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Trend Follower 5 Minute System

  • #1,641
  • Mar 21, 2008 4:57pm Mar 21, 2008 4:57pm
Hi All,

As per the request of Skyscraper who is handling all of the technical issues regarding the EA, I am attaching a fresh Excel sheet with all of the Parameters needed for each indicidual test.

Once you have concluded any one of the tests please complete the columns of Profit and/or Loss (as the case may be) and post it to the thread.

Look forward to having this completed as soon as possible so that Skyscraper will be able to tweak the EA and hopefully collectively come up with the best parameters for the EA.

Thanks
Tadinda
Attached File(s)
File Type: xls Backtesting.xls   184 KB | 618 downloads
  • #1,642
  • Mar 21, 2008 6:31pm Mar 21, 2008 6:31pm
Quoting skyscraper
How do we define ADX rising. Will this suffice the condition
ADX > DMI+ and ADX > DMI-.

or alongwith the should I compare the current value is greaten then the previous value??

Apologies if I have not seen a response to this question. A rising ADX has to be an ADXthat is compared to a previous ADX value. Comparing the ADX to DMI+/- is meaningless in this context. Also an ADX that is below both DMI+/- is a trendless situatuion.
  • #1,643
  • Mar 21, 2008 8:15pm Mar 21, 2008 8:15pm
Can the signal trend follower EA be used in Window Mobile version?
  • #1,644
  • Mar 21, 2008 10:50pm Mar 21, 2008 10:50pm
I back tested a few pairs and noticed i could only get data as far as 3months. Im using MT4 strategy tester. Please advice if there is a program that can back test this EA more than 6months to 1 year.
  • #1,645
  • Mar 21, 2008 10:59pm Mar 21, 2008 10:59pm
Quoting tadinda
Hi All,

As per the request of Skyscraper who is handling all of the technical issues regarding the EA, I am attaching a fresh Excel sheet with all of the Parameters needed for each indicidual test.

Once you have concluded any one of the tests please complete the columns of Profit and/or Loss (as the case may be) and post it to the thread.

Look forward to having this completed as soon as possible so that Skyscraper will be able to tweak the EA and hopefully collectively come up with the best parameters for the EA.

Thanks
Tadinda
Tadinda,

I think we need to set PipsTrail before we could test the EA on 0 T/P parameters.
  • #1,646
  • Mar 22, 2008 12:10am Mar 22, 2008 12:10am
Quoting Nigel
I back tested a few pairs and noticed i could only get data as far as 3months. Im using MT4 strategy tester. Please advice if there is a program that can back test this EA more than 6months to 1 year.

Thanks Nigel for your input.

I am having huge problems in getting the MT4 Tester to work properly for me. IN fact even chaning parameters am only getting 1 Trade over a period of six months. That is why I had to opt out of the Back testing as certainly my tests would not be at all reliable. Maybe I am setting it up all wrong...do not know...but does not seem likely as even when I change parameters I still get the same results.

As to another programme. I am not aware of any myself. Maybe other members can help.

Tadinda
  • #1,647
  • Mar 22, 2008 12:16am Mar 22, 2008 12:16am
Quoting Nigel
Tadinda,

I think we need to set PipsTrail before we could test the EA on 0 T/P parameters.

Hi NIgel,

I understand from Skyscraper that he wants to limit the testing on certain parameteres only (at this stage) to ensure that the basics are correct and functioning properly.

Once this is done and these parameters verified I am sure he will want us to test other parameters and ultimately test combinations of parameters.

I am not technical, as I have said many a times. What I am trying to do is organise things as properly as I can. However, I do understand reseach and testing. And if testing is not done in a structured manner (with too many inputs at any one time) we would not be able to interpret teh results correctly.

Therefore, may I suggest that we proceed according to teh wishes of Skyscraper as I am certain he has requested these specific tests for a very good reason.

Thank you once again for your contribution.

Tadinda
  • #1,648
  • Edited 12:50am Mar 22, 2008 12:20am | Edited 12:50am
Quoting sonicdeejay
Can the signal trend follower EA be used in Window Mobile version?
Hello Sonic,

Do not know. I guess teh only way to find out is to give it a try.

Meantime, do you ahve any report on teh forward test?

Thanks
Tadinda
  • #1,649
  • Mar 22, 2008 1:51am Mar 22, 2008 1:51am
Hi Guys,

Do you think it would be appropriate if we add the number of trades as part of the testing results.

If we have interest in this I will update the Excel sheet.

Tadinda
  • #1,650
  • Mar 22, 2008 1:57am Mar 22, 2008 1:57am
Hi Guys,

Do you feel it would be appropriate if we add, as part of teh test results, the number of Trades?

If we deem this relevant, I will add it to the excel sheet.

Look forward to replies.

Tadinda
  • #1,651
  • Mar 22, 2008 6:36am Mar 22, 2008 6:36am
Hi Skyscraper,

I have a feeling there is an error in the EA which you have posted in post 1609.

As I said in an earlier thread Yesterday I got no sjgbals at all and I put to down to lack of market liquidity.

However, today I have been having a closer look and one blaring difference, which I should have noticed yesterday is the lack of information on the chart.

Let me explain.

In earlier versions we used to get on screen information such as:

Red All Short, Green All Short etc etc etc.

With this new EA such information is not being presented. Could this be a problem?

Am sorry am not technical so cannot help or make any suggestion.

Thanks
Tadinda
  • #1,652
  • Mar 22, 2008 7:47am Mar 22, 2008 7:47am
It is there. Compile it one more time. Attached is the chart with EA .
Quoting tadinda
Hi Skyscraper,

I have a feeling there is an error in the EA which you have posted in post 1609.

As I said in an earlier thread Yesterday I got no sjgbals at all and I put to down to lack of market liquidity.

However, today I have been having a closer look and one blaring difference, which I should have noticed yesterday is the lack of information on the chart.

Let me explain.

In earlier versions we used to get on screen information such as:

Red All Short, Green All Short etc etc etc.

With this new EA such information is not being presented. Could this be a problem?

Am sorry am not technical so cannot help or make any suggestion.

Thanks
Tadinda
Attached Image (click to enlarge)
Click to Enlarge Name: eurjpy.gif Size: 22 KB
  • #1,653
  • Mar 22, 2008 7:52am Mar 22, 2008 7:52am
Modified the EA and rename the varaible name noOfLot to noOfSmallLot.

noOfSmall Lot and iTradeFactor decides the total Lot. Here is explanation with new variable name there is no logic change in the EA.


Let's say noOfSmallLot=5
iTradeFactor = 10
Total Lot open = 0.01 * iTradeFactor * noOfSmallLot

= 0.5

You first lot will be closed which 0.1 lot at iTPIncrement
Second 0.1 lot will be closed at 2 * iTPIncrementetc..
Everything will be manage by EA.

last 0.1 lot will be open till you close manually..



By default I set noOfSmallLot=2
iTradeFacort = 50
TotalLotOpem = 0.01 * iTradeFactor * noOfSmallLot
= 1

Since you open only 2 lot. half of the lot will be closed at iTPIncrement and last half will run forever.

Hope this helps..


Compile the attached EA and you are good to go
http://www.forexfactory.com/images/misc/progress.gif
Attached File(s)
File Type: mq4 SignalTrendFollowerEA-V1.0.mq4   22 KB | 901 downloads
  • #1,654
  • Mar 22, 2008 9:08am Mar 22, 2008 9:08am
Quoting skyscraper
Modified the EA and rename the varaible name noOfLot to noOfSmallLot.

noOfSmall Lot and iTradeFactor decides the total Lot. Here is explanation with new variable name there is no logic change in the EA.


Let's say noOfSmallLot=5
iTradeFactor = 10
Total Lot open = 0.01 * iTradeFactor * noOfSmallLot

= 0.5

You first lot will be closed which 0.1 lot at iTPIncrement
Second 0.1 lot will be closed at 2 * iTPIncrementetc..
Everything will be manage by EA.

last 0.1 lot will be open till you close manually..



By default I set noOfSmallLot=2
iTradeFacort = 50
TotalLotOpem = 0.01 * iTradeFactor * noOfSmallLot
= 1

Since you open only 2 lot. half of the lot will be closed at iTPIncrement and last half will run forever.

Hope this helps..


Compile the attached EA and you are good to go
http://www.forexfactory.com/images/misc/progress.gif

Hello Skyscraper,

I got teh EA to work thanks.

Do me afcour please, for everybody to ensure tehy are running teh correct EA. Within the code, as a first comment please write down the version and the date of posting to the thread please. IT would help tremendously.

Meantime, I have updated teh Excel sheet. I provided notes so people will also know the logic behind the test.

I added a sheet explaining the Parameters and settings for the Testing in MT4.

As I shall be doing quite a bit of testing this weekend, can please check these for me to ensure taht I am doing these things correctly.

I shall be posting results of tests as they are finished throughout the weekend.

Thanks.

Tadinda
Attached File(s)
File Type: xls Backtesting.xls   224 KB | 630 downloads
  • #1,655
  • Mar 22, 2008 9:16am Mar 22, 2008 9:16am
Now, it will show on your chart the latest version and date.

Latest EA is Vesrion 1.0 released Date March 22nd, 2008.


Quoting tadinda
Hello Skyscraper,

I got teh EA to work thanks.

Do me afcour please, for everybody to ensure tehy are running teh correct EA. Within the code, as a first comment please write down the version and the date of posting to the thread please. IT would help tremendously.

Meantime, I have updated teh Excel sheet. I provided notes so people will also know the logic behind the test.

I added a sheet explaining the Parameters and settings for the Testing in MT4.

As I shall be doing quite a bit of testing this weekend, can please check these for me to ensure taht I am doing these things correctly.

I shall be posting results of tests as they are finished throughout the weekend.

Thanks.

Tadinda
Attached File(s)
File Type: mq4 SignalTrendFollowerEA-V1.0.mq4   22 KB | 858 downloads
  • #1,656
  • Mar 22, 2008 9:18am Mar 22, 2008 9:18am
Quoting skyscraper
Now, it will show on your chart the latest version and date.

Latest EA is Vesrion 1.0 released Date March 22nd, 2008.

Sky,
Can you confirm the Constant Settings on the Excel Sheet Please.

Thanks
  • #1,657
  • Mar 22, 2008 9:23am Mar 22, 2008 9:23am
If you check the latest EA. I had removed the Lots parameter from EA. It will be calculated based on noOfSmallot and iTradeFactor. So please remove the Lots setting from Xls.
Quoting tadinda
Hello Skyscraper,

I got teh EA to work thanks.

Do me afcour please, for everybody to ensure tehy are running teh correct EA. Within the code, as a first comment please write down the version and the date of posting to the thread please. IT would help tremendously.

Meantime, I have updated teh Excel sheet. I provided notes so people will also know the logic behind the test.

I added a sheet explaining the Parameters and settings for the Testing in MT4.

As I shall be doing quite a bit of testing this weekend, can please check these for me to ensure taht I am doing these things correctly.

I shall be posting results of tests as they are finished throughout the weekend.

Thanks.

Tadinda
  • #1,658
  • Mar 22, 2008 9:24am Mar 22, 2008 9:24am
Quoting skyscraper
If you check the latest EA. I had removed the Lots parameter from EA. It will be calculated based on noOfSmallot and iTradeFactor. So please remove the Lots setting from Xls.
Sky,

Happened opened it as yet. But will do.

Will commence testing immediately.

Thanks again.

Tadinda
  • #1,659
  • Mar 22, 2008 9:31am Mar 22, 2008 9:31am
Hello Guys,

I am attaching a Fresh Excel Workbook for Backtesting.

It is designed to make it easier for anybody who will be testing to better set the tests up and report back.

Furthermore, the logic of each test has been included so that the purpose of the test is understood.

Finally, I have added an excel sheet with the Parameters which should be set for each test and which will remain constant for all these current tests. This will enable relaible and correct interpretation.

My thanks go to Skyscraper who has studied and approved the settings.

Finally finally, I have managed to get my MT4 tester to start working properly and I shall start testing myself. I shall be posting each test result as soon as it is finished. For you Guys and girls who will also be testing immediately, please note that I shall start backtesting the Day Time Frames.

Thank you all
Tadinda
Attached File(s)
File Type: xls Backtesting.xls   224 KB | 588 downloads
  • #1,660
  • Mar 22, 2008 9:36am Mar 22, 2008 9:36am
Hi to All.

I've made indicator for classic rules of system. It shows white arrows for entry when all conditions are met and also alerts or send e-maile.
With InvestorTrend paremetr you can switch off the control of red/green rule.
Also i've changed original EMA crosover indicator - just replaced arrows whith dots for better view.
I attach two pics, one for InvestorTrend=true and one for InvestorTrend=false, indicators and template.
Attached Image(s) (click to enlarge)
Click to Enlarge Name: 1.gif Size: 27 KB
Click to Enlarge Name: 2.gif Size: 27 KB
Attached File(s)
File Type: mq4 TrendFollowSignal.mq4   11 KB | 1,191 downloads
File Type: mq4 EMA Crossover Signal.mq4   4 KB | 1,085 downloads
File Type: tpl Trend Follower - 5min Template.tpl   23 KB | 1,288 downloads
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