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scooby-doo BOJ JPY pairs trading robot

  • #5,921
  • Feb 13, 2010 11:24am Feb 13, 2010 11:24am
Quoting getdown71
GBPJPY, USDJPY, USDCAD and EURUSD use my set file OOTB

GBPUSD LR.Length = 80

EURJPY MinLRVal = 45 LR.Length = 102
Thanks Nick.

  • #5,922
  • Feb 13, 2010 11:57am Feb 13, 2010 11:57am
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.
In any case, nick, here is your eu test for 6 months with 90%. I'll do the other pairs just for kicks and combine the reports into one and post when done.
Attached Image (click to enlarge)
Click to Enlarge Name: eu h1 6month.gif Size: 6 KB
Attached File(s)
File Type: zip eu h1 6month.zip   51 KB | 262 downloads
  • #5,923
  • Feb 13, 2010 12:08pm Feb 13, 2010 12:08pm
Quoting tazmaan
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.
In any case, nick, here is your eu test for 6 months with 90%. I'll do the other pairs just for kicks and combine the reports into one and post when done.
Thanks Tazman. Looks good. - What are you quick observations of the bug ?

I have gone back 2 years from today's date - possible to do the same time window ?
  • #5,924
  • Feb 13, 2010 12:19pm Feb 13, 2010 12:19pm
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.
  • #5,925
  • Feb 13, 2010 12:28pm Feb 13, 2010 12:28pm
Just a reminder that Monday is a holiday in the U.S. -Presidents Day
  • #5,926
  • Feb 13, 2010 12:29pm Feb 13, 2010 12:29pm
Quoting tazmaan
I dont have enough knowledge of how this bot trades to give observations of the bug....
Thanks Tazman,

I have not seen this bug my side. (Client is build 225 FXDD) You can see 3 Yen pairs backtest graphs on my previous post. (without any errors)
  • #5,927
  • Feb 13, 2010 12:39pm Feb 13, 2010 12:39pm
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
  • #5,928
  • Feb 13, 2010 12:47pm Feb 13, 2010 12:47pm
Quoting tazmaan
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 12:53pm Feb 13, 2010 12:53pm
Quoting nubchai
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
On M15 I don't think the EA is as stable as H1
  • #5,930
  • Feb 13, 2010 1:02pm Feb 13, 2010 1:02pm
Quoting getdown71
On M15 I don't think the EA is as stable as H1
Well I'm on demo so it will be a good test. On H1 it seemed to stop trading.

Sandy
  • #5,931
  • Feb 13, 2010 1:07pm Feb 13, 2010 1:07pm
Quoting nubchai
Well I'm on demo so it will be a good test. On H1 it seemed to stop trading.

Sandy
For sure - let me know how M15 test goes. Possible to link to fxbook or mt4i ?

TCF v2 by design is a rare (selective) trading strategy FYI.
  • #5,932
  • Feb 13, 2010 1:16pm Feb 13, 2010 1:16pm
Quoting getdown71
For sure - let me know how M15 test goes. Possible to link to fxbook or mt4i ?

TCF v2 by design is a rare (selective) trading strategy FYI.

I have about 4 differnt EAs on 1 demo. Can I isolate just 1 on Fxbook or mt4i?
  • #5,933
  • Feb 13, 2010 1:18pm Feb 13, 2010 1:18pm
Quoting nubchai
I have about 4 differnt EAs on 1 demo. Can I isolate just 1 on Fxbook or mt4i?
Don't think so
  • #5,934
  • Feb 13, 2010 1:19pm Feb 13, 2010 1:19pm
nice curve, but curiously, this backtest is since what date till what date?

for the drawdown seen in 3rd and 4th image, if it is within a couple of months, then it might not be really tradable for live.


Quoting getdown71
Steve - your latest tweak combined with my existing optimized set file; Unbelievable - taming the Yen. I have reason to believe, Scoobs and you have outdone yourselves. This version will replace current version on forward test at fxbook link.

Can someone that has 90% history validate this EURUSD H1 result ?. (set file attached)
  • #5,935
  • Feb 13, 2010 1:25pm Feb 13, 2010 1:25pm
Quoting charvo
nice curve, but curiously, this backtest is since what date till what date?

for the drawdown seen in 3rd and 4th image, if it is within a couple of months, then it might not be really tradable for live.
Back 2 years from todays date. The drawdown is no more than 15% from memory.The backtest starting equity is 10K. For both graphs, the DD never goes below 11K.
  • #5,936
  • Feb 13, 2010 1:28pm Feb 13, 2010 1:28pm
ucad not overly impressive
Attached Image (click to enlarge)
Click to Enlarge Name: ucad h1 6month.gif Size: 7 KB
Attached File(s)
File Type: zip ucad h1 6month.zip   34 KB | 238 downloads
  • #5,937
  • Feb 13, 2010 1:30pm Feb 13, 2010 1:30pm
Scooby...
Lucky with a news indicator?
  • #5,938
  • Feb 13, 2010 1:31pm Feb 13, 2010 1:31pm
Quoting tazmaan
ucad not overly impressive
Agreed, yen pairs and EURUSD are the best performers
  • #5,939
  • Feb 13, 2010 2:06pm Feb 13, 2010 2:06pm
Quoting nubchai
I have about 4 differnt EAs on 1 demo. Can I isolate just 1 on Fxbook or mt4i?
IMHO it always best to run only one EA per account - either demo or live.
  • #5,940
  • Feb 13, 2010 3:01pm Feb 13, 2010 3:01pm
Quoting tazmaan
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.
I only coded the stuff today, so bugs are likely. I will have a look and see if I can spot anything.

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