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Ramblings of a Data Scientist!

  • #41
  • Nov 26, 2017 10:31am Nov 26, 2017 10:31am
plz show us your robustness tests eg walk forward optimization
  • #42
  • Nov 26, 2017 11:16am Nov 26, 2017 11:16am
Please find attached 10 EAs. 3832042 replaces the previous one released. It is essential you trade these on the demo account first in case. I've had to make a few minor adjustments (not logic related) to the strategy because these are being distributed to the public. Since I've never released EAs before this is the first time I've had to debug in this manner, although I'm confident no bugs have crept in you never know. Portfolio performance reports will be uploaded next week. The next post (reached the file upload limit) will include the indicators used in several of the EAs along with a modified NewGV script.
Attached File(s)
File Type: ex4 EURUSD T Strategy 0.41025.ex4   129 KB | 319 downloads
File Type: ex4 EURUSD T Strategy 0.175513.ex4   130 KB | 250 downloads
File Type: ex4 EURUSD T Strategy 0.451608.ex4   129 KB | 233 downloads
File Type: ex4 EURUSD T Strategy 0.1199953.ex4   129 KB | 242 downloads
File Type: ex4 EURUSD T Strategy 0.1365263.ex4   131 KB | 269 downloads
File Type: ex4 EURUSD T Strategy 0.1976295.ex4   135 KB | 251 downloads
File Type: ex4 EURUSD T Strategy 0.3832042.ex4   131 KB | 240 downloads
File Type: ex4 EURUSD T Strategy 0.4167147.ex4   130 KB | 257 downloads
  • #43
  • Edited 11:51am Nov 26, 2017 11:33am | Edited 11:51am
Indicators and spreadsheet containing the trades between June to October is also attached.

Instructions for newGV etc are in previous posts.
Attached File(s)
File Type: ex4 BBandWidthRatio.ex4   8 KB | 284 downloads
File Type: ex4 Pivots.ex4   18 KB | 248 downloads
File Type: ex4 QQE.ex4   11 KB | 297 downloads
File Type: mq4 NewGV.mq4   2 KB | 297 downloads
File Type: xlsx FF.xlsx   40 KB | 308 downloads
  • #44
  • Nov 26, 2017 7:00pm Nov 26, 2017 7:00pm
Quoting mbrown
Please find attached 10 EAs. 3832042 replaces the previous one released. It is essential you trade these on the demo account first in case. I've had to make a few minor adjustments (not logic related) to the strategy because these are being distributed to the public. Since I've never released EAs before this is the first time I've had to debug in this manner, although I'm confident no bugs have crept in you never know. Portfolio performance reports will be uploaded next week. The next post (reached the file upload limit) will include the indicators...
what indicator that use fot the EA..?
  • #45
  • Nov 26, 2017 7:06pm Nov 26, 2017 7:06pm
Quoting Maxi480
plz show us your robustness tests eg walk forward optimization
Thank you for the message. I won't be releasing the intra/intermarket tests, MTF tests, parameter permutation tests, slippage tests, spread tests, monte carlo test, walk forward opt' tests after all this is a free-service (while it lasts).

Quoting senna
{quote} what indicator that use fot the EA..?
Relevant indies are above.
  • #46
  • Nov 26, 2017 7:18pm Nov 26, 2017 7:18pm
Its past 00:00 gmt for today, did you not state you would post at 5 minutes past?
  • #47
  • Nov 26, 2017 7:19pm Nov 26, 2017 7:19pm
Quoting mbrown
{quote} Thank you for the message. I won't be releasing the intra/intermarket tests, MTF tests, parameter permutation tests, slippage tests, spread tests, monte carlo test, walk forward opt' tests after all this is a free-service (while it lasts). {quote} Relevant indies are above.

thanks
  • #48
  • Nov 26, 2017 7:39pm Nov 26, 2017 7:39pm
Quoting Starcraftmaz
Its past 00:00 gmt for today, did you not state you would post at 5 minutes past?
Did you not read the OP at 00:05?
  • #49
  • Nov 26, 2017 8:56pm Nov 26, 2017 8:56pm
Interesting stuff here. Sub'd!

Don't look down when learning to fly.
  • #50
  • Nov 26, 2017 11:22pm Nov 26, 2017 11:22pm
Quoting mbrown
{quote} Did you not read the OP at 00:05?
Not exactly at 00:05, why, are you implying you put your signals there on there for a minute and took them down?

Not trying to be a smartass, I'm just confused.
  • #51
  • Nov 26, 2017 11:31pm Nov 26, 2017 11:31pm
Quoting Starcraftmaz
{quote} Not exactly at 00:05, why, are you implying you put your signals there on there for a minute and took them down? Not trying to be a smartass, I'm just confused.
The daily signal is still there.
MT4/MT5 EAs/Indicators/Alerts coder
  • #52
  • Nov 26, 2017 11:50pm Nov 26, 2017 11:50pm
Quoting mbrown
{quote} Thank you for the message. I won't be releasing the intra/intermarket tests, MTF tests, parameter permutation tests, slippage tests, spread tests, monte carlo test, walk forward opt' tests after all this is a free-service (while it lasts). {quote} Relevant indies are above.
Not again! This place is infested with stealth vendors!
If you are good at something, never do it for free--Joker
  • #53
  • Edited 1:08am Nov 27, 2017 12:12am | Edited 1:08am
Quoting jmn5611
{quote} Not again! This place is infested with stealth vendors!
If the performance of what I'm showing here is true (which it is but better to prove it to you) then why would I attempt to sell signals by being a vendor? Being a vendor is nothing but nickles I imagine and one would have to deal with obnoxious types constantly moaning or making false accusations. So basically you're wrong and should be thinking along exclusive rights to a third party route.

Quoting Starcraftmaz
{quote} Not exactly at 00:05, why, are you implying you put your signals there on there for a minute and took them down? Not trying to be a smartass, I'm just confused.
The signals were there at 00:05. There were 5 members in the forum at the time and you weren't one of them. Too busy to deal with this type of nonsense = ignored list.
  • #54
  • Nov 27, 2017 5:29am Nov 27, 2017 5:29am
Quoting jmn5611
{quote} Not again! This place is infested with stealth vendors!
indeed
WaBaS Where are Buyers and Sellers
  • #55
  • Edited 6:00am Nov 27, 2017 5:39am | Edited 6:00am
Quoting mr.brown
{quote} indeed
For someone with such a fantastic surname, you had to lower the tone.

As I've written a few times. No member will be approached or solicited to pay for these signals. Institutional level prospectus preparation (not FX but shares and commodities) is well underway. OBVIOUSLY, after a deal a struck it is likely I'll have to stop this service for contractual reasons (hence while it lasts). Jeez, is there an MBA in the room?

Please remember (from reading threads) FF vendors are renowned for scamming. So do I actually fit the mold if I can consistently perform as per the OP? Use the grey matter.

So why do this? Why give something of value away for free?
1. It won't be forever;
2. Since my early days were spent on FF (2008-2010), why not give a little back?
3. What I am giving is actually my lower value surplus. I'm producing far more than I can use. Yet I'm a workaholic so the surplus continues to increase.

If you focus on the signals instead of on the negative, you may find you are being given the opportunity to have the best performing period of your trading career to date.
  • #56
  • Nov 27, 2017 5:48am Nov 27, 2017 5:48am
This is exactly whats wrong with the world !!!

No one holds a gun to anyone's head to do anything they don't want to do, there is something called free-will ...

If mbrown his sharing his ideas and thoughts it's because he may genuinely want to share knowledge, its up to us whether to read / not read it / ignore it / but there is no need to cause arguments/disagreements and discourage someone's genuine motivation ..

The day humanity fails we might as well all give up!!!
  • #57
  • Edited 6:37pm Nov 27, 2017 7:58am | Edited 6:37pm
Any feedback about the EAs is welcome. Are the limits and stops being placed at reasonable levels around price not 3000 pips away etc.


Funny, unfortunately he doesn't realise the trading points change daily depending on the daily global variables. However, given he is using one set of daily global variables and has run a backtest over many days (to which the global variables do not apply). I am actually quite impressed with the equity curve; he probably doesn't realise he has just demonstrated a type of robustness. I'd be interested to know what happened toward the end of the EC that he blacked out. Obviously, there was stellar performance as the price moved to the actual level hidden within the global variables.

https://www.forexfactory.com/showthread.php?p=10533024#post10533024



As I mentioned earlier, I am in the process of writing a Prospectus to approach financial Institutions and the like. The second chart is a chart of one of the stock models in the Prospectus, the signals and equity curve are out of sample, the stock is Abbot's Laboratories. Will it work moving forward...I am certain of it. I have decided to include 20 stocks in the Prospectus and the Guerrilla market it because I really don't have the time for long winded meetings.

Who ever followed the BitCoin signal did okay provided they entered at market with the opportunity to take profits and reenter and take profits again a few times; anyone following the weekly EURUSD signal should have green pips in the account. The USDJPY signal of close shorts was not ideal especially if the Yen continues to fall but since the EURUSD and USDJPY tend to have a negative correlation and the weekly EURUSD is short, I suspect the YEN will have a strong bullish week.
Attached Image(s) (click to enlarge)
Click to Enlarge Name: DetailedStatement (1).gif Size: 8 KB
Click to Enlarge Name: ABBOTTS.png Size: 205 KB
  • #58
  • Nov 28, 2017 6:37am Nov 28, 2017 6:37am
Hi
what do you think about the price action?
are you stil long bias?
MAKE IT RAIN
  • #59
  • Nov 30, 2017 8:19am Nov 30, 2017 8:19am
Oh yeah ! Thanks !


I would like to thank you for the incredible work and share you give to us.

We are few to realize, that you can change our lives.

Like you see, when you post such an incredible thing in FF, there's lot of negativism, and people don't see the positive and the true potential.

Please, don't take care of negative comments, and don't get destroyed by them.


Thanks again !
  • #60
  • Nov 30, 2017 10:31am Nov 30, 2017 10:31am
Quoting albert666
Oh yeah ! Thanks ! I would like to thank you for the incredible work and share you give to us. We are few to realize, that you can change our lives. Like you see, when you post such an incredible thing in FF, there's lot of negativism, and people don't see the positive and the true potential. Please, don't take care of negative comments, and don't get destroyed by them. Thanks again !

Albert,

Thank you. The share was simple altruism and I am indeed taken aback by the level of unjustified insults and accusations directed at me. Obviously, I wouldn't consider releasing the source code as it has taken over a decade to get to this level of expertise but I have no issue with allowing other traders to benefit financially for as long as possible.

Again, thank you.
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