Backtesting/Optimization - Page 68

tradability · #**671** (**permalink**) 07-12-2009, 04:04 PM

Quote:

Originally Posted by renatops

Try the EA I posted here to see how unreliable a strategy tester can be.

Porralouca

Renato

Can you post results of your EA please for me to examine as I was not able to work with the EA.

Thanks

ti63r_fx · #**672** (**permalink**) 07-29-2009, 10:05 AM

Hallo everybody,

I am Newbie in FOrex,

Few day Ago, I have Finished My EA it Called Ti63r_fx EA

This EA is VEry SImple..

The Rule Of My EA :
1.Attach In EUR/USD
2.Setting TP 10 SL 0
3.Just Trade in OPen MArket TIme

But I don't Know How TO BAcktesting it..

so

Can You Backtesting My EA For Look How Much The PROFit can Made?

And I ATtach My EA ..

I NEed More Advice

Thanks Before..

nix · #**673** (**permalink**) 08-01-2009, 08:12 PM

Does anyone have experience in optimizing profitable EAs in order to adopt them to the ever changing forex market? I'm not talking about curve fitting an EA to look good in a backtest.

I have an EA which I designed to reflect my trading style. It uses some basic MT4 indicators and price action to dynamically calculate SL and TP levels plus filter choppy markets to lower the number of bad trades. The EA performs nicely, but sometimes it takes trades which I would not take because the market is choppy.

I use the ATR and CCI indicators as a filter and these are the parameters I would like to optimize on a regular basis - this is where my questions begin:

1. How often should an EA be optimized to offer best performace?
2. How much data should be analyzed by the optimizer?
3. Which optimizer results should be chosen?
4. Should All parameters (there are 3) be optimized at once or
would it be better to optimize them in pairs or one by one?

BTW: I've optimized the EA about 1 month ago and the past month has been profitable. I'm wondering if I should re-optimize it with last month's data or leave it as is, but for how long?

doshur · #**674** (**permalink**) 08-02-2009, 04:50 AM

What is your time frame?

For me, I'm using H1 and I optimized with 13 weeks of data.
It actually depends on the trading style to optimize all or one parameter at a time.

for me, i optimize one at a time

nix · #**675** (**permalink**) 08-02-2009, 01:24 PM

Quote:

Originally Posted by doshur

What is your time frame?

I use 5M. How often do you optimize your EA?

doshur · #**676** (**permalink**) 08-02-2009, 04:47 PM

Quote:

Originally Posted by nix

I use 5M. How often do you optimize your EA?

every weekend

calcowboy · #**677** (**permalink**) 08-04-2009, 07:24 AM

Lot of people back testing years but I think it's not going to help us. Because market situation wasn't same as now and end of the year and begining of year is not good for testing or trading.
Therefore, I'd like to backtest and optimize EAs with 1-3 monthes only.

Sonofortunato · #**678** (**permalink**) 08-04-2009, 02:53 PM

Hi traderz,

I have an EA which runs perfectly on Backtest, but after attaching it to the demo account chart (same client) nothing happens.

Everything is OK. No journal or expert messages.
Silence.
Except the message, the expert was loaded successfully.

Stops are OK.
It's anought paper money on the account.
Autotrade enabled, etc.

Only silence. I get crazy.

Any idea? Thx 4 u r help

My opinion:
I guess the broker (FXCM) disabled EA's for the Symbol AUDNZD.

nix · #**679** (**permalink**) 08-05-2009, 09:05 PM

I also optimize my EA with about 2 - 3 months of data. This usually gives me good settings for the following week. I've also noticed that live trading is almost perfectly resembled on a back test - unfortunately slippage and spread changes are not taken into account. I don't mind the slippage, but MT4 should register spread changes along with tick data.

There is also another thing that sucks; demo account feed is different from real account feed (at least for my broker) so I'm forced to "pay" for my live testing.

Live feed:

Demo feed:

dedalo · #**680** (**permalink**) 08-05-2009, 10:06 PM

Hi guys.

I would want an aid for a script program to insert after the start and open discretional trades

After I have opened an order at the market of SELL or BUY,
I want to activate a script program for

CASE A - AFTER I HAVE SOLD:
a1) when the price arrives to -14 from the ask:
I insert the stop to -6 from the OpenPrice
I insert the take profit to -40 from the OpenPrice

a2) when the price arrives to +8 from the ask:
I insert the stop loss to +250 from the OpenPrice
I insert the take profit to -5 from the OpenPrice

CASE B - AFTER I HAVE BOUGHT:
b1) when the price arrives to +14 from the bid:
I insert the stop to +6 from the OpenPrice
I insert the take profit to +40 from the OpenPrice

b2) when the price arrives to -8 from the bid:
I insert the stop loss to -250 from the OpenPrice
I insert the take profit to +5 from the OpenPrice

This EA, not work.

Why?

Thanks in advance

Quote:

#property copyright "Mark 2009"
#property link "winken@inwind.it"

extern bool Scalper_mode = TRUE;

extern int digitPips = 0;

extern int DistanceUp_Buy=14;
extern int SL_Up_Buy=6;
extern int TP_Up_Buy=40;

extern int DistanceDown_SELL=14;
extern int SL_Down_SELL=6;
extern int TP_Down_SELL=40;

extern int DistanceDown_Buy=-9;
extern int SL_Down_Buy=250;
extern int TP_Down_Buy=5;

extern int DistanceUp_SELL=-9;
extern int SL_Up_SELL=250;
extern int TP_Up_SELL=5;

extern

int init() {
return (0);
}

int deinit() {
return (0);
}

int start() {

int digitPips = MarketInfo(OrderSymbol(),MODE_DIGITS);
double point = MarketInfo(OrderSymbol(),MODE_POINT);
double PointRatio = 1;
if (digitPips==3 || digitPips==5) PointRatio = 10;

int ordine;
if (Scalper_mode) {
for (int q = 0; q < OrdersTotal(); q++) {
//OrderSelect(q, SELECT_BY_TICKET, MODE_TRADES);
OrderSelect(q, SELECT_BY_POS, MODE_TRADES);

ordine = OrderType();

int profit=OrderProfit();

if (OrderSymbol() == Symbol()) {

if (ordine == OP_BUY && (Bid-OrderOpenPrice()>Point*DistanceUp_Buy)) {
OrderModify(OrderTicket(),OrderOpenPrice(),Normali zeDouble(OrderOpenPrice()+SL_Up_Buy*Point, digitPips),NormalizeDouble(OrderOpenPrice()+TP_Up_ Buy*Point, digitPips),0,Blue);
return (0);
}
if (ordine == OP_SELL && (OrderOpenPrice()-Ask)>(Point*DistanceDown_SELL)) {
OrderModify(OrderTicket(),OrderOpenPrice(),Normali zeDouble(OrderOpenPrice()-SL_Down_SELL*Point, digitPips),NormalizeDouble(OrderOpenPrice()-TP_Down_SELL*Point, digitPips),0,Red);
return (0);
}

if (ordine == OP_BUY && (Bid-OrderOpenPrice()<Point*DistanceDown_Buy)) {
OrderModify(OrderTicket(),OrderOpenPrice(),Normali zeDouble(OrderOpenPrice()+SL_Down_Buy*Point, digitPips),NormalizeDouble(OrderOpenPrice()+TP_Dow n_Buy*Point, digitPips),0,Blue);
return (0);
}
if (ordine == OP_SELL && (OrderOpenPrice()-Ask)<(Point*DistanceUp_SELL)) {
OrderModify(OrderTicket(),OrderOpenPrice(),Normali zeDouble(OrderOpenPrice()-SL_Up_SELL*Point, digitPips),NormalizeDouble(OrderOpenPrice()-TP_Up_SELL*Point, digitPips),0,Red);
return (0);
}
//END MODIFY
}
}
}
Comment("nScalper MarknSupport TP & SLnThis EA is FREEnAuthor: Mark");
return (0);
}