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  • #101
  • Mar 22, 2009 6:33pm Mar 22, 2009 6:33pm
I have no results for optimizing the Slope Period. When I check my journal tab, it says the results have been discarded as insignificant. Now do I just go on to the next optimization, stop loss, and just leave the value for the slope period as the default setting?

Thanks,
Mary
  • #102
  • Mar 22, 2009 7:01pm Mar 22, 2009 7:01pm
Hi Damon
Sorry running a little late, will have the GBP/USD H1 completed very soon and will post shortly. My father is doing fine, came through the hip surgery ok. Richard
  • #103
  • Mar 22, 2009 7:32pm Mar 22, 2009 7:32pm
Quoting marisialb
I have no results for optimizing the Slope Period. When I check my journal tab, it says the results have been discarded as insignificant. Now do I just go on to the next optimization, stop loss, and just leave the value for the slope period as the default setting?

Thanks,
Mary

Thats the same result I have with GBP/USD H1, just go on with the next steps with the slope set at default...., thats what I am doing....

Richard
  • #104
  • Mar 22, 2009 7:33pm Mar 22, 2009 7:33pm
Hey Mary -

If you got insignificant results on all the slope values for that time frame, that means we do not trade that pair, that filter this week.

No sense in optimizing that pair/tf/filter anymore for this week.

Damon

Quoting marisialb
I have no results for optimizing the Slope Period. When I check my journal tab, it says the results have been discarded as insignificant. Now do I just go on to the next optimization, stop loss, and just leave the value for the slope period as the default setting?

Thanks,
Mary
"Keep your eyes on the helpers" - Mr. Rogers
  • #105
  • Mar 22, 2009 7:34pm Mar 22, 2009 7:34pm
Richard -

Did you try all slope combinations for your pair/TF and got no results?

Quoting skybiz007
Hi Damon
Sorry running a little late, will have the GBP/USD H1 completed very soon and will post shortly. My father is doing fine, came through the hip surgery ok. Richard
"Keep your eyes on the helpers" - Mr. Rogers
  • #106
  • Mar 22, 2009 7:40pm Mar 22, 2009 7:40pm
Quoting damonl
Richard -

Did you try all slope combinations for your pair/TF and got no results?
Just the default of 8 Start 1 Step 1 Stop 21

Richard
  • #107
  • Mar 22, 2009 7:48pm Mar 22, 2009 7:48pm
Quoting skybiz007
Just the default of 8 Start 1 Step 1 Stop 21

Richard
Same here except for GBPJPY 1H. Am I missing something about other slope values?

Mary
  • #108
  • Edited 8:15pm Mar 22, 2009 8:03pm | Edited 8:15pm
Results for EUR-USD 3/19/09 - 3/21/09

Time Frame: 30 Minutes
FastSlopePeriod: 11
SlowSlopePeriod: 13

Filter: SSF
Stop Loss: 35
Trailing Stop: 25
Break Even at Profit: 25
Take Profit: 35
Net profit: $52
  • #109
  • Mar 22, 2009 8:06pm Mar 22, 2009 8:06pm
Quoting marisialb
Same here except for GBPJPY 1H. Am I missing something about other slope values?

Mary

Hi Mary I am testing the GBP/USD H1 Single Slope Filter(SLF) same result as you and I do not know what other slope combinations Damon is refering to. I tried 12 and 21 also with same result. 21 passes and 21 results have been discarded as insignficant. Now it was set at 34 with Stop at 55 and the journal said 55 results have been discarded as insignificant..There has to be something wrong with FXDD data feed.

Richard
  • #110
  • Mar 22, 2009 8:13pm Mar 22, 2009 8:13pm
Quoting marisialb
Same here except for GBPJPY 1H. Am I missing something about other slope values?

Mary

Ditto on GBPJPY 30M and GBPCHF 1H and 30M. Also when I check the journal now, I'm getting these errors:

20:05:14 TestGenerator: unmatched data error (low value 1.6221 at 2009.03.20 19:09 and price 1.6220 mismatched)
20:05:14 TestGenerator: unmatched data error (volume limit 2090 at 2009.03.20 19:00 exceeded)
20:05:14 TestGenerator: unmatched data error (volume limit 2090 at 2009.03.20 19:00 exceeded)
20:05:14 TestGenerator: unmatched data error (volume limit 2090 at 2009.03.20 19:00 exceeded)
20:05:14 TestGenerator: unmatched data error (volume limit 2090 at 2009.03.20 19:00 exceeded)
20:05:14 TestGenerator: unmatched data error (volume limit 2090 at 2009.03.20 19:00 exceeded)
20:05:14 TestGenerator: unmatched data error (volume limit 2090 at 2009.03.20 19:00 exceeded)
20:05:14 TestGenerator: unmatched data error (volume limit 2090 at 2009.03.20 19:00 exceeded)
20:05:14 TestGenerator: unmatched data error (volume limit 2090 at 2009.03.20 19:00 exceeded)
20:05:14 TestGenerator: unmatched data error (volume limit 2090 at 2009.03.20 19:00 exceeded)
20:05:14 TestGenerator: unmatched data error (high value 1.6325 at 2009.03.20 19:00 is not reached from the least timeframe, high price 1.6293 mismatches)
20:05:14 TestGenerator: unmatched data error (low value 1.6286 at 2009.03.20 20:36 and price 1.6285 mismatched)
20:05:14 TestGenerator: unmatched data error (low value 1.6286 at 2009.03.20 20:37 and price 1.6284 mismatched)
20:05:14 TestGenerator: unmatched data error (high value 1.6350 at 2009.03.20 20:00 is not reached from the least timeframe, high price 1.6349 mismatches)
20:05:14 TestGenerator: unmatched data error (high value 1.6316 at 2009.03.20 21:00 is not reached from the least timeframe, high price 1.6315 mismatches)
20:05:14 TestGenerator: unmatched data error (low value 1.6278 at 2009.03.20 22:30 and price 1.6275 mismatched)
20:05:14 TestGenerator: unmatched data error (low value 1.6278 at 2009.03.20 22:31 and price 1.6277 mismatched)
20:05:14 TestGenerator: unmatched data error (volume limit 807 at 2009.03.20 22:00 exceeded)
20:05:14 TestGenerator: unmatched data error (volume limit 807 at 2009.03.20 22:00 exceeded)
20:05:14 TestGenerator: unmatched data error (volume limit 807 at 2009.03.20 22:00 exceeded)
20:05:14 TestGenerator: unmatched data error (high value 1.6322 at 2009.03.20 22:00 is not reached from the least timeframe, high price 1.6319 mismatches)
20:05:14 SlopeTrend_v1.0: optimization started
20:10:05 SlopeTrend_v1.0: optimization stopped
20:10:05 There were 21 passes done during optimization, 21 results have been discarded as insignificant

Help?!
Mary
  • #111
  • Mar 22, 2009 8:14pm Mar 22, 2009 8:14pm
Gentlemen,
having done my first optimization I have to say it's truly remarkable what you've been doing in the last couple of weeks. Not wasting any seconds, huh?

I had multiple "same results (biggest profit)" for SL, TS, and BE, see below:

SL from 24 to 45
TS from 0 to 50
BE from 0 to 50

How can I decide what to enter in the value box back in the expert properties?
obviously not zero, but from say 10-50 it could be anything. I took the initiative and put the average values, 35, 25, 25 respectively.
Is that ok?

hsa
  • #112
  • Mar 22, 2009 9:22pm Mar 22, 2009 9:22pm
Hey you two (Mary, Richard)....Did you have a checkmark in the box when you optimized the single slope only?

Quoting marisialb
Same here except for GBPJPY 1H. Am I missing something about other slope values?

Mary
"Keep your eyes on the helpers" - Mr. Rogers
  • #113
  • Mar 22, 2009 9:23pm Mar 22, 2009 9:23pm
Thats a big 10-4
  • #114
  • Mar 22, 2009 9:25pm Mar 22, 2009 9:25pm
Just for fun i am doing USD/JPY H1 and it is working just fine.....
  • #115
  • Mar 22, 2009 9:25pm Mar 22, 2009 9:25pm
Hey hsa -

Perhaps you missed the memo. My fault for starting without everything in place.

At the moment we are optimizing for this week based on the last 3 weeks of trading. So, for this week you should be optimizing for the dates of 03/02/09 - 03/21/09.

We will then take those resuts and use them them the rest of this week. Then next sunday we will optimize for the dates 03/09/09 - 03/28/09.

For now, this is where we are at.

Damon

Quoting hsa013
Results for EUR-USD 3/19/09 - 3/21/09

Time Frame: 30 Minutes
FastSlopePeriod: 11
SlowSlopePeriod: 13

Filter: SSF
Stop Loss: 35
Trailing Stop: 25
Break Even at Profit: 25
Take Profit: 35
Net profit: $52
"Keep your eyes on the helpers" - Mr. Rogers
  • #116
  • Mar 22, 2009 9:25pm Mar 22, 2009 9:25pm
Quoting damonl
Hey you two (Mary, Richard)....Did you have a checkmark in the box when you optimized the single slope only?
I just double-checked and yes, I did have it checked.

Mary
  • #117
  • Mar 22, 2009 9:27pm Mar 22, 2009 9:27pm
It looks like it is a data error. Try downloading the 1M data again for the pairs you are testing.


Quoting marisialb
Ditto on GBPJPY 30M and GBPCHF 1H and 30M. Also when I check the journal now, I'm getting these errors:

20:05:14 TestGenerator: unmatched data error (low value 1.6221 at 2009.03.20 19:09 and price 1.6220 mismatched)
20:05:14 TestGenerator: unmatched data error (volume limit 2090 at 2009.03.20 19:00 exceeded)
20:05:14 TestGenerator: unmatched data error (volume limit 2090 at 2009.03.20 19:00 exceeded)
20:05:14 TestGenerator: unmatched data error (volume limit 2090 at 2009.03.20 19:00 exceeded)
20:05:14 TestGenerator: unmatched data error (volume...
"Keep your eyes on the helpers" - Mr. Rogers
  • #118
  • Mar 22, 2009 9:28pm Mar 22, 2009 9:28pm
Okay, if you had it checked and you did not get any results, it is because no reuslts produced a profit and we should not trade them, however Mary, I am not familiar with your errors in the post above.

Quoting marisialb
I just double-checked and yes, I did have it checked.

Mary
"Keep your eyes on the helpers" - Mr. Rogers
  • #119
  • Mar 22, 2009 9:30pm Mar 22, 2009 9:30pm
Quoting damonl
Hey hsa -

Perhaps you missed the memo. My fault for starting without everything in place.

At the moment we are optimizing for this week based on the last 3 weeks of trading. So, for this week you should be optimizing for the dates of 03/20/09 - 03/21/09.

We will then take those resuts and use them them the rest of this week. Then next sunday we will optimize for the dates 03/09/09 - 03/28/09.

For now, this is where we are at.

Damon
You must mean 3/02/09 to 3/21/09 not 3/20/09 to 3/21/09 right.....
  • #120
  • Mar 22, 2009 9:31pm Mar 22, 2009 9:31pm
to test your single slope filter (SLF) you should check the box, start =1, step = 1 and stop = 21. Value does not mater here because the box is checked. Value only counts if the box is unchecked.

If you did all this right, and you got no results I can only conclude that all data put you in a loss with all trades. Did you download the appropriate 1M tick data?

Quoting skybiz007
Hi Mary I am testing the GBP/USD H1 Single Slope Filter(SLF) same result as you and I do not know what other slope combinations Damon is refering to. I tried 12 and 21 also with same result. 21 passes and 21 results have been discarded as insignficant. Now it was set at 34 with Stop at 55 and the journal said 55 results have been discarded as insignificant..There has to be something wrong with FXDD data feed.

Richard
"Keep your eyes on the helpers" - Mr. Rogers
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