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My "Ultron" EA for GBPUSD H1 timeframe

  • #1,501
  • Mar 25, 2019 8:42am Mar 25, 2019 8:42am
Quoting majamivice
{quote} I don't even trust myself, and not talk about an EA. I could have close also in profit today with about + 8 pips, but when it turned back I thought better set SL little under open price then wait and pray with live account. I've waited since Friday night.
Yeah, I guess that's one of the big decisions with Friday trades - do you keep them open, or close them?
"Pips are vanity. Profit is sanity."
  • #1,502
  • Mar 25, 2019 8:53am Mar 25, 2019 8:53am
close friday entry in profit with ultron lite 3.1 (MA53) +8 pips
  • #1,503
  • Edited 9:36am Mar 25, 2019 8:55am | Edited 9:36am
Quoting PaulDV
{quote} Yeah, I guess that's one of the big decisions with Friday trades - do you keep them open, or close them?
For now keep them open. Let them decide if it needs to be closed. But, if you can allow the choice, no trade on friday afternoon. - I think it already takes very few trades. So it is not that bad. only 1 loss for the friday trade so far. even in history not many trades of friday which went bad.

I have tried optimising various set files. Default are the greatest so far. ma3-ma4 gap - 53 is still the best.

Am able to get all trades on backtest exactly same time and same behavior as the Live trade results. With Retrace closing of trade, we reduced our one single SL hit in march. very good.

So Tick data backtest only on this one.
  • #1,504
  • Mar 25, 2019 9:00am Mar 25, 2019 9:00am
Welcome @Pawel.Gawron good work mate.

How did you think about those ma1, ma2, and ma3 ma4 gaps. very nice.

guppy moving averages was one who has used moving averages to this level. and now, this is looking great. Good work.

Though against your trailing stop apprehensions. @PaulDV & @Feex have put in some great work. this is going to remain as one of the best EAs on FF community.
  • #1,505
  • Mar 25, 2019 9:09am Mar 25, 2019 9:09am
I would like to thank everybody for the great work, you people are amazing! I have passed my CS midterms exams so I hope I will have some more spare time to contribute to this project myself.

Wish you all best!
Paweł Gawron
  • #1,506
  • Mar 25, 2019 9:13am Mar 25, 2019 9:13am
Quoting Pawel.Gawron
I would like to thank everybody for the great work, you people are amazing! I have passed my CS midterms exams so I hope I will have some more spare time to contribute to this project myself. Wish you all best! Paweł Gawron
Congrats on your passing your CS.. -- CS as in Company Secretary?
  • #1,507
  • Edited 9:35am Mar 25, 2019 9:16am | Edited 9:35am
For those of you who like some backtests of mine.

Here is the result with 5% Risk with Full Leverage. Check the Relative Drawdown, it is down to 30%. am happy with it.
single risk of a trade sits around 7% of the balance.

Attached Image (click to enlarge)
Click to Enlarge Name: Screenshot3.png Size: 208 KB




Here is the result with 10% Risk with Full Leverage - same settings as @Feex. 50% Relative drawdown is not bad. As the drawdown is literally because of 10 days of May 2018. Single period of consecutive losses. Earlier this was 85% now it is down to 50%. If that 10days are ignored, relative drawdown will be in range of 20%.
single risk of a trade is 3.5% of the balance. Not sure, why it went down. - Max lot size played a role on this.

Attached Image (click to enlarge)
Click to Enlarge Name: Screenshot2.png Size: 211 KB




Here is the result with no Leverage used for Lot Size calculation. Relative drawdown is 18%.
single risk of a losing trade is 4.5% of the balance.

Attached Image (click to enlarge)
Click to Enlarge Name: Screenshot1.png Size: 208 KB
  • #1,508
  • Mar 25, 2019 9:36am Mar 25, 2019 9:36am
Quoting Pawel.Gawron
I would like to thank everybody for the great work, you people are amazing! I have passed my CS midterms exams so I hope I will have some more spare time to contribute to this project myself. Wish you all best! Paweł Gawron
Congrats Pawel - well done!

Actually, the only reason we're all here is down to you, so the thanks should go to you.
"Pips are vanity. Profit is sanity."
  • #1,509
  • Mar 25, 2019 9:39am Mar 25, 2019 9:39am
Quoting PaulDV
{quote} Congrats Pawel - well done! Actually, the only reason we're all here is down to you, so the thanks should go to you.

The Best Thread in the community so far. No chitter chatter. No Egos, No Foul language, None what so ever. Everyone focused on trade, and love the attitude of all to help make this one better. common goal.. better for trading success.

Lets get our hit run... longer...
  • #1,510
  • Mar 25, 2019 9:43am Mar 25, 2019 9:43am
Quoting Pawel.Gawron
I would like to thank everybody for the great work, you people are amazing! I have passed my CS midterms exams so I hope I will have some more spare time to contribute to this project myself. Wish you all best! Paweł Gawron
Glad to see you again buddy
  • #1,511
  • Mar 25, 2019 9:58am Mar 25, 2019 9:58am
Quoting cdsaa
For those of you who like some backtests of mine. Here is the result with 5% Risk with Full Leverage. Check the Relative Drawdown, it is down to 30%. am happy with it. single risk of a trade sits around 7% of the balance. {image} Here is the result with 10% Risk with Full Leverage - same settings as @Feex. 50% Relative drawdown is not bad. As the drawdown is literally because of 10 days of May 2018. Single period of consecutive losses. Earlier this was 85% now it is down to 50%. If that 10days are ignored, relative drawdown will be in range of 20%....
Nice comparisons there.

Yeah, once you get to the broker's maximum lot size, the various money management options cease to be a factor and it's just the win ratio of the EA all the way from there on in.
"Pips are vanity. Profit is sanity."
  • #1,512
  • Mar 25, 2019 10:32am Mar 25, 2019 10:32am
Quoting cdsaa
{quote} For now keep them open. Let them decide if it needs to be closed. But, if you can allow the choice, no trade on friday afternoon. - I think it already takes very few trades. So it is not that bad. only 1 loss for the friday trade so far. even in history not many trades of friday which went bad. I have tried optimising various set files. Default are the greatest so far. ma3-ma4 gap - 53 is still the best. Am able to get all trades on backtest exactly same time and same behavior as the Live trade results. With Retrace closing of trade, we...
Thanks, I'll leave that option to one side for now and leave it up to the trader to decide one the day. As you say, historically, it rarely loses a Friday trade.

Good news on the Live matching back test results - it's comforting to know that we have proof that this EA behaves exactly as designed.
"Pips are vanity. Profit is sanity."
  • #1,513
  • Mar 25, 2019 10:55am Mar 25, 2019 10:55am
Quoting PaulDV
{quote} Thanks, I'll leave that option to one side for now and leave it up to the trader to decide one the day. As you say, historically, it rarely loses a Friday trade. Good news on the Live matching back test results - it's comforting to know that we have proof that this EA behaves exactly as designed.
these trades are given in here. backtest and Live trading matches, results can be compared.
Attached File(s)
File Type: zip pdv105_noleverage_marchtrades_backtest.zip   11 KB | 494 downloads
  • #1,514
  • Mar 25, 2019 12:32pm Mar 25, 2019 12:32pm
I closed Fridays trade for +21 pips.

I was watching the PA and didn't like what I was seeing so took my profit.

I think even though this EA has performed great historically, with the current volatility on GBP from Brexit news it can go either way even if technically the open was good.

I'll be monitoring the trades opened by the EA closely and close manually if it doesn't look good based on GBP situation.
Truth is like poetry. And most people f*cking hate poetry.
  • #1,515
  • Mar 25, 2019 12:32pm Mar 25, 2019 12:32pm
I just played in the tester and made a mistake in the time settings, it happened that instead of the start time 8 I set 10.
I was surprised at the test results)
profit increased almost two times.
(UL_3.1)
time 8 and 23
Attached Image (click to enlarge)
Click to Enlarge Name: UL_3.1_8_23.jpg Size: 65 KB

time 10 and 23
Attached Image (click to enlarge)
Click to Enlarge Name: UL_3.1_10_23.jpg Size: 64 KB


unfortunately the test is rough, if someone can make a quality of 99%, it would be interesting to see.
  • #1,516
  • Mar 25, 2019 1:29pm Mar 25, 2019 1:29pm
Quoting cdsaa
For those of you who like some backtests of mine. Here is the result with 5% Risk with Full Leverage. Check the Relative Drawdown, it is down to 30%. am happy with it. single risk of a trade sits around 7% of the balance. {image} Here is the result with 10% Risk with Full Leverage - same settings as @Feex. 50% Relative drawdown is not bad. As the drawdown is literally because of 10 days of May 2018. Single period of consecutive losses. Earlier this was 85% now it is down to 50%. If that 10days are ignored, relative drawdown will be in range of 20%....
2017 with this settings blows account, isnt it bad? Or we dont look on data older than 2018?
  • #1,517
  • Mar 25, 2019 1:39pm Mar 25, 2019 1:39pm
Quoting joao10
{quote} 2017 with this settings blows account, isnt it bad? Or we dont look on data older than 2018?
This is based on Moving averages.

Current values on moving average gaps seems to hold good for 2018, based on volumes and swings. So we only looking at data from March 2018.
  • #1,518
  • Mar 25, 2019 1:40pm Mar 25, 2019 1:40pm
Quoting mrdfx
I closed Fridays trade for +21 pips. I was watching the PA and didn't like what I was seeing so took my profit. I think even though this EA has performed great historically, with the current volatility on GBP from Brexit news it can go either way even if technically the open was good. I'll be monitoring the trades opened by the EA closely and close manually if it doesn't look good based on GBP situation.
right.. even though EA opens, keeping an eye is nice choice.

We can always work based on our risk appetite.
  • #1,519
  • Mar 25, 2019 2:05pm Mar 25, 2019 2:05pm
Quoting Feex
I just played in the tester and made a mistake in the time settings, it happened that instead of the start time 8 I set 10. I was surprised at the test results) profit increased almost two times. (UL_3.1) time 8 and 23 {image} time 10 and 23 {image} unfortunately the test is rough, if someone can make a quality of 99%, it would be interesting to see.

Nope @Feex,

not good. Increasing the time to 23 is bringing more losing trades.

Anyway ran both on optimizer. with starting balance of 100,
first pass is 8-23
and second is 10-23.

It is increasing drawdown. Not worth it.

Attached Image (click to enlarge)
Click to Enlarge Name: Screenshot1.png Size: 92 KB


I used Optimiser because we are comparing 2 variables. And running normal backtest, it taking too long on your EA. it is slow.
  • #1,520
  • Mar 25, 2019 2:23pm Mar 25, 2019 2:23pm
Quoting cdsaa
{quote} Nope @Feex, not good. Increasing the time to 23 is bringing more losing trades. Anyway ran both on optimizer. with starting balance of 100, first pass is 8-23 and second is 10-23. It is increasing drawdown. Not worth it. {image} I used Optimiser because we are comparing 2 variables. And running normal backtest, it taking too long on your EA. it is slow.
When testing, you need to disable the information panel, this significantly reduces the testing time.
8-23 I use it for GMT + 2 and it gives a good result. I just accidentally used 10-23 and the result on profit was better, Therefore, I wanted to check the test in high quality.
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