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Free Coding to backtest your strategy

  • #61
  • Aug 19, 2019 5:37am Aug 19, 2019 5:37am
Quoting northwind
{quote} Thank you Abokwaik, I ran back test with Original and basically default settings (H4 time frame and changed lots to 0.2). For three weeks 02/01/2019 to 02/21/2019 Looking at the results tells me I have to adjust the settings. {image} {image} {image}
Try it with the settings I posted.
The "REVERSAL" trading mode (buy at upper band, sell at lower band) gave better results.
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  • #62
  • Aug 19, 2019 5:46am Aug 19, 2019 5:46am
Quoting SputnikX
{quote} I just ran a backtest with the setfiles you posted in #56 on my favourite mean reverting pair AUDSGD from Aug. 2010 to today (99.0 % quality). The only deviations were: - TF: 4H - Trading Mode = Original Strategy - Use MoneyManagement: false {image} {file}
Looks good, although DD is on the high side.

Let's try the "REVERSAL" mode with this ranging pair and see how it looks.

Clarification : Trading the "TMA Reversals EA" in "Original Mode" is a mean-reverting, while trading it in "Reversal Mode" is trend-following.
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  • #63
  • Aug 19, 2019 6:18am Aug 19, 2019 6:18am
Quoting abokwaik
{quote} Try it with the settings I posted. The "REVERSAL" trading mode (buy at upper band, sell at lower band) gave better results.
EU H4 Restarted back test in Reversal mode, everything else defaults.
Will run all day while at work.
Perfidious Pips
  • #64
  • Edited 8:08am Aug 19, 2019 6:19am | Edited 8:08am
i have one strategy, can you help to make it


# Ea have 2 strategy
# make optional run both or one only
# running on open market (monday) and closeall (profit/all) 1hour before market close (friday)
# If TP early, no more trade for both strategy
# filter spread (when spread normal ea start entry)


Strategy 1
----------
Step 1. open Sell #1 and Buy #2 (when open market), SL 30pip TP 100pip
Step 2. at SL, upper or lower, standby to open new order when hit sl
If hit SL Sell #1, instant new Sell #3, Buy #4
++ Sell #3 SL 70pip TP 100pip
++ Buy #4 SL 30pip TP 70pip
OR
If hit SL Buy #4
++ Sell #3 SL 30pip TP 70pip
++ Buy #4 SL 70pip TP 100pip

For strategy 1 only have 4 entry
Sell #1
Buy #2
Sell #3
Buy #4

If Tp early (before market close), ea stop trade.
dont forget, for all entry breakeven every 30pip


Strategy 2
-------------
Step 1. open Sell #1 and Buy #2 (when open market), SL 30pip TP 60pip
Step 2. at TP, upper or lower, standby to open new order (buy and sell) when hit tp

++ maximum try only 3time (group 1 [sell #1 Buy #2], group 2 ( Sell #3 Buy #4], group 3 [Sell #5 Buy #6])
++ stop trade when arvhieved cumulative profit +60pip or -60pip which one earlier
++ breakeven every 30pip (hit sl, breakeven, open new entry buy/sell must at the same time.)
++ all entry use same sl and tp. sl 30pip tp 60pip
++ # running on open market (monday) and closeall (profit/all) 1hour before market close (friday)
++ If Tp early (before market close), ea stop trade.
  • #65
  • Aug 19, 2019 6:54am Aug 19, 2019 6:54am
Quoting abokwaik
{quote} Looks good, although DD is on the high side. Let's try the "REVERSAL" mode with this ranging pair and see how it looks. Clarification : Trading the "TMA Reversals EA" in "Original Mode" is a mean-reverting, while trading it in "Reversal Mode" is trend-following.
Unfortunately, the "Reversal" mode does not lead to better results in the long run for both a ranging pair (AUDSGD) and a trending pair (EURJPY):

AUDSGD 1H REVERSAL

AUDSGD 4H REVERSAL

EURJPY 1H REVERSAL

EURJPY 4H REVERSAL
Attached Image(s) (click to enlarge)
Click to Enlarge Name: Image2.png Size: 10 KB
Click to Enlarge Name: Image3.png Size: 10 KB
Click to Enlarge Name: Image4.png Size: 12 KB
Click to Enlarge Name: Image5.png Size: 10 KB
  • #66
  • Aug 19, 2019 7:06am Aug 19, 2019 7:06am
Quoting SputnikX
{quote} Unfortunately, the "Reversal" mode does not lead to better results in the long run for both a ranging pair (AUDSGD) and a trending pair (EURJPY): AUDSGD 1H REVERSAL AUDSGD 4H REVERSAL EURJPY 1H REVERSAL EURJPY 4H REVERSAL {image} {image} {image} {image}
I see. Thank you for sharing.
No guts, no glory
  • #67
  • Aug 19, 2019 7:09am Aug 19, 2019 7:09am
Quoting clemmo17
{quote} Is it possible to get a template file that has the EA attached so that I can test this in the FXBlue Trade Simulator?
You can use this version.
However, I tried the template with FXBlue, only indicators load, Expert doesn't. FXBlue is an Expert, and it is not possible to attached an Expert to another Expert.
Attached File(s)
File Type: ex4 TMA Reversals V1.01.ex4   30 KB | 711 downloads
File Type: tpl #tma.tpl   2 KB | 637 downloads
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  • #68
  • Aug 19, 2019 9:15am Aug 19, 2019 9:15am
ATR Reversals EA (take 1)

Sample back test

Attached Image (click to enlarge)
Click to Enlarge Name: ATRR_bt_EU_2019.png Size: 105 KB


Inputs :

Attached Image (click to enlarge)
Click to Enlarge Name: ATRR_Inputs.png Size: 62 KB
Attached File(s)
File Type: ex4 ATR Reversals V1.00.ex4   27 KB | 716 downloads
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  • #69
  • Aug 19, 2019 11:01am Aug 19, 2019 11:01am
Quoting abokwaik
ATR Reversals EA (take 1) Sample back test {image} Inputs : {image} {file}
Just a quick note from work.
Try changing the TMA to Period = 56 and Deviation = 2.5
Perfidious Pips
  • #70
  • Aug 19, 2019 11:54am Aug 19, 2019 11:54am
Quoting abokwaik
{quote} I don't quite understand the request. It looks to me that you can do that yourself, can't you? why? EDIT: Ooh, I know why. I will think of a solution to that.
Yeah the Simulator runs in the strategy tester and so to test an EA a template with the EA attached needs to be used. Since I have the EA already all I need is the tpl file I think. I can't make my own because the disabled EA removes itself from a live chart automatically.

In in any case is it too early to ask what your long term plans are for these? Will we be able to purchase them at some point?
  • #71
  • Aug 19, 2019 12:04pm Aug 19, 2019 12:04pm
Quoting abokwaik
{quote} I see. Thank you for sharing.
One suggestion for further developments:Would it be possible to include a higher timeframe filter, e.g., in original mode, only buy at lower band on H4 if the last signal on D1 was at the lower band?
In any case, thank you for all your hard work!
  • #72
  • Aug 19, 2019 12:06pm Aug 19, 2019 12:06pm
Quoting abokwaik
{quote} You can use this version. However, I tried the template with FXBlue, only indicators load, Expert doesn't. FXBlue is an Expert, and it is not possible to attached an Expert to another Expert. {file} {file}
Ah you're right, my apologies. I thought I had done it before but I must have been mistaken.
  • #73
  • Aug 19, 2019 4:38pm Aug 19, 2019 4:38pm
TMAReversals1.01 USDJPY H1 2017.06.20-present
Attached Image (click to enlarge)
Click to Enlarge Name: Screenshot1.png Size: 27 KB

Using the setfile supplied (reversal strategy).

Trading band reversals is a wonderful way to trade but I fear that unless some method of staying in synch with the dominant trend is added this method will always be buffeted by higher degree cycles. One way is to nest the trading band within a larger half-life band and trading only when parent and child collide. The more bands added the higher the cycle degrees that will be accounted for. Parisboy is the undisputed expert on all matters related to trading with bands and I recommend his thread to anyone who has time.

Another method which I've mentioned before is to ensure that reversal trades are only taken with a band that is not sloping and when it is, to switch to band of a higher period that is 'stationary'. In this way one can trade larger and smaller trends as conditions warrant.
  • #74
  • Aug 19, 2019 5:38pm Aug 19, 2019 5:38pm
TMA_Reversal_EA
Reversal Mode
EU, H4,
02-01-19 to 02-25-19,
0.01 Lots
Attached Image(s) (click to enlarge)
Click to Enlarge Name: TMA_Reverse_EA_reverse_EU_4H_#1.gif Size: 9 KB
Click to Enlarge Name: Image1.png Size: 35 KB
Perfidious Pips
  • #75
  • Aug 19, 2019 5:48pm Aug 19, 2019 5:48pm
are you still free to do another EA?? i have a brilliant method but it requires 3 time frame for confirmation..

is EA on mt4 can do that?

i can post a youtube video(5min) to explain it step by step if u want..
  • #76
  • Aug 20, 2019 12:43am Aug 20, 2019 12:43am
Quoting musangking
i have one strategy, can you help to make it # Ea have 2 strategy # make optional run both or one only # running on open market (monday) and closeall (profit/all) 1hour before market close (friday) # If TP early, no more trade for both strategy # filter spread (when spread normal ea start entry) Strategy 1 ---------- Step 1. open Sell #1 and Buy #2 (when open market), SL 30pip TP 100pip Step 2. at SL, upper or lower, standby to open new order when hit sl If hit SL Sell #1, instant new Sell #3, Buy #4 ++ Sell #3 SL 70pip TP 100pip ++ Buy #4 SL 30pip...
What about Lot size, same for all orders?
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  • #77
  • Aug 20, 2019 2:06am Aug 20, 2019 2:06am
Quoting abokwaik
{quote} What about Lot size, same for all orders?
yes sir, same for all orders.
  • #78
  • Aug 20, 2019 3:42am Aug 20, 2019 3:42am
Quoting northwind
TMA_Reversal_EA Reversal Mode EU, H4, 02-01-19 to 02-25-19, 0.01 Lots {image} {image}
Hi NW,

I downloaded tick data for the same period, and ran the back test on EU/H4 with the same H1 settings in Post#56

Attached Image (click to enlarge)
Click to Enlarge Name: TMA_EU_H4(H1settings).png Size: 93 KB
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  • #79
  • Aug 20, 2019 3:47am Aug 20, 2019 3:47am
Quoting clemmo17
TMAReversals1.01 USDJPY H1 2017.06.20-present{image} Using the setfile supplied (reversal strategy). Trading band reversals is a wonderful way to trade but I fear that unless some method of staying in synch with the dominant trend is added this method will always be buffeted by higher degree cycles. One way is to nest the trading band within a larger half-life band and trading only when parent and child collide. The more bands added the higher the cycle degrees that will be accounted for. Parisboy is the undisputed expert on all matters related...
TMA Reversals (Take 2)

Adding a switch (between ORIGINAL and REVERSAL strategies) based on TMA Slope.

Attached Image (click to enlarge)
Click to Enlarge Name: tma1.10Inputs.png Size: 66 KB
Attached File(s)
File Type: ex4 TMA Reversals V1.10.ex4   31 KB | 687 downloads
No guts, no glory
  • #80
  • Aug 20, 2019 4:01am Aug 20, 2019 4:01am
I see and feel that the repainting issue of TMA helps the "REVERSAL" strategy more than it hepls the "ORIGINAL" strategy, specially for the early repainting arrows. So we can build on the failure of TMA signals. Using the slope in favor of "REVERSAL" strategy should also help avoiding ranging periods.

Again REVERSAL strategy in TMA EA context is the TRENDING strategy, while ORIGINAL is the RANGING strategy.
No guts, no glory
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