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18 years Amazing back test result

  • #21
  • Jul 2, 2018 8:36am Jul 2, 2018 8:36am
Quoting DonaldDuckie
{quote} As you can see, i'm currently using MT4 for my backtesting. My live account is MT5 which i'm trying to learn how to code it and also to compare before I active auto trading. It should be completed by end of this year as I have no rush with a decent account size of 5 digit. From my back testing results, although using the same strategies, I will need to fine tune to cater for different personality factor of different pairs. You can say that I am a bit of curve fitting but even without changing anything, the EA is still profitable. I just...
i dont say you scam, maybe when you scam yourself by the results. but before you have let it run 1 month in live account and compare the results to the backtest in this time, you dont have any results to compare and all results from backtest are 100% guessing.
because i dont know your strategy i cant say more. only that backtest and demo acount can be total different results then real account, often even opposite.
  • #22
  • Jul 2, 2018 8:52am Jul 2, 2018 8:52am
Quoting dukas_trader
{quote} i dont say you scam, maybe when you scam yourself by the results. but before you have let it run 1 month in live account and compare the results to the backtest in this time, you dont have any results to compare and all results from backtest are 100% guessing. because i dont know your strategy i cant say more. only that backtest and demo acount can be total different results then real account, often even opposite.
Thanks a lot. I can tell that you are really concerned that I have placed too much hope on the backtest result.
I am also trying to find loopholes in my EA every now and then.

For example, initially I used Broker A and optimised.
When I changed to Broker B and repeat my EA, the result was disastrous.
I was shocked and I have to go through line by line, did many test to see what's the problem.
In the end, I found that it was due to time zone difference between the server.
So instead of using the close price for my iMA, I'm using the median price.
This helps to reduce the noise and increase the robustness of my EA

I am an engineer by vocation which actually helps because I have to deal with datas and problem solving on a daily basis.
I believe in continuous improvement and vigorous testing and data driven decision.
For each an every trade that the EA opens, I will look at the entry point, exit point and check that everything is per planned.
This is possible because the EA triggers only on an average of 1-2 trades per week per pair.
  • #23
  • Jul 3, 2018 6:03pm Jul 3, 2018 6:03pm
Guys, I've almost done with my EURUSD 18 years backtest result.
Once again, the results are amazing when I tested 2 of my 3 strategies.
After the last strategies is done, I will compile it to test them together.
Hopefully I can post it within this week.

Be kind and don't call it rubbish ok?
If you can't achieve it, does not mean that the rest of the world can't do it too.
There's always someone that is better than you.
  • #24
  • Jul 3, 2018 7:06pm Jul 3, 2018 7:06pm
Quoting DonaldDuckie
Guys, I've almost done with my EURUSD 18 years backtest result. Once again, the results are amazing when I tested 2 of my 3 strategies. After the last strategies is done, I will compile it to test them together. Hopefully I can post it within this week. Be kind and don't call it rubbish ok? If you can't achieve it, does not mean that the rest of the world can't do it too. There's always someone that is better than you.
but many many many can achieve this, i would say 80% of all backtester get this results, special with so long backtests, because in former times spread was much higher and so your results get much more win with each trade and your entry are because of only bid charts wrong.

you really have to do live accounts some months and will see what i speak about in comparison with the backtest in this time (ddemo account is same wrong results !) ! backtest 5 years, ok, but more is no smart way, so your 18 years are 100% useless. you use metatrader backtester, you have to learn the disadvantages!

There's always someone that is better than you, this sentence is correct. but not with metatrader backtester, thats impossible, because near all people get your results with this backtester, i wonder that you needed so long to get this results in backtest after opmization!!?? anyone in trading comes to your point and see later how much time he lost by not learning the basics of trading first and know what to do what works in real trading against what work in demo account and in backtesting. after some month in real account and same results like backtest for exact this time, then you can start to say some words like this, before you start a euphoria that will kick you so much down after it will burst, you will thank me later for dont put to much hope inside this. do it, but dont overtravel.

i really wish you luck, and many happy days you can overcome your euphoria now, what anyone had who did see this results and optimized it for the first months. and a good start in real trading later, when you see how different is real trading against this backtesting and how fast the dream from a backtest can burst inside a real account. so be carefull with the sentence "There's always someone that is better than you.", because anyone did think this before you when using metatrader backtester with all the disadvantages.
  • #25
  • Jul 3, 2018 7:30pm Jul 3, 2018 7:30pm
Quoting dukas_trader
{quote} but many many many can achieve this, i would say 80% of all backtester get this results, special with so long backtests, because in former times spread was much higher and so your results get much more win with each trade and your entry are because of only bid charts wrong. you really have to do live accounts some months and will see what i speak about in comparison with the backtest in this time (ddemo account is same wrong results !) ! backtest 5 years, ok, but more is no smart way, so your 18 years are 100% useless. you use metatrader...
Thanks dude. This EA is really just converting my manual trading to auto which is why i'm confident that it will work.
Actually from my EA video, you can see that most profit is earned in last 5 years and not the other way round which you have mentioned.

Like i've mentioned before, different pair has their own personality factor.
This is the reason why some traders only can trade a certain pairs, some strategies can only work best with certain pairs.
What i've done is fine tune the strategies for each pair so that it can work for each and every pairs.
This is not easy and not fast as i'm using 18 years data for backtest which i believe it is the best for me.

In any case, i'm not in need of money really and i can afford to take my time.
  • #26
  • Jul 3, 2018 7:49pm Jul 3, 2018 7:49pm
One thing that i choose to do in my EA is to ensure that my long and short strategies are the same, using the same indicators and value.

It is easy to optimise for just long only, just short only and then combined them together to get great results.
By using the same indicator values, TP and SL pips, i am effectively ensuring that my strategies are robust.
  • #27
  • Jul 3, 2018 7:50pm Jul 3, 2018 7:50pm
Quoting DonaldDuckie
{quote} Thanks dude. This EA is really just converting my manual trading to auto which is why i'm confident that it will work. Actually from my EA video, you can see that most profit is earned in last 5 years and not the other way round which you have mentioned. Like i've mentioned before, different pair has their own personality factor. This is the reason why some traders only can trade a certain pairs, some strategies can only work best with certain pairs. What i've done is fine tune the strategies for each pair so that it can work for each and...
Ok. When you traded this strategy already since years and only programmed it now , then it is different. Maybe your endlos size is extrem high and not possible to use in real account?

you only need compare your manuell trades with backtested and see the difference.
  • #28
  • Jul 3, 2018 7:58pm Jul 3, 2018 7:58pm
Quoting dukas_trader
{quote} Ok. When you traded this strategy already since years and only programmed it now , then it is different. Maybe your endlos size is extrem high and not possible to use in real account? you only need compare your manuell trades with backtested and see the difference.
Thanks for your reply.
Yes, have been trading this strategies for years. Not exactly the same strategy but 80% same.
Probably what I'm going to do is to use another broker for a small live account after I have optimised for 7 pairs.

Once again, I'm really appreciate your feedback. It helps me to look at things from different angles.
  • #29
  • Jul 3, 2018 8:18pm Jul 3, 2018 8:18pm
Two main things that is different from my manual trade vs EA which i think is very important to maximize profit.

1. Trade filtering
I'm trading with trend so i need a good filter to filter trends. When i'm doing manually, i used to only look at daily charts for trends. After theses 2 months of backtesting, the best result is to filter by weeks for trend. This has help me greatly to reduce drawdown. I have a few indicators to filter trends.

2. TP SL and RR
Like most people who uses fixed TP and SL, i can either look at the chart and set it at some critical points or using a fixed RR when i doing my trades manually. From my back test results, i learn to ignore the RR and optimised based on best DD and returns. This is also one of the personality factor for different pairs which i was talking about earlier for optimizing different pairs.
  • #30
  • Jul 4, 2018 2:59am Jul 4, 2018 2:59am
Bored waiting for my EA to trigger a trade.
No trades for this week yet but i'm telling myself to trust my EA.
If i'm doing manually, I would have short EURUSD and GBPUSD.
current price is 1.1651 and 1.3190
  • #31
  • Jul 4, 2018 3:15am Jul 4, 2018 3:15am
Quoting DonaldDuckie
Bored waiting for my EA to trigger a trade. No trades for this week yet but i'm telling myself to trust my EA. If i'm doing manually, I would have short EURUSD and GBPUSD. current price is 1.1651 and 1.3190
In just 15 mins, I can easily earn 30 pips if I have traded manually.
But then again, I trust my EA will do a better job than me in the long run.

The purpose of this post is
1. I am a pretty decent trader myself so I'm not talking rubbish.
2. EA helps me to see my strategies more clearly and with a higher probability of winning.
  • #32
  • Jul 4, 2018 3:42am Jul 4, 2018 3:42am
Quoting DonaldDuckie
{quote} In just 15 mins, I can easily earn 30 pips if I have traded manually. But then again, I trust my EA will do a better job than me in the long run. The purpose of this post is 1. I am a pretty decent trader myself so I'm not talking rubbish. 2. EA helps me to see my strategies more clearly and with a higher probability of winning.
Right after I "close" my manual trades, reverse to the price.
This is probably the reason why the EA didn't trigger because it's programmed to take a bigger pips win with optimal entry point.
  • #33
  • Jul 4, 2018 7:13am Jul 4, 2018 7:13am
Quoting DonaldDuckie
{quote} In just 15 mins, I can easily earn 30 pips if I have traded manually. But then again, I trust my EA will do a better job than me in the long run. The purpose of this post is 1. I am a pretty decent trader myself so I'm not talking rubbish. 2. EA helps me to see my strategies more clearly and with a higher probability of winning.
ok something maybe to help you:
- trade manuell with 50% of the capital until you see the expert is superior in all kind
- trade rest then by the expert (of course first test it for all mistakes in demo account, and put in 2-3 levels of error handling, because nothing is more risky then an EA that is going crazy and opens order after order because some special situation happened) and compare it with manuell trading after each week/month..
- programm the expert with extern variables that you can have it at exact same value like your manuell trading was before: then backtest it and look and compare it with the manuell older history! you should see all same trades or you learn where are the problems in backtester for your strategy and in metatrader backtester station and you find mistakes fast.
  • #34
  • Jul 4, 2018 8:07am Jul 4, 2018 8:07am
Quoting dukas_trader
{quote} ok something maybe to help you: - trade manuell with 50% of the capital until you see the expert is superior in all kind - trade rest then by the expert (of course first test it for all mistakes in demo account, and put in 2-3 levels of error handling, because nothing is more risky then an EA that is going crazy and opens order after order because some special situation happened) and compare it with manuell trading after each week/month.. - programm the expert with extern variables that you can have it at exact same value like your manuell...
Thanks for your suggestion. I'll try it out.
  • #35
  • Jul 4, 2018 9:13am Jul 4, 2018 9:13am
Since this is my trading journal, I have decided to continue posting my backtest results for other pairs.
I've just completed optimising for EURUSD.
Profit is more or less the same as GBPUSD but with higher DD.

Attached Image (click to enlarge)
Click to Enlarge Name: EURUSD 18 years test chart.PNG Size: 53 KB

Attached Image (click to enlarge)
Click to Enlarge Name: EURUSD 18 years test summary.PNG Size: 33 KB


Inserted Video
  • #36
  • Jul 4, 2018 9:58am Jul 4, 2018 9:58am
Quoting DonaldDuckie
Since this is my trading journal, I have decided to continue posting my backtest results for other pairs. I've just completed optimising for EURUSD. Profit is more or less the same as GBPUSD but with higher DD. {image} {image} https://www.youtube.com/watch?v=PLTfP3vCmWM
really, compare first with real trading, or you will be investing many time with nothing with a big chance. then posting.
  • #37
  • Jul 4, 2018 10:11am Jul 4, 2018 10:11am
Quoting dukas_trader
{quote} really, compare first with real trading, or you will be investing many time with nothing with a big chance. then posting.
I'm still waiting for my EA to trigger a trade.... Hopefully there's some trades this week to review and discuss.
Meantime, i'll just let my computer continue running and optimising since I have to run it 24 hours for the EA.
  • #38
  • Jul 4, 2018 10:12am Jul 4, 2018 10:12am
Quoting DonaldDuckie
{quote} I'm still waiting for my EA to trigger a trade.... Hopefully there's some trades this week to review and discuss. Meantime, i'll just let my computer continue running and optimising since I have to run it 24 hours for the EA.
rent a cheap server!
when you trade later in real account you have to use anyway 2 locations, so 1 at your home and a backup server, when somerthing happens with your computer or connection.
  • #39
  • Jul 4, 2018 5:11pm Jul 4, 2018 5:11pm
Quoting dukas_trader
{quote} rent a cheap server! when you trade later in real account you have to use anyway 2 locations, so 1 at your home and a backup server, when somerthing happens with your computer or connection.
As my EA uses fixed TP and SL which already defined when trade is triggered, there is no risk if something happened to my computer or connections.
The most is no trade if something happens. I have more than 1 laptops. Currently using a Dell G3 which I bought last week.
Furthermore, I do not scalp or use 1 min chart and therefore do not need the ping to be perfect as well.
  • #40
  • Jul 4, 2018 8:58pm Jul 4, 2018 8:58pm
Quoting Ededo
On demo looks fine does it work also on real account ?
I will try it out soon in a couple of months time.

I think it will work fine. Current demo account has higher spread as compared to the live which I will be using.

Example for EURUSD, the spread on demo is around 2 pips which is crazy.
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