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  #21 (permalink)  
Old 10-08-2007, 04:03 PM
chivas88chi's Avatar
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which one do you like ?

EA is categorized as:

=======



1. EA that use the probability
EA which is
believe that there are good probabilty of
a price breaktru

for example:

pivot EA

or something like this:

stastician have a good xx % probability
that the last high substract by today low
more than yy pips
for the last ten years in a pair

mostly doesn't use "time series forecast"
this EA use formula with variabel of previous data
like last hi, last lo etc


=======



2. EA full indy , that use the indicator as executor
open or close depend on the signal
of the indicator
mostly use trailing stop and not prefer to use TP


=======


3. EA that that use tight rule of TP and SL and
use indicator only to determine the direction of the chart



======



4. EA that has learn ability / artificial inteligence EA, i call it as AI-EA, we will learn about this, after that.. :-)
the input is "output + input"
the output is multi layer weight matrix
process "input pattern" with "multi layer weight matrix = matrix" to produce "output pattern"

input pattern could be combination of indicator pattern, formula and previous price/bar/candle parameter/pattern
output pattern could be amount of reversal, produce about when the reversal happened
in the future within certain period,

this artificial inteligence EA
has an ability to show us when and how many reversal
that will happen during X period in the future

use some genetic algorithm coding
for example backpropagation, scale conjugate, fuzzy, or other "supervised neural network",

this EA choose their own combination of a few indicator and its period/parameter
and do some systematical trial and error to make the best combination
of formula or indy include its parameter that represent more then 80% accuracy of the price movement

the final output of the algoritm is multi matrix
it could be fundamental matrix or technical matrix

to train of this EA need a huge memory and more than ten years data, why?
example: 500 week to the past is needed to train the AI-EA for making 65 week ahead forecasting
:-( i don;t thing that's a cheap stuff
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  #22 (permalink)  
Old 10-11-2007, 12:22 AM
chivas88chi's Avatar
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the 5 years backtest of simple strategy weda period macd

95% trade are win for 5 years
(notice that : my PM is getting slower than my Email = MPMISTME)

the period is important !!
and completely different
with the MACD original
300-pip version

i get this period
from systematical trial and error
which is done by the "genetic algorithm"


Let see the 5 years backtest of weda
i hope some one modify it
for better performance
and share it with all of us

cek it out
for 5 years the SL hit 7 times only
and 95% of your trading are win

if someone getting rich with this strategy
please,, just don't forget me | :-D qqqqqqqqqqqq
i hope i can get out from this trunk

put some Qty management
coding on this "weda period"
there will a amazing balance
increament



last thread:
may be this can help you

for daily range expectation
lets see your expectation about daily range, with freeware

for the GBPUSD behavior expectation
GBP behavior 99.998 %

for simple and powerful strategy
based.on MACD300 pip/month article as reference on 4H-TF-GBPJPY>+88% backtest

about numbering signal
99.999 % from GBP/JPY prove it ! with VB


see you next time,.................
i'll continue the lesson




dedicated to

Prof. Dr. Ir Nadjadji Anwar MSc, Phd
Prof. Havid Rahdian Indrajaya, ST

surabaya institute of technology
bandung institute of technology
angel for true love


NB:
additional information of EA categorize
in my point of view
EA is categorized as:

*******!!

1. EA that use the probability
EA which is
believe that there are good probabilty of
a price breaktru

for example:

"pivot EA"

or something like this:

stastician have a good xx % probability
that the last high substract by today low
more than yy pips
for the last ten years in a pair

mostly doesn't use "time series forecast"
this EA use formula with variabel of previous data
like last hi, last lo etc



********!!

2. EA full indy , that use the indicator as executor
open or close depend on the signal
of the indicator
mostly use trailing stop and not prefer to use TP



********!!

3. EA that that use tight rule of TP and SL and
use indicator only to determine the direction of the chart
*****************we will learn about this EA first*******************



********!!

4. EA that has learn ability / artificial inteligence EA, i call it as AI-EA, we will learn about this, after that.. :-)
the input is "output + input"
the output is multi layer weight matrix
process "input pattern" with "multi layer weight matrix = matrix" to produce "output pattern"

input pattern could be combination of indicator pattern, formula and previous price/bar/candle parameter/pattern
output pattern could be amount of reversal, produce about when the reversal happened
in the future within certain period,

this artificial inteligence EA
has an ability to show us when and how many reversal
that will happen during X period in the future

use some genetic algorithm coding
for example backpropagation, scale conjugate, fuzzy, or other "supervised neural network",

this EA choose their own combination of a few indicator and its period/parameter
and do some systematical trial and error to make the best combination
of formula or indy include its parameter that represent more then 80% accuracy of the price movement

the final output of the algoritm is multi matrix
it could be fundamental matrix or technical matrix

to train of this EA need a huge memory and more than ten years data, why?
example: 500 week to the past is needed to train the AI-EA for making 65 week ahead forecasting
:-( i don;t thing that's a cheap stuff



today posting ended here...................
Attached Images
File Type: gif ax88-weda-5years-backtest.gif (5.1 KB, 733 views)
Attached Files
File Type: zip ax88-2002-2007-OCT-backtest-90%win.zip (159.8 KB, 61 views)
File Type: zip ax88-weda-2002-2007-backtest-95%win.zip (14.4 KB, 56 views)

Last edited by chivas88chi; 10-11-2007 at 12:29 AM.
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  #23 (permalink)  
Old 10-11-2007, 12:36 AM
chivas88chi's Avatar
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hi all here is for yu

hi nice to meet u all
there is nothing to say until u


Quote:
Originally Posted by chivas88chi View Post
pleasewatch all the attachment, it will more clearly understand
good morning world.... :-)
this from chivas88chi

with 40 pip profit taking
0.1 lots
on GBPJPY-4H

notice---!!!!!!
use on long position only
is suitable on 4H TF only
from 10000 to 19000 USD

if i put 400 pip for stop loss 100 % are still win
if i put 300 pip for stop loss 83 win and 5 loses
if u put no stop loss u 'll get max drawdown about 8% and 100 % win

make your own stop loss based on the max drawdown about 8% drawdown

i hope some one give me better than this trading strategy
and i hope there is "an order code" included
with
exact/constant profit taking
exact/constant stop loss
exact and constant lots

thank's before
it will be the best on u

with complete 4h backtest
on "every tic" model

next time i will use VisualBasic-A to test it


this backtest use MACD 300 pip/month article as the reference
stop loss is needed when
there are stupid "heck tic" (ever 1600 pip) in second
on chart

i hope any one to tell me
where do i have to find
any
step by step and
clear article about artificial intelligence on forex
especially about conjugate gradient
on supervised learning


the prototipe ANN is programmed with VB and C++
i still work on my neural network
for forex

by the way anyway busway...............
i am still have to learn more about forex
from all of you, most nice community in the world :-)
Attached Images
File Type: gif ax88-weda-5years-backtest.gif (5.1 KB, 732 views)
Attached Files
File Type: zip ax88-2002-2007-OCT-backtest-90%win.zip (159.8 KB, 34 views)
File Type: zip ax88-weda-2002-2007-backtest-95%win.zip (14.4 KB, 32 views)
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  #24 (permalink)  
Old 10-18-2007, 04:07 PM
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Join Date: Jul 2007
Posts: 15
mbaklur99 is on a distinguished road
by the power of idle and lazy trader

i have the poooweerrr
sound's like He Man

some of an old two dimensional superhero




Quote:
Originally Posted by chivas88chi View Post
pleasewatch all the attachment, it will more clearly understand
good morning world.... :-)
this from chivas88chi

with 40 pip profit taking
0.1 lots
on GBPJPY-4H

notice---!!!!!!
use on long position only
is suitable on 4H TF only
from 10000 to 19000 USD

if i put 400 pip for stop loss 100 % are still win
if i put 300 pip for stop loss 83 win and 5 loses
if u put no stop loss u 'll get max drawdown about 8% and 100 % win

make your own stop loss based on the max drawdown about 8% drawdown

i hope some one give me better than this trading strategy
and i hope there is "an order code" included
with
exact/constant profit taking
exact/constant stop loss
exact and constant lots

thank's before
it will be the best on u

with complete 4h backtest
on "every tic" model

next time i will use VisualBasic-A to test it


this backtest use MACD 300 pip/month article as the reference
stop loss is needed when
there are stupid "heck tic" (ever 1600 pip) in second
on chart

i hope any one to tell me
where do i have to find
any
step by step and
clear article about artificial intelligence on forex
especially about conjugate gradient
on supervised learning


the prototipe ANN is programmed with VB and C++
i still work on my neural network
for forex

by the way anyway busway...............
i am still have to learn more about forex
from all of you, most nice community in the world :-)
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  #25 (permalink)  
Old 10-24-2007, 03:20 PM
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Join Date: May 2007
Posts: 5
kees2005 is on a distinguished road
Red face Setup of MACD

Dear chivas88,
Could you please explain me the trigger of this system. What I see in the code is that it only sets Buy orders.
If I understood correctly an order is placed if the MACD is between zero and 0.06, regardless of where it is comming from???

Thanks
kees2005
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  #26 (permalink)  
Old 10-31-2007, 01:34 AM
chivas88chi's Avatar
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thank's for the attention

sell order still on developing...

the combination of level,period,TP,SL
is produce by the
process of genetic algorithm
by backpropagation
after the scg is finished
i'll publish the bpr



Quote:
Originally Posted by kees2005 View Post
Dear chivas88,
Could you please explain me the trigger of this system. What I see in the code is that it only sets Buy orders.
If I understood correctly an order is placed if the MACD is between zero and 0.06, regardless of where it is comming from???

Thanks
kees2005
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  #27 (permalink)  
Old 11-08-2007, 11:41 AM
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Posts: 15
mbaklur99 is on a distinguished road
happen twice on last of OCTOBER 2007

check it out please
this weda occure twice on last of 10-2007

another stastitical test
for daily range expectation
lets see your expectation about daily range, with freeware


Quote:
Originally Posted by chivas88chi View Post
pleasewatch all the attachment, it will more clearly understand
good morning world.... :-)




this from chivas88chi

with 40 pip profit taking
0.1 lots
on GBPJPY-4H

notice---!!!!!!
use on long position only
is suitable on 4H TF only
from 10000 to 19000 USD

if i put 400 pip for stop loss 100 % are still win
if i put 300 pip for stop loss 83 win and 5 loses
if u put no stop loss u 'll get max drawdown about 8% and 100 % win

make your own stop loss based on the max drawdown about 8% drawdown

i hope some one give me better than this trading strategy
and i hope there is "an order code" included
with
exact/constant profit taking
exact/constant stop loss
exact and constant lots

thank's before
it will be the best on u

with complete 4h backtest
on "every tic" model

next time i will use VisualBasic-A to test it


this backtest use MACD 300 pip/month article as the reference
stop loss is needed when
there are stupid "heck tic" (ever 1600 pip) in second
on chart

i hope any one to tell me
where do i have to find
any
step by step and
clear article about artificial intelligence on forex
especially about conjugate gradient
on supervised learning


the prototipe ANN is programmed with VB and C++
i still work on my neural network
for forex

by the way anyway busway...............
i am still have to learn more about forex
from all of you, most nice community in the world :-)
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  #28 (permalink)  
Old 11-09-2007, 11:27 AM
kjhfdgjfhdghdf's Avatar
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Live tests?
__________________
No
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  #29 (permalink)  
Old 11-10-2007, 11:49 AM
chivas88chi's Avatar
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chek this on 26 OCT 2007

the signal is occured on last oct

noticed that
this is a lazy and idle strategy

use your wise multiple entry with small lot
when u find the signal

this signal occure on last october 2007 twice!

Quote:
Originally Posted by kjhfdgjfhdghdf View Post
Live tests?
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  #30 (permalink)  
Old 11-11-2007, 06:17 AM
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something new on chivas88chi blog

Chivas88chi Weblog
please ask him to post at forex-tsd

Quote:
Originally Posted by chivas88chi View Post
the signal is occured on last oct

noticed that
this is a lazy and idle strategy

use your wise multiple entry with small lot
when u find the signal

this signal occure on last october 2007 twice!
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