THV MTF EA beta testing | Page 71 | Forex Factory

Options

Go to
Permalinks
Print Thread

Similar Threads

THV system, final edition 26,001 replies

MTF Stochastics into MTF Stoch Histogram 8 replies

THV ind 8 replies

My Journal - Based on THV V3.0 by Cobraforex 30 replies

THV RSI_V2 with Alarms --- need help! 6 replies

Attachments: THV MTF EA beta testing
Exit Attachments

THV MTF EA beta testing

  • #1,401
  • Jul 14, 2009 4:15pm Jul 14, 2009 4:15pm
Quoting AZBOfin
Xux99

Would it be possible to add a "DumpToLogFile" option?

Whenever a trade is opened or closed, specific data such as ATR and trix levels, MFTTrix status, distances to cloud, coral and S/R levels, and whatever else triggered the open/close or is otherwise useful, will be written to a log file.

I know this will increase the load on the EA and CPU but it also could make the weekend job of analyzing the trades a hell of a lot easier.

AZBOfin
As it happens I've just been debugging an EA I've been working on. This is how I do it :

extern string Diagnostics = "------------------------------------";
extern int DiagnosticsLevel = 0;
....
....
....
if(DiagnosticsLevel >= 1) Print("Long");
if(DiagnosticsLevel >= 2) Print("1. TakeProfit= "+TakeProfit+" StopLoss = "+StopLoss);
if(DiagnosticsLevel >= 3) Print("2. T= "+DoubleToStr(T,5)+" S="+DoubleToStr(S,5));
result=OrderSend(Symbol(),OP_BUY,Lots,Ask,Slip,S,T,"Wackyracer",magicno,0,Blue);
....

The Print output can be seen in the Journal tab when diagnosticsLevel set > 0. You could set as many levels as you want - say 1 for Trix 2 for ATR etc.

Best Rgds

WR

PS Results of this EA not as good as THV ea ( yet )
  • #1,402
  • Jul 15, 2009 12:37am Jul 15, 2009 12:37am
Quoting WackyRacer
In m15ucd this trade did the most damage :

407 2009.05.18 18:45 buy[font=Courier New][size=1]...

I also noticed that all the winner trades were completed within a trading day except the big losers which ran for several days. They must have fallen thru the crack. As a rule, all trades must be forced closed before broker swap.
  • #1,403
  • Jul 15, 2009 1:38am Jul 15, 2009 1:38am
Currently, the trading hours input in the ea does not force trades to close at the end hour. That wouldn't be a bad idea to try out however.
  • #1,404
  • Jul 15, 2009 1:45am Jul 15, 2009 1:45am
Hello Guys
I was wondering if we can include another parameter through which we can filter out extremely low range market as it was this morning. I remember I used to take a break in case 3(20)ATR < 12 for 1 min charts when I started out a few months back. Something like MinEntryATR may be?

Cheers
Kaz
  • #1,405
  • Edited 2:00am Jul 15, 2009 1:57am | Edited 2:00am
Kaiz,
I have rerun your set file, making 1 of the changes you suggested (trixcross 200 instead of 100). The one I did not change however, was atr 1.5 instead of 0. So leaving it at 0, but with the 200 for trix....beyond impressive.
One did slip thru the cracks taking a 450pip loss, but otherwise the equity curve was insane. I think you are damn close to an amazing set here.
I am now rerunning it with another tweak, I'll be sure to share the results.
Thanks for the work you have done creating such an impressive set.
Attached Image (click to enlarge)
Click to Enlarge Name: TesterGraph.gif Size: 7 KB
  • #1,406
  • Jul 15, 2009 2:36am Jul 15, 2009 2:36am
Quoting tazmaan
Currently, the trading hours input in the ea does not force trades to close at the end hour. That wouldn't be a bad idea to try out however.
Yes agreed - I mentioned this a week or so ago :

Trading_hours_settings=--------------------------------
......
DailyClose=1 (true or false)
DailyCloseHour=0300 ( specify close time eg end of session )
DailyCloseInProfit=0 ( keep profitable ones open true/false )

Cheers

WR
  • #1,407
  • Jul 15, 2009 2:43am Jul 15, 2009 2:43am
Yep, the more I go thru the trade results the more I think this definitely needs to be put into the next version. If every single one of my trades had been forced closed at the end of the trading session, there would only be a few small losses that I can see over the last few months, and no risk of any big hits. At least this is something I can do during forward testing now, I'll just close all trades at 20:00 manually
I have also noticed a few trades initiated outside of the set trading hours. Quite odd, and this will have to be something we keep an eye on as well (might be a small bug or something in there).
  • #1,408
  • Jul 15, 2009 3:21am Jul 15, 2009 3:21am
Quoting tazmaan
Kaiz,
I have rerun your set file, making 1 of the changes you suggested (trixcross 200 instead of 100). The one I did not change however, was atr 1.5 instead of 0. So leaving it at 0, but with the 200 for trix....beyond impressive.
One did slip thru the cracks taking a 450pip loss, but otherwise the equity curve was insane. I think you are damn close to an amazing set here.
I am now rerunning it with another tweak, I'll be sure to share the results.
Thanks for the work you have done creating such an impressive set.
It does look impressive in past data. I've never done any backtesting so far as I believe forward testing ie live environment is the best to evaluate any strategy.
Back to the loss of 450 pips..are you using any SL at all? Be it manual or ATR based. If you don't then please use it as I've recommended.
By the way change I suggested was iMaxCross=200 not trixcross
Keep up d good work and please don't thank me, thank the creators..I am just test driving d car!
Cheers
Kaz
  • #1,409
  • Jul 15, 2009 8:41am Jul 15, 2009 8:41am
Quoting kaizasoze
It does look impressive in past data. I've never done any backtesting so far as I believe forward testing ie live environment is the best to evaluate any strategy.
Back to the loss of 450 pips..are you using any SL at all? Be it manual or ATR based. If you don't then please use it as I've recommended.
By the way change I suggested was iMaxCross=200 not trixcross
Keep up d good work and please don't thank me, thank the creators..I am just test driving d car!
Cheers
Kaz
Let me clarify the backtest misconception for you. There are EAs out there that heavily depend on every tick coming in to apply their logic intrabar. On these type of EAs the backtest will not be as accurate since they depend on stored ticks which do not match the live ticks. Mt4 only stores a small sample of ticks per bar compared to the live ticks, otherwise the datafile would be enormous. In the case of THV the backtest is accurate since this EA does not depend on the amount of ticks coming in. Granted that you must have 90% modelling quality otherwise the backtest is not as accurate. You can easily check what I say by printing the last X demo live trades and running a backtest for same period with same parameters. Your live trades will match 100% if you had 90% modelling quality on your Backtest. Hope this clears your reluctance of the MT4 backtest engine.

Regards
If it backtests good run it live!
  • #1,410
  • Jul 15, 2009 9:47am Jul 15, 2009 9:47am
I have just recently gone to the 1hr tf using gj pair. Here is the screenshot showing the entry and exit trade.

Attached Image (click to enlarge)
Click to Enlarge Name: 1hrgj.gif Size: 46 KB

My question is that after the exit point, the conditions are still there to open another buy trade, and I am sure if this were on a 1m tf one would open.But since it is on a 1hr tf, the trade will not open for another 30 mins due to having either enter trade at open or close candle.Is it possible to have a setting to open trade at the exact point and not have to wait for open or close candle.A lot can happen in 30 mins?
Have a nice day!
Vince
  • #1,411
  • Jul 15, 2009 10:11am Jul 15, 2009 10:11am
Quoting kaizasoze
Hello Guys
I was wondering if we can include another parameter through which we can filter out extremely low range market as it was this morning. I remember I used to take a break in case 3(20)ATR < 12 for 1 min charts when I started out a few months back. Something like MinEntryATR may be?

Cheers
Kaz

Hi Kaz

Thanks for ground-breaking tweaks to the EA. BTW, what is "3(20)ATR"? Do you mean 3 times the ATR(20)?
  • #1,412
  • Jul 15, 2009 11:37am Jul 15, 2009 11:37am
Quoting kaizasoze
It does look impressive in past data. I've never done any backtesting so far as I believe forward testing ie live environment is the best to evaluate any strategy.
Back to the loss of 450 pips..are you using any SL at all? Be it manual or ATR based. If you don't then please use it as I've recommended.
By the way change I suggested was iMaxCross=200 not trixcross
Keep up d good work and please don't thank me, thank the creators..I am just test driving d car!
Cheers
Kaz
Kaiz,
Yes sorry for the incorrect info, it is indeed imaxcross that I changed. I didn't have the ea properties open when I typed so I said the wrong thing
Yes, the 450 stop was running with 0 atr, so no SL. I am playing with using a flat 100 pip SL, as 1.5 - 3 don't fair as nicely. We'll see if those few extra 100 pip stopouts still manage to keep the equity curve going nicely.
Ideally however, implementing the one additional feature of a closeall trades at trading window end, whether in profit or not, would render an incredible 6month test.
  • #1,413
  • Jul 15, 2009 3:25pm Jul 15, 2009 3:25pm
Hi,
I just wanted to bring up a very important issue while relying on backtests to guide us for the optimal preset files.
While backtesting the News Events are not taken into consideration so chances are that positions might be entered during news. When looking at the backtest try to correlate as much as possible past news events especially with the losing trades. If found then simply ignore those. Remember no entries happen 10 min before and after the news event. Hope this helps.

Regards
If it backtests good run it live!
  • #1,414
  • Jul 16, 2009 1:40am Jul 16, 2009 1:40am
Quoting kerty9
Hi Kaz

Thanks for ground-breaking tweaks to the EA. BTW, what is "3(20)ATR"? Do you mean 3 times the ATR(20)?
yes..
  • #1,415
  • Edited 1:51am Jul 16, 2009 1:49am | Edited 1:51am
Quoting fxspeedster
Let me clarify the backtest misconception for you. There are EAs out there that heavily depend on every tick coming in to apply their logic intrabar. ...

Regards
I never said I don't like backtests! I said I have never done them before and believe in testing strategies in live feeds.
Here is a set file for people who want to try 5 min TF. It needs more work but good for a start.
Have a good one
Cheers
Kaz
Attached File(s)
File Type: txt m5-2.set.txt   4 KB | 564 downloads
  • #1,416
  • Jul 16, 2009 4:55am Jul 16, 2009 4:55am
This is kaiz set file, with imaxcross changed to 200, and a fixed sl of 100 pips

I have also gone thru and determined the difference that would have been made if all trades were closed when the us session ends (on this broker, broco that equals 22:00)
I have also taken out the results of a few trades that got triggered outside the trading times for some reason (only 3 trades).
So, in closing all trades at 2200 that only affected 4 trades, however two of them were full stopouts. Closing them at market end instead of just letting them flounder all night really helped, in total adding $1032 to the end profit.
Anyhow, it's attached. I am running the same scenario on G/U right now, and will do more pairs as each finishes.
Enjoy!
Attached File(s)
File Type: zip eurusd.200cross.100sl.tton.0308-0711.zip   20 KB | 516 downloads
  • #1,417
  • Jul 16, 2009 5:40am Jul 16, 2009 5:40am
Quoting tazmaan
This is kaiz set file, with imaxcross changed to 200, and a fixed sl of 100 pips

I have also gone thru and determined the difference that would have been made if all trades were closed when the us session ends (on this broker, broco that equals 22:00)
....
I think if SL is a little more tighter results will be better. 100 pip SL may fit a daily or weekly timeframe not 15 min imho.
While forward testing I am only looking for best possible setups, I know 1.5 it a bit too tight. I'll consider using a fixed SL between 25-35 pips not more. If trade has filtered through such strict entry rules and can't pull back in 35 pips, then i'll be happy to accept a loss rather than increasing the SL.
Just look at the avg win and avg loss..what does it tell us?
Kaz
  • #1,418
  • Jul 16, 2009 9:37am Jul 16, 2009 9:37am
Quoting tazmaan
This is kaiz set file, with imaxcross changed to 200, and a fixed sl of 100 pips

I have also gone thru and determined the difference that would have been made if all trades were closed when the us session ends (on this broker, broco that equals 22:00)
I have also taken out the results of a few trades that got triggered outside the trading times for some reason (only 3 trades).
So, in closing all trades at 2200 that only affected 4 trades, however two of them were full stopouts....
Really nice results

Can you post your set file to allow us some other backtesting?
  • #1,419
  • Jul 16, 2009 5:17pm Jul 16, 2009 5:17pm
Quoting NosferatuMan
Really nice results

Can you post your set file to allow us some other backtesting?

He did...

TradeHound
  • #1,420
  • Jul 18, 2009 1:19am Jul 18, 2009 1:19am
Hi Guys
Hope ya'll enjoying your weekend.
I was reviewing the EA trades when this one got my attention. I had Patterns turned on and for the first time EA took a pin bar pattern but...didn't open d order? May be I am mistaken but can anyone clarify on this. I only had two patterns turned on Pinbar and Doubeltopbottom both settings 2.

Couple of thoughts regarding this and some more:
1. I am assuming its a pin-bar pattern. If that's the case I think we need to change a few things regarding this pattern that I'd like to discuss.eg open and close were not within the previous bar which is very important.
2. If THV rules don't allow a particular pattern and by itself it exists, will EA take it? I mean do the THV rules have to agree with pattern rules for it to open?
3. I noticed that EA picks up trades outside trading hours too.
4. As mentioned earlier, I think it would be helpful to have an option for entry like MinEntryATR, which could help with very slow moving sideways markets espcially on lower TF.

Have a great weekend
Cheers
Kaz
Attached Image (click to enlarge)
Click to Enlarge Name: M30EURUSD29114786Open.gif Size: 40 KB
3 traders viewing now