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  #1966  
Old Nov 21, 2010 12:35am
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For one MQL5 has no spread so your result in backtest is probably better than real life lol
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  #1967  
Old Nov 21, 2010 2:50am
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Quote:
Originally Posted by pippiee View Post
Hi,

I wanted to be able to do some backtests over a longer period of time without having to wait for months to get results so I converted one of the EAs (AddSix_01x) to MT5.

If anyone is interested here it is.
Results do not look very good so far (Huge drawdowns, Statements included) BUT
- I am not 100 % sure yet everything runs as in MT4
- I am not sure if these "strategy tester" backtests are accurate at all. To be able to tell so I will try to compare the results with my realtime demo tests....
I have also made some muli currency experts in MT5, the multi currency tester is broken. You can test this yourself, run the EA on different currencies and you will see the results vary. That is not supposed to happen the results should be the same.

So I have postponed my multi currency EA development until they fix the tester. Not sure when this will happen though.
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  #1968  
Old Nov 21, 2010 6:06am
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Quote:
Originally Posted by sidhujag View Post
For one MQL5 has no spread so your result in backtest is probably better than real life lol
Cant confirm that there is NO spread.
The buys in the statement are always higher than the bid on the chart, so there is at least a fiixed default spread which is of course not correct but this seems to be the case in MT4 as well.
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  #1969  
Old Nov 21, 2010 6:15am
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Quote:
Originally Posted by Saidar View Post
I have also made some muli currency experts in MT5, the multi currency tester is broken. You can test this yourself, run the EA on different currencies and you will see the results vary. That is not supposed to happen the results should be the same.

So I have postponed my multi currency EA development until they fix the tester. Not sure when this will happen though.
Not sure what you mean here. I would assume that you always get slightly different results with different currencies because the EAs action is triggered on each tick which arrives and different currencies mean different points of time when ticks arrive.
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  #1970  
Old Nov 21, 2010 9:11am
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Quote:
Originally Posted by pippiee View Post
Not sure what you mean here. I would assume that you always get slightly different results with different currencies because the EAs action is triggered on each tick which arrives and different currencies mean different points of time when ticks arrive.
Not only that the time of the bars are not synchronized, go and test for yourself you will see what I mean.

This code should help a bit but it is not a true solution:

void OnTick()
{
string Symbols[3];

Symbols[0] = "EURJPY";
Symbols[1] = "USDJPY";
Symbols[2] = "EURUSD";

int N = 2;
int RoundNum;

ENUM_TIMEFRAMES TimeFrame = _Period;

int i;
datetime dta[1];
static datetime LastBarTime;

// pair 0 (among N) is the "driver"
CopyTime(Symbols[0],TimeFrame,0,1,dta);
if (dta[0] != LastBarTime) {
RoundNum++;
Print("Debug --- Round ",RoundNum);
LastBarTime = dta[0];
for (i=0; i<=N; i++) {
CopyTime(Symbols[i],Period(),0,1,dta);
Print("Debug --- Symbol ",Symbols[i]," : Time ",dta[0]);
}

// Do your stuff here.
Process();
}
}

Last edited Nov 21, 2010 3:48pm
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  #1971  
Old Nov 23, 2010 3:14am
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Member Since Sep 2008
Default IS THE THREAD DIED

HALLO MC , and FRAZER,
IS THE THREAD DIED?
vienna
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  #1972  
Old Nov 23, 2010 3:55am
J16 Student
 
Member Since Feb 2010
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Quote:
Originally Posted by vienna View Post
HALLO MC , and FRAZER,
IS THE THREAD DIED?
vienna
havent seen MC for a while. lot of ppl are using 3 pair system with good success (so far)
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  #1973  
Old Nov 23, 2010 7:18am
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I'm still using AddSix-2a and liking it. Was worried about the first basket(MMTU-.3,PP-,25) with around 70 trades but it finally closed after a week. Margin was down to 350% trading 50:1. The next two baskets closed within a time span of 3 days using MMTU-.4 with a separate EA closing all trades at $200. I'm running a 3 pair version with E/U,G/U,E/G on another demo. Trades less but DD has been lower. One closure last week, 22 open trades at present.
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  #1974  
Old Nov 23, 2010 8:31pm
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my addsix_02x is still running since last wednesday. 11% DD. not recovering, not adding new trades. 11k account 0.1 lot 1% PP, 200:1

anybody in same boat ?

after this round, i am going to try out other 6 pairs. currently addsix series has several CHF pairs and we know its sluggish. i modified my EA to trade gu, uch, ej eg, gj, gch
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  #1975  
Old Nov 24, 2010 10:19am
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It might be a little early to declare the thread dead.

The year is closing out with automatic trading alive and well. We are seeing the best and most consistent results ever, using simple tactics based on lots of wringing out of what works and what doesn't work.

I've been busy wrapping up work related things and upgrading my PC at home.

My next step is to select one or two EAs and give them the treatment suggested by frazerd, which is to close the biggest loser when the margin level drops to a defined level.

Since Frazer tracks the performance of the EAs so methodically, I'll follow his advice as to which EA(s) get the treatment.
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  #1976  
Old Nov 24, 2010 11:00am
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I've been running Basket14_Add_02 for a couple of months now and it's been performing steadily. It's kinda boring because it goes through periods of days/weeks where trades stay open and nothing happens. You just have to be patient.

I shut down my phantom experiment in another demo account due to continued losses but this oldie-but-goodie keeps plugging along.
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  #1977  
Old Nov 24, 2010 7:30pm
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Hello MC, when you think the new version will be finished and posted? Can't wait to test it. Will report the result.

Many thanks


L
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  #1978  
Old Nov 25, 2010 4:22pm
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Member Since Dec 2006
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Happy Thanksgiving to all our American friends.
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  #1979  
Old Nov 26, 2010 1:58am
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Hi Frazerd
What do you have result from Phantom 3.30-suv ?
any idea abou that EA?
Regards
Fred
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  #1980  
Old Nov 26, 2010 11:52am
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Quote:
Originally Posted by fredgold3434 View Post
Hi Frazerd
What do you have result from Phantom 3.30-suv ?
any idea abou that EA?
Regards
Fred
I am not testing the 3 pair versions yet. I have too many AddSix and Ph6 demos running on my VPS. But I am watching that thread pretty closely because it seems to be a promising strategy so far.
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