Forex
Google
New signals service!

Go Back   Forex Trading > Trading systems > Phoenix


Register in Forex TSD!
Trading Systems Leaders in this forum (automated trading systems) are winning more than 3000 pips in a month (30000$ investing one lot every time).
Click here to register and get more information

Reply
 
LinkBack (24) Thread Tools Display Modes
  #321 (permalink)  
Old 03-24-2007, 10:00 PM
Senior Member
 
Join Date: Nov 2006
Posts: 283
autumnleaves is on a distinguished road
Problem with TS

I think that TS is not working properly, at least in the Trending version of Phoenix I am using.

Attached are two chart shots, one showing a few hours of activity with TS=0, the other TS=5. The TP and SL are both 20. The settings are optimized from visual inspection of indicators and one run of backtesting.

In the TS=0, both sell transactions go out in profit within the same bar as the transaction was initiated. Profit is 20 both times. However in the TS=5 chart, the trades hang around until they go negative, and close on losses. Shouldn't the TS have salvaged the profit, or even a bigger profit beyond the 20 pips of the TP? I am very confused. Is this why backtesting the reversed Phoenix has been so inconsistent?

The report shows the log of events with TS=5. Somebody help!!
Attached Images
File Type: gif test-ts0-tp20.gif (18.5 KB, 167 views)
File Type: gif test-ts5-tp20.gif (19.2 KB, 137 views)
Digg this Post!Add Post to del.icio.usBookmark Post in TechnoratiFurl this Post!
Reply With Quote
  #322 (permalink)  
Old 03-24-2007, 10:23 PM
Senior Member
 
Join Date: Nov 2006
Posts: 283
autumnleaves is on a distinguished road
The report

Here's the report file for the above message.
Attached Files
File Type: htm TestTS5-TP20.htm (187.5 KB, 39 views)
Digg this Post!Add Post to del.icio.usBookmark Post in TechnoratiFurl this Post!
Reply With Quote
  #323 (permalink)  
Old 03-25-2007, 12:11 PM
daraknor's Avatar
Senior Member
 
Join Date: Oct 2006
Location: Portland, OR USA
Posts: 996
daraknor is on a distinguished road
In Phoenix 5.7.2 I could not confirm this bug. It appears your Phoenix modified version has an issue where the code doesn't confirm the new SL is an improvement over the old SL. The code in 5.7.2 is working properly. I'm working on porting EASY over to Phoenix6.
Digg this Post!Add Post to del.icio.usBookmark Post in TechnoratiFurl this Post!
Reply With Quote
  #324 (permalink)  
Old 03-25-2007, 04:00 PM
Senior Member
 
Join Date: Nov 2006
Posts: 283
autumnleaves is on a distinguished road
Phoenix signal 1

As I mentioned in another post, the Envelope signal (#1) in Phoenix is problematic. Please compare the attached figures. You will see that with the default setting for GBPUSD, the band produced by the Envelope signal is barely better than a line. There is only up and down, and no in between. The object of the Envelope signal is to create a no trade channel, not a single line dividing buys from sells.

With a more realistic setting (0.025-we ignore the period for the time being) you get a nice band which has an interesting property. It widens when the price line is oscillating (i.e., flat) to prevent any trades (since trades only occur above or below the band) and tightens up when the curve is trending up or down in order to open up trade possibilities.

This function is essentially the same as the Price Action Channel, although the latter may have some advantage over the simple Envelope indicator. Price Action Channel uses a calculated average price (a la Heiken Ashi) which may better reflect the movement of the currency than the simple High and Low we have been using with the Envelope signal. It might make sense to replace Envelope with Price Action Channel, although Envelope may offer some advantage. Because it is not a smoothed average, it follows the curve better at the top and bottom of a trend slope. Accordingly it might help filter out trades when the curve is exhausting itself and about to reverse.

Of course here I am speaking in terms of a trending system. For the time being, I will keep using both until it becomes apparent that one of them is not serving any purpose.
Attached Images
File Type: gif envelopeperiod0023.gif (11.1 KB, 143 views)
File Type: gif envelopeperiod025.gif (11.6 KB, 135 views)
File Type: gif pac5-0.gif (14.9 KB, 129 views)
Digg this Post!Add Post to del.icio.usBookmark Post in TechnoratiFurl this Post!
Reply With Quote
  #325 (permalink)  
Old 03-25-2007, 07:38 PM
alamanjani's Avatar
Senior Member
 
Join Date: Nov 2006
Location: USA WY & EU Slo
Posts: 144
alamanjani is on a distinguished road
Thumbs up

Quote:
Originally Posted by daraknor
I'm just a stooopid noob and all, but if I have an EA that uses 2 settings to decide when to enter a trade, and it is profitable long term on valid history data 100% of the time if the two settings are more than 10% apart but still within valid range, is that a holy grail?

ALL valid settings are profitable on some currencies, and it can trade with more settings on nearly any currency. It can do 3 trades per year (per currency) or 2000 trades per year (per currency) and do them both profitably. (Change 1 number).

Is ... that a holy grail?
Wau! I have no words to describe, how I become without words

Result are really really great!

Pass 200, over 24.5 pips per trade with less than 8.5% drawdown?!?
Or pass 115 with 17 pips per trade with only 6.65% drawdown!!!

This is impressive! This sound something like cash machine...

Quote:
Originally Posted by daraknor
Adding the guts of a very promising EA to P6 for free isn't something I'm sure I'm ready to do.
I understand you completely. Hope this EA helps you reach your dreams. You deserve it!

Good work!

Mario
Digg this Post!Add Post to del.icio.usBookmark Post in TechnoratiFurl this Post!
Reply With Quote
  #326 (permalink)  
Old 03-26-2007, 02:21 AM
daraknor's Avatar
Senior Member
 
Join Date: Oct 2006
Location: Portland, OR USA
Posts: 996
daraknor is on a distinguished road
I just finished writing some insights from my studies of the fractals into Phoenix. I didn't add the fractals, I added the emergent property that often matches the fractals. The emergent system is based on Gann's observations back in 1910 of commodities and stocks for determining Support and Resist levels. Gann's work was extended by others over the years, and then I finally made it work with forex. I checked a few days of data, and it lines up with the fractals about 90% of the time. However, the fractals are a much more complete picture than Gann's way of calculating data and Gann's method doesn't work for substantial price movements whereas the fractals do.

alamanjani, you should have received a copy of the demo code, please let me know what you think of it. Some data sources it just can't loose money no matter what crazy settings I use. Other data sources and it looks confused. :/
Digg this Post!Add Post to del.icio.usBookmark Post in TechnoratiFurl this Post!
Reply With Quote
  #327 (permalink)  
Old 03-26-2007, 10:59 PM
daraknor's Avatar
Senior Member
 
Join Date: Oct 2006
Location: Portland, OR USA
Posts: 996
daraknor is on a distinguished road
Phoenix 6, Beta Advanced and Simple has been released in a new thread.
Digg this Post!Add Post to del.icio.usBookmark Post in TechnoratiFurl this Post!
Reply With Quote
  #328 (permalink)  
Old 03-27-2007, 05:21 AM
Pcontour's Avatar
Senior Member
 
Join Date: Nov 2006
Location: Canada
Posts: 172
Pcontour is on a distinguished road
Quote:
Originally Posted by daraknor
In Phoenix 5.7.2 I could not confirm this bug. It appears your Phoenix modified version has an issue where the code doesn't confirm the new SL is an improvement over the old SL. The code in 5.7.2 is working properly. I'm working on porting EASY over to Phoenix6.
I confirmed this bug and updated. It was my misuse of Mode_Stop.

You may not have used this part of my StopLoss code.
Digg this Post!Add Post to del.icio.usBookmark Post in TechnoratiFurl this Post!
Reply With Quote
  #329 (permalink)  
Old 03-27-2007, 05:49 AM
Pcontour's Avatar
Senior Member
 
Join Date: Nov 2006
Location: Canada
Posts: 172
Pcontour is on a distinguished road
Talking Code Fix

Daraknor

I got errors from the following code because I didn't set the MinLot to the right value.

if(lot<U_MinLot) { lot=U_MinLot; Print("lots switched to min ",lot); } //Dmitry_CH Add 5.7.1
if(lot>U_MaxLot) { lot=U_MaxLot; Print("lots switched to max ",lot); } //Dmitry_CH Add 5.7.1

I did it in the following way,so I would not have to set these variables myself, and it worked.

Add this to the init section.

U_MinLot = MarketInfo(Symbol(),MODE_MINLOT);
U_MaxLot = MarketInfo(Symbol(),MODE_MAXLOT);


This information is entered, by the currency for each broker.
I just kept the extern variables as they are so there would be no change to the settings files.

I created a 5_7_3 version of the code, which I will publish tomorrow.
Digg this Post!Add Post to del.icio.usBookmark Post in TechnoratiFurl this Post!
Reply With Quote
  #330 (permalink)  
Old 03-28-2007, 09:52 AM
daraknor's Avatar
Senior Member
 
Join Date: Oct 2006
Location: Portland, OR USA
Posts: 996
daraknor is on a distinguished road
5.7.3 sounds great, it would be nice to have a new maintenance release.

We can use the MinLot/MaxLot settings from broker if the value is zero, but it would also be nice to give people the option of a manual override. Something like:
if(U_MinLot==0) U_MinLot = MarketInfo(Symbol(),MODE_MINLOT);
if(U_MaxLot==0) U_MaxLot = MarketInfo(Symbol(),MODE_MAXLOT);
Digg this Post!Add Post to del.icio.usBookmark Post in TechnoratiFurl this Post!
Reply With Quote
Reply

Bookmarks

Tags
phoenix, Phoenix_5_6_03.mq4, phoenix mq4, phoenix ea, mq4 profitable tested

Thread Tools
Display Modes

Posting Rules
You may not post new threads
You may not post replies
You may not post attachments
You may not edit your posts

BB code is On
Smilies are On
[IMG] code is On
HTML code is Off
Trackbacks are On
Pingbacks are On
Refbacks are Off
Forum Jump

LinkBacks (?)
LinkBack to this Thread: http://www.forex-tsd.com/phoenix/4636-phoenix-development-suggestions-mq4-post-1-a.html
Posted By For Type Date
Forex Factory - Phoenix 2007 (new thread) This thread Refback 06-27-2008 06:56 PM
Phoenix 2007 (new thread) - Page 60 This thread Refback 06-22-2008 11:34 PM
Forex Factory - Phoenix 2007 (new thread) Post #1 Refback 06-22-2008 12:31 PM
Forex Factory - Phoenix 2007 (new thread) This thread Refback 04-27-2008 02:55 PM
Phoenix 2007 (new thread) - Page 65 Post #1 Refback 04-20-2008 04:13 PM
Phoenix 2007 (new thread) - Page 65 Post #1 Refback 04-01-2008 10:32 AM
Forex Factory - Phoenix 2007 (new thread) This thread Refback 02-11-2008 07:45 PM
Phoenix 2007 (new thread) - Page 65 Post #1 Refback 02-06-2008 08:35 PM
Forex Factory - Phoenix 2007 (new thread) This thread Refback 01-08-2008 11:37 PM
Phoenix - Page 2 - Fxopen forex forum - forex review - trading methods - education - analytics This thread Refback 12-26-2007 10:22 AM
Phoenix 2007 (new thread) - Page 65 Post #1 Refback 11-27-2007 07:54 PM
Phoenix 2007 (new thread) - Page 65 Post #1 Refback 11-05-2007 02:10 PM
Firebird EA - fixed version - - Page 109 This thread Refback 10-27-2007 01:21 PM
Phoenix 2007 (new thread) - Page 61 This thread Refback 10-14-2007 11:13 PM
Forex Factory - Phoenix 2007 (new thread) Post #1 Refback 09-30-2007 11:23 PM
Phoenix 2007 (new thread) - Page 65 Post #1 Refback 09-25-2007 08:22 PM
Phoenix 2007 (new thread) - Page 65 Post #1 Refback 08-16-2007 05:57 PM
Forex Factory - Phoenix 2007 (new thread) Post #1 Refback 08-08-2007 09:50 AM
Phoenix 2007 (new thread) - Page 63 This thread Refback 07-23-2007 10:41 AM
Mega Portal - Forex Pivots Brasil This thread Refback 07-16-2007 03:03 PM
Phoenix 2007 (new thread) - Page 60 This thread Refback 07-12-2007 12:01 AM
raffaelegalbiati's bookmarks tagged with This thread Refback 06-25-2007 11:28 AM
Форум трейдеров. Marketiva FAQ по русски. Бонусы. E-Gold. Заработок в интернете: Forex, автосерфинг, HYIP, PTC, CAP. This thread Refback 06-22-2007 07:18 PM
Phoenix 2007 (new thread) - Page 65 @ Forex Factory Post #1 Refback 06-21-2007 02:04 PM

Similar Threads
Thread Thread Starter Forum Replies Last Post
Phoenix 6 - Development, Download, Bugs - See Post#1 daraknor Phoenix 87 11-23-2008 11:51 AM
"Phoenix - FAQ, Stable, User support -Read Post #1" depictureboy Phoenix 187 10-29-2008 11:16 PM
Suggestions for a 4 hr. Trading System? marcf Suggestions for Trading Systems 2 05-23-2007 08:20 PM


All times are GMT. The time now is 12:51 PM.



Search Engine Friendly URLs by vBSEO 3.2.0 ©2008, Crawlability, Inc.