Anyone with settings they create, please post them here.

I promised a settings file, but I have been too busy.

This was from Fikko, I'm attempting to put it in the appropriate place.

11-18-2006
I am attempting to do this now. It will take several days to even get a prototype going. I will keep you up to date here on the progress of my work.

Hi there,

I conducted a backtest on that setting for the period 2006-05-01 to 2006-11-17.
Please note the results are very different, with max drawdown 75.88% and the profit is just 71126.89!
Using BreakEvenAfterPips=35 will get a far better result, but the max. drawdown is still 50.19%.
Prehaps the backtest for any new settings should be up to present, not only up to a month ago.

Regards
Wilson

Attached Files

	phoenix5_tp84_sl84_trailing35.htm (323.9 KB, 578 views)
	phoenix5_tp84_sl84_be35.htm (66.8 KB, 292 views)

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Wilson, I noticed that your settings were using 3 lots on an account size of $10,000 to start with, and later using 22 lots. What was your maximum risk?

I pasted the settings submitted from Fikko, but seeing the lot sizes made me a little scared. Since that is 6 times the default maximum risk it does make sense the lot sizes would be larger, but that also means (as your log shows) any consecutive losses are extremely painful. It still managed to turn 10k into 80K+ in 6 months after very large losses. Reducing the risk by 1/6th (to the normal amount) would reduce the drawdown *substantially*. I don't think I could ever run maxrisk=0.3 myself.

Would you mind running the tests again over the same data with a few changes? Set risk to 0.05, update to 5.6.4, and change the Consecutive signals to numbers between 1 and 200? (200 = 200 consecutive ticks of confirming signals)

When you're to it, could you please also reduce the initial account size to $5,000? We agreed that all the testing will use it to avoid confusion in the results and I think it is a good idea.

Thanks

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Malcik

This number may need to be revisit, since Dagnar found error in his code. Please, see msg nr 901 and 905: http://www.forexfactory.com/forexfor...&page=61&pp=15

Mario

Hi Daraknor,
I used maximurisk=0.3, I just followed the figure the above post.
OK, I am running optimization for that (1-200), it will take about 30 minutes to complete as my computer told me. Will post here the best setting.

Regards
Wilson

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I saw that too. I made sure the description here was accurate with "ticks" of symbols, instead of "bars of symbols" which is what the change would do. Using 3 bars on M15 would mean the market needs to stay in position for 45 minutes before we execute a trade. There is also no scaling for very volatile markets. I post about this in the coding section. Thanks for keeping a look out, i am not sure which way we will go. (ticks or bars) I did send a PM to the author almost immediately after he posted the fix. No reply yet - I am leaving the code as is for now and documenting the feature as it works.

I'm glad you followed the directions Following directions told us the directions are scary. Thanks again Wilson

Hi, I'm back.

Period between 2006-05-01 to 2006-11-17
Settings marked with (*) are from optimization.

TP=84 SL=84
Net Profit: 11035.45 MD: 2039.49 (11.10%) Total Trade:69 Short won(62.5%) Long won(67.57%)

TP=84 SL=84 TrailingStop=50(*) Signal_count=2(*)
Net Profit:16022.59 MD: 2456.40 (9.91%) Total Trade:86 Short won(75%) Long won(78.57%)

Attached Files

	tp_84_sl84_original.htm (33.5 KB, 247 views)
	tp_84_sl84_trailing50_signalcount2.htm (230.8 KB, 249 views)

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