heaven2002, because chandelier stops v1,the grey line,was up,so,it was "don`t trade"..you don`t go against the chandelier,unless you want to run a very high risk--

SATL UP +CHAND UP take the wpr longs
SATL DOWN +CHAND DOWN take the wpr shorts

SATL UP+ CHAND DOWN go play roulette at Las Vegas,more interesting
SATL DOWN+ CHAND UP go play craps (nice word ,by the way ) to Atlantic city,not so interesting,but you meet different people

Take some hours to read all the posts in this thread,it will help you enormously if you really want to trade this system..

Yours truly
Simba

Hello Malcik,
Great job on this expert.
I have a request which would increase profits considerably. Just using entry based on 4hr jma 13 and exit based on 1hr closing bar signal crossing over 4hr satl indicator on 1hr chart.
This looks like a good safety protection mechanism when one definitely needs to close all open trades

Attached Images

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Hi All,

Test results of Simbasystem5m and several alternative filters...

PERIOD:From 16/June/2004 to 23/February/2007 on 5M tf

Comments: 1-TP and SL set at 1000 pips intentionally A- to check the viability of the system basic parameters ie:trend filter and entry by wpr B-to estimate the max profit,avg profit,max loss,avg loss
2-ALL alternatives have been tested under the same parameters as the basic system in order to be able to determine ,if any,the best alternative filter
3-ALL alternatives,including the basic system, have been tested with the 10/50 Chandelier rule estimated by Malcik in his preliminary tests

Conclusions:1-The only profitable system is the simbasystem,as originally devised,with SATL 4H filtering
2-All other tested alternatives JMA 13,JMA 13 PHASE 100,JMA 25,JMA 35,JMA 45,HMA 45,HMA 50...ARE UNPROFITABLE,and destroy the account value
3-The profitable system has low level of profitable trades,basically the ratio of max win,vs max loss is what creates the profitability in the system
4-Although the account duplicated in value,the profit factor is only 1.21,so,the system is difficult to trade(to earn 21k you must earn121k and lose 100k)

5-VERY IMPORTANT CONCLUSION:WHEN YOU LOOK AT THE ATTACHMENT WITH THE TEST REPORTS YOU WILL SEE,THAT THERE IS A PERIOD FROM 18/JAN/05 TO 09/DEC/05 where all other alternatives destroy the account AND simbasystem loses around 80% of it followed by a period 12/DEC/05(MONDAY) TO 23/FEB/07 where this only surviving system does exceptionally well from 3k approx to 20k..so,I decided to do an alternative test exclusively on this second period,to be fair to the other alternatives AND SEE IF SATL filtering was still the best choice..this second testing you will find in my next post ..for the moment,please check the attached reports

If somebody,please can check,with the same 90% data quality,for the full period tested,the validity of the results,please be so kind to do so

THE REPORTS YOU WILL FIND ATTACHED ARE:

SIMBASYSTEM5M:SATL 4H filtering on 5M tf
5MJMAPH0: 4H JMA13PERIODS,PHASE 0 filtering on 5M tf
JMA5M100PH:4H JMA13PERIODS PHASE100 filtering on 5M tf
JMA35PH0&JMA45PH0:4H JMA35/45 PERIODS PHASE 0 filtering on 5M tf
HMA50:4H HMA 50 PERIODS filtering on 5M tf

Simba

Attached Files

TESTSIMBASYSTEM5M.rar (122.3 KB, 133 views)

Hi All,

From my previous post conclusions I decided to test the system and its proposed and logical alternatives for the period ranging from 12/DEC/05 to 23/FEB/07..the period most favourable for the only surviving system,just to check the validity of the preliminary findings regarding SATL as the best filter..that means.."it could have been that satl seems the best alternative,because money management was too risky and ,thus,the only surviving system is set to be the best "..so,we have 2 options,one modify and tweak mm,or(the one I chose) compare in a period that we know is extremely favourable for this kind of 4h trend filtering,I presumed,as it was,that all alternatives would be profitable,and consequently it was a matter of choosing the most profitable one...

First Conclusionreliminary -for GBPUSD only,we need further testing for other pairs-SATL is the most profitable one,so,besides being the only alternative capable of surviving the bad times,it is the most profitable one in the good ones,which means that this is the best filter to choose from the proposed ones,much bettter in terms of total profit,profit factor and drawdown% than JMA35(the second alternative),JMA13,JMA45....

Second Conclusion:We still need to analyze(I did,but after several hours testing,still haven`t found any solution..still testing ) the period from 18/Jan/05 to 09/Dec/05,the unprofitable period,to extract the necessary information that will help us in improving the system,making it less risky and smoother in its delivery of results..several alternatives I tried have been using jma,satl,fatl on d1,h1 tfs as filters--no way;using chandelier 4h..no way,Chandelier30 min(very promising) and D1 still testing;using a special satl i created several weeks ago,simbasatl,improves the bad period results,though still not profitable in that period,overal profitability good but below satl..will continue

By the way,I checked the 90 periods for wpr,and even if not optimal,it is one of the best options(I don`t remember exactly if the optimal was 84 or 74,the difference was minimal,and 90 was very consistent,ie,the difference between 90..95..85 are within a reasonable range..this we will improve later,once the tough part is over)I checked up to 205 periods and down to 35,so..for the moment I would say that 90 is very safe and consistent..

In my next post I will post the results of testing for the 1M tf,obviously none of the systems survived the bad period,since the 1m means more trades and faster accumulation of positions,so ,I will focus on results for the good period,to see first if 1m is viable and second if satl is or not still the best filter in this tf..then,I will redo the tests in 5m for all alternative filters for usdchf,usdjpy,eurusd,and check for consistency of results

As I said in my previous post,please be so kind to check my tests,and ,if possible,duplicate them in order to confirm,or not, the results...after past experiences with the strategy tester,it gives me the creeps,though this time I am testing on a different computer,with a specific "for testing only" mt4 platform,90% data quality..and have been able to replicate the results-without problems-so,they seem fairly probable...

Simba

Attached Files

DEC05FEB07.rar (76.0 KB, 74 views)

hi,all
today's signal buy.i long @1.9627 and +0 out. just feel cable will go south.

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cable.gif (19.7 KB, 616 views)

Hi heaven 2002,


Today is a no news day,so ranges,stop hunting and boredom are the flavour of the day..I didn`t do cable today but sold the usdchf this morning and exited with +16 pips at the second(or was it the third ) rebound in
support 1

These days is better to go play golf/tennis or just enjoy your "extended" week end..which i am going to do now..until tomorrow Frankfurt opening,which looks to be set for some kind of fast action..boredom affects everybody,so tomorrow will be "boredom recovery " day..take care,Frankfurt and London opening combination will look like the opening scenes of "Gladiator", you won`t know what has hapened but there will be a lot of blood..so,sharpen your sword,my friend

Thanks for posting

Simba

hi all,
today's signal , long cable after signal appears 1hour , cause i fond usd/chf will go south quickly , then long@1.9600 gbp/usd. nice position.
thanks Simba supply so nice indicator!

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Hi All,

Please take a look at the attached pics for EURJPY,USDJPY,GBPJPY,USDCHF..

The system rules kept you on the safe side and ,as of now,if you took any of the signals,they made you a lot of pips...if you took all,you could have made more than 700 pips..but this is unreal since 3 of the signals are JPY correlated and 2 are USD correlated,so,your positions should have been smaller..too much correlation..means indigestion

By the way,cable is in a no signal mode,the only valid signal ,today,was this early european morning,and could have netted you either +20 or -20 pips depending on your tp rules..from then until now,theoretically,cable is in a satl up/chand down mode..and this means no trade(theoretically means use your discretion...check the chand satl joint evolution..specially at 1600CET with the news,one of them can be broken,so new uptrend resumption,or downtrend confirmation::?,though better to avoid random risk and wait after the news)..fortunately there are other pairs to trade ..specially GBPJPY is starting to impress me..this is a pair i seldom trade(like GBPCHF) due to the high spread..but will start taking a major look at it..

By the way ..anybody has checked my tests?Anybody can replicate/disprove them..this is important,believe me..if somebody has done so,please post your results and comments

Regards
Simba

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wow !!! right on the money , the system don't generate much trades , but when we got a signal the ratio is in your favor.

thanks simba.

Simba,

I know that you use other analyses (cycles etc) to effect your trades and does not follow the system blindly (I am studying for this also).
Can you say how use MM in your real trades and your strategies for TP (works more than with a lot? How many?)
In case that you does not desire to answer, I will understand.

Thanks...

Angelo