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Old 10-11-2007, 12:22 AM
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chivas88chi chivas88chi is offline
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the 5 years backtest of simple strategy weda period macd

95% trade are win for 5 years
(notice that : my PM is getting slower than my Email = MPMISTME)

the period is important !!
and completely different
with the MACD original
300-pip version

i get this period
from systematical trial and error
which is done by the "genetic algorithm"


Let see the 5 years backtest of weda
i hope some one modify it
for better performance
and share it with all of us

cek it out
for 5 years the SL hit 7 times only
and 95% of your trading are win

if someone getting rich with this strategy
please,, just don't forget me | :-D qqqqqqqqqqqq
i hope i can get out from this trunk

put some Qty management
coding on this "weda period"
there will a amazing balance
increament



last thread:
may be this can help you

for daily range expectation
lets see your expectation about daily range, with freeware

for the GBPUSD behavior expectation
GBP behavior 99.998 %

for simple and powerful strategy
based.on MACD300 pip/month article as reference on 4H-TF-GBPJPY>+88% backtest

about numbering signal
99.999 % from GBP/JPY prove it ! with VB


see you next time,.................
i'll continue the lesson




dedicated to

Prof. Dr. Ir Nadjadji Anwar MSc, Phd
Prof. Havid Rahdian Indrajaya, ST

surabaya institute of technology
bandung institute of technology
angel for true love


NB:
additional information of EA categorize
in my point of view
EA is categorized as:

*******!!

1. EA that use the probability
EA which is
believe that there are good probabilty of
a price breaktru

for example:

"pivot EA"

or something like this:

stastician have a good xx % probability
that the last high substract by today low
more than yy pips
for the last ten years in a pair

mostly doesn't use "time series forecast"
this EA use formula with variabel of previous data
like last hi, last lo etc



********!!

2. EA full indy , that use the indicator as executor
open or close depend on the signal
of the indicator
mostly use trailing stop and not prefer to use TP



********!!

3. EA that that use tight rule of TP and SL and
use indicator only to determine the direction of the chart
*****************we will learn about this EA first*******************



********!!

4. EA that has learn ability / artificial inteligence EA, i call it as AI-EA, we will learn about this, after that.. :-)
the input is "output + input"
the output is multi layer weight matrix
process "input pattern" with "multi layer weight matrix = matrix" to produce "output pattern"

input pattern could be combination of indicator pattern, formula and previous price/bar/candle parameter/pattern
output pattern could be amount of reversal, produce about when the reversal happened
in the future within certain period,

this artificial inteligence EA
has an ability to show us when and how many reversal
that will happen during X period in the future

use some genetic algorithm coding
for example backpropagation, scale conjugate, fuzzy, or other "supervised neural network",

this EA choose their own combination of a few indicator and its period/parameter
and do some systematical trial and error to make the best combination
of formula or indy include its parameter that represent more then 80% accuracy of the price movement

the final output of the algoritm is multi matrix
it could be fundamental matrix or technical matrix

to train of this EA need a huge memory and more than ten years data, why?
example: 500 week to the past is needed to train the AI-EA for making 65 week ahead forecasting
:-( i don;t thing that's a cheap stuff



today posting ended here...................
Attached Images
File Type: gif ax88-weda-5years-backtest.gif (5.1 KB, 733 views)
Attached Files
File Type: zip ax88-2002-2007-OCT-backtest-90%win.zip (159.8 KB, 61 views)
File Type: zip ax88-weda-2002-2007-backtest-95%win.zip (14.4 KB, 56 views)

Last edited by chivas88chi; 10-11-2007 at 12:29 AM.
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