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Thread: A Random Robot in the September 2010 Dukascopy JForex strategy contest

  1. #1
    Administrator Jim's Avatar
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    A Random Robot in the September 2010 Dukascopy JForex strategy contest

    We've just entered the Dukascopy JForex strategy contest in a great hurry. You can read all about it on the blog. We set Ray the Random Robot™ (RRR™ for short!) running about half an hour ago. Despite the fact that the competition is already halfway through, at the moment we're 21st out of 128 entries

    JForexSept10-Leaderboard-Sept15.jpg

    More soon!

    Jim
    Reality is merely an illusion, albeit a very persistent one - Albert Einstein

  2. #2
    Administrator Jim's Avatar
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    Our first contest trade has now hit its 50 pip target and closed for a handy $5,000 profit, less commission!

    Our second trade is a long also, and happily that one's currently in profit also. We're currently showing an (unfortunately virtual!) profit of $7,200 on the day.

    Jim
    Reality is merely an illusion, albeit a very persistent one - Albert Einstein

  3. #3
    Administrator Jim's Avatar
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    The second long of the day has closed out for a profit also, albeit only 49.5 pips. A little bit of slippage somewhere by the look of it.

    Our third trade is a short, which doesn't look like such a great idea at the moment because Cable still seems to heading resolutely Northwards.

    Profit for the day has now fallen back below $9,000. Nonetheless that's still sufficient to move us up to number 16 on the leaderboard:

    JForexSept10-Leaderboard-Sept15-2.jpg
    Reality is merely an illusion, albeit a very persistent one - Albert Einstein

  4. #4
    Administrator Jim's Avatar
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    September 16th has dawned here in South West England, and it's pouring down with rain. Despite that my mood has been lifted by the discovery that overnight Ray has not taken any more trades, but has nevertheless moved up the table to position number 14 out of 132 in the Dukascopy JForex strategy contest:

    JForexSept10-Leaderboard-Sept16.jpg
    Reality is merely an illusion, albeit a very persistent one - Albert Einstein

  5. #5
    Administrator Jim's Avatar
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    Ray our Random Robot took profits on his overnight short position during the GBP/USD news spike at 9:30 BST. +50.2 according to my screen. A bit of positive slippage for a change, albeit only on a demo account.

    Unfortunately Ray then "decided" to open another short, which after a promising start is now accelerating rapidly towards his latest stop at 1.56215. His latest entry was at 1.55605 (spot the anomaly!) whereas he took his prior profits at 1.5575 on the way down. That's either a pretty fast market, or a rather slow robot! Here's what the Dukascopy tick chart reveals:

    JForexSept10-News-Sept16.jpg

    Shall we let Ray off the hook on this one?

    Ray is relieved about that, but nonetheless rather disappointed to now find himself back at position 16 in the table.

    Jim
    Reality is merely an illusion, albeit a very persistent one - Albert Einstein

  6. #6
    Administrator Jim's Avatar
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    Unfortunately that stop at 1.56215 got hit and Ray has taken his first loss. That meant his top secret Martingale money management module (MMMM for short) kicked in, but something terrible has happened. It looks like Ray then did his sums wrong. He tried to buy £14m instead of the expected £3m, but Dukascopy would only let him have £6,950,280. Then, as so often happens just after your stop has been taken out, the market reversed again.

    According to my screen he's now using 110% of his available leverage, and it looks to me as if he's in deep do-do (DDD for short). At this very moment he's on his knees, and with his last ounce of strength he's praying that the 1:30 PM news is bad for the dollar.

    In spite of all this high anxiety Ray has so far only fallen to 20th position in the league table:

    JForexSept10-Leaderboard-Sept16-2.jpg
    Reality is merely an illusion, albeit a very persistent one - Albert Einstein

  7. #7
    Administrator Jim's Avatar
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    It's now the morning of September 17th. The sky is blue and the sun is shining. The Gods have been very kind to Ray too. His prayers have been answered, and overnight he has raced on to the front page of the JForex strategy contest. He is now up to 8th position!

    JForexSept10-Leaderboard-Sept17.jpg

    However things didn't look quite so rosy at one point yesterday afternoon. By then Ray had fallen back to 99th position, but somehow he's managed to survive by the skin of his shiny metal teeth.

    JForexSept10-Leaderboard-Sept16-3.jpg

    The problem was initially caused by the code that works out the position size for each trade coming up with the answer £14m instead of £3m. Looks like Dukascopy's MQL4 to Java translator still requires some more work!

    However when the oversized long order eventually took profits earlier this morning, it gave a nice boost to Ray's ratings. Ray is currently short a mere £1 million, and has made a profit of just over £40,000 in less than 2 days.
    Reality is merely an illusion, albeit a very persistent one - Albert Einstein

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    JForex Source Code for RRR

    Hi Jim,

    is the source code for the RRR available?

    I found the GuruEx01JForex in another Thread,
    but that one is from June. Is that still the version you
    are using?

    I would like to start coding for JForex and I
    am looking for a starting point.

    Thanks.

    Cheers,
    Dirk
    Last edited by dws; 09-17-2010 at 10:55 AM.

  9. #9
    Administrator Jim's Avatar
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    Hi Dirk,

    Welcome to the community.

    Quote Originally Posted by dws View Post
    Hi Jim,

    is the source code for the RRR available?
    It is, but Ray is currently only available in MQL4! Part of the point of this exercise is to test Dukascopy's MQL4 to Java converter. Our recent experiences suggest there are still one or two bugs lurking in there somewhere. It seems highly likely that we will need to port the RRR to native Java for the October contest. There will also be other native Java "robots" available here in the near future.

    Until then here is the MQL4 source:

    GuruEx02.zip

    Just in case it's not obvious, I should point out that Ray should only ever be used with a demo or contest account. He suffers from numerous deficiencies when it comes to trading a live account!

    Jim
    Reality is merely an illusion, albeit a very persistent one - Albert Einstein

  10. #10
    Administrator Jim's Avatar
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    It's been an eventful morning for Ray. His early short made a loss of 51.5 pips. As a consequence Ray's apparently random Martingale money management module (MMMM for short) decided to put him short £8,724,830. Fortunately that position made a profit of a round 50 pips later in the morning.

    One of the other contestants has had a bad morning, and Ray has now raced into 2nd place on the leaderboard. He is currently showing a total profit of just over $80,000 after 2 days:

    JForexSept10-Leaderboard-Sept17-4.jpg
    Reality is merely an illusion, albeit a very persistent one - Albert Einstein

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