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My EA, put to the test

  • #41
  • Oct 25, 2006 11:01am Oct 25, 2006 11:01am
The trade I was talking about earlier did close successfully for 10 pips, although I got hit by the spread.

http://img59.imageshack.us/img59/4609/accountji9.th.png

Aparsai, thank you for the reply. I looked back on the report you mentioned and yes, it did say MaximumRisk=0.1. I am not sure what the reason for this is, and I will run another backtest with the .01 setting to make sure it was right. The reason LotSize was changed is because I was running some tests of this system with static lot sizes in the beginning and never took that variable out. It is not utilized, and I have removed it from the program, as you can see is my last backtest. The reason the other variables were in there and are now out is because in the beginning I was using a LotOptimizer, but found the logic to be off, so I wrote my own. You will notice this in the latest backtest report also. The only variables and settings I am making use of in the forward test are:
MAPeriod=5;
Stop=10;
StopLoss=50;
Risk=0.02;

I have cleaned up the code and removed all unnecessary variables.

Like I said, I will repost the 1% risk backtest to make sure the results were not affected by the myterious setting.

Thank you for noticing this,
andersenws
"Youth is the trustee of prosperity." - Benjamin Disraeli
  • #42
  • Oct 25, 2006 8:27pm Oct 25, 2006 8:27pm
Ok the 1% backtest resulted with 7.2 Million, not staggering. So it appears that the 1% is not too impressive. Attached is the results of he backtest for 2-5% risk levels, which is where I would trade this if I chose to go live.

http://img95.imageshack.us/img95/165...mizenb4.th.png

Thanks,
andersenws
"Youth is the trustee of prosperity." - Benjamin Disraeli
  • #43
  • Oct 25, 2006 8:29pm Oct 25, 2006 8:29pm
I am also going to lock myself down to the keyboard until I code my stop modifier tomorrow. I will let you guys know when I get that done.

Thanks,
andersenws
"Youth is the trustee of prosperity." - Benjamin Disraeli
  • #44
  • Oct 26, 2006 4:31am Oct 26, 2006 4:31am
Quoting aparsai
The results are quite impressive. There is something that I don not quite understand.

On the first report you mentioned that you risked 1% and it reads MaximumRisk=0.1. On the second report that you risked 4% it reads MaximumRisk=0.04. Could you explain that?

You've also changed the LotSize from 2 to 1.2. Could you explain what does that mean?

Thanks and good luck,
Al
Could you answer my questions. They are mentioned above.

Thanks
  • #45
  • Oct 26, 2006 10:53am Oct 26, 2006 10:53am
I thought I had answered them before.

Quoting aparsai
On the first report you mentioned that you risked 1% and it reads MaximumRisk=0.1. On the second report that you risked 4% it reads MaximumRisk=0.04. Could you explain that?
Quoting andersenws
I looked back on the report you mentioned and yes, it did say MaximumRisk=0.1. I am not sure what the reason for this is, and I will run another backtest with the .01 setting to make sure it was right.
Quoting aparsai
You've also changed the LotSize from 2 to 1.2. Could you explain what does that mean?
Quoting andersenws
The reason LotSize was changed is because I was running some tests of this system with static lot sizes in the beginning and never took that variable out. It is not utilized, and I have removed it from the program, as you can see is my last backtest. The reason the other variables were in there and are now out is because in the beginning I was using a LotOptimizer, but found the logic to be off, so I wrote my own. You will notice this in the latest backtest report also.I have cleaned up the code and removed all unnecessary variables.
Thanks,
andersenws
"Youth is the trustee of prosperity." - Benjamin Disraeli
  • #46
  • Oct 27, 2006 3:32am Oct 27, 2006 3:32am
Quoting andersenws
I thought I had answered them before.







Thanks,
andersenws
thanks
  • #47
  • Oct 30, 2006 9:02pm Oct 30, 2006 9:02pm
I have coded my stop modifier and will post the backtests later this week. The EA has been slow these past couple weeks, and my connection hs not been so great. I do believe I had a losing trade last week, and I have a SELL currently open at 1.2715.

I'll post more later in the week.

andersenws
"Youth is the trustee of prosperity." - Benjamin Disraeli
  • #48
  • Nov 22, 2006 7:02am Nov 22, 2006 7:02am
Quoting andersenws
I have coded my stop modifier and will post the backtests later this week. The EA has been slow these past couple weeks, and my connection hs not been so great. I do believe I had a losing trade last week, and I have a SELL currently open at 1.2715.

I'll post more later in the week.

andersenws
Any updates on this?
  • #49
  • Nov 22, 2006 7:10am Nov 22, 2006 7:10am
Sure, I was just trying to learn some price action between then and now. I'll check it and post the results today.

Thanks,
andersenws
"Youth is the trustee of prosperity." - Benjamin Disraeli
  • #50
  • Nov 22, 2006 7:48am Nov 22, 2006 7:48am
Quoting andersenws
Sure, I was just trying to learn some price action between then and now. I'll check it and post the results today.

Thanks,
andersenws
Thanks
  • #51
  • Nov 22, 2006 3:13pm Nov 22, 2006 3:13pm
I have the results ready, but imageshack is not working for me now. I will try it again later.

andersenws
"Youth is the trustee of prosperity." - Benjamin Disraeli
  • #52
  • Nov 22, 2006 3:17pm Nov 22, 2006 3:17pm
Quoting andersenws
I have the results ready, but imageshack is not working for me now. I will try it again later.

andersenws
That's fine. I'm not in hurry. I was just curious.
  • #53
  • Nov 22, 2006 3:46pm Nov 22, 2006 3:46pm
V1 is the original untouched version, and V2 is the updated version with stop modifier. Both were profitable, although V2 produced better results (as it should).

V1:
http://img243.imageshack.us/img243/2416/v1qk2.th.png
V2:
http://img83.imageshack.us/img83/1294/v2ar0.th.png

Enjoy

andersenws
"Youth is the trustee of prosperity." - Benjamin Disraeli
  • #54
  • Nov 22, 2006 3:50pm Nov 22, 2006 3:50pm
Quoting andersenws
V1 is the original untouched version, and V2 is the updated version with stop modifier. Both were profitable, although V2 produced better results (as it should).

V1:
http://img243.imageshack.us/img243/2416/v1qk2.th.png
V2:
http://img83.imageshack.us/img83/1294/v2ar0.th.png

Enjoy

andersenws
Great results. These are strategy tester results though. I was wondering if you have forward tested the EA or not.

Keep up with the good job.
  • #55
  • Nov 22, 2006 10:05pm Nov 22, 2006 10:05pm
The thing is, I am not able to keep MT4 open all the time. Therefore, I use a strategy tester test to display the results because the live results would be incomplete or inaccurate because the computer is not always on. I started this thread on 10.15, so I use a backtest to display my forward test from that date. Also, I realize that the strategy tester may not be accurate because some of the gains (and losses) came during news time.

Overall, this is the best option I have for consistently reporting the results in as accurate a manner as possible given my circumstances.

Thanks,
andersenws
"Youth is the trustee of prosperity." - Benjamin Disraeli
  • #56
  • Last Post: Nov 23, 2006 5:12am Nov 23, 2006 5:12am
Quoting andersenws
The thing is, I am not able to keep MT4 open all the time. Therefore, I use a strategy tester test to display the results because the live results would be incomplete or inaccurate because the computer is not always on. I started this thread on 10.15, so I use a backtest to display my forward test from that date. Also, I realize that the strategy tester may not be accurate because some of the gains (and losses) came during news time.

Overall, this is the best option I have for consistently reporting the results in as accurate a manner as possible given my circumstances.

Thanks,
andersenws
I wish you the best.
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