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  #41 (permalink)  
Old 01-27-2007, 01:14 AM
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Quote:
Originally Posted by Shinigami
forgot to mention. TF doesn't really matter, orders are placed twice a day as close to open time as possible.
Funny thing about starting hour - best time is different for different settings. For example I use 9 and 15 CET (GMT+1), don't know about DST (probably not used). On the other hand I found out that for some settings there are other starting times that work best, like 10 and 18 or something like that.
I'll change starting time from string to int and then we'll be able to optimize starting times.
I'm currently optimizing for the whole period with MM (since using MM gives really different results)

The best result for the EA is 500k+ for 2006 and 350k+ for 2004-2007.
The best result for my favourite EA is almost 10kk for 2004-2007
But I wonder if I can make them work together for a better result.
Shinigami
Great work, I will start forword testing early next week as well .... I think on CyberiaTrader EA there is an option to set the trading time, is it possible to copy that part of the code and add it to Dolly_Expert2_mm_trail EA ( can you just reduce the name of the EA its too long ) ? I am not sure if this information is useful to you but I have noticed that Nina indicators always gives a singal before fisher (KusKus starlight ) indicator ..

ANCOLL
can you please post the EA on the first page
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  #42 (permalink)  
Old 01-27-2007, 01:25 AM
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it would be nice to add filters to the EA but I don't know how do these things work...

optimizing... time left: 11 years+..... I've got to upgrade my PC...
I'll try to change calculation of pivot point this weekend, I'll inform you of the result.
We can add filters too
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  #43 (permalink)  
Old 01-27-2007, 03:51 AM
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Quote:
Originally Posted by Shinigami
it would be nice to add filters to the EA but I don't know how do these things work...

optimizing... time left: 11 years+..... I've got to upgrade my PC...
I'll try to change calculation of pivot point this weekend, I'll inform you of the result.
We can add filters too
11 Years + LOL your must be simulating Titanic or Jurassic park ...not forex ... I am not a porgrammer but i think the problem is not your computer but maybe the signal used to place the trade from one of the indicators .. try to remove them one by one and see the reuslt ... let me know if you need any indicator I got like a 1000 one ... is it possible to add an option to place the trade in the direction of the 4H trend from GMACD indicator? or maybe that has already been done .. ...
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  #44 (permalink)  
Old 01-27-2007, 04:15 AM
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Dolly E.A. mod

I know to most of you backtesting is crap,lets hope its so.

tools
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  #45 (permalink)  
Old 01-27-2007, 09:38 AM
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Question enquire

hi,

just like to confirm is this how this system looks like?



still figuring the long and short signal tho
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  #46 (permalink)  
Old 01-27-2007, 10:02 AM
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Quote:
Originally Posted by MiniMe
11 Years + LOL your must be simulating Titanic or Jurassic park ...not forex ... I am not a porgrammer but i think the problem is not your computer but maybe the signal used to place the trade from one of the indicators .. try to remove them one by one and see the reuslt ... let me know if you need any indicator I got like a 1000 one ... is it possible to add an option to place the trade in the direction of the 4H trend from GMACD indicator? or maybe that has already been done .. ...
optimization - 1,000,000 backtests
Besides I tried to run 2 optimizations (100% cpu usage) with 1 single core cpu. double core cpu would work fine.
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  #47 (permalink)  
Old 01-27-2007, 11:20 AM
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Quote:
Originally Posted by newt
hi,

just like to confirm is this how this system looks like?



still figuring the long and short signal tho
anyone using this sytem to do manual trading?
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  #48 (permalink)  
Old 01-27-2007, 11:50 AM
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Optimizing

Quote:
Originally Posted by Shinigami
optimization - 1,000,000 backtests
Besides I tried to run 2 optimizations (100% cpu usage) with 1 single core cpu. double core cpu would work fine.
Hi,

1 thing that might help you is to tick the box: 'Genetic Algorithm' in the Expert properties, Testing tab. Next you can go to the Optimization tab and tick the box 'Balance minimum' and set this for instance @ 8000 (when your starting balance is 10000) and tick the box 'Maximum drawdown' and set this @ 10 (is drawdown in %).

If I'm informed correctly, your pc will do now, not run all the million options, but tries some at random and filters out the not so useful settings (within the parameters set in the 'Optimization' tab. If I understand it correctly it could be that you skip one or two good settings BUT at least you can get a rough idea of were possible good values are and take it from there. You can always, ones you have a ballpark idea, tighten the range of your values in the 'Inputs' tab and run a 'normal' (so without the 'Genetic Algorithm').

And on the note of dual core... I did buy me one 3 months ago and it does make a big difference! At least I'm still able to use my pc for other useless stuff, whilst optimizing!

Good luck,

Vince
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  #49 (permalink)  
Old 01-27-2007, 12:03 PM
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So far I found settings that give some positive result. For 2006 at least.
TP 400
SL 200
Time1 09:00 (please note: changing time to 9:00 makes it unusable, use 09:00)
Time2 15:00
Uroven 15
Trailing 85
Risk factor 0.1

Results: PF 3.46, profit 45,300 (depo is 20,000) drawdown is 17,5%
BUT! Only 91 deal

I'm planning on changing trailing stop to volatility-dependent trail. No idea how, maybe it will look like this: we don't move trailing stop much during trading hours, but we tighten up the stop after the end of EU session and before Asian session begins.
I know how to make stops time-dependent, but I do not know how to make stops volatility-dependent...
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  #50 (permalink)  
Old 01-27-2007, 12:32 PM
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Din

Yes, Im using this sytem to do manual trading
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