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Moving Average EA - Tested Live on Interbank

  • #1
  • First Post: Edited Feb 28, 2007 6:42am Feb 19, 2007 11:33pm | Edited Feb 28, 2007 6:42am
Right now, a friend and I have been working on a Moving Average trader. Developed the code, tested, backtested, tesed more, added code, etc, etc, etc. Did that for almost a year straight. Finally, we put it up live on InterbankFX on January 1st and it has been doing quite well ($1000 to 19000 as Febuary 16th).

I have started to experience some difficulty with InterbankFX, so I am honestly wanting to switch to a different company, and I was thinking about FXDD. Problem is, I have no real history data with FXDD to test out the numbers (because each company has different prices, opening times, volume, etc). Just curious if a couple people who have had demo/live accounts with real data, would be willing to test it and share the results so I can see if I am going to need to change the settings for FXDD.

Also, please if you do the testing, I am not wanting test results from the *downloaded* items, since those come from MetaQuotes, and is just honestly terrible data. I would like to get tests of people that have had charts open for the past couple months, to test real life data. If anyone is willing, I would truly appreciate it.

The Currency that it is built for is the GBP/USD 5minute. And you need the Zerolag MA indicator to use the program successfully, so I will upload that too. If you get great results, use it if you want, the file won't expire or anything. Again, I know it works on Interbank, very well. Backtesting is great, and so is live forward testing. Just want to see how it fares on other trading companies. Enjoy the trading. And thank you very much.

P.S. Also, if testing this, don't do multiple year backtesting. I would say the furthest to go back would be about October 2006. The reason I say this, is because I have found that I have to reoptimize every couple of months to keep it running smoothly. But if you do have valid data to back test even further, I would be curious how it turns out never-the-less.

Test Parameters for what I do Backtest and how the lots are setup for the script. If you wish to do different amounts, you must change the lots-variable number. How it is setup, it will trade 4 standard lots with $10,000 at a lots variable fo 250. If you put it at 500, it will start off with 2 standard lots, and so on.

GBP/USD
5minute
Standard Lots
10,000 starting balance
  • #2
  • Edited Feb 28, 2007 6:42am Feb 20, 2007 12:46am | Edited Feb 28, 2007 6:42am
And since I was just reading on another forum, that people like charts-data-etc. Here is the simple back-testing results from January 01 till Febuary 16th.

All the trades it made in "backtest" are the actual trades it made during live testing. The only reason why I only made $19,000 during that take frame, instead of the 32k shown by backtesting the same dates as my life test, is the simple fact that I would get nervous when it would be trading 30-50lots on each trade. I started to set my own personal stops (break-even stops, etc), or random take-profits. And for a week or so, I cut my lots in half again from being nervous. So, enjoy the charts. Again, this was trades on InterbankFX.
  • #3
  • Feb 20, 2007 1:00am Feb 20, 2007 1:00am
  •  tesla
  • Joined Oct 2006 | Status: Friendly Neighborhood Programmer | 533 Posts
I'd recommend that you request someone with FXDD data provide you with data exports. This will allow you to do whatever optimization you're looking for without multiple back-and-forths.

Just a humble suggestion.
  • #4
  • Feb 20, 2007 1:28am Feb 20, 2007 1:28am
If someone is willing to give me some real feed data for FXDD, that truly would be appreciated. I won't argue with your suggestion there. In the very least, my EA is posted, so people can freely use it if they want, even if they don't provide any results/data from the other brokers.
  • #5
  • Feb 20, 2007 1:31am Feb 20, 2007 1:31am
Can you give more details about the method ?
  • #6
  • Feb 20, 2007 1:39am Feb 20, 2007 1:39am
Basically, it using two seperate ZeroLag moving averages. Both have been optimized, so that when one crosses the other, it means to sell, and when it crosses back it closes out and reverses into a buy, etc.

Also, it uses a shift in the MA, one that shifts the moving average back 10 candles (5 minute candles), and the other is shifted back 31 candles (5minutes candles). It also has some variables that have been programmed in, if people want to test it, but they are set at 1000 to basically void them from doing anything. I just haven't been able to test them completely, because the optimizations on this take a very long time. Since every moving average number, every shift, is the MA simple-close-open etc, makes a lot of variables to test at once. Basically, it was all optimized to find the best fit scenario that works a good majority of the time (usually good with spotting trends early one). The reason I went with 5 minute, was so that it could get it and out of trades easier, just incase "bad" movement started to happen. I originally developed it for 4 hour charts, and it worked, but not very well. And just kept going down and down and until it felt comfortable and was making a good amount of trades.
  • #7
  • Feb 20, 2007 3:23am Feb 20, 2007 3:23am
what if we want to forward test on a mini account and with 0.1 lots?
TRADE FOR SWAP
  • #8
  • Feb 20, 2007 3:43am Feb 20, 2007 3:43am
Quoting cgldsmth
what if we want to forward test on a mini account and with 0.1 lots?
Although I am not 100% sure, but I will test it once this optimization is done (should be in a couple hours). But I am pretty sure I will have to edit the code, and change how the lotsvariable argument is setup. Basically, have it divide by 10. So, 1 lot would become 0.1 lots traded. If that is the case, I will just add an update with the name "micro-lots" in it.
  • #9
  • Feb 20, 2007 3:47am Feb 20, 2007 3:47am
top darts!
TRADE FOR SWAP
  • #10
  • Edited Feb 22, 2007 8:20pm Feb 20, 2007 4:57am | Edited Feb 22, 2007 8:20pm
Here my results.
  • #11
  • Feb 20, 2007 5:51am Feb 20, 2007 5:51am
Quoting asmocon
Although I am not 100% sure, but I will test it once this optimization is done (should be in a couple hours). But I am pretty sure I will have to edit the code, and change how the lotsvariable argument is setup. Basically, have it divide by 10. So, 1 lot would become 0.1 lots traded. If that is the case, I will just add an update with the name "micro-lots" in it.
I have an FXDD mini account set up with $2000. I would love to forward test your EA and give you the results so I would also require 0.1 lots traded. But is it possible to turn off MM that increases lot size? I want to test it without increasing the position size.

Thanks for sharing your work,
Mikhail
  • #12
  • Feb 20, 2007 6:23am Feb 20, 2007 6:23am
I would also like to test this EA, but on a true mini account with MM being on option.

I demo tested the No Lag for about a month or so and it did very well. It's a great indicator.

Thanks.
  • #13
  • Feb 20, 2007 6:42am Feb 20, 2007 6:42am
Quoting asmocon
Right now, a friend and I have been working on a Moving Average trader. Developed the code, tested, backtested, tesed more, added code, etc, etc, etc. Did that for almost a year straight. Finally, we put it up live on InterbankFX on January 1st and it has been doing quite well ($1000 to 19000 as Febuary 16th).

I have started to experience some difficulty with InterbankFX, so I am honestly wanting to switch to a different company, and I was thinking about FXDD. Problem is, I have no real history data with FXDD to test out the numbers (because each company has different prices, opening times, volume, etc). Just curious if a couple people who have had demo/live accounts with real data, would be willing to test it and share the results so I can see if I am going to need to change the settings for FXDD.

Also, please if you do the testing, I am not wanting test results from the *downloaded* items, since those come from MetaQuotes, and is just honestly terrible data. I would like to get tests of people that have had charts open for the past couple months, to test real life data. If anyone is willing, I would truly appreciate it.

The Currency that it is built for is the GBP/USD 5minute. And you need the Zerolag MA indicator to use the program successfully, so I will upload that too. If you get great results, use it if you want, the file won't expire or anything. Again, I know it works on Interbank, very well. Backtesting is great, and so is live forward testing. Just want to see how it fares on other trading companies. Enjoy the trading. And thank you very much.

P.S. Also, if testing this, don't do multiple year backtesting. I would say the furthest to go back would be about October 2006. The reason I say this, is because I have found that I have to reoptimize every couple of months to keep it running smoothly. But if you do have valid data to back test even further, I would be curious how it turns out never-the-less.

Test Parameters for what I do Backtest and how the lots are setup for the script. If you wish to do different amounts, you must change the lots-variable number. How it is setup, it will trade 4 standard lots with $10,000 at a lots variable fo 250. If you put it at 500, it will start off with 2 standard lots, and so on.

GBP/USD
5minute
Standard Lots
10,000 starting balance

Hey man, im sorry, i hate bothering people with stupid questions but i have one. Basically when i put .ex4 file into the folder and then reopen interbank what is does is deletes the file from the directory i put it in. And when i tried to open the file with meta editor it just shows 1 line of ....well giberish like this EX4
jme/i#Q;_pH GTwS7!e*ɥL>7c r.zA\ާ6Cy .`̉g8<fJѺXx5cO;(^‚6
. I redownloaded it few times cause i thought maybe it damaged during the doanload but still the same. Would be nice if someone could say what the problem might be.
  • #14
  • Feb 20, 2007 7:01am Feb 20, 2007 7:01am
When was the last time you optimized? What settings do you usually optimize?
  • #15
  • Edited 7:32am Feb 20, 2007 7:12am | Edited 7:32am
Hello i cant understand i puted this EA on my grapchic of GBP/USD 5 minutes chart, so i have North Finance broker and 1000 dollars deposit so what?

What should I put in LotsVariable???
and also I need only to copy ZeroLag MA to indicators folder not to put it also on charts?


P.S
Also why there are so strange setting of TP and SL for 1000 it is so strange or it is just a joke?
  • #16
  • Feb 20, 2007 7:33am Feb 20, 2007 7:33am
Quoting Eureka
I would also like to test this EA, but on a true mini account with MM being on option.

I demo tested the No Lag for about a month or so and it did very well. It's a great indicator.

Thanks.

Where can i find this indicator only and some manual for how to use him?
  • #17
  • Feb 20, 2007 7:51am Feb 20, 2007 7:51am
If I remember right, I got it from the forex-tsd board. I don't want to post that indicator on this thread because I don't want to get the two mixed up. If you go to the tsd board and do a search, I'm sure you can find a lot about it.
  • #18
  • Edited 10:00am Feb 20, 2007 9:38am | Edited 10:00am
Two quick questions ... [[[EDIT]]] Found one answer when I opened the test results ... started from $1000 ... [[[EDIT]]]

Did I read that correctly that you went from $1000 to $19000?? Or was that a typo and supposed to be $10000??

Also, how do you have your indicators setup so we can see the crosses that the EA is placing trades for?

Thanks for posting and sharing! I'm using IBFX and want to demo this myself ...
  • #19
  • Feb 20, 2007 10:38am Feb 20, 2007 10:38am
a) Okay..Try to get in a quick reply to most of the questions. No, I went from $1000 to $19,000 since January 01, 2007 on my live account with this program.

b) The TakeProfit/StopLosses are set at 1000 to negate them. Basically, the program opens and closes it's positions on the crosses that it makes. I put in the TP/SL and trailing versions of them in the code, to optimize and test them. But after all the tests, it always made more money just letting it decide when to close the results. But again, they are there, so if people want to test it, they have the option to stick in numbers without having to request "more" code from me. :-P

c) And this code is not the "true" version of the code that I showed the test results from. I wanted to test it on FXDD, and they don't treat mini accounts in their demos the same way that Interbank does, so I had to change how the lots variable was setup, which required there to be a higher initial deposit. I am going to try and fix that later on today.

d) The Zerolag that is used which this code, is one the very first post I put up. All you need to do is put that zerolag file in your experts/indicators directory, then restart your Metatrader software. Easy as that.

e) The script is not an editable format, which is why you get jibberish if you try to open it up. I did not release the source code of it, so that I could have direct control over it and not be tamper with/reuploaded/etc. Again, like the indicator, you just have to put the file in your experts directory, restart your Metatrader software, and it will be in yuour ExpertAdvisor list to be used in real trading or backtesting. Again, it is not locked out, so the different options can be changed, and everything is very well labeled, I believe. Basically if one of the options says, "0to3" it means only the numbers 0,1,2,3 will do anything.

f) At this time, I am not going to release the source code, because of reasons stated in the previous paragraph. There are no plans to ever sell this or anything like that, I just want to be able to keep control of it. I remember the days of Phoenix, when he was uploading his source and asked no one to post altered versions of it, and it kept happening over and over again.

g) Finally, yes I could change it to where the lot sizes never change. I will make two revisions when I get home tonight. One to do incrementing micro-lots, and another version that will do a fixed-amount micro-lots. Just have to give me a bit of time, because I do work have other priorities, too.

Enjoy. If I missed a question, sorry. I will try to get back to it later.
  • #20
  • Feb 20, 2007 10:50am Feb 20, 2007 10:50am
Lex,

The .ex4 is compiled...so the source code is not available to you.


Quoting lexazver
Hey man, im sorry, i hate bothering people with stupid questions but i have one. Basically when i put .ex4 file into the folder and then reopen interbank what is does is deletes the file from the directory i put it in. And when i tried to open the file with meta editor it just shows 1 line of ....well giberish like this EX4
jme/i#Q;_pH GTwS7!e*ɥL>7c r.zA\ާ6Cy .`̉g8<fJѺXx5cO;(^‚6
. I redownloaded it few times cause i thought maybe it damaged during the doanload but still the same. Would be nice if someone could say what the problem might be.
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