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Simplicity is the Key

  • #3,241
  • May 25, 2008 11:12am May 25, 2008 11:12am
Quoting antomi
Hey guys,

I'm surprised not to see any results from last week. Is the enthusiasm gone with the wind, or better to say with the draw down?

Anyhow I have attached an analysis covering the last week with interesting results.

Who else is still in the game and testing?

Have a great weekend,

Antomi
Wonderful analysis bro. I think we can build a strategy around this. I'm going to be trying out t101's suggestion of not trading during NY hours. That approach actually works well for me since I do manual trading during those hours.
  • #3,242
  • May 26, 2008 6:11am May 26, 2008 6:11am
Pairs: AJ, AU, CHFJ, ECHF, EG, EJ, EU, GCHF, GJ, GU, NJ, NU, UCHF, UJ, Week 5/11-17: -1450 pips
Week 5/18-24: 566 pips
Accumulated Results (last five weeks): -351 pips
Miguel
  • #3,243
  • May 28, 2008 12:38pm May 28, 2008 12:38pm
Hi to forum,

I need hisotry data of 1m , 5m TF for CPairs ( and all ticks if available )
at least from 2006/05 until now "2008/05" , for my expert backtesting,
may any one help me,

also may any one inform me on online feed of NIKKEI,DAX,FTSE,CAC...for free,

I have seen DAWJ,SP500,NASDAQ in ALPARI, some others.

but I didn't find other stock indexes. http://www.forexfactory.com/images/icons/icon5.gif
  • #3,244
  • May 28, 2008 12:40pm May 28, 2008 12:40pm
Quoting OnTheRoad
Hi to forum,

I need hisotry data of 1m , 5m TF for CPairs ( and all ticks if available )
at least from 2006/05 until now "2008/05" , for my expert backtesting,
may any one help me,

also may any one inform me on online feed of NIKKEI,DAX,FTSE,CAC...for free,

I have seen DAWJ,SP500,NASDAQ in ALPARI, some others.

but I didn't find other stock indexes. http://www.forexfactory.com/images/icons/icon5.gif
From MT4 you can download historic chart data by going to the History Center by pressing F2 or Tools -> History Center. From there you can select a specific CCY pair and click the "download" button.
  • #3,245
  • Edited May 29, 2008 2:58am May 28, 2008 12:44pm | Edited May 29, 2008 2:58am
Quoting trader101
I really appreciate the report that Antomi attached in there and is a good teaching tool, I think I have read it 10 times and I am very impressed with such presentation. I would like to address some of the questions that has been raised by the report in an attempt to perhaps influence the trading of the EA(Delight).

In my previous forward demo test of this EA, I came to the analysis that the most profitable trading times for the EA is outlined below:
Sunday ---- Start before market open
Monday ---- Disable 9:00 AM to 5:00 pm (NY Time)
Enable 5:01 PM
Tuesday --- Disable 9:00 AM to 5:00 PM
Enable 5:01 PM
Friday ----Disable/Close 12:00Noon
Disable means clicking the Expert Advisor toggle to Red. Smiley face replaced by X.
All time are NY time. Time mentioned are recommendation and is in no way a guideline for trading. Trading times is according to trader’s discretion.

Also I attached in this posting the first week results of SuperEA gathered +2944 pips however only +$649.76 because of the staggered lot size selection. But despite the loses in Delight and Ultimate the Super EA manage to generate 2,944 pips in a flat market. AS I have mentioned I opened a $9,000 demo account for this testing with North Finance. I would hopefully integrate the trading logic that the SuperEA have to the Delight and Ultimate, because of the Super EA ability to work through hard, flat, and choppy market. If there are any of you who wants to be a part of this team to develop this, i would appreciate the help, only seasoned coders please E-mail me.
Thanks
T101,
May I join to developing team for your SuperEA EA .
  • #3,246
  • May 29, 2008 3:53am May 29, 2008 3:53am
Quoting OnTheRoad
Hi to forum,

I need hisotry data of 1m , 5m TF for CPairs ( and all ticks if available )
at least from 2006/05 until now "2008/05" , for my expert backtesting,
may any one help me,

also may any one inform me on online feed of NIKKEI,DAX,FTSE,CAC...for free,

I have seen DAWJ,SP500,NASDAQ in ALPARI, some others.

but I didn't find other stock indexes. http://www.forexfactory.com/images/icons/icon5.gif
Data from DAX, Eurobund, gold etc etc can be found on WHC and on Norht Finance. Note: select Market Watch button and thenwith right mouse click "show all", otherwise you will not see a lot of pairs...
  • #3,247
  • May 29, 2008 4:01am May 29, 2008 4:01am
At the beginning of the week I started two new demo accounts on NFC.
One normal.
One, I attached a EA, that follows the equity and should stop all trading if certain % DD is reached. No new trades would be placed, the old ones should keep on running. This ea should stop for xxx hours of trading (I set it to 48).
So now on wedness I did take a look. The normal ea on the basket show a big DD: -662. The other one, with the special ea has stopppen on monday when it was at a DD of -217.42 , now at this moment the overall profit is positif: 146 euro.

The "classic" one is still negative (-450)
  • #3,248
  • May 29, 2008 7:06am May 29, 2008 7:06am
Quoting WillemM
Data from DAX, Eurobund, gold etc etc can be found on WHC and on Norht Finance. Note: select Market Watch button and thenwith right mouse click "show all", otherwise you will not see a lot of pairs...
thanks WillemM ,
I downloaded WHC MT4 , NF MT4 and after install, I saw stock indexes ,
  • #3,249
  • May 29, 2008 7:34am May 29, 2008 7:34am
Quoting calculon
From MT4 you can download historic chart data by going to the History Center by pressing F2 or Tools -> History Center. From there you can select a specific CCY pair and click the "download" button.
thanks Calculon,
I tried MT4 , F2 , Cpair , TF , DOWNLOAD
then for 1m TF on EURUSD i recieved from 1999/01/04
  • #3,250
  • May 29, 2008 10:04am May 29, 2008 10:04am
Quoting OnTheRoad
thanks Calculon,
I tried MT4 , F2 , Cpair , TF , DOWNLOAD
then for 1m TF on EURUSD i recieved from 1999/01/04
I for myself see no advantage in backteste data so long ago. Marketconditions change all the time. An EA that was profitible in 2002 does not have to be profitable in 2003...So if an EA is profitable for a longer period of time, it does not mean it will be profitable in the future. Markets change all the time. So as far as I can see it, backtesting for a long period does not have much advantages.
  • #3,251
  • May 30, 2008 12:38pm May 30, 2008 12:38pm
See attached results for May 26 week test Traders Delight v4 EA.

I am new to all this but have learned alot and look forward to much more.

Thanks to all for the hard work and thought going into this project, especially Trader101.
Attached File(s)
File Type: xls risk & daily performance TD v4.xls   39 KB | 461 downloads
  • #3,252
  • May 30, 2008 1:43pm May 30, 2008 1:43pm
Quoting WillemM
I for myself see no advantage in backteste data so long ago. Marketconditions change all the time. An EA that was profitible in 2002 does not have to be profitable in 2003...So if an EA is profitable for a longer period of time, it does not mean it will be profitable in the future. Markets change all the time. So as far as I can see it, backtesting for a long period does not have much advantages.
There's a benefit of backtesting even when market conditions do change. It allows you to see how versatile the trading system is so you can understand how it adopts to different market conditions. You can then do analysis on longer timeframe charts so you can anticipate the trend and make a decision on what style you're going to use for the day, week, or month.
  • #3,253
  • Jun 2, 2008 12:46pm Jun 2, 2008 12:46pm
where are the guys?
  • #3,254
  • Jun 3, 2008 7:19pm Jun 3, 2008 7:19pm
Hi trader101 -

Those signals you just posted - are they for daily trades or for weekly?
  • #3,255
  • Jun 3, 2008 7:27pm Jun 3, 2008 7:27pm
Intraday for now, since the analysis was based on a 4 hour TF. But it was in correlation with Daily TF for Long Term. If it turn out profittable I might keep it for Long Term.
  • #3,256
  • Jun 4, 2008 1:02am Jun 4, 2008 1:02am
test
  • #3,257
  • Jun 4, 2008 6:52am Jun 4, 2008 6:52am
Hi,

I am new to this thread, it sounds very good. I can't find the actual strategy, for entry? Please can someone post the page number where this is explained?

Thanks!
  • #3,258
  • Jun 4, 2008 7:12am Jun 4, 2008 7:12am
Last Trade Summary:
14) Sell NzdJpy @ 81.98 closed 82.08 --- - 10 pips
15) Sell EurJpy @ 162.44 closed 161.90 --- +54
16) Sell UsdJpy @ 105.08 closed 104.69 --- +39
17) Sell GbpJpy @ 206.21 closed 204.86 --- +135
18) Sell AudJpy @ 100.00 closed 100.62 --- -62
19) Buy NzdUsd @ 0.7809 closed 0.7833 --- +24
20) Buy EurUsd @ 1.5461 closed 1.5464 --- +3
21) Buy AudUsd @ 0.9517 closed 0.9608 --- +91
22) Sell GbpChf @ 2.0431 closed 2.0312 --- +119
23) Buy EurGbp @ 0.7878 closed 0.7904 --- +26
24) Buy EurChf @ 1.6101 closed 1.6051 --- -50
25) Sell UsdChf @ 1.0415 closed 1.0381 --- +34
26) Sell GbpUsd @ 1.9624 closed 1.9568 --- +56
-------------------------------------------------------------
Net Profit for these trades ======= + 459 pips
-------------------------------------------------------------
Total for the Week ============ + 804 pips
----------------------------------------------------------
See attachment for Details...
Attached Image (click to enlarge)
Click to Enlarge Name: g60.GIF Size: 32 KB
  • #3,259
  • Jun 4, 2008 8:18am Jun 4, 2008 8:18am
Sorry for posting to signal thread guys....brain lapse...didn't mean to wake everbody...won't happen again. Have a nice day.
  • #3,260
  • Jun 4, 2008 8:26am Jun 4, 2008 8:26am
Quoting trader101
Last Trade Summary:
14) Sell NzdJpy @ 81.98 closed 82.08 --- - 10 pips
15) Sell EurJpy @ 162.44 closed 161.90 --- +54
16) Sell UsdJpy @ 105.08 closed 104.69 --- +39
17) Sell GbpJpy @ 206.21 closed 204.86 --- +135
18) Sell AudJpy @ 100.00 closed 100.62 --- -62
19) Buy NzdUsd @ 0.7809 closed 0.7833 --- +24
20) Buy EurUsd @ 1.5461 closed 1.5464 --- +3
21) Buy AudUsd @ 0.9517 closed 0.9608 --- +91
22) Sell GbpChf @ 2.0431 closed 2.0312 --- +119
23) Buy EurGbp @ 0.7878 closed 0.7904 --- +26
24) Buy EurChf @ 1.6101 closed 1.6051 --- -50
25) Sell UsdChf @ 1.0415 closed 1.0381 --- +34
26) Sell GbpUsd @ 1.9624 closed 1.9568 --- +56
-------------------------------------------------------------
Net Profit for these trades ======= + 459 pips
-------------------------------------------------------------
Total for the Week ============ + 804 pips
----------------------------------------------------------
See attachment for Details...
Very, very impressive, now I just have to figure out how you do it ;P
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