my EAs to run on IBFX. I'm sure others have the skills to make the small mods to get you going on the broker you're testing with.

Thank you to all of you who have made suggestions. They make a lot of sense and now it looks like we've got it pretty well nailed down.

Version 01e weights the bigger lot sizes on the outer edges of the grid, not toward the middle as 01d does.

Versions 01d and 01e do not trade the zero/center line. You are right that there is a very good reason to not do it.

Great catch KillerKhan!

Trader55, You're welcome. It's only by learning from those with a much higher level of trading knowledge that I have been able to move forward. So I try use my skills as a career software engineer to give back to all who contribute in their own way.

You get profit because of a profitable imbalance of trades. If the market has wiggled around inside of the trapper grid, triggering open trades and new orders, then the market finally goes strongly in one direction, you will have more trades in the direction the market goes, and their gains...

I think it can be but with fewer levels, the market has to move less to get your orders triggered and get you to commit more margin. The upside is that you can get to profit goals faster.

My opinion now is that there is indeed a very fixed and straightforward set of rules for this strategy, with little or no need for human judgment. The difficulty is in clearly explaining what these rules are. Every time a pending order is hit and becomes an open trade, we must open new...

It has taken me a while to see what the strategy really is. I had to really break the EA apart and think about what the strategy is supposed to be exactly, and then how one would implement it. It took a little coding effort to consolidate the lot sizes and then redistribute them so as not to...

There is a glimmer of hope. I had suspected and finally identified a major math/programming error with determining how many orders are needed to achieve the pip objective. Once I made the correction, I see that far less margin is being consumed in the backtests, and every grid I've seen so...

In choppy markets, this is one kind of strategy that will be extremely bad. I have dissected this thing pretty thoroughly, and I see that williama's strategy is a loser. The number of orders that can be generated is ridiculous. In strong trends, this thing looks great, though. williama...

After some analysis, I see that I introduced some order placement bugs in my versions. The very thing I was trying to optimize turns out to be very good in the williama_improved_all_margin version. I tried to figure out how I screwed it up, but I couldn't! Instead, I am making sure the...