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  • Post #10,021
  • Quote
  • Mar 18, 2022 6:20am Mar 18, 2022 6:20am
  •  Badguy
  • Joined Nov 2006 | Status: Member | 316 Posts
Hi Brain

how you backtest? with your own program? I think MT4 back tester is not really useful

Quoting braintheboss
Disliked
History backtest is really cool. No more real test wasting weeks or months for get a result {image}
Ignored
 
 
  • Post #10,022
  • Quote
  • Mar 18, 2022 7:37am Mar 18, 2022 7:37am
  •  braintheboss
  • Joined Nov 2012 | Status: Coder | 8,518 Posts
Quoting Badguy
Disliked
Hi Brain how you backtest? with your own program? I think MT4 back tester is not really useful {quote}
Ignored
I agree mt4 and mt5 backtest are trash. Just i use my own analyzer using history closed bars ( its an EA ). I can report all trades data but spread/slippage cost. Even swaps or DD can to be included in calculation

Anyway for consistency I only use trade pips as measurement. Swaps/spread/slippage cost are quite irrelevant. Maybe is 1% deviation over trade pips calculation.

PS: Long time ago i posted some HTML reports made by this EA
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  • Post #10,023
  • Quote
  • Mar 18, 2022 4:24pm Mar 18, 2022 4:24pm
  •  braintheboss
  • Joined Nov 2012 | Status: Coder | 8,518 Posts
500p with only 43% win ratio. As usual, avg profit per trade is more important than win ratio itself. Trades look are getting closer to my plan too
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  • Post #10,024
  • Quote
  • Apr 2, 2022 7:17am Apr 2, 2022 7:17am
  •  braintheboss
  • Joined Nov 2012 | Status: Coder | 8,518 Posts
Getting an idea how works rules in different pairs. A couple rules can make a big loss (-880p ) in a BE ( +39 ). It affects positively in other pairs doubling performance.

But maybe most socking is see how win ratio decrease when your performance grows. Its typical data needs deeper analysis for understand the reason.
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  • Post #10,025
  • Quote
  • Apr 2, 2022 11:31am Apr 2, 2022 11:31am
  •  braintheboss
  • Joined Nov 2012 | Status: Coder | 8,518 Posts
Some areas get perfect trades. I still fixing some mistakes. With this new modular strategy is easy build rules. But you suffer a new side effect. Rules overlap
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  • Post #10,026
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  • Apr 2, 2022 1:04pm Apr 2, 2022 1:04pm
  •  braintheboss
  • Joined Nov 2012 | Status: Coder | 8,518 Posts
Not bad for something far to be finished...
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  • Post #10,027
  • Quote
  • Apr 4, 2022 4:30pm Apr 4, 2022 4:30pm
  •  braintheboss
  • Joined Nov 2012 | Status: Coder | 8,518 Posts
Something more revolutionary. Modular Rules with basic AI. Runs all rules combinations and choose best in every pair. In a future it will use data collected for modify algorithm dynamic parameters and adjust to every pair

Difference is big.

Fixed rules ( all enabled ) without best selector made: win ratio 41%, pairs win ratio 75% and only 2900p
With modular rules and AI: win ratio 48%, pairs win ratio 85% and 5600p ( almost double )

These results without touch algorithm. Only enabling or disabling some dynamic rules.
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  • Post #10,028
  • Quote
  • Apr 6, 2022 11:23am Apr 6, 2022 11:23am
  •  dingdong99
  • Joined Oct 2014 | Status: Relax, Enjoy Time | 940 Posts
look good can see win ratio,Brain.
that can filter pair what can use for some pair. like concept A good for pair A, B, C, D
for other pair use other concept. i think have win ratio more 60% can survive in market.
Regard, Ding Dong
 
1
  • Post #10,029
  • Quote
  • Edited 12:41pm Apr 6, 2022 12:20pm | Edited 12:41pm
  •  braintheboss
  • Joined Nov 2012 | Status: Coder | 8,518 Posts
Quoting dingdong99
Disliked
look good can see win ratio,Brain. that can filter pair what can use for some pair. like concept A good for pair A, B, C, D for other pair use other concept. i think have win ratio more 60% can survive in market.
Ignored
Win ratio not guarantee success. Profit ratio is the key. If you see i have pairs below 50% giving a lot of profit. At the end most important is pips in profit trades are bigger than losers. Win ratio only affects how small can be difference in profit ratio. Evidently is better if win ratio and profit ratio are bigger

About group filters you are right. But system still in early stage. I need find good set of rules for get similar win ratio as audcad pair. Its pair I'm using for code all and it show big gap in win ratio. But i have planned use similar concept modular concept as rules in other areas as pairs and MM.

But i think system is ready for trade now while i improve it in next months. This will make all work in a more relaxed way.

Long time without know about you. I hope you are fine
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  • Post #10,030
  • Quote
  • Apr 7, 2022 4:14pm Apr 7, 2022 4:14pm
  •  braintheboss
  • Joined Nov 2012 | Status: Coder | 8,518 Posts
Base strategy
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Best strategy
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Best strategy + excluded pairs ( less +100p )
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PS: I will use current build in real while I improve algorithm. Win ratio still far +85% I expect reach in final release
Try don't lose pants never...
 
1
  • Post #10,031
  • Quote
  • Apr 10, 2022 1:36pm Apr 10, 2022 1:36pm
  •  braintheboss
  • Joined Nov 2012 | Status: Coder | 8,518 Posts
This is my own backtester system. Its early build but it shows advantages comparing with MT4/5 backtester.

This runs in a regular chart then it dont need any code adaptation. Forward debug to any bar is immediate. You can get report in every trade close and supports multi pair too.

Just allowing debug real time drawing save programming weeks. Reports just months or years. In 3 weeks I tuned system and I passed from -3K pips to 12k pips. Tests are 4 month range. Now you think if you have make a 4 month real test every time you see a mistake

PS: Video is 4K. With less resolution you will see blurry...
Inserted Video
Try don't lose pants never...
 
1
  • Post #10,032
  • Quote
  • Apr 12, 2022 12:25pm Apr 12, 2022 12:25pm
  •  dingdong99
  • Joined Oct 2014 | Status: Relax, Enjoy Time | 940 Posts
Quoting braintheboss
Disliked
{quote} Win ratio not guarantee success. Profit ratio is the key. If you see i have pairs below 50% giving a lot of profit. At the end most important is pips in profit trades are bigger than losers. Win ratio only affects how small can be difference in profit ratio. Evidently is better if win ratio and profit ratio are bigger About group filters you are right. But system still in early stage. I need find good set of rules for get similar win ratio as audcad pair. Its pair I'm using for code all and it show big gap in win ratio. But i have planned...
Ignored
yes, i agree Brain..
brilliant strategy not necessarily get a good profit without good money management.
that i also test for some money management with consider how much balance need.

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look have good build for u, brain.
on there can test many pair in mt4. and can see the result like that.
Regard, Ding Dong
 
 
  • Post #10,033
  • Quote
  • Apr 12, 2022 12:34pm Apr 12, 2022 12:34pm
  •  braintheboss
  • Joined Nov 2012 | Status: Coder | 8,518 Posts
Quoting dingdong99
Disliked
{quote} yes, i agree Brain.. brilliant strategy not necessarily get a good profit without good money management. that i also test for some money management with consider how much balance need. {image} look have good build for u, brain. on there can test many pair in mt4. and can see the result like that.
Ignored
Curious TE. Pips red but profit green. I think you are using lot size compensation, right?

About my backtest tool is a good advance comparing with MT4/MT5 backtest. Best feature is I can debug strategy easily. I saved many months due this.

For example I saw now as new system rules are incomplete, start date affects a lot how will work in that pair. Then now i can add a filter for check in different start dates and search what is giving best result Its something impossible for see with MT4 backtest. Reports makes the difference when you are building auto systems
Try don't lose pants never...
 
1
  • Post #10,034
  • Quote
  • Apr 26, 2022 2:01pm Apr 26, 2022 2:01pm
  •  braintheboss
  • Joined Nov 2012 | Status: Coder | 8,518 Posts
I finished risk report. Tomorrow I will add lot size calculation taking % DD you allow as max.
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2
  • Post #10,035
  • Quote
  • Apr 28, 2022 7:03am Apr 28, 2022 7:03am
  •  braintheboss
  • Joined Nov 2012 | Status: Coder | 8,518 Posts
Not bad start. Its only a week bug test. Next week in production accounts
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1
  • Post #10,036
  • Quote
  • Edited 3:57pm Apr 28, 2022 2:24pm | Edited 3:57pm
  •  braintheboss
  • Joined Nov 2012 | Status: Coder | 8,518 Posts
Coolest thing. Lot risk calculation.

Lot size per trade is made taking how many trades are in DD. Total lot is all trades lot sum as max. That guarantee you never pass max DD limit ( in this case 20% of 5K ).

Lot size per trades is compensated if is below full basket. In this case its only 60% of trades then increase total lot 40% for DD is closer to limit. Without compensation max lot size is 0.14
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  • Post #10,037
  • Quote
  • Apr 30, 2022 2:45pm Apr 30, 2022 2:45pm
  •  braintheboss
  • Joined Nov 2012 | Status: Coder | 8,518 Posts
First release build. Rules are still basic and quite wrong. Anyway performance is good for use in real accounts. Basket win ratio is below 50%...

Base setup
9900p ( 49% win ratio )
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Base setup + AI ( different rules setup )
12000p ( 48% win ratio )
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Base setup + AI + Filter ( remove pairs below +100p )
13100p ( 48% win ratio )
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Base setup + AI + Filter ( remove pairs below +100p ) + Shift Start Date ( this is for force a better signals cycle due is still unstable )
17800p ( 55% win ratio )
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  • Post #10,038
  • Quote
  • May 1, 2022 6:45am May 1, 2022 6:45am
  •  jacryptoking
  • | Joined Jan 2021 | Status: Member | 104 Posts
Quoting braintheboss
Disliked
First release build. Rules are still basic and quite wrong. Anyway performance is good for use in real accounts. Basket win ratio is below 50%... Base setup 9900p ( 49% win ratio ) {image} Base setup + AI ( different rules setup ) 12000p ( 48% win ratio ) {image} Base setup + AI + Filter ( remove pairs below +100p ) 13100p ( 48% win ratio ) {image} Base setup + AI + Filter ( remove pairs below +100p ) + Shift Start Date ( this is for force a better signals cycle due is still unstable ) 17800p ( 55% win ratio ) {image}
Ignored
Spend time learning on how to code market structure , divergence and effective engulfing candle pattern ..
 
 
  • Post #10,039
  • Quote
  • May 1, 2022 9:03am May 1, 2022 9:03am
  •  braintheboss
  • Joined Nov 2012 | Status: Coder | 8,518 Posts
Quoting jacryptoking
Disliked
{quote} Spend time learning on how to code market structure , divergence and effective engulfing candle pattern ..
Ignored
Why you think i have "learn" that? Current performance is not enough?
Try don't lose pants never...
 
2
  • Post #10,040
  • Quote
  • May 1, 2022 9:11am May 1, 2022 9:11am
  •  mr.brown
  • Joined Sep 2016 | Status: Its my biz to know what others dont | 1,146 Posts
good results so far. keep up the good work
 
 
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