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LRSF - TMS Expert Advisor

  • #881
  • Edited 10:22pm Sep 2, 2018 10:11pm | Edited 10:22pm
Quoting jansb000
Backtesting Now would be a good time to do backtesting, with automatic optimization of parameters. This could reveal what the best settings would be per pair. Who is able and willing to do this for a couple of pairs with version 18, 19 or 20? I would be interested to see the results for the default settings and for the optimised settins! Test data should at least cover 6 months of data.
Dear Sir,
Do you have specific requirements, please show me: Times: 6 month, TF? (H1, H4 ...?). EA parameters: defailt? ....
Is the backtesting report as an example attached complete? You send me detailed requests, I will try to finish as soon as possible.
Another question: slippages = 50 (default). I set = 100 (to avoid error 138). What do you think about this setting?
Thank you
Attached File(s)
File Type: pdf Strategy Tester_ BiM_LRSF_19_GJ_H4_Exness.pdf   138 KB | 229 downloads
File Type: pdf Strategy Tester_ BiM_LRSF_19.pdf   144 KB | 160 downloads
Good luck to all
  • #882
  • Edited 3:35am Sep 3, 2018 12:49am | Edited 3:35am
Quoting jansb000
Backtesting Now would be a good time to do backtesting, with automatic optimization of parameters. This could reveal what the best settings would be per pair. Who is able and willing to do this for a couple of pairs with version 18, 19 or 20? I would be interested to see the results for the default settings and for the optimised settins! Test data should at least cover 6 months of data.
Dir Jansb000,
I have a problem:
Take a look at the GBPUSD chart: ADR100 is not a value, no SL and TP (SL = 0.0000 and TP = 0.0000). What can I do?
6 file pdf Backtesting EU on H1,H4 ( 3 broker) with EA19 (default) from 01-01-2018 to 08-29-2018
Thank you!
Attached Image (click to enlarge)
Click to Enlarge Name: adr100_error.jpg Size: 711 KB
Attached File(s)
File Type: pdf Strategy Tester_ BiM_LRSF_19_EU_H1_ICM.pdf   130 KB | 161 downloads
File Type: pdf Strategy Tester_ BiM_LRSF_19_EU_H1_Exness.pdf   154 KB | 133 downloads
File Type: pdf Strategy Tester_ BiM_LRSF_19_EU_H1_Admiral.pdf   133 KB | 160 downloads
File Type: pdf Strategy Tester_ BiM_LRSF_19_EU_H4_ICM.pdf   136 KB | 175 downloads
File Type: pdf Strategy Tester_ BiM_LRSF_19_EU_H4_Admiral.pdf   118 KB | 149 downloads
File Type: pdf Strategy Tester_ BiM_LRSF_19_EU_H4_Exness.pdf   132 KB | 178 downloads
Good luck to all
  • #883
  • Sep 3, 2018 5:35am Sep 3, 2018 5:35am
Hello guys,
I opend a new demo account with AAAFX and no trade opened till now. On the graphs on 18 pairs it shows looking for trading opportunity. Do you think it is because the max spread in serrings is set to 10? Or because there is really no trading opportunity because it is monday? Or maybe it is because of the broker?
Help please
  • #884
  • Sep 3, 2018 7:04am Sep 3, 2018 7:04am
Dear Jansb000,
GU Backtesting H1,H4
Attached File(s)
File Type: pdf Strategy Tester_ BiM_LRSF_19_GU_H1_ICM.pdf   162 KB | 208 downloads
File Type: pdf Strategy Tester_ BiM_LRSF_19_GU_H1_Admiral.pdf   133 KB | 158 downloads
File Type: pdf Strategy Tester_ BiM_LRSF_19_GU_H4_ICM.pdf   136 KB | 162 downloads
File Type: pdf Strategy Tester_ BiM_LRSF_19_GU_H1_Exness.pdf   161 KB | 160 downloads
File Type: pdf Strategy Tester_ BiM_LRSF_19_GU_H4_Admiral.pdf   122 KB | 162 downloads
File Type: pdf Strategy Tester_ BiM_LRSF_19_GU_H4_Exness.pdf   138 KB | 169 downloads
Good luck to all
  • #885
  • Sep 3, 2018 7:23am Sep 3, 2018 7:23am
Quoting Newfxmmb
Hello guys, I opend a new demo account with AAAFX and no trade opened till now. On the graphs on 18 pairs it shows looking for trading opportunity. Do you think it is because the max spread in serrings is set to 10? Or because there is really no trading opportunity because it is monday? Or maybe it is because of the broker? Help please

US Bank Holiday NO volume
  • #886
  • Sep 3, 2018 10:03am Sep 3, 2018 10:03am
Quoting bob44
{quote} US Bank Holiday NO volume
Confirm. Labor Day.
US is on vacation.
Everybody getting drunk before a long trading season.
  • #887
  • Sep 3, 2018 12:39pm Sep 3, 2018 12:39pm
Quoting jansb000
Backtesting Now would be a good time to do backtesting, with automatic optimization of parameters. This could reveal what the best settings would be per pair. Who is able and willing to do this for a couple of pairs with version 18, 19 or 20? I would be interested to see the results for the default settings and for the optimised settins! Test data should at least cover 6 months of data.
Hello Jans,
Please see attached backtest result for EURUSD and GBPUSD for 6 months for versions 18, 19 and 20.
I do not know how to do the optimization test. Please let me know how to do the optimization test.
Regards,
Attached File(s)
File Type: pdf BiM_LRSF_18s6_GBPUSD.pdf   185 KB | 295 downloads
File Type: pdf BiM_LRSF_19_GBPUSD.pdf   184 KB | 334 downloads
File Type: pdf BiM_LRSF_20wip2_GBPUSD.pdf   6.4 MB | 289 downloads
File Type: pdf BiM_LRSF_18s6_EURUSD.pdf   173 KB | 302 downloads
File Type: pdf BiM_LRSF_19_EURUSD.pdf   173 KB | 280 downloads
File Type: pdf BiM_LRSF_20wip2_EURUSD.pdf   879 KB | 265 downloads
  • #888
  • Sep 3, 2018 7:18pm Sep 3, 2018 7:18pm
Dear Jansb000,
GJ Backtesting H1,H4
Attached File(s)
File Type: pdf Strategy Tester_ BiM_LRSF_19_GJ_H4_ICM.pdf   131 KB | 167 downloads
File Type: pdf Strategy Tester_ BiM_LRSF_19_GJ_H1_ICM.pdf   127 KB | 152 downloads
File Type: pdf Strategy Tester_ BiM_LRSF_19_GJ_H1_Admiral.pdf   128 KB | 150 downloads
File Type: pdf Strategy Tester_ BiM_LRSF_19_GJ_H4_Amiral.pdf   121 KB | 187 downloads
File Type: pdf Strategy Tester_ BiM_LRSF_19_GJ_H1_EXNESS.pdf   163 KB | 158 downloads
File Type: pdf Strategy Tester_ BiM_LRSF_19_GJ_H4_Exness.pdf   133 KB | 132 downloads
Good luck to all
  • #889
  • Sep 3, 2018 7:21pm Sep 3, 2018 7:21pm
Dear Jansb000,
UJ Backtesting H1,H4
Attached File(s)
File Type: pdf Strategy Tester_ BiM_LRSF_19_UJ_H1_ICM.pdf   164 KB | 151 downloads
File Type: pdf Strategy Tester_ BiM_LRSF_19_UJ_H4_ICM.pdf   134 KB | 128 downloads
File Type: pdf Strategy Tester_ BiM_LRSF_19_UJ_H4_Admiral.pdf   117 KB | 134 downloads
File Type: pdf Strategy Tester_ BiM_LRSF_19_UJ_H4_Exness.pdf   130 KB | 142 downloads
File Type: pdf Strategy Tester_ BiM_LRSF_19_UJ_H1_Admiral.pdf   134 KB | 145 downloads
File Type: pdf Strategy Tester_ BiM_LRSF_19_UJ_H1_Exness.pdf   142 KB | 159 downloads
Good luck to all
  • #890
  • Sep 4, 2018 1:42am Sep 4, 2018 1:42am
Dear Jansb000,
AUDCAD H1,H4
Attached File(s)
File Type: pdf Strategy Tester_ BiM_LRSF_19_AUDCAD_H1_ICM.pdf   126 KB | 338 downloads
File Type: pdf Strategy Tester_ BiM_LRSF_19_AUDCAD_H4_ICM.pdf   136 KB | 333 downloads
File Type: pdf Strategy Tester_ BiM_LRSF_19_AUDCAD_H4_Admiral.pdf   124 KB | 368 downloads
File Type: pdf Strategy Tester_ BiM_LRSF_19_AUDCAD_H4_Exness.pdf   141 KB | 312 downloads
File Type: pdf Strategy Tester_ BiM_LRSF_19_AUDCAD_H1_Exness.pdf   137 KB | 345 downloads
File Type: pdf Strategy Tester_ BiM_LRSF_19_AUDCAD_H1_Admiral.pdf   129 KB | 402 downloads
Good luck to all
  • #891
  • Sep 4, 2018 1:44am Sep 4, 2018 1:44am
Quoting jansb000
{quote} The limit of 1 open position is hard-coded and can not be changed. However there is a simple workaround. {image} I would suggest, if you are willing to take the risc, to setup you charts in the groups as shown in the picture, and give each group a different Magic Number. Cheers...
in this image audjpy open trade at 8:00 magic number 2 and eurjpy open trade at 9:00 same magic number...........hpw is posible ? Is the same group , this trade wouldn't stay open.
Attached Image (click to enlarge)
Click to Enlarge Name: Image1.png Size: 9 KB
  • #892
  • Sep 4, 2018 4:05am Sep 4, 2018 4:05am
Hi mr. Jansb,
in last version EA (Bim LRSF_20wip2) is SL setting err. After BE passed, SL jumps from the set level to the original level.
See pict.
Attached Image (click to enlarge)
Click to Enlarge Name: Bim_LRSF_20wip2_ERR_cr.png Size: 52 KB
  • #893
  • Sep 4, 2018 5:51am Sep 4, 2018 5:51am
AUDJPY H1,H5
Attached File(s)
File Type: pdf Strategy Tester_ BiM_LRSF_19_AUDJPY_H1_Admiral.pdf   127 KB | 165 downloads
File Type: pdf Strategy Tester_ BiM_LRSF_19_AUDJPY_H1_Exness.pdf   159 KB | 127 downloads
File Type: pdf Strategy Tester_ BiM_LRSF_19_AUDJPY_H1_ICM.pdf   127 KB | 126 downloads
File Type: pdf Strategy Tester_ BiM_LRSF_19_AUDJPY_H4_Admiral.pdf   118 KB | 133 downloads
File Type: pdf Strategy Tester_ BiM_LRSF_19_AUDJPY_H4_Exness.pdf   134 KB | 140 downloads
File Type: pdf Strategy Tester_ BiM_LRSF_19_AUDJPY_H4_ICM.pdf   132 KB | 153 downloads
Good luck to all
  • #894
  • Edited 7:07am Sep 4, 2018 6:07am | Edited 7:07am
Quoting forexhanh47
{quote} Dear Sir, Do you have specific requirements, please show me: ...
WOW, i asked for backtesting and I am happy to see that I got plenty of results. Thats great.

I do notice that running the EA on H4 seems to be safer that running it on H1 !!!
That is because on H1 the EA doesn't recognise the correct trend. I mentioned this risc before and it seems to be a real issue.
I will work on that a.s.a.p. For now I would advise to only use the EA on H4 or D1.

Also I notice that on many of the backtests the modeling quality is very low, from unknown to approx. 65%. This needs to be >90% to be a little bit reliable. The cause for the low quality is missing data. If you want to make good backtests you might want to google how to do it.
Please refer to posts #714 #721 and #722 for links on backtesting with 99.9% quality.

Optimisation is an essential function in the MT4-Strategy Tester. It allows you to automatically change input parameters and find the optimal setting.
The backtest will run many times with different combinations of settings and the result looks like this:
Attached Image (click to enlarge)
Click to Enlarge Name: Screenshot1.png Size: 29 KB

Every dot represents one test-run. If you hover your mouse above a dot you can see all the settings that where used for that specific run. In the example picture you can see how it might look (but this is a screenshot from the MetaQuotes website). Note that the result are presented in two tabs: Optimisation Graph and Optimisation Results. The latter gives a list of all the runs. Note that you must sort this list manually to get the best results on top!!!
(note that the example shown is a simple optimisation run. With more parameters you get a lot more dots. A complete optimisation run might run the EA 50.000 times and hence will take a long time.)

You can find a full explanation of the optimisation process here:
https://www.metatrader4.com/en/tradi...ion_parameters

So what's the point op optimising?

  1. We want to find the best settings for all parameters to give the best results.
  2. We want to see what the EA is capable of.
  3. We want to see if the EA will kill your account.

What will the result look like?
For example we might want to find the best "Break-even trigger" to activate the breakeven. We can then setup the optimiser so that the "Break-even trigger" will range from 10 to 100 pips in steps of 2. There are many settings to play with, and you can optimise all at once or in groups (entry parameters, exit parameters, meme parameters, etc). For example how many meme orders should we allow.
You can select to optimise profit, but also drawdown.

All in all it takes a bit of fumbling and tweaking to setup the system with good data, but the proces is very fun to do and the results might be very surprising. It is also very time consuming (that is why I was asking for help). To find the optimal settings for one timeframe and one currency pair can take a few hours. And the settings for H1 might turn out to be very different then for H4.

It is not necessary (in my opinion) to run the tests for different brokers. After all we are not testing the brokers. We are testing the EA. So stick to one dataset in order to get comparable results. Some guides on the net even suggest one should have a separate instance of MT4 that is not connected at all to a broker. Just use downloaded data from one source. (I use TickStory to collect data - It appears that you must start MT4 via a button in Tickstory to make it use the correct datafile. Anyway that is beyond the scope of this post.).

Cheers...

  • #895
  • Sep 4, 2018 9:04am Sep 4, 2018 9:04am
Quoting forexhanh47
{quote}... Take a look at the GBPUSD chart: ADR100 is not a value, no SL and TP (SL = 0.0000 and TP = 0.0000). What can I do? ...
This is an interesting problem .
The indicator LRSF Magnified Price is not used by the EA. It is purely for us humans. So the fact that it shows a wrong value is not really important. The fact that the SL and TP are 0.00 is a problem and an indication that things are not well. You can set them manually. Take the trade out as soon as it is positive.

The fact that both the EA and the Indicator appear to use the same wrong value indicates that there might be a problem with your ATR indicator. Maybe there is not enough data for this particular pair to calculate 100 days? Please add the ATR indicator to your chart and see what it displays. (try on several timeframes).
Also your computer might be low on memory? I must guess here as well. The ATR is an indicator that comes with the installation of MT4. Maybe you accidentally deleted it from the Indicators folder? If the ATR is missing then other pairs should have trouble as well.
So you have to fiddle a little bit to find the problem.

Worst Case: Re-install MT4 completely.
Cheers...
  • #896
  • Sep 4, 2018 9:07am Sep 4, 2018 9:07am
Quoting Lopuch
Hi mr. Jansb, in last version EA (Bim LRSF_20wip2) is SL setting err. After BE passed, SL jumps from the set level to the original level. See pict. {image}
I will look into this. Could be a bug.
  • #897
  • Sep 4, 2018 10:06am Sep 4, 2018 10:06am
Quoting jansb000
{quote} I will look into this. Could be a bug.
In post #1 the next wip BiM_LRSF_20wip3 is made available.
  • #898
  • Sep 4, 2018 12:10pm Sep 4, 2018 12:10pm
Hi guys,

I'm a silent reader of this thread since a longer time and decided to join ff for giving some feedback.
I really appreciate your work and the nice ideas you came up with.

However, some remarks from side. I trade an automated "TMS strategy" with a lot of filters in forward test myself. By seeing the backtests and previous trade reports the huge floating loss/drawdown is a serious issue. The balance/equity curve looks more like an EA a grid system would produce, so I think the MEME component is really dominating and would for 100% kill an account. Can somebody please backtest without using MEME to see the real "edge" of the EA?

Thanks a lot and keep up your good work!
  • #899
  • Sep 4, 2018 4:59pm Sep 4, 2018 4:59pm
As I said before, in my tests on demo, I used only 3 steps of MEME.
It still kills all the profit made every day.
Backtests are necessary. Unfortunately I cannot do them right now.
The computer makes a lot of noise while backtesting. And my wife is home straight from the hospital.
I used to test a lot of EAs.
To test on really good server I have to pay for it. Up to 24 processors at the same time.
  • #900
  • Edited Sep 5, 2018 12:48am Sep 4, 2018 9:08pm | Edited Sep 5, 2018 12:48am
[quote = jansb000; 11440738] {quote} The ATR is an indicator that comes with the installation of MT4. Maybe you accidentally deleted it from the Indicators folder? If the ATR is missing then other pairs should have trouble as well.
So you have to fiddle a little bit to find the problem. [/ quote]

Dir Jansb000,
i just learn forex few months, knowledge is very limited but i will try to improve my backtesting. Hope I will have better backtesting results to send to you.
Can you post a link on how to calculate ADR 100 in your EA based on the ATR available in my MT4?
I understand ADX 100 on your EA = ATR 100 days on MT4. For example, as ATR (100) 0.0096 (ATR 100 Days) ===> ADR 100 = 96. Do I have anything wrong?
Thank you very much.
Attached Image (click to enlarge)
Click to Enlarge Name: adr,atr.jpg Size: 53 KB
Good luck to all
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