Show Us Your Best EA - Page 3

BrunoFX · #21 (**permalink**) 12-08-2005, 06:36 PM

Hello,

I am not a programmer but logical and I saw that in the mq4 file :

extern int trade_sides = 1; // buy only = 1, sell only = 2, both options = 3

Here is your answer

Do you have to test this EA and have you of Statements?

cmartin · #22 (**permalink**) 12-08-2005, 06:47 PM

I put that logic in so that I can have it skip the SELL trades which were proving to be poor. I have tested it and I'll include the results. Here.

Bars in test 4035
Ticks modelled 123590
Modelling quality 69.77%
Initial deposit 25000.00
Total net profit 5120.00
Gross profit 8420.00
Gross loss -3300.00
Profit factor 2.55
Expected payoff 116.36
Absolute drawdown 300.00
Maximal drawdown (%) 600.00 (2.1%)
Total trades 44
Short positions (won %) 0 (0.00%)
Long positions (won %) 44 (75.00%)
Profit trades (% of total) 33 (75.00%)
Loss trades (% of total) 11 (25.00%)
Largest
profit trade 260.00
loss trade -300.00
Average
profit trade 255.15
loss trade -300.00
Maximum
consecutive wins (profit in money) 7 (1820.00)
consecutive losses (loss in money) 2 (-600.00)
Maximal
consecutive profit (count of wins) 1820.00 (7)
consecutive loss (count of losses) -600.00 (2)
Average
consecutive wins 3
consecutive losses 1

BrunoFX · #23 (**permalink**) 12-08-2005, 07:13 PM

hello,

I don't think that: Modelling quality 69.77% that it is sufficient to validate this EA correctly.
Of which date on which date, you did test this EA?

cmartin · #24 (**permalink**) 12-08-2005, 07:42 PM

Quote:

Originally Posted by BrunoFX

hello,

I don't think that: Modelling quality 69.77% that it is sufficient to validate this EA correctly.
Of which date on which date, you did test this EA?

It uses the Every Tick model and I did it for all dates that I could get which was 2 months of minute by minute data (October 11 - December 8).

How do I get the modelling quality up higher?

BrunoFX · #25 (**permalink**) 12-09-2005, 10:10 AM

Hello,
Thx for this anwser

kasmodiah · #26 (**permalink**) 12-13-2005, 11:22 PM

Quote:

Originally Posted by cmartin

It uses the Every Tick model and I did it for all dates that I could get which was 2 months of minute by minute data (October 11 - December 8).

How do I get the modelling quality up higher?

http://www.strategybuilderfx.com/for...&postcount=636

newdigital · #27 (**permalink**) 12-14-2005, 11:15 AM

Quote:

Originally Posted by kasmodiah

http://www.strategybuilderfx.com/for...&postcount=636

Not everybody is a member of strategybuilderfx forum so I just copied this post of Katzenhai2:

Quote:

For all which want reliable backtest:
- Download 1 minute data for EUR/USD from 2004.06.16 to 2005.10.11 (at "Formats - MT, XPO, MetaStock" the monthly datas):
http://www.alpari-idc.com/en/dc/databank.php

- In Metatrader click on Tools/History Center and then on Forex/EURUSD/1 Minute (M1). Import all downloaded *.hst files

- Click on Tools/Options and then on Charts. Put in "Max bars in history" a very high number (99999999999999)

- Open a 1 Minute (M1) chart and doubleclick the "Period_converter" script from the left Navigator
Put at Inputs/ExtPeriodMultiplier the number 5 and hit OK. Now the 5 Minute history is created from the 1 minute history datas. It should be immediately completed. No notification about the completion. After some seconds, doubleclick "Period_converter" again and put at Inputs/ExtPeriodMultiplier the number 15 and hit OK. Now the 15 minute history is created from the 1 minute history data. Do this as often as needed for all the time periods you want run backtests. Have a look into the 'History Center' to make sure the convertions were successful. For example, click on '5 minute' and scroll down, the last date should be the 2004.06.16 where you have history data for the 5 minute period.

- Now in the Strategy-Tester choose the "Use date" option and put in the testperiod from 2004.06.16 to 2005.10.11, click on 'recalculation' and run the tests. After the test is completed you should see in the 'Report'-Tab a modelling quality about 90% which means very accurate results. You have then a backtest for 1.3 years.

lomme · #28 (**permalink**) 12-16-2005, 05:21 PM

Quote:

Originally Posted by cmartin

It uses the Every Tick model and I did it for all dates that I could get which was 2 months of minute by minute data (October 11 - December 8).

How do I get the modelling quality up higher?

How did you get this file "chm - 15 min intraday.mq4" EA running in Strategy Tester?
I always get errors in SendOrder(): #138 (Requote).
I use M1 data converted to 15min with included Script of MT4.

MFX · #29 (**permalink**) 12-20-2005, 05:54 PM

I'm posting Results of my Best EA.I will post the EA later.

Regards
MFX

BrunoFX · #30 (**permalink**) 12-20-2005, 06:18 PM

hello,

Very good results. One wants all to wait to see and test this EA.