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My "Ultron" EA for GBPUSD H1 timeframe

  • #1,921
  • Apr 13, 2019 12:38pm Apr 13, 2019 12:38pm
Despite the conditions and this most recent move, the PDV_106 EA is still quite profitable. If you run a 99% accurate back test from the beginning of the year to today, it still performs well. So while things may be rough locally and losses still occur and the EA sometimes buys right into a resistance zone and vice versa, overall it still makes more than that it loses. I'm confident it will continue to do well this year, even tho I agree right now things are a bit abnormal for the good ole' cable.
  • #1,922
  • Apr 14, 2019 4:58am Apr 14, 2019 4:58am
Quoting SigmaEnigma
Despite the conditions and this most recent move, the PDV_106 EA is still quite profitable. If you run a 99% accurate back test from the beginning of the year to today, it still performs well. So while things may be rough locally and losses still occur and the EA sometimes buys right into a resistance zone and vice versa, overall it still makes more than that it loses. I'm confident it will continue to do well this year, even tho I agree right now things are a bit abnormal for the good ole' cable.
i posted the backtest results earlier and agree its profitable - however that does not mean it cannot be made better. Its already improved significantly from where it all began - are we to stop here OR do we keep improving it? I for one, would be more than happy to put real money on the table for the development to continue...

Paul - are you personally coding logic into this EA or is someone else doing it for you?
  • #1,923
  • Apr 14, 2019 6:09am Apr 14, 2019 6:09am
3 backtests this year so far. Much better with fixed SL then with trailing. Two are with with Tickstory Lite backtest and one with original data from IC Markets without downloading 3th party data. I think original data is better accurate when I compare to real trades. Not many trades to compare but I've found one there on Tickstory is not right at all but IC Markets accurate.
Tickstory with trailing:
Attached Image (click to enlarge)
Click to Enlarge Name: Trail.png Size: 130 KB


Tickstory with fixed SL 35 pips:
Attached Image (click to enlarge)
Click to Enlarge Name: Fixed TP.png Size: 129 KB


IC Markets original data:
Attached Image (click to enlarge)
Click to Enlarge Name: Ic Markets data BT.png Size: 48 KB


Tickstory backtest trade:
Attached Image (click to enlarge)
Click to Enlarge Name: TS Trade.png Size: 7 KB


IC markets original data backtest trade:
Attached Image (click to enlarge)
Click to Enlarge Name: Ic original data trade.png Size: 4 KB


Real trade:
Attached Image (click to enlarge)
Click to Enlarge Name: Real trade.png Size: 4 KB


It would be interesting to see the same baktest as mine on TDS and if you can compare with your real trades.
  • #1,924
  • Edited 7:07am Apr 14, 2019 6:43am | Edited 7:07am
Quoting majamivice
3 backtests this year so far. Much better with fixed SL then with trailing. Two are with with Tickstory Lite backtest and one with original data from IC Markets without downloading 3th party data. I think original data is better accurate when I compare to real trades. Not many trades to compare but I've found one there on Tickstory is not right at all but IC Markets accurate. Tickstory with trailing: {image} Tickstory with fixed SL 35 pips: {image} IC Markets original data: {image} Tickstory backtest trade: {image} IC markets original data backtest...
I backtest with TDS at 99.9% - the last live trade i could model to compare live result with back test i have to do with different broker data due to no data available from ICmarkets. Instead i used alpari pro ECN data to back test. On the 4th april we had a sell using PDV105 - which i was using at the time before Paul released 106. The live result was 2 points better on the entry, and 7 points better on the exit. The live result was actually better in both entry and exit - most likely due to ICmarkets having lower spreads than Alpari. Either way - the modelling is less than 1 pip difference to the live trade, the live trade with ICmarkets more profitable. Thats all the data i have until more is available as i havnt been testing this EA for very long and the last 10 days historical data isnt available yet to compare the most recent trades.

Back test trade above chart, real trade in history below chart;
Attached Image (click to enlarge)
Click to Enlarge Name: Image1.png Size: 291 KB
  • #1,925
  • Apr 14, 2019 6:59am Apr 14, 2019 6:59am
default PDV106 set file last 12 months @ 99.9% using TDS;
Attached Image(s) (click to enlarge)
Click to Enlarge Name: Image1.png Size: 249 KB
Click to Enlarge Name: Image2.png Size: 278 KB
  • #1,926
  • Apr 14, 2019 8:24am Apr 14, 2019 8:24am
Quoting groper
{quote} I backtest with TDS at 99.9% - the last live trade i could model to compare live result with back test i have to do with different broker data due to no data available from ICmarkets. Instead i used alpari pro ECN data to back test. On the 4th april we had a sell using PDV105 - which i was using at the time before Paul released 106. The live result was 2 points better on the entry, and 7 points better on the exit. The live result was actually better in both entry and exit - most likely due to ICmarkets having lower spreads than Alpari. Either...
My point is most people use dukascopy historical data as most reliably source when backtesting and that is clearly not the case when you compare with real trades on your broker. So backtesting in MT4 strategy tester with original data of your broker do just fine without the need to use TDS. That is just my opinion.
  • #1,927
  • Apr 15, 2019 1:55am Apr 15, 2019 1:55am
Quoting majamivice
3 backtests this year so far. Much better with fixed SL then with trailing. Two are with with Tickstory Lite backtest and one with original data from IC Markets without downloading 3th party data. I think original data is better accurate when I compare to real trades. Not many trades to compare but I've found one there on Tickstory is not right at all but IC Markets accurate. Tickstory with trailing: {image} Tickstory with fixed SL 35 pips: {image} IC Markets original data: {image} Tickstory backtest trade: {image} IC markets original data backtest...
Hmmm...not sure about using broker data myself, especially with the poor quality and mismatched chart data - too many possible causes for errors for my liking.

However, the results using a smaller TP and no trailing stop are pretty impressive...

TP=35, TSL=23/2:
Attached Image (click to enlarge)
Click to Enlarge Name: Screenshot1.png Size: 49 KB


TP=35, TSL=0:
Attached Image (click to enlarge)
Click to Enlarge Name: Screenshot2.png Size: 49 KB
"Pips are vanity. Profit is sanity."
  • #1,928
  • Apr 15, 2019 2:08am Apr 15, 2019 2:08am
Im using 35 tp and 70SL, no TS, in real account, the backtest with this parameters since Jan2018 to today with a 100usd account is very impressive, more than 40k of profit.
  • #1,929
  • Apr 15, 2019 2:47am Apr 15, 2019 2:47am
Quoting PaulDV
{quote} Hmmm...not sure about using broker data myself, especially with the poor quality and mismatched chart data - too many possible causes for errors for my liking. However, the results using a smaller TP and no trailing stop are pretty impressive... TP=35, TSL=23/2: {image} TP=35, TSL=0: {image}
Can you compare backtest's trades with real trades on your account if they match?
  • #1,930
  • Apr 15, 2019 3:04am Apr 15, 2019 3:04am
Quoting groper
{quote} i posted the backtest results earlier and agree its profitable - however that does not mean it cannot be made better. Its already improved significantly from where it all began - are we to stop here OR do we keep improving it? I for one, would be more than happy to put real money on the table for the development to continue... Paul - are you personally coding logic into this EA or is someone else doing it for you?
I am making all of the coding changes myself.
"Pips are vanity. Profit is sanity."
  • #1,931
  • Apr 15, 2019 3:05am Apr 15, 2019 3:05am
Quoting majamivice
{quote} Can you compare backtest's trades with real trades on your account if they match?
Unfortunately not as I haven't been running that long. Maybe somebody else who has been running since the beginning of the year could compare and let us know?
"Pips are vanity. Profit is sanity."
  • #1,932
  • Apr 15, 2019 3:11am Apr 15, 2019 3:11am
Quoting PaulDV
{quote} Unfortunately not as I haven't been running that long. Maybe somebody else who has been running since the beginning of the year could compare and let us know?
It's enough for you that one doesn't match (of those you have) that backtest with ducascopy data if you're running on IC Markets is not valid. Check last couple of trades if they match.
  • #1,933
  • Apr 15, 2019 4:15am Apr 15, 2019 4:15am
Quoting PaulDV
{quote} Hmmm...not sure about using broker data myself, especially with the poor quality and mismatched chart data - too many possible causes for errors for my liking. However, the results using a smaller TP and no trailing stop are pretty impressive... TP=35, TSL=23/2: {image} TP=35, TSL=0: {image}
Many thanks Paul for your valuable BTs...! They do confirm my reservations about trailing stops in general.

Please may you tell me more about the logic/idea behind the Max Volume=25 trigger parameter at the beginning of a new candle.

Thx, jdva
I never lose - either I win or I learn...
  • #1,934
  • Apr 15, 2019 4:57am Apr 15, 2019 4:57am
Quoting majamivice
{quote} It's enough for you that one doesn't match (of those you have) that backtest with ducascopy data if you're running on IC Markets is not valid. Check last couple of trades if they match.
You're right: in the backtest with TDS, there are two trades on the 10th April, but in reality there was only one.
"Pips are vanity. Profit is sanity."
  • #1,935
  • Apr 15, 2019 5:10am Apr 15, 2019 5:10am
Quoting PaulDV
{quote} You're right: in the backtest with TDS, there are two trades on the 10th April, but in reality there was only one.
Is it with same setting backtest as you run on real account? Try now with same setting on other MT4 platform with just original data and compare if you get same trades.
  • #1,936
  • Apr 15, 2019 7:52am Apr 15, 2019 7:52am
Quoting majamivice
{quote} Is it with same setting backtest as you run on real account? Try now with same setting on other MT4 platform with just original data and compare if you get same trades.
I don't get any trades on the 10th, even though there was one...

Either way, that set of parameters looks pretty stellar!
"Pips are vanity. Profit is sanity."
  • #1,937
  • Apr 15, 2019 12:04pm Apr 15, 2019 12:04pm
Just closed out the move that opened last week for -6. Not bad considering the swings it went through the past few days. I might wait for the price to move out of this current range before firing up the EA again.
  • #1,938
  • Apr 15, 2019 12:39pm Apr 15, 2019 12:39pm
TP = 35, TSL = 0 - this option is really interesting! Which is rather unexpected)
  • #1,939
  • Apr 15, 2019 1:27pm Apr 15, 2019 1:27pm
Very interesting and positive results using SL 70, TP 35 and no TS!

I never thought of trying an inverted TP & SL with this EA and it actually gives better results based on previous data.

Great work guys!
Truth is like poetry. And most people f*cking hate poetry.
  • #1,940
  • Apr 15, 2019 2:30pm Apr 15, 2019 2:30pm
Evening All, ive just started a small account using the latest EA with the TS disabled and the 70 35 settings will let you know how it goes.
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