• Home
  • Forums
  • Trades
  • News
  • Calendar
  • Market
  • Brokers
  • Login
  • Join
  • 10:01pm
Menu
  • Forums
  • Trades
  • News
  • Calendar
  • Market
  • Brokers
  • Login
  • Join
  • 10:01pm
Sister Sites
  • Metals Mine
  • Energy EXCH
  • Crypto Craft

Options

Bookmark Thread

First Page First Unread Last Page Last Post

Print Thread

Similar Threads

What Would You Do Differently Today for Better Trading Results? 687 replies

Would you trade related pairs differently? 4 replies

MACD's Showing Up Differently 6 replies

21 Ways Rich People Think Differently 280 replies

Trading Differently 21 replies

  • Platform Tech
  • /
  • Reply to Thread
  • Subscribe
Tags: EA performing very differently
Cancel

EA performing very differently

  • Post #1
  • Quote
  • First Post: Aug 20, 2009 9:48am Aug 20, 2009 9:48am
  •  oracle1
  • | Joined Aug 2009 | Status: Member | 16 Posts
Hi,

I'm developing my first proper EA with order management etc.
How is it, that the EA is performing so differently on different currency pairs?
E.g. on EURUSD, I can back test it for a year and have profit factor of 1.34 and 70% of winning trades and a maximal drawdown of 513 (in an account of 10k), thus making a good profit (of course there's still a lot to change and test, especially the losing trades)

But on EURGBP it has a profit factor of 0.6, losing a lot of money.

Do/should profitable EAs work equally well on all currencies or is my scenario above normal? http://www.fxfisherman.com/forums/im...milies/huh.gif
  • Post #2
  • Quote
  • Aug 20, 2009 11:07am Aug 20, 2009 11:07am
  •  Zen_Leow
  • Joined Jun 2008 | Status: Programming for a better future. | 649 Posts
every pair has its own characteristics. There's also question of spread difference and how its being handled.

since you say this is your first EA, perhaps there are some logical errors that reflects clearly on pairs with wider spreads?
Programming for a better future.
 
 
  • Post #3
  • Quote
  • Aug 20, 2009 12:07pm Aug 20, 2009 12:07pm
  •  oracle1
  • | Joined Aug 2009 | Status: Member | 16 Posts
Thanks Zen_Leow. It really seems they do have different characteristics.

A follow up question: If you develop an EA for a specific pair, how do you avoid the problem of just adapting your EA and strategy to perform as good as possible on the historical data? Isn't this over-optimisation on the wrong end,
or is this how people do it:
- program initial strategy which has been more or less proven by manual trading
- adapt strategy/order/money/risk management on historical/real market
- profit!

?
 
 
  • Post #4
  • Quote
  • Last Post: Edited 8:19pm Aug 20, 2009 4:51pm | Edited 8:19pm
  •  Fulltime247
  • | Commercial Member | Joined Oct 2007 | 550 Posts
for backtesting - use general (not specific settings) - this usually means that the very best results in backtesting usually arent the ones to use. test longer periods. does the EA work only in the past month or all of last year? - Use backtesting as a settings guide. if you pick the best result for each variable then you just curve fitted it.
 
 
  • Platform Tech
  • /
  • EA performing very differently
  • Reply to Thread
0 traders viewing now
Top of Page
  • Facebook
  • Twitter
About FF
  • Mission
  • Products
  • User Guide
  • Media Kit
  • Blog
  • Contact
FF Products
  • Forums
  • Trades
  • Calendar
  • News
  • Market
  • Brokers
  • Trade Explorer
FF Website
  • Homepage
  • Search
  • Members
  • Report a Bug
Follow FF
  • Facebook
  • Twitter

FF Sister Sites:

  • Metals Mine
  • Energy EXCH
  • Crypto Craft

Forex Factory® is a brand of Fair Economy, Inc.

Terms of Service / ©2023