How to get rich ? Stupid or relevant question ? First : with work. But not only. Chance, intelligence and strenght are necessary. Without that : Nothing !
- #202
- Apr 10, 2015 4:14am Apr 10, 2015 4:14am
Hi yead!
I'm laughing all the way through your posts, really like your writing style!
The part about that brain damaged house fly had me rolling all over the floor laughing..
But enough fun, now i'm going to put your idea into an EA (not really an EA cause i dont trade with MT4 but with Amibroker) and see what i get.
Should not take me long to get this little backtester togehter. My expirience tells me not to be to positive about the outcome if the system is this simple, simple is good but it can also be too simple not?
We'll see, i'll post outcome if i have one.
I'm laughing all the way through your posts, really like your writing style!
The part about that brain damaged house fly had me rolling all over the floor laughing..
But enough fun, now i'm going to put your idea into an EA (not really an EA cause i dont trade with MT4 but with Amibroker) and see what i get.
Should not take me long to get this little backtester togehter. My expirience tells me not to be to positive about the outcome if the system is this simple, simple is good but it can also be too simple not?
We'll see, i'll post outcome if i have one.
Persistence will get it. Consistency will keep it.
- #203
- Apr 10, 2015 5:26am Apr 10, 2015 5:26am
- Joined Jul 2010 | Status: Determined | 5,346 Posts
Hi yead! I'm laughing all the way through your posts, really like your writing style!
My signature is: "Classified".
- #204
- Apr 10, 2015 5:28am Apr 10, 2015 5:28am
- Joined Jul 2010 | Status: Determined | 5,346 Posts
Well know that all that is defined.
Next thing: Make it even better.
Next thing: Make it even better.
My signature is: "Classified".
{quote} Well considering youre profile name, im not going to take that very harsh. Also, if you did want to say something technical, you should probably use a chart or several.
You should try bro.
As traders, we can't forget that money is our measuring stick but its not the objective. It's what we do with the money that motivates us. It's all about getting better and being a better trader. I read this thread, decided hey, why not try this that seems so basic. I normally test out every non indicator strategy that FF brings along. it's my hobby. Last night before bed i put on some positions. This is where they are currently.
AU and NU were stopped because i didn't want my positive position to go negative. I didn't stop out Ucad because of news so eh. If i left on AU and NU they'd both be positive positions right now. But the point is don't knock it until you try it. Sure this is only 5 trades over less than 24 hours. And yes, this isn't a part of my income or investment accounts. But sometimes you just gotta test it for yourself. Every trade after these trade could go straight to loss and it'd be ok because i tested it myself and i know. So how about this. Lets just test the idea ourselves and see if there's anything we can incorporate into our current mix. Deal?
AU and NU were stopped because i didn't want my positive position to go negative. I didn't stop out Ucad because of news so eh. If i left on AU and NU they'd both be positive positions right now. But the point is don't knock it until you try it. Sure this is only 5 trades over less than 24 hours. And yes, this isn't a part of my income or investment accounts. But sometimes you just gotta test it for yourself. Every trade after these trade could go straight to loss and it'd be ok because i tested it myself and i know. So how about this. Lets just test the idea ourselves and see if there's anything we can incorporate into our current mix. Deal?
- #209
- Apr 10, 2015 8:45am Apr 10, 2015 8:45am
Hi yead! I'm laughing all the way through your posts, really like your writing style!
- #210
- Apr 10, 2015 10:26am Apr 10, 2015 10:26am
- Joined Jul 2010 | Status: Determined | 5,346 Posts
My signature is: "Classified".
- #212
- Edited 7:15am Apr 11, 2015 6:46am | Edited 7:15am
Crude version of daily low / high breaking in an EA, attach to D1
Did you backtest and optimize it? I backtested the defaults, but that didn't yield any results, as expected. I'm running optimization backtests as we speak with minilots on a 100k account. Best profit this far is 1600 usd. I wonder if something's wrong.Edit: I think I managed to fix that, - backtest is looking up. Will update in an hour.
Edit 2: I have never seen results like these with a 2% drawdown.
less than
- #213
- Apr 11, 2015 7:23am Apr 11, 2015 7:23am
{quote} I was about to do it myself, seems like I won't have to
could you post the compiled version?...
could make it to work on my mt4.
thanks,
ReAl MoDe: ON
Okay, I'm back with some results.
I had to edit the code a bit so I could optimize the lot size too. I just simply added extern double Lots = 0; and changed all the 0.1 values in the code to Lots.
The optimal result for the last year on a 10k account is:
Buy_tp: 100
Buy_sl: 150
Sell_tp: 1200
Sell_sl: 0
Lots: 0.4
Which yielded 63748.37 USD (roughly 640%). Keep in mind, this was from the past year, and as we all know there's been a significant downtrend. Personally, I think the settings are crazy, and setting the sl to 0 is a recipe for disaster.
Here is the optimized backtest report.
Every reasonable setting in my mind, like sl and tp to 300 points on eurusd, only gave bad results on both short and long term.
This strategy isn't viable as is, but I think it can be. I just don't yet know how.
I had to edit the code a bit so I could optimize the lot size too. I just simply added extern double Lots = 0; and changed all the 0.1 values in the code to Lots.
The optimal result for the last year on a 10k account is:
Buy_tp: 100
Buy_sl: 150
Sell_tp: 1200
Sell_sl: 0
Lots: 0.4
Which yielded 63748.37 USD (roughly 640%). Keep in mind, this was from the past year, and as we all know there's been a significant downtrend. Personally, I think the settings are crazy, and setting the sl to 0 is a recipe for disaster.
Here is the optimized backtest report.
Every reasonable setting in my mind, like sl and tp to 300 points on eurusd, only gave bad results on both short and long term.
This strategy isn't viable as is, but I think it can be. I just don't yet know how.
less than
- #217
- Edited 10:49am Apr 11, 2015 10:34am | Edited 10:49am
- Joined Nov 2007 | Status: Trader | 3,060 Posts
- #218
- Apr 11, 2015 11:53am Apr 11, 2015 11:53am
- Joined Jul 2010 | Status: Determined | 5,346 Posts
My signature is: "Classified".
{quote} Im not at all considering that TP and SL. But why not keep on experimenting? So did you try for an example, TP 18, SL 32 on E/G?
edit: here is the backtest with tp18, sl32
less than
- #220
- Apr 11, 2015 12:56pm Apr 11, 2015 12:56pm
I said it is crude
Fix sl and tp not good.
So ideas in my mind to improve: (i will code it also)
- trailing stop
- use some indicator to close
- use some indicator to filter the entry signals
- use martingle / grid strat for an stuck order, not reaching tp at first day
- put a little hole, not opening at the high or low at the last day candle, just high+x or low-x, or opposite,
it can be backtested to.
and attached the code, and ex4 of the pasted code.
thanks Saturday for backtesting!
have fun and respect to yaed!
A
Fix sl and tp not good.
So ideas in my mind to improve: (i will code it also)
- trailing stop
- use some indicator to close
- use some indicator to filter the entry signals
- use martingle / grid strat for an stuck order, not reaching tp at first day
- put a little hole, not opening at the high or low at the last day candle, just high+x or low-x, or opposite,
it can be backtested to.
and attached the code, and ex4 of the pasted code.
thanks Saturday for backtesting!
have fun and respect to yaed!
A
