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  • #381
  • Oct 12, 2006 3:09pm Oct 12, 2006 3:09pm
Yes please post the link. It is obvious you are not trying to sell anything... thanks scott



Quoting mikejody
Oh, ok, sorry I misunderstood; I am backtesting with MT4 by hand, just looking at the charts, and then I enter the data into a program called "Market System Analyzer" (not sure I am allowed to post the link to them) which gives produces the trade anaylsys.
  • #382
  • Oct 12, 2006 3:10pm Oct 12, 2006 3:10pm
Thanks Mike................I'll take a look. In the meantime, keep up the good work! (Scott, do you know about this test procedure?)



Quoting mikejody
Oh, ok, sorry I misunderstood; I am backtesting with MT4 by hand, just looking at the charts, and then I enter the data into a program called "Market System Analyzer" (not sure I am allowed to post the link to them) which gives produces the trade anaylsys.
  • #383
  • Oct 12, 2006 3:14pm Oct 12, 2006 3:14pm
No, I am not selling anything. I do like this software, and it can be found at www.adaptrade.com. I believe they offer a 30-day free trial, too.

I assume if I was not supposed to post this that a moderator will remove the link.

Thank you.


Quoting smjones
Yes please post the link. It is obvious you are not trying to sell anything... thanks scott
  • #384
  • Oct 12, 2006 3:16pm Oct 12, 2006 3:16pm
No, Obviously I know about backtesting manually, but I do not know anything about the site Mike spoke of. But there are a lot smarter people here than me. Maybe we can get him to post the link.
Scott


Quoting BeachBum
Thanks Mike................I'll take a look. In the meantime, keep up the good work! (Scott, do you know about this test procedure?)
  • #385
  • Oct 12, 2006 3:16pm Oct 12, 2006 3:16pm
What did you use for stop losses and take profits?

Quoting smjones
BB, the output looks like a AmiBroker back test... I too would be interested in the type.

Mike you and I got very similar win to losses for the same period. I hade 18 wins and 4 losses and 6 BE.
  • #386
  • Oct 12, 2006 3:16pm Oct 12, 2006 3:16pm
Too late.............I have the link............ah, ha, ha ha!

Thanks Mike!


Quoting mikejody
No, I am not selling anything. I do like this software, and it can be found at www.adaptrade.com. I believe they offer a 30-day free trial, too.

I assume if I was not supposed to post this that a moderator will remove the link.

Thank you.
  • #387
  • Oct 12, 2006 3:17pm Oct 12, 2006 3:17pm
Well you may or may not post it, but I can.

Thanks scott

I won't tell if you won't.


Quoting mikejody
No, I am not selling anything. I do like this software, and it can be found at www.adaptrade.com. I believe they offer a 30-day free trial, too.

I assume if I was not supposed to post this that a moderator will remove the link.

Thank you.
  • #388
  • Oct 12, 2006 3:19pm Oct 12, 2006 3:19pm
Give me a minute and I will find the posts in this thread. I will return...

I am back, here it is:

http://www.forexfactory.com/forexfor...&postcount=134



Quoting mikejody
What did you use for stop losses and take profits?
  • #389
  • Oct 12, 2006 3:21pm Oct 12, 2006 3:21pm
Wait just a minute here...............my perception of "who" you are is beginning to crumble.............


Quoting smjones
But there are a lot smarter people here than me.
Scott
  • #390
  • Oct 12, 2006 3:25pm Oct 12, 2006 3:25pm
Oh crap the truth is out. And I had everyone fooled too.
Quoting BeachBum
Wait just a minute here...............my perception of "who" you are is beginning to crumble.............
  • #391
  • Oct 12, 2006 3:30pm Oct 12, 2006 3:30pm
Quoting mikejody
What did you use for stop losses and take profits?
Mike, I would love to get a copy of your Excel spreadsheet. You can send it to me at my email in my profile, or you could upload it here if you can just ZIP the file first. Thanks.
Don Life is expensive, but includes a free trip around the sun.
  • #392
  • Oct 12, 2006 3:32pm Oct 12, 2006 3:32pm
I have been looking at your avator for so long that I have imagined myself as the "little" guy on the right and you are the "Big Bad Cat" on the left. (Sorry I called you one of the "Big Dogs" earlier this PM.........................that was a literary slip of the tongue. I know cats and dogs don't like to be mis-identified!).......



Quoting smjones
Oh crap the truth is out. And I had everyone fooled too.
  • #393
  • Oct 12, 2006 3:38pm Oct 12, 2006 3:38pm
One last dip off topic and that's it I promise. BB, surely you recognize who the little fellow in the corner is? I am not telling him, I am getting important advise from him... He leads the way.

Scott
Quoting BeachBum
I have been looking at your avator for so long that I have imagined myself as the "little" guy on the right and you are the "Big Bad Cat" on the left. (Sorry I called you one of the "Big Dogs" earlier this PM.........................that was a literary slip of the tongue. I know cats and dogs don't like to be mis-identified!).......
  • #394
  • Oct 12, 2006 3:42pm Oct 12, 2006 3:42pm
OK Scott, last one for me too because I get my "new" daily candles in about 10 minutes and I have to get ready for some new "fozzy" trades. But yes, because we are about the same age, I watched the same toons you did, so I DO know who the "little" guy really is.........................lol!!!!!!



Quoting smjones
One last dip off topic and that's it I promise. BB, surely you recognize who the little fellow in the corner is? I am not telling him, I am getting important advise from him... He leads the way.

Scott
  • #395
  • Oct 12, 2006 4:11pm Oct 12, 2006 4:11pm
Old farts!

Quoting BeachBum
OK Scott, last one for me too because I get my "new" daily candles in about 10 minutes and I have to get ready for some new "fozzy" trades. But yes, because we are about the same age, I watched the same toons you did, so I DO know who the "little" guy really is.........................lol!!!!!!
  • #396
  • Oct 12, 2006 4:28pm Oct 12, 2006 4:28pm
Mike's backtesting results are similar to what I've seen testing the Fozzy EA. Our trade parameters are a bit different, but things are pretty close. That's a good sign considering these were two different methods of backtesting that mostly corroborate the results.

stockwet
Attached File(s)
File Type: pdf fozzyTest_10-12.pdf   125 KB | 1,056 downloads
  • #397
  • Edited 5:11pm Oct 12, 2006 5:02pm | Edited 5:11pm
Here are the stats for the "all trades" indicator; that is, trades that do not take into account the Bollinger Band filter.

=============================================================================================
PERFORMANCE STATISTICS
=============================================================================================
TRADING PARAMETERS...........................................................................
Initial Account Equity: $10,000.00
Trading Vehicle: Futures
Initial Margin: $1,000.00
Round-turn slippage per contract: $0.00
Round-turn commissions and fees per contract: $0.00
Position Sizing Method: Fixed $/Contract
Dollars/Contract: $1,000.00
PROFIT SUMMARY...............................................................................
Total Net Profit: $13,272.00
Gross Profit: $27,800.00
Gross Loss: -$14,528.00
Profit Factor: 1.9135
Highest Closed Trade Equity: $26,302.00
Lowest Closed Trade Equity: $10,000.00
Final Account Equity: $23,272.00
Return on Starting Equity: 132.72%
TRADE RESULTS................................................................................
Number of Trades: 38
Number of Winning Trades: 29
Number of Losing Trades: 9
Percent Profitable: 76.32%
Max Number of Contracts: 26
Minimum Number of Contracts: 10
Average Number of Contracts: 16
Largest Winning Trade ($): $1,440.00 (5.79%)
Largest Winnning Trade (%): 6.00% ($600.00)
Average Winning Trade ($): $958.62
Average Winning Trade (%): 5.70%
Max Number Consecutive Wins: 9
Largest Losing Trade ($): -$5,050.00 (-20.05%)
Largest Losing Trade (%): -20.05% (-$5,050.00)
Average Losing Trade ($): -$1,614.22
Average Losing Trade (%): -7.92%
Max Number Consecutive Losses: 2
Average Trade ($): $349.26
Average Trade (%): 2.48%
Trade Standard Deviation ($): $1,359.28
Trade Standard Deviation (%): 6.62%
Win/Loss Ratio ($/$): 0.5939
Win/Loss Ratio (%/%): 0.7201
Return/Drawdown Ratio: 5.6614
Modified Sharpe Ratio: 0.3742
DRAWDOWNS....................................................................................
Number of Closed Trade Drawdowns: 6
Average Drawdown ($): -$2,084.00
Average Drawdown (%): 10.32%
Average Number of Trades in Drawdowns: 2
Worst Case Drawdown ($): -$6,166.00 (23.44%)
Trade Number at Trough: 34
Number of Trades in Drawdown: 7
Worst Case Drawdown (%): 23.44% (-$6,166.00)
Trade Number at Trough: 34
Number of Trades in Drawdown: 7
  • #398
  • Oct 12, 2006 5:08pm Oct 12, 2006 5:08pm
Nice work Mike...........

Quoting mikejody
Here are the stats for the "all trades" indicator; that is, trades that do not take into account the Bollinger Band filter.

=============================================================================================
PERFORMANCE STATISTICS
=============================================================================================
  • #399
  • Oct 12, 2006 5:22pm Oct 12, 2006 5:22pm
So does this mean that performance was enhanced by ignoring the BolBand filter?
  • #400
  • Oct 12, 2006 5:30pm Oct 12, 2006 5:30pm
Quoting smjones
So does this mean that performance was enhanced by ignoring the BolBand filter?
Yes, it does. Without the BB filter the system produced a profit of $1340.00 more than with the BB filter. In other words, taking every trade rather than filtering with the middle band of Bollinger Bands was just a bit more profitable.

Remember that this is only on the EUR/USD. I am getting to the GBD/USD next.
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