GBPJPY, USDJPY, USDCAD and EURUSD use my set file OOTB
GBPUSD LR.Length = 80
EURJPY MinLRVal = 45 LR.Length = 102
scooby-doo BOJ JPY pairs trading robot
- #5,921
- Feb 13, 2010 1:24pm Feb 13, 2010 1:24pm
- | Commercial User | Joined Apr 2007 | 8,331 Posts
- #5,924
- Feb 13, 2010 2:19pm Feb 13, 2010 2:19pm
- | Joined Apr 2008 | Status: Trader | 1,114 Posts
I dont have enough knowledge of how this bot trades to give observations of the bug. But it seems to me it's a order expiration issue? As you can see it just keeps opening and deleting orders every minute, can't be what's intended.
I will consider doing the 2yr test after i finish all of these (pending outcome). I typically don't like to waste the time and resources to backtest that far, as imo it's overkill. As much as it's nice to see an ea survive and profit for two years, what are the actual chances that anyone would let it run for that long untouched and unoptimized? Things change, market changes etc
Anyhow, will post when I have more. On another note, have you tried to backtest GJ? It wont test for me, error 130 invalid stops with your set file.
I will consider doing the 2yr test after i finish all of these (pending outcome). I typically don't like to waste the time and resources to backtest that far, as imo it's overkill. As much as it's nice to see an ea survive and profit for two years, what are the actual chances that anyone would let it run for that long untouched and unoptimized? Things change, market changes etc
Anyhow, will post when I have more. On another note, have you tried to backtest GJ? It wont test for me, error 130 invalid stops with your set file.
- #5,927
- Feb 13, 2010 2:39pm Feb 13, 2010 2:39pm
- | Joined Apr 2008 | Status: Trader | 1,114 Posts
Yeah, not sure what the issue is, this is backtesting on eglobal, but it doesnt like gj stops for some reason
btw sandy
I tried your set file on eu backtest for the same period, just under breakeven for the 6 month test. If backtests are anywhere near actual for this bot, i'd be careful with those settings
btw sandy
I tried your set file on eu backtest for the same period, just under breakeven for the 6 month test. If backtests are anywhere near actual for this bot, i'd be careful with those settings
- #5,928
- Feb 13, 2010 2:47pm Feb 13, 2010 2:47pm
Yeah, not sure what the issue is, this is backtesting on eglobal, but it doesnt like gj stops for some reason
btw sandy
I tried your set file on eu backtest for the same period, just under breakeven for the 6 month test. If backtests are anywhere near actual for this bot, i'd be careful with those settings
Hi Jim. Thanks for testing the settings. I updated to Getdown's settings. The only change I made was turning off the 200 SMA. And I'll trade it on the 15 minute.
Sandy
- #5,929
- Feb 13, 2010 2:53pm Feb 13, 2010 2:53pm
Hi Jim. Thanks for testing the settings. I updated to Getdown's settings. The only change I made was turning off the 200 SMA. And I'll trade it on the 15 minute.
Sandy
- #5,931
- Feb 13, 2010 3:07pm Feb 13, 2010 3:07pm
Well I'm on demo so it will be a good test. On H1 it seemed to stop trading.
Sandy
TCF v2 by design is a rare (selective) trading strategy FYI.
- #5,934
- Feb 13, 2010 3:19pm Feb 13, 2010 3:19pm
- Joined Dec 2006 | Status: Backtest is meaningless (to me) | 2,176 Posts
- #5,940
- Feb 13, 2010 5:01pm Feb 13, 2010 5:01pm
- | Commercial User | Joined Apr 2007 | 8,331 Posts
Steve,
Something strange happening in backtest, figured i'd make you aware of it in case it's a bug that needs fixing for forward testing.
Take a look at dates 9/30, 11/23, 12/18 and 2/9 in the report, you'll see what's happening.