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Here it is, it didn't even hurt... Exits are always as soon as Chandelier or SATL change their color (it is almost always Chandelier). The trades that would have had to be carried over a weekend are marked. Beware that I didn't modify entries so there are no entries during nighttime, no entries Friday afternoon and no entries just before/after news.Still it should serve as a good overview of how the system reacts to trends. Would have made some real nice profits, although I'd like to see someone with such guts to trade it live ![]() Looking forward to new comments and conlusions, till then bye
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Malcik Last edited by Malcik; 02-18-2007 at 05:07 PM. Reason: Chand table updated in the backtest |
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Malcik test
Hi Malcik ,and everybody else..
Thanks a lot for your effort..the results are impressive..basically I will sum them up,I understand that 3months,150 trades is not enough,but until we have the EA,if we have it ,we(until now we=Malcik..so thanks again) have to test manually..and it takes a lot of time..so,for now I would say that the 1m version is promising and the first candidate for EA testing on 1m ,2 and a half years of data.1-1M TF,3 months approx,150 completed trades..see above mentioned comment 2-Profit Factor: 2.95...very good,in 3 months impressive..we have to check on 2.5 years basis 3-Max drawdown PEAK TO BOTTOM in %..we have 2 very similar runs -19.8% and -20.6%...it is high..we have to work on it,by either reducing the max accumulated positions(free until now ,even for losing trades until stopped the system kept accumulating lots on each signal..which in itself means that the chandelier keeps you safe even with excessively leveraged positions),or including some kind of filter for additional positions ie:do not open new one unless at least x pips distance from the first 4-%W= 36%..%L= 64%..the percentage winning trades is low-probably point 3 above modifications will help in improving it-and some form of Tp,even partial must be devised to improve it,the good results come from riding the trend..to the hilt..net Average(for all trades,positive+negative) per trade (25,67 pips),Average W and Average L are,in my opinion non pertinent since there is too much deviation to extract meaning from an average 5-Basically the system,and excuse the expression,runs by runs..from 2000usd to 1604(it starts overleveraging and then Chand cuts it off),then from 1604 to 7421(it starts earning money and overleveraging until stopped out by Chand at a big profit),then from 7421 to 5890..This is extremely interesting,once we have the full test for 2.5 years of data on 1m,we can try to devise some additional filter to improve the results There is additional interesting comments that Malcik wants to post,and I think these will help us understand better what can we expect and how to modify our system Simba Last edited by SIMBA; 02-18-2007 at 05:57 PM. |
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![]() Enjoy
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Malcik |
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Here's another version, I have added what would happen if we combined filters by distance to SATL and to Chandelier.
With Simba we agreed that we are close to some conclusions that can be passed to the level of 2,5 years backtest and if it confirms, we can make them official ![]() We only allow for long entries when price is above Chandelier by 10 to 50 pips We only allow for long entries when price is above SATL (by any number of pips). If you are new here, for other rules please do your least to read through this thread, it is worth it ![]() For short positions we use the exact contrary. Please check the file - the related calculations are to the back of the list. Take care
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Malcik |
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Hey Daniel, thanks, how is it going, man?
Hi all, I coded an EA for M1 SimbaSystem with the addition I mentioned in my last post. I'd like everybody who is willing to contribute to try to test it so that we can get rid of any possible flaws. When this is done we can use it for preliminary testing on 2,5 years 90% quality data. It only has SATL, HULL MA, and JMA in it. You can select which one is to be used (MA_Type 1, 2, and 3 in the order I mentioned the MAs). For HULL MA and JMA you can enter period and for JMA also the Phase parameter. If the particular MA doesn't need period or phase, it will be ignored. All other parameters are hard-coded for now, except the time of the news which remained there from the previous version I had for myself - just leave it at 1970 and it won't do anything. TP is hard-coded at 30 pips. For reentries, see my last post. Other rules are basic Simba's, except you get to select MA. When we get rid of entry flaws (shouldn't take too long, the EA is simple), I'll make more parameters changable and, if necessary, make other changes. This won't be as professional and flexible as multixpMAEA (e.g. anytime we want to use something else than SATL, HULL, and JMA, or some other rules, it needs to be updated), but it should be better than nothing for now. So please, if you can spare 30 minutes for the sake of this great system and for Simba who spends time posting about it, please run it on a few weeks' data and visually check if all entries are correct and there are no missed ones. Post your insights so that together we can debug this EA as soon as we can and start testing. Next, if you have 2,5 years of 90% quality data, please contact us. EA backtesting is not a thing that takes many hours like manual testing and it would help us a lot. Unfortunately, I'm unable to do it, because I just can't get my MT4 to remember my historical data before September 2006 for time frames M5 through H1. H1 is used by Chandelier, so it jams my quality. The funny thing is that M1 and H4 through MN go all the way back where they should, it's just M5 through H1 that don't. If someone knows the solution, please help ![]() Last thing: please feel free to study the code, it's no secret and I'm not a professional programmer. But please, don't change it, only make proposals, tell me what's wrong and how you would change it. I'll do it, I don't want us again to get confused by several different versions as it is usual. If there's someone who is a better programmer and would like to take care of this job, I'll be glad to leave my job up to him ![]() Bye for now
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Malcik |
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Malcik Ea
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Congratulations again for your exceptional dedication I will dowload and check the ea for bugs Thanks,and thanks for the explanations.. Regards Simba Last edited by SIMBA; 02-19-2007 at 06:13 PM. |
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