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THV MTF EA beta testing

  • #1,561
  • Jul 31, 2009 1:53pm Jul 31, 2009 1:53pm
Patterns and different timeframe OB/OS levels can be backtested.
Quoting kaizasoze
One more question..Can we backtest patterns as well? Also, can we use OB/OS levels other then those on current timeframe during backtest?
  • #1,562
  • Jul 31, 2009 11:13pm Jul 31, 2009 11:13pm
Hello All,

Wow, I have missed some action here... with release of version 0.8, kudos to Xux and Thanks to Cobraforex and Xux for answering the queries and for others for continously testing the EA.

I'm still kind of settling down back here in India(Bangalore), and it may take couple of more weeks before I can be online from my home too...

I have updated the first post with v08 release info with link to the posts.

For all the testers, Thanks for your time and patience in testing this EA.

Thanks again to all, for keeping this thread going.
  • #1,563
  • Edited 11:21am Aug 1, 2009 1:58am | Edited 11:21am
Hi Guys

I am attaching a new set file for people who are passionate with backtesting!

In Brief:

 

  1. It trades with 4H trend. You can also try Daily.
  2. FastSlowTrixCross=310, FastTrixDirection=310 and MTFTrixDot1=310. Means we are using these variable for exit as well as entry.
  3. Patterns enabled apart from TrixDivergence(=0). Not very reliable on M15, so it is turned off.
  4. Psych Levels not used. Only 1st S/R then TS or SL.
  5. News filter turned off.
  6. SL is fixed. 1st TP is fixed, 2nd ATR(&ADX) based, same with TS. Martingale enabled. No Hedge.

Play around and let us know about the ride!

Cheers

Kaz

Attached File(s)
File Type: txt m15_w5.txt   4 KB | 453 downloads
  • #1,564
  • Aug 1, 2009 4:03am Aug 1, 2009 4:03am
Hi Karun, we missed you, good to see that you are still around and I hope you settle down completely soon to take the ruder again.

Quoting karun
Hello All,

Wow, I have missed some action here... with release of version 0.8, kudos to Xux and Thanks to Cobraforex and Xux for answering the queries and for others for continously testing the EA.

I'm still kind of settling down back here in India(Bangalore), and it may take couple of more weeks before I can be online from my home too...

I have updated the first post with v08 release info with link to the posts.

For all the testers, Thanks for your time and patience in testing this EA.

Thanks again to all, for keeping this thread going....
  • #1,565
  • Aug 1, 2009 9:33am Aug 1, 2009 9:33am
Nice to see you all here, I'm still on my military course and have pretty limited internet access. I will be getting a server in the end of August, so anyone people who want to do backtest will be able to do them remotely on server, I hope it will be fast.
  • #1,566
  • Aug 1, 2009 1:40pm Aug 1, 2009 1:40pm
Quoting kaizasoze
Hi Guys

I am attaching a new set file for people who are passionate with backtesting!

In Brief:
[list=1][*]It trades with 4H trend. You can also try Daily.[*]FastSlowTrixCross=310, FastTrixDirection=310 and MTFTrixDot1=310. Means we are using these variable for exit as well as entry.[*]Patterns enabled apart from TrixDivergence(=0). Not very reliable on M15, so it is turned off.[*]Psych Levels not used. Only 1st S/R then TS or SL.[*]News filter turned off.[*]SL is fixed. 1st TP is fixed, 2nd ATR(&ADX) based, same with TS. Martingale enabled....
Here it is for the same period I've been testing. Very few trades.
I'm running another one without patterns.
Attached Image (click to enlarge)
Click to Enlarge Name: TesterGraph.gif Size: 8 KB
  • #1,567
  • Aug 1, 2009 3:01pm Aug 1, 2009 3:01pm
Hi All,

Been testing v8 and it seems to behave differently than v6 & v7 - at least for me. Here is a screen shot of trades in backtesting that I dont think it should have taken.

I am on EURUSD M15 with :

ePeriod1=15 ePeriod1Type=1
ePeriod2=30 ePeriod2Type=0
ePeriod3=30 ePeriod3Type=1
ePeriod4=60 ePeriod4Type=1
MTF_IchimokuHisto_settings=-----------------------------------------------------
Shortperiod=15
Longperiod=30

all TRIX set to 110 so trade on closed bar ( Sets file attached )
Attached File(s)
File Type: txt wackyracer_m15-v701t.txt   12 KB | 424 downloads


The Histos in the display are the same settings so we should only open when all are Red / Green :

Attached Image (click to enlarge)
Click to Enlarge Name: M15EURUSD2Close.gif Size: 22 KB


I had some good results with some sets in v7 but at the moment cant reproduce them in v8.

I have redownloaded MT4 and cleared out the cache etc.
Attached Image (click to enlarge)
Click to Enlarge Name: M15EURUSD1Close.gif Size: 22 KB
  • #1,568
  • Aug 1, 2009 3:16pm Aug 1, 2009 3:16pm
Quoting NosferatuMan
Here it is for the same period I've been testing. Very few trades.
I'm running another one without patterns.
Few trades are expected..please do run patterns..they are working in live environment and I don't see any reason they don't work in simulation??

Also when u post your results..please post all of it..equity curve dosen't indicate anything about what settings you are running! Try to get as much detailed as possible. Also make sure Modelling quality is above 90% and there are no errors. Anything less than that..you've got skewed data..

Kaz
  • #1,569
  • Aug 1, 2009 3:48pm Aug 1, 2009 3:48pm
MTF indicators are not shown correctly in strategy tester.

Quoting WackyRacer
Hi All,

Been testing v8 and it seems to behave differently than v6 & v7 - at least for me....
  • #1,570
  • Aug 1, 2009 3:49pm Aug 1, 2009 3:49pm
Quoting WackyRacer
Hi All,

Been testing v8 and it seems to behave differently than v6 & v7 - at least for me. Here is a screen shot of trades in backtesting that I dont think it should have taken.

.
Straight out of your set file...

 

  1. TrixOverboughtOversold=0 TrixOverboughtLevel=0.00009000
    TrixOversoldLevel=-0.00009000....Don't you think this level is way too much for current timeframe?
  2. FastTrixDirection=100
    SlowTrixDirection=100
    FastTrixZeroLevel=0 Do you think its enough filtering..
  3. DailyPivotDistance=0.00000000 ..trade right into DP..is that a wise decision?
  4. OppositeSignalExit=0 ..not exiting on opposite signal?
    IndicatorsExitPriority=0 ..where are you going to get out having S/R defined as exit?
    LevelsExitPriority=0
  5. ClassicSL=0 NO SL USED!!!!
    HighLowSL=0
  6. PSARTrailingStop=0 NO TS USED??
    ClassicTrailingStop=0
  7. CloseIfProfit=0 and OppositeSignalExit=0...no exit sign for either +ve or -ve trades??
  8. MondayOpen=0 & DailyClose=0 and FridayClose=0 // It should be looked into..we can't trade all pairs on all hours bro..
  9. BreakEvenPartialClose=0 // No BE or trailing of it?
    StartTrailingPartialClose=0
  10. MoneyManagement=0 // No MM ??
    LeveragePercent=1.00000000

I'll just stop here...to me this just points to NO understanding of settings before testing!! We are at version 8 of this EA.. No offense..BUT I would have hoped that at least traders who are this far would trade with basic understanding of SL and TP!

Lets go through the guide one more time guys..every setting is explained very well by XuX and Karun..

Kaz

  • #1,571
  • Aug 2, 2009 2:33am Aug 2, 2009 2:33am
Why? coz it is far more accurate than the usual 90% rate..read the doc attached with zip file.

Also there is a short but informative video for guys who are starting out on testing MT4 on youtube..

Inserted Video


Hope this helps with backtesting our beloved THV EA!

Cheers

Kaz
Attached File(s)
File Type: zip UsingTickDatainMT4.zip   69 KB | 436 downloads
  • #1,572
  • Edited 9:17am Aug 2, 2009 8:44am | Edited 9:17am
@WR - your post 1567 !

Yes I have to agree - very strange ... the EA takes trades not in agreement with the chart. I use now a set in the EA matching the DOTs on the chart. I think the data used for backtesting arn't correct ? If you scroll back the real time charts and compare them with backtest - you'll see for instance quite different colors for the MTF dots. So these backtests dont make any sense ? Or have we to use other datas ?
  • #1,573
  • Aug 2, 2009 9:00am Aug 2, 2009 9:00am
Quoting kaizasoze
Why? coz it is far more accurate than the usual 90% rate..read the doc attached with zip file.

Also there is a short but informative video for guys who are starting out on testing MT4 on youtube..

http://www.youtube.com/watch?v=e755bVP6Bmo

Hope this helps with backtesting our beloved THV EA!

Cheers

Kaz
Great videos, Kaz.
I think I got all the info and I will improve the quality of my backtests. I will keep you posted during next week.

Thanks.
  • #1,574
  • Aug 2, 2009 7:18pm Aug 2, 2009 7:18pm
Quoting kaizasoze
Hi Guys

I am attaching a new set file for people who are passionate with backtesting!

Kaz
Hi Kaz

Thank you for sharing of your new set file.

This is backtests from different brokers.

Patterns parameters =0, because with it I had no results.

I'll try with ePeriod4 = daily.

Cheers

Adylis
Attached File(s)
File Type: zip kaza_m15_w5_backtests.zip   110 KB | 365 downloads
  • #1,575
  • Edited 11:53pm Aug 2, 2009 10:45pm | Edited 11:53pm
Quoting Mandl2007
@WR - your post 1567 !

Yes I have to agree - very strange ... the EA takes trades not in agreement with the chart. I use now a set in the EA matching the DOTs on the chart. I think the data used for backtesting arn't correct ? If you scroll back the real time charts and compare them with backtest - you'll see for instance quite different colors for the MTF dots. So these backtests dont make any sense ? Or have we to use other datas ?
You can download and save real ticks with a script I posted in my previous post. I think most brokers don't feed us with quality data for backtesting. So, doing backtesting with real ticks makes sense. Try it and see how go..

I am personally not going to do any backtests this week. I'll do fwd tests on live feed and save the tick data, to run backtests on weekend. I am hoping both should match. What brokers provide through their history centre..I am not satisfied with it!

Cheers
Kaz
Attached Image (click to enlarge)
Click to Enlarge Name: tick data.gif Size: 42 KB
  • #1,576
  • Aug 2, 2009 11:29pm Aug 2, 2009 11:29pm
Quoting adylis
Hi Kaz

Thank you for sharing of your new set file.

This is backtests from different brokers.

Patterns parameters =0, because with it I had no results.

I'll try with ePeriod4 = daily.

Cheers

Adylis
Please do use patterns..put 3 as option which essentially means option 1 and 2 are both valid for EA to take the trade. Also on template you are using have u enabled the EA option on TrixCalled.ex4??

Cheers

kaz
  • #1,577
  • Aug 2, 2009 11:41pm Aug 2, 2009 11:41pm
Quoting NosferatuMan
Great videos, Kaz.
I think I got all the info and I will improve the quality of my backtests. I will keep you posted during next week.

Thanks.
Glad it was of help to you. Keep US posted please...its a team effort!

Kaz
  • #1,578
  • Aug 3, 2009 3:58am Aug 3, 2009 3:58am
Quoting kaizasoze
Glad it was of help to you. Keep US posted please...its a team effort!

Kaz
When I wrote you, I meant all of you guys

I'm facing a problem with the backtests. I've installed MT4 from Alpari and downloaded all the historical data.
When I run a backtest with "news filter" on, the test finishes quickly with no results at all. Does anybody knows why this happens?

Kaz, your set file with patterns produces very few trades, even with the 90% rate
  • #1,579
  • Aug 3, 2009 4:30am Aug 3, 2009 4:30am
Quoting NosferatuMan
When I wrote you, I meant all of you guys

I'm facing a problem with the backtests. I've installed MT4 from Alpari and downloaded all the historical data.
When I run a backtest with "news filter" on, the test finishes quickly with no results at all. Does anybody knows why this happens?

Kaz, your set file with patterns produces very few trades, even with the 90% rate
Turn the news filter off..and also remove the indicator from the template. What kind of news can you find in past data??

As I said I am trying different settings, feel free to tweak the set and see if you can produce a better one..

Cheers
Kaz
  • #1,580
  • Aug 3, 2009 7:59am Aug 3, 2009 7:59am
Hey XuX
I was wondering if we can use fractional values of pips when defining our parameter values in EA?

Kaz
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