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  #1051 (permalink)  
Old 01-12-2007, 05:57 AM
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Rmi

After reading mrtools backtesting report I downloaded his RMI version and have forward tested it with the attached results.

I started with a demo account of $7000 and used the following settings.

TakeProfit=40.00000000
Lots=0.05000000
InitialStop=0.00000000
TrailingStop=25.00000000
MaxTrades=5
Pips=15
SecureProfit=20
AccountProtection=0
OrderstoProtect=0
ReverseCondition=0
EURUSDPipValue=10.00000000
GBPUSDPipValue=10.00000000
USDCHFPipValue=10.00000000
USDJPYPipValue=9.71500000
StartYear=2005
StartMonth=1
EndYear=2050
EndMonth=12
EndHour=22
EndMinute=30
mm=1
risk=4
AccountisNormal=1
MACD_fast_ema_period=14.00000000
MACD_slow_ema_period=26.00000000
timeperiod=240.00000000
timeperiod2=30.00000000
Par=10.00000000
CountBars=300.00000000
Length=14.00000000
Length2=7.00000000
Smooth=5.00000000
MASmooth=0.00000000
RMIPeriod=14.00000000
MomPeriod=5.00000000
Magic=10201

I like that this EA did not startup immediately but got it's ducks in a line before trading then went on in each trade to achieve 40 pips profit.

In 3 days it only has traded 3 times and opened one other in progress.

Early days but this EA has something going for it.

John
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  #1052 (permalink)  
Old 01-12-2007, 06:00 AM
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Rmi

attachments
Attached Images
File Type: gif RMI#1.gif (4.5 KB, 181 views)
Attached Files
File Type: htm RMI#1.htm (8.7 KB, 120 views)
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  #1053 (permalink)  
Old 01-12-2007, 04:50 PM
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10 point 3

yeoeleven,

Congratulations for creating the biggest thread i have ever seen on 10point3. And thank you all for contributing on that subject.

I have been reading the thread for some days and backtesting 10point3 as I have downloaded (w/o stoploss). My only modification was on the TakeProfit = 5 and MaxTrades = 5, as I have good results with that.

I have already tested good and killing EAs, including CyberiaTrader. But 10point3 seems to be the most consistent of all, showing profits on a week basis.

I have attached a GIF showing weekly profits during the year 2004 in my backward testing.


Settings
TakeProfit=5.00000000
Lots=0.10000000
InitialStop=0.00000000
TrailingStop=20.00000000
MaxTrades=5
Pips=15
SecureProfit=10
AccountProtection=1
OrderstoProtect=3
ReverseCondition=0
EURUSDPipValue=10.00000000
GBPUSDPipValue=10.00000000
USDCHFPipValue=10.00000000
USDJPYPipValue=9.71500000
StartYear=2004
StartMonth=1
EndYear=2007
EndMonth=12
EndHour=22
EndMinute=30
mm=0
risk=12
AccountisNormal=0
Attached Images
File Type: gif post.GIF (62.1 KB, 336 views)
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  #1054 (permalink)  
Old 01-12-2007, 05:16 PM
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details

Quote:
Originally Posted by --Id--
yeoeleven,

Congratulations for creating the biggest thread i have ever seen on 10point3. And thank you all for contributing on that subject.

I have been reading the thread for some days and backtesting 10point3 as I have downloaded (w/o stoploss). My only modification was on the TakeProfit = 5 and MaxTrades = 5, as I have good results with that.

I have already tested good and killing EAs, including CyberiaTrader. But 10point3 seems to be the most consistent of all, showing profits on a week basis.

I have attached a GIF showing weekly profits during the year 2004 in my backward testing.


Settings
TakeProfit=5.00000000
Lots=0.10000000
InitialStop=0.00000000
TrailingStop=20.00000000
MaxTrades=5
Pips=15
SecureProfit=10
AccountProtection=1
OrderstoProtect=3
ReverseCondition=0
EURUSDPipValue=10.00000000
GBPUSDPipValue=10.00000000
USDCHFPipValue=10.00000000
USDJPYPipValue=9.71500000
StartYear=2004
StartMonth=1
EndYear=2007
EndMonth=12
EndHour=22
EndMinute=30
mm=0
risk=12
AccountisNormal=0
On which platform did you backtest?

what version of the expert? On which time frame?

thank you

emeric
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  #1055 (permalink)  
Old 01-12-2007, 09:36 PM
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Back testing

Quote:
Originally Posted by --Id--
yeoeleven,

Congratulations for creating the biggest thread i have ever seen on 10point3. And thank you all for contributing on that subject.

I have been reading the thread for some days and backtesting 10point3 as Ihave downloaded (w/o stoploss). My only modification was on the TakeProfit = 5 and MaxTrades = 5, as I have good results with that.

I have already tested good and killing EAs, including CyberiaTrader. But 10point3 seems to be the most consistent of all, showing profits on a week basis.

I have attached a GIF showing weekly profits during the year 2004 in my backward testing.


Settings
TakeProfit=5.00000000
Lots=0.10000000
InitialStop=0.00000000
TrailingStop=20.00000000
MaxTrades=5
Pips=15
SecureProfit=10
AccountProtection=1
OrderstoProtect=3
ReverseCondition=0
EURUSDPipValue=10.00000000
GBPUSDPipValue=10.00000000
USDCHFPipValue=10.00000000
USDJPYPipValue=9.71500000
StartYear=2004
StartMonth=1
EndYear=2007
EndMonth=12
EndHour=22
EndMinute=30
mm=0
risk=12
AccountisNormal=0
Thank you for your comments and look forward to your forward testing detailed statements. I have never used back testing probably because I have had the time to forward test.

Of late I have been testing most of the versions that have sprung from the original 10points3 and have found that the DynamicStop modified by tururo to be as good as any.

RMI seems to have great promise but it is early days yet, the additional trade opened as mentioned previously has now closed with a 40 pip profit making 4 out of 4 closed without the need for additional progression.

John
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  #1056 (permalink)  
Old 01-13-2007, 02:29 AM
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Quote:
Originally Posted by --Id--
yeoeleven,

Congratulations for creating the biggest thread i have ever seen on 10point3. And thank you all for contributing on that subject.

I have been reading the thread for some days and backtesting 10point3 as I have downloaded (w/o stoploss). My only modification was on the TakeProfit = 5 and MaxTrades = 5, as I have good results with that.

I have already tested good and killing EAs, including CyberiaTrader. But 10point3 seems to be the most consistent of all, showing profits on a week basis.

I have attached a GIF showing weekly profits during the year 2004 in my backward testing.


Settings
TakeProfit=5.00000000
Lots=0.10000000
InitialStop=0.00000000
TrailingStop=20.00000000
MaxTrades=5
Pips=15
SecureProfit=10
AccountProtection=1
OrderstoProtect=3
ReverseCondition=0
EURUSDPipValue=10.00000000
GBPUSDPipValue=10.00000000
USDCHFPipValue=10.00000000
USDJPYPipValue=9.71500000
StartYear=2004
StartMonth=1
EndYear=2007
EndMonth=12
EndHour=22
EndMinute=30
mm=0
risk=12
AccountisNormal=0
take profit 5??? pip 15??? i dont think it will work
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  #1057 (permalink)  
Old 01-13-2007, 12:39 PM
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Quote:
Originally Posted by elepoutre
On which platform did you backtest?

what version of the expert? On which time frame?

thank you

emeric
Sorry I forgot some details:

Backtesting in Metatrader 4, MIG-Demo.

The expert is exactly the one downloaded from http://elcactus.com/

Time Frame = 30.

Only pair tested: EUR/USD.
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  #1058 (permalink)  
Old 01-13-2007, 12:56 PM
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Quote:
Originally Posted by yeoeleven
Thank you for your comments and look forward to your forward testing detailed statements. I have never used back testing probably because I have had the time to forward test.

Of late I have been testing most of the versions that have sprung from the original 10points3 and have found that the DynamicStop modified by tururo to be as good as any.

RMI seems to have great promise but it is early days yet, the additional trade opened as mentioned previously has now closed with a 40 pip profit making 4 out of 4 closed without the need for additional progression.

John
I see 10point3 and its derivatives a lot promising, including tururo's version. As I first posted, its best aspect is that it shows profits in a week basis. I have tested other EAs and they seem profitable in the mid- to long- term, with ocasional losses in short-term.

As you can see from the GIF-report I posted, 2004 ended with a single week (!) in loss. I am working in creating reports like that for 2005 and 2006.

**Note** I am only working with EUR/USD as it is (almost)-always a low-spread pair and have a good variation range in a day.

What are the diferences from backtesting to forward testing in 10point3 approach? I found most EAs to behave similarly in both cases, but I wonder about 10point3.
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  #1059 (permalink)  
Old 01-13-2007, 01:07 PM
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Quote:
Originally Posted by abrs70
take profit 5??? pip 15??? i dont think it will work
Yes, it seems rather strange, abrs70.

I decided to work with those settings to have a more agressive approach. Got that from working with Cyberia. TP = 5 makes 10point3 to close a lot more trades w/o waiting for "big" profits. The long-run result is good as you can see from a detailed statement from a random week in 2004, posted below.
Attached Files
File Type: htm 10p3-200405-01.htm (149.1 KB, 109 views)
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  #1060 (permalink)  
Old 01-13-2007, 03:19 PM
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Hey Guys, long time following this amazing thread!!
What pair in what Time Frame does this 10point3 work best??
Thank's guys..

-Miyok-
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