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  #821 (permalink)  
Old 02-26-2008, 12:04 AM
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Quote:
Originally Posted by ElectricSavant View Post
no worries..I finally closed out the trades manually at 50 buck plus profit...The TS never did anything...I think it is a mirror....we need 17% not 83%...

cya later wolfew and folks!

ES
That's probably it, I'll check it out and report.
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  #822 (permalink)  
Old 02-26-2008, 12:14 AM
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Quote:
Originally Posted by ElectricSavant View Post
Bebop,

You must of hit a maxtrade SL..

I think at the slow times you can turn autorestart off...but not really sure yet....when you had the cliff what time was it?

I have seen a graph like that before and always at the end the backtester does this...I think it is not real...but I could be in denial...can you visually look at those trades?

ES
You are in denial: that cliff comes from the tester closing off all open trade at the last price just as it finishes. It's very easy to make an EA be profitable up to that point: just don't use any SL, and make sure you have more than the cash for the old Volvo as starting balance.
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  #823 (permalink)  
Old 02-26-2008, 12:37 AM
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Quote:
Originally Posted by ralph.ronnquist View Post
You are in denial: that cliff comes from the tester closing off all open trade at the last price just as it finishes. It's very easy to make an EA be profitable up to that point: just don't use any SL, and make sure you have more than the cash for the old Volvo as starting balance.
Exactly Ralph! You're right about that!
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  #824 (permalink)  
Old 02-26-2008, 01:27 AM
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also never closed

hmm didnt close eithor..
not sure. got crushed today!
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  #825 (permalink)  
Old 02-26-2008, 01:39 AM
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Originally Posted by wolfe View Post
83.4% of 6 = 6 x 0.834 = 5.004
83.3% of 6 = 6 x 0.833 = 4.998

So, this is about right.

Close_By_Profit & TSLoss_Percent are ignored when Use_Trailing_Stop=true
No, this wasn't right. (well, sorta right)

You wanted the TS to kick in at $6.00 or more right?
Then you wanted it to close all at $5.00 or less right? (which is probably only 1 pip in the wrong direction, especially if you have multiple open orders)

The TSLoss_Percent is the percentage you are willing to lose of your highest achieved total profit, after Trail_Start amount is first reached.

So, let's look at this again:

If you have a TSLoss_Percent set at 83.3% what this means is you are willing to lose 83.3% of your highest profit. (Starting with your Trail_Start, in this example $6.00)

So, 83.3% of $6.00 is $4.998. This means you are willing to lose $4.998 of your $6.00 profit.

What we need to set the TSLoss_Percent at is around 16.7
16.7 percent of $6.00 is 1.002. This is the amount you were willing to lose when you hit $6.00. Right?

I'm still going to make sure the TS code is functioning right.
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  #826 (permalink)  
Old 02-26-2008, 01:41 AM
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Originally Posted by ajk View Post
hmm didnt close eithor..
not sure. got crushed today!
If you're referring to the TS I'm working on it now. I think I have it figured out.
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  #827 (permalink)  
Old 02-26-2008, 01:51 AM
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So the backtest does not use the sort of SL that this EA uses? Is that what this means? I use a 10 trade Maxtrade and close them all in that event...How can that be graphed? Forward test only?

ES


Quote:
Originally Posted by ralph.ronnquist View Post
You are in denial: that cliff comes from the tester closing off all open trade at the last price just as it finishes. It's very easy to make an EA be profitable up to that point: just don't use any SL, and make sure you have more than the cash for the old Volvo as starting balance.
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  #828 (permalink)  
Old 02-26-2008, 01:52 AM
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I think I have got the TS fixed.

This is a quick 1 day visual back test, to see if it functioned properly.

I had Trail_Start set to $6.00.
I had TSLoss_Percent set at 14.

As you can see from the trade results, it never closed at less than a $6.00 profit. Except for the end, this was just when the tester closed. (that's why you get a drop off in profit) It made a steady profit until the end, when the time ran out to complete the last cycle.

Interesting for a 1 day test.
Attached Images
File Type: gif ts.gif (28.3 KB, 83 views)
Attached Files
File Type: htm TS Test.htm (19.6 KB, 12 views)
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  #829 (permalink)  
Old 02-26-2008, 01:54 AM
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I am confused ...I thought that it was ME that put the inputs wrong...If I use the correct inputs isn't the TS working? Sivach's TS works...I just did not understand the inputs...

ES


Quote:
Originally Posted by wolfe View Post
If you're referring to the TS I'm working on it now. I think I have it figured out.
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  #830 (permalink)  
Old 02-26-2008, 01:56 AM
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Originally Posted by ElectricSavant View Post
I am confused ...I thought that it was ME that put the inputs wrong...If I use the correct inputs isn't the TS working? Sivach's TS works...I just did not understand the inputs...

ES
Read my explanation in post #825. I was also confused.... and I wrote it!

Last edited by wolfe; 02-26-2008 at 02:09 AM.
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