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Attachments: Code my system please: EUR-USD 2010 61 wins 2 losses 97%
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Code my system please: EUR-USD 2010 61 wins 2 losses 97%

Quoting stevegee58
Were the previous versions not doing this?
The new version works great on mine in FXDD.

I got the same error message though in FXCM.

Is there a problem with digits used by different brokers maybe?
It seems odd. I haven't seen any errors on IBFX.

This could be an ECN versus non-ECN problem.

I handled order entry the ECN way where you open an initial trade with no SL or TP set. Then you modify the order after it fills to add the SL and TP.

The specific error that rhino saw, "order send error 131" means invalid trade volume (i.e. lot size) on the initial order send call.
You are in a maze of twisty little passages, all alike.
This strategy has only been looked at for 6 months. How can you presume 2 losers in a row is rare? There isn't enough data.

Quoting cmac0351
, so in the rare instance there are 2 losses in a row, you wouldn't do it again.
Quoting tdion
This strategy has only been looked at for 6 months. How can you presume 2 losers in a row is rare? There isn't enough data.
I have been doing my own backtesting with the EA, for longer than six months. It's rare, especially with lower take profit. I will post some graphs later tonight.
All my testing has been for 18 months. I just ran a test on H4 data back to 2001 and it's still only 1 consecutive loss. Kind of amazing when you think about it. What are the chances of that?
You are in a maze of twisty little passages, all alike.
Quoting stevegee58
All my testing has been for 18 months. I just ran a test on H4 data back to 2001 and it's still only 1 consecutive loss. Kind of amazing when you think about it. What are the chances of that?
Jeez, what's the modelling quality?
Quoting lolpie
Jeez, what's the modelling quality?
LOL 32.26% for the test back to 2001, 50% for the 18 month test.
You are in a maze of twisty little passages, all alike.
I got it worked out .. it does not matter on the broker or 5 digit .. with the lot price I had to change it to .10 and then everything worked great. I am backtesting on forexmeta right now and will have the results soon for January 1, 2010 - present ..
I have tic data back to 2001.
could you email me the zip file for that? Or let me know where you got the data would love that if you could please? [email protected]
Sorry, it was too painful to obtain to just give it away. The best I can do is share my tic data backtests, which I will conduct in the near future.

Thank you for sharing your system. It is similar to my own EURUSD strategy. :-)
60 wins 2 losses this is without compounding the results also !! 0 mismatched errors with 25% modeling quality using a 4 hour chart.



Strategy Tester Report
Fisher-PSAR EA
FTD-MT4 Demo Server (Build 224)

SymbolEURUSD (Euro vs. United States Dollar)Period4 Hours (H4) 2010.01.04 00:00 - 2010.07.30 20:00 (2010.01.01 - 2010.08.01)ModelEvery tick (the most precise method based on all available least timeframes)ParametersLots=0.1; MagicNumber=666; TPPips=10; DoubleAfterLoss=true; LossRecoveryFactor=2; Bars in test1901Ticks modelled1488207Modelling quality25.00%Mismatched charts errors0Initial deposit1000.00Total net profit509.17Gross profit709.38Gross loss-200.21Profit factor3.54Expected payoff8.21Absolute drawdown35.00Maximal drawdown277.62 (18.60%)Relative drawdown18.60% (277.62)Total trades62Short positions (won %)32 (96.88%)Long positions (won %)30 (96.67%)Profit trades (% of total)60 (96.77%)Loss trades (% of total)2 (3.23%)Largestprofit trade20.00loss trade-143.21Averageprofit trade11.82loss trade-100.10Maximumconsecutive wins (profit in money)47 (499.79)consecutive losses (loss in money)1 (-143.21)Maximalconsecutive profit (count of wins)499.79 (47)consecutive loss (count of losses)-143.21 (1)Averageconsecutive wins20consecutive losses1
Attached Image (click to enlarge)
Click to Enlarge Name: StrategyTestereurusdforexmeta.gif Size: 8 KB
Quoting tdion
Sorry, it was too painful to obtain to just give it away. The best I can do is share my tic data backtests, which I will conduct in the near future.

Thank you for sharing your system. It is similar to my own EURUSD strategy. :-)
Hey man while you're in this thread I just wanted to say thanks for sharing your take on money management, it was really interesting.

Rhino, have you looked at tdion's MM? I think with your system's high winrate and tdion's compounding method, you could have something really cool. The link is - http://www.forexfactory.com/showthread.php?t=103920
your welcome lolpie ... and I will check out that thread !!
Strategy Tester Report
Fisher-PSAR EA
IBFX-MT4 Mini-2 (Build 224)

SymbolEURUSDm (Euro vs US Dollar)Period4 Hours (H4) 2010.01.03 20:00 - 2010.07.30 16:00 (2010.01.01 - 2010.08.01)ModelEvery tick (the most precise method based on all available least timeframes)ParametersLots=1; MagicNumber=666; TPPips=10; DoubleAfterLoss=true; LossRecoveryFactor=2; Bars in test1911Ticks modelled5039584Modelling quality90.00%Mismatched charts errors4Initial deposit1000.00Total net profit575.26Gross profit647.36Gross loss-72.10Profit factor8.98Expected payoff9.28Absolute drawdown101.05Maximal drawdown155.11 (13.13%)Relative drawdown13.13% (155.11)Total trades62Short positions (won %)31 (100.00%)Long positions (won %)31 (96.77%)Profit trades (% of total)61 (98.39%)Loss trades (% of total)1 (1.61%)Largestprofit trade20.00loss trade-72.10Averageprofit trade10.61loss trade-72.10Maximumconsecutive wins (profit in money)55 (588.31)consecutive losses (loss in money)1 (-72.10)Maximalconsecutive profit (count of wins)588.31 (55)consecutive loss (count of losses)-72.10 (1)Averageconsecutive wins31consecutive losses1
Attached Image (click to enlarge)
Click to Enlarge Name: StrategyTestereurusdibfx.gif Size: 8 KB
Looks nice
very interesting..

here is code for compounding

Quote
double Lots(int step)
{
int li_0;
double ld_4 = NormalizeDouble(MarketInfo(Symbol(), MODE_LOTSTEP), 2);
double ld_12 = NormalizeDouble(MarketInfo(Symbol(), MODE_MINLOT), 2);
double ld_20 = NormalizeDouble(MarketInfo(Symbol(), MODE_MAXLOT), 2);
if (ld_4 == 0.01) li_0 = 2;
else li_0 = 1;
double ld_ret_28 = NormalizeDouble(AccountFreeMargin() * Risk*step / 100000.0, li_0);
if (ld_ret_28 > ld_20) ld_ret_28 = ld_20;
if (ld_ret_28 < ld_12) ld_ret_28 = ld_12;
return (ld_ret_28);
}

to use it..
Quote
lot = Lots(1);
thank you stewart I am sure stevegee58 will see if this will help his process.
Hello everybody! Very interesting method and work done by the programmer.

I would like to post a suggestion... In my opinion the trend never has the same stregth, so it is constraining to put always 10 pips as TP.

What about using ATR (whose period can be customized) or multiple of ATR as TP?
OK, version 1.5 has money management with percent risk lot sizing.

I added 2 new parameters, MM and Risk.
MM is a boolean that turns on money management. When it's on, it sizes positions based on available margin. When it's off, it uses the parameter FixedLots.
Risk is the percent of available margin to use for a lot size. A value of 10 is 10%, a value of 50 is 50%.

It seems to work after a brief test.

I was out with my mom all day today on the occasion of her 91st birthday.
Attached File(s)
File Type: mq4 Fisher-PSAR EA.mq4   8 KB | 283 downloads
You are in a maze of twisty little passages, all alike.
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