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Free Coding to backtest your strategy

  • #81
  • Edited 8:44am Aug 20, 2019 7:48am | Edited 8:44am
N
Hi Abokwaik,

Truly appreciate all your generous work on this project.
Briefly ran the TMA_Reversals_EA_v1.00 again this morning. Watching the trades in visual mode, looks like the EA is taking trades on every H4 bar and not waiting for signal of price going outside TMA bands.
TMA settings HalfLength = 56, Deviation = 2.5.

EDIT:
Checked whether "TMA+CG mladen NRP-AK.ex4" was in Indicators folder. It had been renamed as "TMA+CG mladen NRP-AK(2).ex4" so EA didn't find it.
Changed name back to TMA+CG mladen NRP-AK.ex4 and EA seems to be working correctly.
Attached Image(s) (click to enlarge)
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Perfidious Pips
  • #82
  • Aug 20, 2019 8:56am Aug 20, 2019 8:56am
Quoting abokwaik
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.
Great idea.
It would be the best of both worlds if you can program EA to reliably recognize ranging vs trending.
Probably work great on H1, H4, D1.
The question is, what lower time frames would switching stop being effective?
Thank you.
John
Perfidious Pips
  • #83
  • Edited 10:33am Aug 20, 2019 10:02am | Edited 10:33am
You swamped with requests?
I really like this one..

bollinger bands
and simple ma

Theoretically this can work on any time frame and any pair.
I love the simplicity.

Looks for overbought oversold. a close inside the upper band is a sell
a close inside the lower band is a buy.

to filter out sideways and too many signals at the same level:
if there is an open sell the next sell must be lower than the first by a certain amount (adjustable)

and opposite for a buy.

market times setting.

these the settings for my best experience with this trading manual for about a year.

1 minute chart.
Only open trades during the first three hours of US market.
BB is set 400 with deviation 2
MA is set 200 simple

I am in US so I need to comply FIFO and no hedging.

This is a record of trades since March 2019.
Since I was trading manually I sometimes tweaked during the live market.
If there was a data release scheduled I waited until after. Market settings option would help with that.

https://www.forexfactory.com/jiva34#acct.99

The chart is from today EURUSD on a new mt4 account.
It shows what the trades look like.
I was away from the screen and missed one.

The arrows come from a a custom indicator I am using but it won't matter if an ea uses the the one that comes with mt4..
Attached Image
  • #84
  • Aug 20, 2019 10:34am Aug 20, 2019 10:34am
Quoting jiva34
You swamped with requests? I really like this one.. bollinger bands and simple ma Theoretically this can work on any time frame and any pair. I love the simplicity. Looks for overbought oversold. a close inside the upper band is a sell a close inside the lower band is a buy. to filter out sideways and too many signals at the same level: if there is an open sell the next sell must be higher than the first by a certain amount (adjustable) and opposite for a buy. market times setting. these the settings for my best experience with this trading manual...
I am, but that's OK.

Thank you for sharing.

What's the use of SMA200?
Are you exiting at Middle Band?
No guts, no glory
  • #85
  • Aug 20, 2019 10:43am Aug 20, 2019 10:43am
TMA (take 3)

The main update is to sell/buy only on signals OUTSIDE the bands. ORIGINAL strategy: looks good. (settings file attached.)

Attached Image (click to enlarge)
Click to Enlarge Name: tma1.20_bt_EU_H1.png Size: 88 KB
Attached File(s)
File Type: rar TMAR1.2_EU_H1_2019.rar   < 1 KB | 930 downloads
File Type: ex4 TMA Reversals V1.20.ex4   31 KB | 1,113 downloads
No guts, no glory
  • #86
  • Aug 20, 2019 11:23am Aug 20, 2019 11:23am
Quoting abokwaik
TMA (take 3) The main update is to sell/buy only on signals OUTSIDE the bands. ORIGINAL strategy: looks good. (settings file attached.) {image} {file} {file}
Fantastic.
You are outstanding.
Can't wait to get off work and start running tests on different pairs.
What are the TMA setting used in your latest test?

Thank you.
All the best,
John
Perfidious Pips
  • #87
  • Aug 20, 2019 12:45pm Aug 20, 2019 12:45pm
Quoting northwind
{quote} Fantastic. You are outstanding. Can't wait to get off work and start running tests on different pairs. What are the TMA setting used in your latest test? Thank you. All the best, John
Settings were attached in the post (compressed file (.rar) - uncompress with WinRAR, and Load the generated ".set" file in the Expert inputs).

Here's a screen shot of main TMA related inputs:

Attached Image
No guts, no glory
  • #88
  • Aug 20, 2019 1:11pm Aug 20, 2019 1:11pm
Quoting abokwaik
{quote} I am, but that's OK. Thank you for sharing. What's the use of SMA200? Are you exiting at Middle Band?
The sma is a trailing stop.
So no entrance if there is no profit possible. setting for how much profit required to enter.
Also a setting for a fixed catastrophic stop loss

Thank you so much for this.

setting
for market times
for bb
for castrophic stop loss
for ma, I prefer sma but could test out other ma's.

Just some tools I find helpful, you and the others might like
99% accurate tick data :free... https://tickstory.com/
great back tester: free.... https://www.fxblue.com/appstore/39/m...ding-simulator
the neat little bb indi with alert for manual trading: https://mql4tradingautomation.com/do...ds-with-alert/
  • #89
  • Aug 20, 2019 7:20pm Aug 20, 2019 7:20pm
Quoting abokwaik
{quote} Settings were attached in the post (compressed file (.rar) - uncompress with WinRAR, and Load the generated ".set" file in the Expert inputs). Here's a screen shot of main TMA related inputs: {image}
hi Abokwaik,

Thank you.
I was at work when I asked about TMA settings. We have strict IT security and cannot open files from the web.
Impressive coding skills and creative ideas.
Can't wait to see how the latest version performs.
I'll run some tests overnight.
Thanks again.
John
Perfidious Pips
  • #90
  • Edited 4:31am Aug 21, 2019 3:03am | Edited 4:31am
Hi, I don't know if my strategy is profitable, but I want to try to backtest. I have 8 years tickstory data on EURUSD to see how will perform. Strategy is based on hedging and I will try to backtest with different settings to see if find profitable settings.

Attached rules in the word document.
Attached File(s)
File Type: docx Ziggy EA.docx   15 KB | 380 downloads
  • #91
  • Aug 21, 2019 7:29am Aug 21, 2019 7:29am
Quoting northwind
{quote} hi Abokwaik, Thank you. I was at work when I asked about TMA settings. We have strict IT security and cannot open files from the web. Impressive coding skills and creative ideas. Can't wait to see how the latest version performs. I'll run some tests overnight. Thanks again. John
Hi Abokwaik,

First of all, thank you for all your work on this. Most impressive and appreciated.

Some feedback from testing.
Started testing TMA_Reversals_v1.2 last night.
Journal shows repeating errors.


Stopped and restarted 3 times.
Restarted again this morning and looks like EA is working - sort of.
Perhaps I missed something in the set up.
It missed a signal at beginning of the run. The start time was set one day before the sell signal would appear so I could watch behavior.

Thank you again.
John
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Perfidious Pips
  • #92
  • Aug 21, 2019 8:05am Aug 21, 2019 8:05am
Quoting northwind
{quote} Hi Abokwaik, First of all, thank you for all your work on this. Most impressive and appreciated. Some feedback from testing. Started testing TMA_Reversals_v1.2 last night. Journal shows repeating errors. Stopped and restarted 3 times. Restarted again this morning and looks like EA is working - sort of. Perhaps I missed something in the set up. It missed a signal at beginning of the run. The start time was set one day before the sell signal would appear so I could watch behavior. Thank you again. John {image} {image} {image} {image}
Thank you,

These errors are not from the Expert.
They are from MT4 itself, denoting that your history data for this pair is not reliable.

For backtesting, I suggest using TickStory Data (https://tickstory.com/download-tickstory/). Lite version is free, and allows you to export 4 months of data to MT4.

-----------------
EDIT :

That signal was not missed. See edited on SS below :

Attached Image (click to enlarge)
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No guts, no glory
  • #93
  • Aug 21, 2019 8:21am Aug 21, 2019 8:21am
Quoting djatomic
Hi, I don't know if my strategy is profitable, but I want to try to backtest. I have 8 years tickstory data on EURUSD to see how will perform. Strategy is based on hedging and I will try to backtest with different settings to see if find profitable settings. Attached rules in the word document. {file}
Thank you.

Grid experts are all over the place. (check my reply on post#31).

Over the years I haven't found any true edge in Grid-only systems.
No guts, no glory
  • #94
  • Aug 21, 2019 8:24am Aug 21, 2019 8:24am
Quoting abokwaik
{quote} Thank you, These errors are not from the Expert. They are from MT4 itself, denoting that your history data for this pair is not reliable. For backtesting, I suggest using TickStory Data (https://tickstory.com/download-tickstory/). Lite version is free, and allows you to export 4 months of data to MT4. ----------------- EDIT : That signal was not missed. See edited on SS below : {image}
Thank you.
I'm still learning to use the strategy tester.
I'll try using TickStory Data and run new tests.
The EA is still running so there should be results tonight.
All the best,
John
Perfidious Pips
  • #95
  • Aug 21, 2019 9:53am Aug 21, 2019 9:53am
Quoting abokwaik
TMA (take 3) The main update is to sell/buy only on signals OUTSIDE the bands. ORIGINAL strategy: looks good. (settings file attached.) {image} {file} {file}
Wow. the tma expert you are developing is very similar to the strategy I have been using...
BB and ma as tp... looking for overbought and oversold.
I don't believe in coincidences. This is a gift to me.
Thank you.
the indicator is amazing. Will be looking at them together split screen to see if together they will find the best entries.
  • #96
  • Edited 10:53am Aug 21, 2019 10:39am | Edited 10:53am
Quoting josi
{quote} Thanks, man, for getting back to me. If you look at the screenshots you'll see that the Stoch32 is moving upwards or downwards (while at the same time being above or below 50) So - you wouldn't want to take a sell trade (using the Stoch8-cross-down) while the direction/momentum of the Stoch32 is upwards (while below 50) and you wouldn't want to take a buy trade (using the Stoch8-cross-up) while the direction/momentum of the Stoch32 is downwards (while above 50) because higher TF-momentum is against you at that moment. So, if Stoch32 is above...
Stock2 (take 1)

Attached Image (click to enlarge)
Click to Enlarge Name: stoch2_inputs.png Size: 103 KB



Kindly backtest and let me know of any issues.

-----------------------
EDIT : re-uploaded the EA file. (Only Long/Only Short/Long&Short) option was not enabled.
Attached File(s)
File Type: ex4 Stoch2 EA V1.00.ex4   31 KB | 768 downloads
No guts, no glory
  • #97
  • Aug 21, 2019 10:44am Aug 21, 2019 10:44am
how did you pull this off that fast - I'm bloody amazed.
Won't be able to backtest before the weekend - but then I will certainly come back to you with the gathered information.
Thanks a million - as they say in Ireland...
  • #98
  • Aug 21, 2019 10:55am Aug 21, 2019 10:55am
Quoting jiva34
{quote} Wow. the tma expert you are developing is very similar to the strategy I have been using... BB and ma as tp... looking for overbought and oversold. I don't believe in coincidences. This is a gift to me. Thank you. the indicator is amazing. Will be looking at them together split screen to see if together they will find the best entries.
Yes they are.
Maybe TMA is a little smoother than BB.
No guts, no glory
  • #99
  • Aug 21, 2019 11:07am Aug 21, 2019 11:07am
Quoting abokwaik
{quote} Yes they are. Maybe TMA is a little smoother than BB.
KUDOS
  • #100
  • Aug 22, 2019 4:48am Aug 22, 2019 4:48am
Quoting northwind
{quote} Hi Abokwaik, First of all, thank you for all your work on this. Most impressive and appreciated. Some feedback from testing. Started testing TMA_Reversals_v1.2 last night. Journal shows repeating errors. Stopped and restarted 3 times. Restarted again this morning and looks like EA is working - sort of. Perhaps I missed something in the set up. It missed a signal at beginning of the run. The start time was set one day before the sell signal would appear so I could watch behavior. Thank you again. John {image} {image} {image} {image}
Just read through all the threads about your amazing system. Could you possibly suggest which type of currency pair best for the strategy? Much appreciated!!
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