NFP System - Backtest data provided | Page 6 | Forex Factory

Options

Go to
Permalinks
Print Thread

Similar Threads

How to Correctly BackTest, Collect Data, and Analyze A System 13 replies

How much historical data needed to backtest day trading system 0 replies

Visual backtest result different from non-visual backtest 0 replies

data needed to backtest system 1 reply

How to backtest system with past data? 8 replies

Attachments: NFP System - Backtest data provided
Exit Attachments

NFP System - Backtest data provided

  • #101
  • Apr 2, 2007 7:47pm Apr 2, 2007 7:47pm
Quoting fx4_ever
Hi:
Thanks for posting modified version of indicator.
For some reason, I can't not make indicator to show on my chart.
Am I missing something obvious?
Does anyone having same problem?
Who's your broker?
  • #102
  • Apr 2, 2007 8:28pm Apr 2, 2007 8:28pm
Hi:
You just answer to my problem.
for IBFX mini, i had to change the pair symbols. Now it is working.
Thanks,

Quoting smjones
Who's your broker?
  • #103
  • Apr 2, 2007 10:52pm Apr 2, 2007 10:52pm
Hi: I chart your latest posting of this indicator and still current index value is all unique to each different pairs. Did anyone respond to your posting? I read the whole thread and I didn't see it.
Also, putting same indicator on IBFX puts out different index value compare to FXDD on same pair/same TF. Is this norm? If it isn't, how reliable is this indicator? Perhaps this # makes no difference as long as it is above/below SMA is matched? While this is unique way of spotting its trend, I still would like to read more about this "sentinal" indicator and its originator, Joe Knight. Does anyone has info on Joe Knight or his original sentinal indicator and how it is used? Sorry to ask too many questions.
Any info would be appreciate it.
Thanks,


Quoting stockwet
Hello all,

This system looks very promising. Like MrMikal, I've been looking at some similar math, but more from an arbitrage position. So, I was excited to take a look.

I have, perhaps, a silly question. It seems like there should only be ONE index number. In other words, when one does the calculation, by combining the 7 pairs, you end up with a single index number. If that's true, does anyone know why I might be getting different index numbers using the indicator depending on the chart I have up? I have all 7 pairs up, each with the sentinel index indicator on it (SMA version). Yet, my current index value for GBPUSD is 2.1782 but AUDUSD it's 1.8137. All other pairs have unique values.

Thanks.

stockwet
  • #104
  • Apr 3, 2007 12:41am Apr 3, 2007 12:41am
Dear Stockwet and Kevin-E

I would like to thank you for taking time to explain me the system , now i get it... Before i was just wondering that where would NFP numbers fit in this system but after your explanation, i get it...

Thanks for helping and keep up the good work!!!.
Thanks and Regards Zamir M Iqbal
  • #105
  • Apr 3, 2007 3:52am Apr 3, 2007 3:52am
Quoting stockwet
Well, after thoroughly confusing everyone with my posts, I might as well post the mods I suggested. This is the same code as the original EA (SMA version), with 2 additions.

1) You can choose to view the Sentinal values as a histogram instead of a line.

2) You can select the number of bars back to go. Remember, you need at least 336 bars in order to draw the SMA. So, pick a big number. By default, it is set to 0, which means all bars in the chart will be used and you will have the same effect as previously - that is, different charts will have varying Sentinal numbers. However, as iya pointed out, the different numbers should not impact the crossings and the overall curve of the dataset.

Regards and sorry for the confusion.

stockwet

PS: Great work on this EA, guys. This code is EXTREMELY clean and easy to read.
Stockwet,

I have one suggestion for the Sentinal Index indicator. Can we have the bars change color when below or above SMA? This would be much easier on the eyes.

TimeFreedom
  • #106
  • Apr 3, 2007 6:48am Apr 3, 2007 6:48am
Quoting stockwet
Well, after thoroughly confusing everyone with my posts, I might as well post the mods I suggested. This is the same code as the original EA (SMA version), with 2 additions.

1) You can choose to view the Sentinal values as a histogram instead of a line.

2) You can select the number of bars back to go. Remember, you need at least 336 bars in order to draw the SMA. So, pick a big number. By default, it is set to 0, which means all bars in the chart will be used and you will have the same effect as previously - that is, different charts will have varying Sentinal numbers. However, as iya pointed out, the different numbers should not impact the crossings and the overall curve of the dataset.

Regards and sorry for the confusion.

stockwet

PS: Great work on this EA, guys. This code is EXTREMELY clean and easy to read.
hi stock

how excatly use this indicator, i thought we enter using 336 SMA on monday ?
  • #107
  • Apr 3, 2007 6:52am Apr 3, 2007 6:52am
hi stockwet,

wait a minute...Did really someone create an EA? Or did you just mean the Sent. indicator?
  • #108
  • Edited 7:14am Apr 3, 2007 7:02am | Edited 7:14am
No, sorry. I misspoke. I'm so used to writing EA's now that that just came out by way of habit. Sorry for the confusion. I'm sure there will be an EA soon, though.

Quoting tradeigel
hi stockwet,

wait a minute...Did really someone create an EA? Or did you just mean the Sent. indicator?
  • #109
  • Apr 3, 2007 7:10am Apr 3, 2007 7:10am
It can be done. However, I really debated about even posting the mods I made. I've found that having a lot of mods for an indicator can get quite confusing for people trying to figure out which one is the right one to use. Also, iya and bubo created the original indicator, and did a FABULOUS job on it. In fact, iya's code is about as clean of code as I've ever seen. I'd like to hear from iya and bubo on how to they want to handle mod requests.


Quoting TimeFreedom
Stockwet,

I have one suggestion for the Sentinal Index indicator. Can we have the bars change color when below or above SMA? This would be much easier on the eyes.

TimeFreedom
  • #110
  • Apr 3, 2007 7:12am Apr 3, 2007 7:12am
Incidentally, I would not mind seeing an additional indicator that draws H/L lines based on the NFP rule as well as weekly H/L lines, as used by Kevin.
  • #111
  • Apr 3, 2007 8:24am Apr 3, 2007 8:24am
sorry for asking stupid question, we long when the price open above 336sma on 30 minute chart and we enter after nfp or on monday?
  • #112
  • Apr 3, 2007 8:51am Apr 3, 2007 8:51am
Quoting bapho
sorry for asking stupid question, we long when the price open above 336sma on 30 minute chart and we enter after nfp or on monday?

you got complete rules on page 1, first post by kevin in attch. just read rules in txt file
  • #113
  • Apr 3, 2007 8:55am Apr 3, 2007 8:55am
Stockwet;
This is a super idea. If indicator can draws H/L, there is no 2nd guess or mistakes of drawing at the wrong time line.

Quoting stockwet
Incidentally, I would not mind seeing an additional indicator that draws H/L lines based on the NFP rule as well as weekly H/L lines, as used by Kevin.
  • #114
  • Apr 4, 2007 12:53am Apr 4, 2007 12:53am
Quoting stockwet
It can be done. However, I really debated about even posting the mods I made. I've found that having a lot of mods for an indicator can get quite confusing for people trying to figure out which one is the right one to use. Also, iya and bubo created the original indicator, and did a FABULOUS job on it. In fact, iya's code is about as clean of code as I've ever seen. I'd like to hear from iya and bubo on how to they want to handle mod requests.
Hello Stockwet,

Thank you for the the flowers! I am glad the modifications were of use, and I agree that iya did incredibly well with the code. The indicator is in the public domain now and feel free to use or change it. I am happy with it for now and no changes planned, although I have had problems sucking in USDCHF values (does anyone else get error messages regarding missing USDCHF or is something wrong with my data files?).
  • #115
  • Apr 5, 2007 1:37pm Apr 5, 2007 1:37pm
Hi guys,

just wondering if anybody made an EA for this system?

Thanks,
Less is more...
  • #116
  • Apr 6, 2007 12:49am Apr 6, 2007 12:49am
Quoting pipcruiser
Hi guys,

just wondering if anybody made an EA for this system?

Thanks,
no, but today is NFP report and we can test this whole thing live
  • #117
  • Apr 6, 2007 2:12am Apr 6, 2007 2:12am
i do not know what is the EA. con you please explain shortly?


Quoting Ahil
no, but today is NFP report and we can test this whole thing live
  • #118
  • Apr 6, 2007 4:06am Apr 6, 2007 4:06am
Can someone please put a chart here, showing all : indicators,SMA, BOX, and entry/exit points. I think this will clarify this method further.

Picture is worth thousand of words.

Thanx in adv.
  • #119
  • Apr 6, 2007 6:16am Apr 6, 2007 6:16am
Quoting btfl
i do not know what is the EA. con you please explain shortly?

EA - short for Expert Advisor or trading programm useable in Metatrader platform (if you can programm you could write a code for entry, exit and everything else and let your computer execute it),

you can find alot more under Metatrader

hope that helps
  • #120
  • Apr 6, 2007 6:39am Apr 6, 2007 6:39am
Thank you very much!!!!!!!!!
0 traders viewing now