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Attachments: Consecutive Candles Williams %R and Volume with 55EMA Baseline
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Consecutive Candles Williams %R and Volume with 55EMA Baseline

  • #621
  • Aug 2, 2019 7:03am Aug 2, 2019 7:03am
Chris,

Potential Bug #1

NZDJPY- 1 Minute- Sell Trade Triggered even though WPR below -80 {one of the nuances of the strategy for entry criteria}


Attached Image (click to enlarge)
Click to Enlarge Name: NZDJPYM1-Sell shouldn't have triggered.png Size: 35 KB


Attached Image (click to enlarge)
Click to Enlarge Name: NZDJPYM1-Sell shouldn't have triggered-2.png Size: 48 KB


Thanks

PS: using the latest EA
  • #622
  • Aug 2, 2019 7:06am Aug 2, 2019 7:06am
Potential Bug#2

Buy Trade on USDCAD- 1 Minute- Exit triggered even though the full candle {OHLC} did not fall outside the Kijun Slope.

Attached Image (click to enlarge)
Click to Enlarge Name: USDCADM1-Exited without full body falling.png Size: 30 KB
  • #623
  • Aug 2, 2019 7:15am Aug 2, 2019 7:15am
Chris,

It looks like the bug on Kijun Slope is still present. Many trades it closed as per expected behavior and then this trade happens where it should have closed as per Kijun Slope Exit,but it didn't.

2 Buy trades on EURCHF

Attached Image (click to enlarge)
Click to Enlarge Name: EURCHF-Bug Still Present.PNG Size: 45 KB



EDIT: Settings i use-just in case

Attached Image (click to enlarge)
Click to Enlarge Name: Settings.PNG Size: 96 KB


Thanks
  • #624
  • Aug 2, 2019 11:52am Aug 2, 2019 11:52am
Hi aaven
Looks to me (on a cell) that the first 3 charts are fine,, looks like the previous candles were the trigger candles.
Last chart is dubious .
Make sure you are using the right Kijun slope ...from post 1.
That was my problem
  • #625
  • Aug 2, 2019 1:01pm Aug 2, 2019 1:01pm
Quoting cfudge
Hi aaven Looks to me (on a cell) that the first 3 charts are fine,, looks like the previous candles were the trigger candles. Last chart is dubious . Make sure you are using the right Kijun slope ...from post 1. That was my problem
Chris,

Upon close inspection, as you said Bug#1 is not a bug. The previous candle triggered- Trade opened on the next open tick and the same candle also happened to be the trigger for exit.

For the rest of what i posted- it looks like some sort of anomaly is still present. When you get back from the vacation please have a second look....

From my end- I will install a fresh copy of MT4-resinstall the indicators again from post#1 and repeat the testing from Monday and check if the behavior persists...

Thanks

PS: Appreciate you taking time from your break...
  • #626
  • Aug 3, 2019 5:42am Aug 3, 2019 5:42am
My Results-

No Stop Loss-Demo Account-No Open Positions

Attached Image (click to enlarge)
Click to Enlarge Name: Stat.PNG Size: 64 KB


Thanks
  • #627
  • Aug 3, 2019 6:07am Aug 3, 2019 6:07am
That is a wonderful result, thank you for sharing but I have important questions:

1. You won 89% of trades. If no stop loss, how and where the other 11% were closed.

2. Which EA version and settings did you use?
  • #628
  • Aug 3, 2019 9:29am Aug 3, 2019 9:29am
Nice haven
Was this with kijun?
  • #629
  • Aug 3, 2019 10:37am Aug 3, 2019 10:37am
Quoting cfudge
Nice haven Was this with kijun?
Chris,

These results are from the previous EA-No Kijun.

Thanks
  • #630
  • Aug 3, 2019 10:39am Aug 3, 2019 10:39am
Quoting foff00
That is a wonderful result, thank you for sharing but I have important questions: 1. You won 89% of trades. If no stop loss, how and where the other 11% were closed. 2. Which EA version and settings did you use?
foff00,

I believe they were closed by the exit logic-Cross of WPR to the opposite side- The trades are closed whether in profit or loss.

I am using the previous EA-without the bug fix- No Kijun- I am using same settings as Chris- They are here somewhere in an old post.

Thanks
  • #631
  • Aug 3, 2019 11:58am Aug 3, 2019 11:58am
aaven please which TF and pairs are you trading?
  • #632
  • Aug 3, 2019 12:47pm Aug 3, 2019 12:47pm
Quoting sakultrader
aaven please which TF and pairs are you trading?
Gold-15 Min till Daily.
  • #633
  • Aug 3, 2019 6:14pm Aug 3, 2019 6:14pm
cfudge im really sorry.

I've backtested the ea with your settings. It doesn't look that good. I'm using tick data as you can see in the modelling quality, so its valid.
Maybe you've different ideas that we can test.
I want to help a bit. Do you have Telegram or something else, im not allowed to pm, because this account is new. I've created one only for you <3

Greetings Nick
Attached File(s)
File Type: pdf Strategy Tester_ WilliamRea Kijun.pdf   111 KB | 376 downloads
  • #634
  • Aug 4, 2019 2:07am Aug 4, 2019 2:07am
Quoting DerNick
cfudge im really sorry. I've backtested the ea with your settings. It doesn't look that good. I'm using tick data as you can see in the modelling quality, so its valid. Maybe you've different ideas that we can test. I want to help a bit. Do you have Telegram or something else, im not allowed to pm, because this account is new. I've created one only for you <3 Greetings Nick {image}
Nick,

it looks like you tested a version of EA that had a bug with respect to kijun slope.

current version:

https://www.forexfactory.com/showthr...4#post12414924

Thanks
  • #635
  • Aug 4, 2019 9:31am Aug 4, 2019 9:31am
Thanks for the advice.

I've used the other ea.
Sadly the results are nearly the same.
This time I let the backtest run to the end.
Settings and all other infos are in the PDF.
Overall no changes in the setfile

Nick
Attached File(s)
File Type: pdf Strategy Tester_ WilliamRea2_test (1).pdf   225 KB | 366 downloads
  • #636
  • Aug 4, 2019 11:48am Aug 4, 2019 11:48am
Quoting DerNick
Thanks for the advice. I've used the other ea. Sadly the results are nearly the same. This time I let the backtest run to the end. Settings and all other infos are in the PDF. Overall no changes in the setfile Nick {image}
Nick,

It looks like you haven't read thru the whole thread.[I am not trying to be aggressive] few essential things you might have missed about Chris's approach:

Like results on any given financial instrument requires deploying the EA on Tf's from 15 Min till Daily and calculating the cumulative p/l. that kijun exit is being considered as an alternative and going with no s/l is the preferred method for Chris. Also-the latest version also needs testing for potential bugs etc...

PS: From my understanding MT4 doesn't have back-testing with Tick Data [though the option says "Every Tick] out of the box- MT4 requires 3rd party plugins like Breit Plugin or requires one to use some other paid software.

Thanks
  • #637
  • Aug 4, 2019 12:12pm Aug 4, 2019 12:12pm
Thanks aaven.

All right man, I understand what you mean.
The only thing I want to proove is that these settings, in this timeframe with this currency simply doesn't work. So we must adjust something and I'm open for all ideas. I want to help a bit with the ea thats all. I've used this parameters cause cfudge posted them, that's all. I'm not deep into this system and I can't have an fundamental understanding of its behavior like cfduge. But I've some experience in backtesting EAs.

I will contribute a setfile for a specific timeframe and currency if there is a need.

Nick

PS: You're absolut right. I think its a matter of my language skills, that you doesn't trust my words and I can totally understand this. I'm using Tick Data Suite and yes it's not cheap, but it's essential for backtesting semi-professional EAs.
  • #638
  • Aug 4, 2019 12:22pm Aug 4, 2019 12:22pm
Quoting DerNick
Thanks aaven. All right man, I understand what you mean. The only thing I want to proove is that these settings, in this timeframe with this currency simply doesn't work. So we must adjust something and I'm open for all ideas. I want to help a bit with the ea thats all. I've used this parameters cause cfudge posted them, that's all. I'm not deep into this system and I can't have an fundamental understanding of its behavior like cfduge. But I've some experience in backtesting EAs. I will contribute a setfile for a specific timeframe and currency...
Nick,

I understand you want to help with the EA. I welcome your inputs. Just wanted to say, it would be great if all of us were on the same page. You can be really upto speed- the thread is around 30+ pages.

Chris and others are open minded- If there is an input that can enhance the results- please definitely do share.

Thanks

PS: i wasn't aware you used Tick Data Suite and thought those were back-test result using MT4 ohlc data...
  • #639
  • Edited 7:24am Aug 5, 2019 7:07am | Edited 7:24am
Quoting cfudge
Hi aaven Looks to me (on a cell) that the first 3 charts are fine,, looks like the previous candles were the trigger candles. Last chart is dubious . Make sure you are using the right Kijun slope ...from post 1. That was my problem
Chris

I did a fresh install of MT4- downloaded the updated indicators from post#1. it seems the bug is still present in the Kijun exit.

Attached two examples:

1. GBPUSD- Two sell trades- Kijun Exit did not kick in.

Attached Image (click to enlarge)
Click to Enlarge Name: GBPUSD-1 MInute-Kijun Slope Bug.PNG Size: 50 KB


2. AUDUSD- Kijun Exit kicked in with a delay. must have closed on the candle with the "check mark"-instead exited on the next candle.

Attached Image (click to enlarge)
Click to Enlarge Name: Audusd.PNG Size: 55 KB



Using 1 minute charts for testing-latest ea.

Attached Image (click to enlarge)
Click to Enlarge Name: Seting.PNG Size: 93 KB



Thanks

PS: Hope you had a great weekend.
  • #640
  • Aug 5, 2019 7:22am Aug 5, 2019 7:22am
Quoting cfudge
{quote} Already way ahead of you aaven The logic coded for the Kijun is if a trade is opened but we are already on the wrong side of the Kijun line the EA will wait for, at least, a touch of the Kijun line before looking for a full candle close.
Chris,

I observed the scenario:

Using the latest version of EA-

Sell EURUSD Trades-Opened on wrong side of Kijun Line- They kept going against us- A touch of Kijun Line didn't come into picture- It looks like such trades that actually become runners that contribute to the Drawdown{the trades we are actually trying to avoid using the Kijun Line}

Attached Image (click to enlarge)
Click to Enlarge Name: EURUSDM1.png Size: 51 KB


What is your take on this-Do you think it is worthwhile to tweak the Kijun Exit-Something like using a standard deviation to create Upper Boundary for Sell Trades that open on the wrong side of Kijun or should we just let the WPR exit care of the runner and just take the loss.

Thanks
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