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Thank you for your comments and analysis. I am happy to continue optimizing, but perhaps we should decide whether the time is better spent on v0.04 or v1.01. Of course, I can do both, but it will take longer, obviously. Maybe the best way to approach this is to set up a program. If we have 4 or 5 people who can do optimization, we need to have coordination. You need to tell each of us which version to optimize, with currency pair, timeframe, length of optimization, parameters and their ranges. It may take a few minutes to set up, but with a little effort we can accomplish a great deal.
I began optimizing v1.01 on EURUSD 1H on 3.5 years of Alpari data, but had to restart when the computer crashed. I hope that I will have more results by tomorrow.
After a bit more optimization/backtesting I will be feel confident to do forward demo testing. Thanks again David for your efforts.
hey Daivd and automn, I am new in this forum and i want to help with this EA.
I think it has great potential! I have two computers so I can do twice as much...
Here is another optimization report for v1.01.
Currency pair: EURUSD
Data source: Alpari History Centre
Timeframe: 1 hour
Period covered: July 2004 to Dec 31 2006 (3.5 years)
Account type: 1
The settings file is attached.
I think you will agree that the results are promising.
Question: Should we test on different account types. I chose type 1 because I believe that this is the basic type, but I am not too familiar with brokers' account types. If I were to open a standard account on, say FXDD, which type would that be? Or a mini account on some other broker?
I wait for Dave's word on what further testing needs to be done. But I would like to see testing on JPY pairs, perhaps with USD and GBP for starters.
Until David makes further suggestions, I will go back to v0.04 to see if I can smooth out the curve as per David's suggestions by reducing risk and playing with SL.
Thanks again to David and others for contributing.
Here is another optimization report for v1.01.
Currency pair: EURUSD
Data source: Alpari History Centre
Timeframe: 1 hour
Period covered: July 2004 to Dec 31 2006 (3.5 years)
Account type: 1
The settings file is attached.
I think you will agree that the results are promising.
Question: Should we test on different account types. I chose type 1 because I believe that this is the basic type, but I am not too familiar with brokers' account types. If I were to open a standard account on, say FXDD, which type would that be? Or a mini account on some other broker?
I wait for Dave's word on what further testing needs to be done. But I would like to see testing on JPY pairs, perhaps with USD and GBP for starters.
Until David makes further suggestions, I will go back to v0.04 to see if I can smooth out the curve as per David's suggestions by reducing risk and playing with SL.
Thanks again to David and others for contributing.
autumn
As long as we have some promising setups, we're good to go forward testing either on v1.01 and 0.04. For the 0.04 on GBPUSD mini, I think it need a very very long time to prove whether it work. May be atleast 1/2 year.
FXDD is just nice for AccountType=1. Basically not many of us using StrategyBuilderFX,NorthFinance. AccountType=0 is just preinstalled in the system just incase. I've never expected people will use them. Forward testing on FXDD should resemble the backtest we made here based on AccountType=1.
Quote:
Originally Posted by aqz
can you post your versions (v1.00 v1.01 v0.04) of the 10p3, cause i thinks i have trouble with mine.
my curve looks like this all the time.
maybe it's a problem with other settings?
and I need help with another thing....
for some strange reason I can't save my reports, i tried saving in html, i changed the path - nothing works.
Thanks!
We did not make any changes on the EA so far. About the settings, you can always download the Backtested HTML and refer to the settings inside. Bear in mind, broker time is very crusial for this EA, as it doesn't really know how to handle high volatility movement during US session. If the Start,StopHour is mixed up with broker's time, then most probably its gonna blow up just like your various backtest that unable to compare to mine and autumn's. I'm not sure why you canot save the html, may be your computer overloaded? Try to restart it with minimum software preload in the memory, that may be help. I'm sorry to say I'm not a expert in doing backtesting. If you still have any doubt, there is a special section here in TSD for backtesting/optimization. Feel free to check them out, and thank you for your participation.
Regards
David
__________________
"All through time, people have basically acted and reacted the same way in the market as a result of: greed, fear, ignorance, and hope. That is why the numerical formations and patterns recur on a constant basis." - Jesse Lauriston Livermore
I have been running some backtests and I have a question concerning the Stoch Filter.
Shouldn’t there be a StocMainPrevious >= 80 and a StocMainPrevious <=20? That way the Stoch filter would help the direction of the order to be purchased? Or am I over analyzing it?
I have been running some backtests and I have a question concerning the Stoch Filter.
Shouldn’t there be a StocMainPrevious >= 80 and a StocMainPrevious <=20? That way the Stoch filter would help the direction of the order to be purchased? Or am I over analyzing it?
I must say you're not wrong at your point of view. Let me get this straight, you're looking for the stochastics CROSSING 80% and CROSSING 20% as a buy/sell signal, whereas my intention for stochastics here is only meant for passive signal filter. The main signal still came from MACD. Means when MACD having a DEATH CROSS, whilst Stochastics is less then 20%, we do not allow sell. The motive behind this is, when MACD giving DEATH CROSS, most probably market will head down, but at the same time Stochastics is lower then 20%(OverSold), which have very great chance market will bounce back up, in short MACD could be false signal. Vice versa for MACD's GOLDEN CROSS, only take buy when Stochastics below 80%(Not OverBought). This is my discretion on in V1.
You can simply make a change on your Stochastics discretion. You can try to make Stochastics as your main indicator instead of MACD by add and remove some codes. I have no problem with that.
Regards
David
__________________
"All through time, people have basically acted and reacted the same way in the market as a result of: greed, fear, ignorance, and hope. That is why the numerical formations and patterns recur on a constant basis." - Jesse Lauriston Livermore
I wait for Dave's word on what further testing needs to be done. But I would like to see testing on JPY pairs, perhaps with USD and GBP for starters.
Just to add a little bit, I wouldn't trade with any JPY related pairs as they're very much deviate from indicator's action. The Japanese Yen mostly are fundamental driven. Try to look at the chart, how many times when a DEATH CROSS happens while market going up. When BoJ decided to bring down the yen, nothing can resist it. They have too much important exports need to dealt with certain agreed value of their goods; there is no way you will buy a JDM with USDJPY=75.00, because the same amount of dollar you spend for a JDM can buy a Mustang, dont you agree?
Regards
David
__________________
"All through time, people have basically acted and reacted the same way in the market as a result of: greed, fear, ignorance, and hope. That is why the numerical formations and patterns recur on a constant basis." - Jesse Lauriston Livermore
optimizing...I volunteer
Linear Mode
