Hi, I did a backtest using MM 20% from July04 to Dec07. The 200sma filter has certainly smoothed things out alot, however it's still not consistent.

I noticed it was buying below the 200sma and selling above the 200sma (predominantly - there were a few exceptions) - Is this correct? My recollection of the system was the opposite of that but I am not looking at OZFX's post where he stated the rules of his system. Check out the screenshot.

OzFxv1.1 MM20%.gif

Attached Images

screenshot of ozfx backtest v1.1.gif (90.3 KB, 794 views)

Attached Files

OzFxv1.1 MM20%.htm (181.8 KB, 27 views)

Thank you mrebersv for adding the 200SMA into the EA.

After looking at the codes, I'm afraid you got it in reverse.

I've modified the codes so that the 200SMA rules are correct as per OzFx's post on page 1.

I've also re-wrote the closing trades subroutine so the errors that PyeR2 encounter (should) no longer appear.

PyeR2, grateful if you could backtest this EA with and without MoneyManagement. I have not set my backtest facility to give a high modelling quality.

If this shows promise, we can start forward-testing this full time.

Regards,

Azmel.

UPDATE: THE LATEST & STABLE EA CAN BE FOUND ON POST#135, PAGE 14

Hello,

Thank you for your great work with the EA.

I just did a back test of the EURUSD.
It seems like there is a problem with the way the EA close the open orders.
It open 5 buys at the beginning of the test. Close 4 of then in T/P but let the remaining stays open and never open more orders.

# Time Type Order Size Price S / L T / P Profit Balance
1 2007.09.07 00:00 buy 1 1.00 1.3694 1.3594 1.3744
2 2007.09.07 00:00 buy 2 1.00 1.3694 1.3594 1.3794
3 2007.09.07 00:00 buy 3 1.00 1.3694 1.3594 1.3844
4 2007.09.07 00:00 buy 4 1.00 1.3694 1.3594 1.3894
5 2007.09.07 00:00 buy 5 1.00 1.3694 1.3594 0.0000
6 2007.09.07 12:31 t/p 1 1.00 1.3744 1.3594 1.3744 500.00 145500.00
7 2007.09.07 12:31 modify 2 1.00 1.3694 1.3694 1.3794
8 2007.09.07 12:31 modify 3 1.00 1.3694 1.3694 1.3844
9 2007.09.07 12:31 modify 4 1.00 1.3694 1.3694 1.3894
10 2007.09.07 12:31 modify 5 1.00 1.3694 1.3694 0.0000
11 2007.09.07 13:40 t/p 2 1.00 1.3794 1.3694 1.3794 1000.00 146500.00
12 2007.09.11 15:03 t/p 3 1.00 1.3844 1.3694 1.3844 1493.00 147993.00
13 2007.09.12 15:30 t/p 4 1.00 1.3894 1.3694 1.3894 1989.50 149982.50
14 2008.02.04 23:58 close at stop 5 1.00 1.4826 1.3694 0.0000 10802.00 160784.50

As PyeR2 has successfully backtested this EA several times above, I suspect it is down to your modelling quality.

But just FYI, the 5th trade does not have a TP value. It is let loose until the next signal arrives.

The problem is MT4 is not 100% reliable for backtesting.

__________________
Ash's Signals

Ea cant backtest
I have enough data but it writes me no margin nno money

i start from 10k and 100k still same

__________________
Wife's website
russian trader

Alrighty,
I think it is getting there but as someone pointed out above, it does not reopen any new positions whilst ever it still has that '5th' one still open - see screen shot.

Also I was only able to backtest with MM set to true. Setting it to false resulted in error messages in journal (EURUSD,Daily: OrderSend error 131). OxFx1.2 MM20%.gif

You can see from screenshot that there conditions where a short position should have been opened.

Attached Images

screenshot of ozfx backtest v1.2.gif (70.8 KB, 761 views)

Attached Files

OxFx1.2 MM20%.htm (81.8 KB, 20 views)

Thanks everyone for spending your precious time to write and test the EA. I am really looking forward to the results.

Lets hope that we get somewhere before the start of next week so that we can start the forward test.


Thanks again. Really appreciate

Cheers,
Oz

Hi prasxz,
Effective SL is tricky and hence I've already a post on it on my blog. Try this: Advance Stop Loss (SL)

Cheers,
Oz

The same problem EA try to open very big lot