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Quantum London Trading

Quoting billv
Hello Genry I'm attaching the translated version. It took longer than I expected because the EA has grown a lot since I last looked inside it. I've also cleaned it up a bit. There was a lot of unnecessary text in there (mostly duplicate) making it hard to locate the settings {file}
Thanks really appreciate
Best regards
Quoting billv
Hello Genry I'm attaching the translated version. It took longer than I expected because the EA has grown a lot since I last looked inside it. I've also cleaned it up a bit. There was a lot of unnecessary text in there (mostly duplicate) making it hard to locate the settings {file}
Be glorious, Bill! This is not only I say, but all non-Russian-speaking EA users.


Remember the fragment of the movie "Men in Black" where residents of the camera C18 exclaim: "Glory, Kay!" ..., and then "Glory, Jay!" ?
It's almost about us

Similar files posted on the Russian branch with a link to FF.
Wherever you go, there you are (Jon Kabat-Zinn)
Quoting Genry_05
{quote} similar files posted on the Russian branch with a link to FF.
Hi Genry
I had to upload a new file because I noticed that when we load your set file, it overrides the English text.
The updated file maintains the English text in the far left column.
Have a nice day
Quoting billv
{quote} Hi Genry I had to upload a new file because I noticed that when we load your set file, it overrides the English text. The updated file maintains the English text in the far left column.
OK! This effect is possible: the variable names are the same in both the Russian and English versions of EA, but the comment is different.
Wherever you go, there you are (Jon Kabat-Zinn)
Quoting genry_05
{quote} ok! This effect is possible: The variable names are the same in both the russian and english versions of ea, but the comment is different.
i've attached an english version of your 1min set file
https://www.forexfactory.com/showthr...1#post11017731
Have a nice day
Quoting billv
{quote} i've attached an english version of your 1min set file https://www.forexfactory.com/showthr...1#post11017731
Tnanks... but i've a question... is there any parameter to play for speed up backtest? Really don't know why is so slow...
Any suggests?
Regards
Quoting cescof
{quote} Tnanks... but i've a question... is there any parameter to play for speed up backtest? Really don't know why is so slow... Any suggests? Regards
At this stage, we are not talking about the performance of individual modules. Now the principles are checked: how much each element of the new system copes with its task. I began to check the indicators of Envelopes and ATR- until they gave an impressive effect. Optimization of the work of individual algorithms will be dealt with later.
Wherever you go, there you are (Jon Kabat-Zinn)
Quoting billv
{quote} i've attached an english version of your 1min set file https://www.forexfactory.com/showthr...1#post11017731
Thank you, Bill! You have a complete working kit.
The results are similar to m5, but the drawdown is slightly less.
There is an occasion to continue work in this direction.
Wherever you go, there you are (Jon Kabat-Zinn)
i'm testing EU setting with AUDCAD ....that's my preferred for ranging trade...Seems very good but wih my vps maybe i will finish backtest in a month...
If you wanna try
Regards
Quoting cescof
i'm testing EU setting with AUDCAD ....that's my preferred for ranging trade...Seems very good but wih my vps maybe i will finish backtest in a month... If you wanna try Regards
If you are testing over a very long period, make sure you have downloaded history data for that period and have updated your MT4 settings to allow for the increased number of bars.

Also bear in mind that around 2008 we had the GFC and the AUD was sold off quickly so a test which includes that period might fail
But if we didn't have the GFC (and we might not have another one in our lifetime) then the test would pass.
Have a nice day
Quoting cescof
i'm testing EU setting with AUDCAD ....that's my preferred for ranging trade...Seems very good but wih my vps maybe i will finish backtest in a month... If you wanna try Regards
There is no need to optimize a large section of history on the first run. It is enough to take a sample piece of history: where there is a flat, recoilless and changing trends. For example, from August 1 to December 1, 2016 audcad.
After receiving the results (100-300 values), select the optimal samples and test them on a large history. By the best parameters, you can specify ranges
for the second optimization. Even with a slow indicator, this will give a result in a reasonable time.
I hope my English will be understandable.
Wherever you go, there you are (Jon Kabat-Zinn)
Quoting Genry_05
{quote} There is no need to optimize a large section of history on the first run. It is enough to take a sample piece of history: where there is a flat, recoilless and changing trends. For example, from August 1 to December 1, 2016 audcad. After receiving the results (100-300 values), select the optimal samples and test them on a large history. By the best parameters, you can specify ranges for the second optimization. Even with a slow indicator, this will give a result in a reasonable time. I hope my English will be understandable.
Thanks Genry... yes this is the way usually i use for baktest. In this case there are really many many different parameters to try and i really don't know hot to start...
Do you have any suggests?
Thanks
Regards
Quoting cescof
{quote} Thanks Genry... yes this is the way usually i use for baktest. In this case there are really many many different parameters to try and i really don't know hot to start... Do you have any suggests? Thanks Regards
I deliberately unload the parameters from the tester, then the ranges remain in the set file. Considerations are simple:
1. Skipping the first signals: 1-2 range
2. The interval between the orders makes sense to measure in spreads, if the spread is 20 n - 0 step 10 to 60..80 (look at the volatility of the pair).
3. The volume for the first run can be left large 0.1. Optimize better with increased volume, and trade expose EA with a reduced or normal volume.
4. The range of the indicator can be taken from my set.
--------------------
Here's a draft.
Attached File
File Type: txt auc_m5_0108-27112016_Tma-Kio#0.set.txt   39 KB | 122 downloads
Wherever you go, there you are (Jon Kabat-Zinn)
I think Colleagues, my exercises in English amuse you.
What to do, at school and university he taught German, but did not use it in life.
I use English, but studied myself. So excuse me, maybe some of my reasoning is read as complete nonsense.
I hope something is available for reading and understanding.
Wherever you go, there you are (Jon Kabat-Zinn)
Hy.... sorry but which of tese parameters is responsable for Ea stop with lost as screenshot attached?
I've max dd to 100%
Confused...
Thanks
Regards
https://i.gyazo.com/d40dcaec35202496...bdd84aef7b.png
https://i.gyazo.com/e88280013e95df21...0f864295b4.png
Quoting cescof
Hy.... sorry but which of tese parameters is responsable for Ea stop with lost as screenshot attached? I've max dd to 100% Confused... Thanks Regards {image} {image}
When optimizing, sorts the options with a drawdown above the set value:
extern double AccFreeMargin = 0.0; // Test: a new grid with a fixed margin

During trade, it will be forbidden to open a new orders if the drawdown is greater than the specified percentage of the allocated funds.
extern double MaxPercDepo = 0; //Maximum drawdown in% of the deposit

When you trade, you will allocate a percentage of the deposit for trading:
extern double MaxPercFree = 100; // Max % of Equity to Use
Wherever you go, there you are (Jon Kabat-Zinn)
Hi Genry,

I've been testing the "naked" Quantum Strategy for a few months and have been trying to optimize its settings for a good result on the forward test.
I see that you put a big effort here on this topic to filter false signals - thank you for that. But since there are so many indicators that you added to it, I lost track of the state of the art of this system.
My questions are: Is there a document or a post that the filters that you added are explained? Are they working on a forward test?
Please don't get me wrong, I'm not trying to be lazy and get the last version of the system. I've been following the EA thread that uses the original system and tried to add my own filters, but all I got was a over-optimized system with no prediction value.

Thank you!
Quoting danielhsc
... My questions are: Is there a document or a post that the filters that you added are explained? Are they working on a forward test?
Two Colleagues (in English yermommy) documented the system to version 13-7-21, description here
https://www.forexfactory.com/showthr...75#post9145075

Now my efforts are aimed at avoiding the use of Quantum.
The published latest version (test) uses only two indicators and parameters for skipping signals.

Again, some problems with writing messages to the site, the system writes:
Sorry Genry_05, you do not have the credentials required to access this page. If you can not post to a certain thread, you might be blocked by the thread-starter (learn more). Error, please submit a contact form.

Again I will wait for the improvement of the situation.
Wherever you go, there you are (Jon Kabat-Zinn)
Quoting danielhsc
My questions are: Is there a document or a post that the filters that you added are explained? Are they working on a forward test? Please don't get me wrong, I'm not trying to be lazy and get the last version of the system!
Try reading some of Genry's posts starting on this page.
https://www.forexfactory.com/showthr...51382&page=190
He shows examples of his indicator

The problem with too many filters is that they also reduce the number of trades to the point where the EA becomes of little OR of no value.
We want to reduce the number of BAD trades and this is Genry's motivation and the reason for adding his indicator
Have a nice day
Quote: Urytomsk on May 06, 2018, 06:49:49 pm : In which block, and in what range should the values of the TMA indicator be changed so that it signals not by the "scalper" principle, giving out "many small entrances", but by the "arrow" principle, confirming the turn?

Genry's answer:
I looked at the results of night optimization in search of options for trading "on the principle of" arrows "."
The conditions are the same: the optimization interval from April 23, 2017 to June 18, 2017, depot 2000, the drawdown threshold 1600, lot 0.1, only the TMA parameters and the distance between the orders were optimized, other parameters were switched off.

In the range of values for the first TMA from 100 to 200, the second from 300 to 700, the indicator for m5 starts decently to trade the mid-term. Those. if we select the typical section of the current trend for D1-H4 and choose the parameters a m5 from it, then they will work until the tendency for the senior TF changes.
Those. medium-term "arrow" looks somewhere like this:
xdist = 60
FastHalfLength = 120
SlowHalfLength = 700
BandsPeriod = 100
BandsDeviations = 1.5
Tresh_Period = 300
Tresh_MA_Method = 1
Wherever you go, there you are (Jon Kabat-Zinn)
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