Joined Nov 2005
|
Status: EURUSD Quant FREAK
|3,197 Posts
30 minute bar, EUR/USD made 100% in 8 months at 90% MQ.....
I have 1 minute data for EUR/USD back to 2001, but the strategy tester ignores it! If you'd like to test this EA, here's the code.... let me know how it does:
//PIPSTALKER EA by tdion
int ticket;
int start()
{
if(OrdersTotal()==0)
if(Open[24] < (Open[48] - Point*50))
if(Open[0] > (Open[24] + Point*25))
{
ticket=OrderSend(Symbol(),OP_BUY,1,Ask,3,Ask-50*Point,Ask+70*Point,NULL,0,0,Green);
}
if(OrdersTotal()==0)
if(Open[24] > (Open[48] + Point*50))
if(Open[0] < (Open[24] - Point*25))
{
ticket=OrderSend(Symbol(),OP_SELL,1,Bid,3,Bid+50*Point,Ask-70*Point,NULL,0,0,Red);
}
return(0);
}
My 1 minute data gaps after 11/10/05 to the present. nvwine and anyone else, backtest away!
Ignored
This EA is a deffinate improvement over your last attempts. It may not quite be there but you are getting some profitable years. I'm sure you could get rid of the holes in your data. Have you tried deleting the 1 min data in the history center and then downloading new data?
Here are some backtests. They are all 60 min except the two that are marked 15 minute. I thought you might want to look at the 15 min results. They seemed to do better during some time frames. I did one test for the 4/13/04 - 11/10/05. This perriod did a better on 1 hour charts as you intended. 2006 was a bad year for 1 hr data in my test. You can look through the tests. I'm using a MT4 platform with MetaQuotes as the broker for my backtesting. You can look at different time periods in the zip file.
Remember the value of all MT4 backtesting is open to debate.
Joined Nov 2005
|
Status: EURUSD Quant FREAK
|3,197 Posts
Things are looking up!
Mikhail, I have not been able to fix the double hedge because the backtester won't enter a trade in the middle of the H1 bar when testing on the H1 timeframe.... only at the open.
We need to incorporate M1 data with the H1 bars to add an extra 700 pips to this graph. (350 trades x 2 pips)
I have improved the trading method and posted it on the Pipstalker Method thread: