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EAs under construction II

  • #101
  • Jul 7, 2010 8:32am Jul 7, 2010 8:32am
Quoting Haishang
Good morning Taiyakixz!

Thank you for your comment and sorry that I answer late.

I used the setting which were given on the first page and had show Comment=false. Things improved a bit in comparison to show comment=true but not much.....
Going forward I think 2 things would be most helpful for me at the current stage of testing:

1) what currency pair do you and Jiva think is the most promising one to start testing?
2) On what TF do you want me to start testing?

Once these 2 questions are answered i am ready to let the optimizer run for all...
Jiva tests with many tf and currency pairs, but I don't know what is currently the best. I wait his reply....
  • #102
  • Jul 7, 2010 9:10am Jul 7, 2010 9:10am
Quoting Taiyakixz
Jiva tests with many tf and currency pairs, but I don't know what is currently the best. I wait his reply....
Taiyakixz,
thanks a lot for your help. However, am I right testing on v4.0 with template channel 8...I have seen from earlier posts that Jiva especially trades NY, Ldn and Tkyo open but cannot see this in the structure of the ea...?

Do you know?
  • #103
  • Jul 7, 2010 10:01am Jul 7, 2010 10:01am
default settings as from page one,
testing period all of 2010
I get no test results but this error message:
2010.07.07 15:53:51 2010.07.01 23:59 Cannot open file 'Crogram FilesMetaTrader - Alpari UKexpertsindicatorsT3MA.ex4' on the GBPUSD,M5

I try and get different results by setting the T3MA to true from false....let's see what it brings....
  • #104
  • Jul 7, 2010 12:11pm Jul 7, 2010 12:11pm
Quoting Haishang
default settings as from page one,
testing period all of 2010
I get no test results but this error message:
2010.07.07 15:53:51 2010.07.01 23:59 Cannot open file 'Crogram FilesMetaTrader - Alpari UKexpertsindicatorsT3MA.ex4' on the GBPUSD,M5

I try and get different results by setting the T3MA to true from false....let's see what it brings....
Either the file T3MA is not in the indicators folder for mt4 or perhaps it is bamed differently and the tester cannot find it.
Here is the download for T3MA we are using.
Attached File(s)
File Type: mq4 T3MA.mq4   3 KB | 253 downloads
  • #105
  • Jul 7, 2010 12:20pm Jul 7, 2010 12:20pm
Quoting Haishang
Taiyakixz,
thanks a lot for your help. However, am I right testing on v4.0 with template channel 8...I have seen from earlier posts that Jiva especially trades NY, Ldn and Tkyo open but cannot see this in the structure of the ea...?

Do you know?
I have posted the new template for v4 on the main page also.
Thank you for your patience and determination.
jiva..
Attached File(s)
File Type: tpl t3.tpl   3 KB | 275 downloads
  • #106
  • Edited 12:49pm Jul 7, 2010 12:35pm | Edited 12:49pm
This the safest setting I have found. Of course the trade off is that it doesn't trade very often and is very picky about when to enter.

v4 FXDD

SymbolEURCHF (Euro vs. Swiss Franc) Period4 Hours (H4) 2009.07.24 00:00 - 2010.07.02 20:00 (2009.07.24 - 2010.07.04) ModelEvery tick (the most precise method based on all available least timeframes) ParametersiMagicNumber=532753; GMTOffset=3; TradeStartHour=1; TradeEndHour=24; Lots=1; TakeProfit1=15; TrailingStop1=140; TakeProfit2=1000; TrailingStop2=200; StopLoss=140; PendingPips=25; ExpireCandles=1; DelayOrder2=0; CheckSlope=false; DSS_name="Robby DSS Bressert Colored with alert v1.1"; DSS_EMA=8; DSS_stoch=13; Use_T3MA=true; T3MA_name="T3MA"; T3MA_Periods=400; T3MA_VolumeFactor=0.7; Channel_EMAPeriod=3; Channel_EMAShift=0; ShowComment=true; EXP_MA_1="-------- MA settings --------"; EXP_MA_2="-- Method 0:SMA, 1:EMA, 2:SMMA, 3:LWMA"; EXP_MA_3="-- Timeframe 0:current or minutes"; Use_MA1=false; MA1_Timeframe=0; MA1_Period=0; MA1_Method=1; MA1_Shift=0; Use_MA2=false; MA2_Timeframe=0; MA2_Period=0; MA2_Method=1; MA2_Shift=0; Use_MA3=false; MA3_Timeframe=0; MA3_Period=0; MA3_Method=1; MA3_Shift=0; Use_MA4=false; MA4_Timeframe=0; MA4_Period=0; MA4_Method=1; MA4_Shift=0; Use_MA5=false; MA5_Timeframe=0; MA5_Period=0; MA5_Method=0; MA5_Shift=0;
Attached Image (click to enlarge)
Click to Enlarge Name: v4 eurchf 4hr.gif Size: 7 KB
  • #107
  • Jul 7, 2010 1:21pm Jul 7, 2010 1:21pm
another safe setting
again doesn't trade very often, picky..
these settings act like 2 candle breakouts on the 4hr since the candle expiration is 1 candle. They are quite affective on these time frames.

v4 FXDD

SymbolGBPUSD (Great Britain Pound vs. United States Dollar) Period4 Hours (H4) 2009.06.29 00:00 - 2010.06.29 20:00 (2009.06.29 - 2010.06.30) ModelEvery tick (the most precise method based on all available least timeframes) ParametersiMagicNumber=532753; GMTOffset=3; TradeStartHour=1; TradeEndHour=24; Lots=1; TakeProfit1=20; TrailingStop1=140; TakeProfit2=1000; TrailingStop2=200; StopLoss=140; PendingPips=15; ExpireCandles=1; DelayOrder2=20; CheckSlope=false; DSS_name="Robby DSS Bressert Colored with alert v1.1"; DSS_EMA=8; DSS_stoch=13; Use_T3MA=false; T3MA_name="T3MA"; T3MA_Periods=400; T3MA_VolumeFactor=0.7; Channel_EMAPeriod=5; Channel_EMAShift=0; ShowComment=true;
Attached Image (click to enlarge)
Click to Enlarge Name: v4 gbpusd 4hr.gif Size: 8 KB
  • #108
  • Jul 7, 2010 5:23pm Jul 7, 2010 5:23pm
Quoting jiva34
Either the file T3MA is not in the indicators folder for mt4 or perhaps it is bamed differently and the tester cannot find it.
Here is the download for T3MA we are using.
great thanks! It starts to look more like the screenshots you have.....I am going there...slowly but steady....

Roman

P.S. .......hopefully
  • #109
  • Jul 7, 2010 5:24pm Jul 7, 2010 5:24pm
Great that you are here!......
  • #110
  • Jul 7, 2010 5:41pm Jul 7, 2010 5:41pm
Roman pointed me to this thread, Good to see your development.

If I can add anything let me know....
  • #111
  • Jul 7, 2010 5:50pm Jul 7, 2010 5:50pm
Quoting calstock
Roman pointed me to this thread, Good to see your development.

If I can add anything let me know....
Glenn,

I think you got everything you need to promising testing in the last few posts from Jiva. The files I sent you were missing the template t3 and the indicator T3MA. You draw them into your 4h TF chart and then hopefully off you go.

Let us know what you think about it!

all the best and have a great day over there!!! we''ll be back in shanghai end of the month....until then need to have done a lot of things
  • #112
  • Jul 7, 2010 7:49pm Jul 7, 2010 7:49pm
Quoting calstock
Roman pointed me to this thread, Good to see your development.

If I can add anything let me know....
Lots going on...
Not all of it gets to the thread. Moving kind of fast..
Will keep up best as we can.
please feel free to test v4 and help us find good settings and pairs..
EURUSD on 4hr test similar to GBPUSD and EURCHF. So there are 3 safe settings that could be run at the same time on an account. Since they don't trade very often idea is when one is trading the others are waiting and they take turns... So overall there is good trading activity. Am looking for more pairs to add the "basket".
  • #113
  • Jul 8, 2010 2:11am Jul 8, 2010 2:11am
testing these 4hour settings.
idea is to have basket.
EURUSD, GBPUSD, EURCHF have all tested nicely
now also AUDUSD has a setting that is extremely safe.

v4 FXDD

SymbolAUDUSD (Australian Dollar vs. United States Dollar) Period4 Hours (H4) 2009.07.08 00:00 - 2010.07.07 20:00 (2009.07.08 - 2010.07.08) ModelEvery tick (the most precise method based on all available least timeframes) ParametersiMagicNumber=532753; GMTOffset=3; TradeStartHour=1; TradeEndHour=24; Lots=1; TakeProfit1=20; TrailingStop1=140; TakeProfit2=50; TrailingStop2=300; StopLoss=140; PendingPips=70; ExpireCandles=4; DelayOrder2=20; CheckSlope=false; DSS_name="Robby DSS Bressert Colored with alert v1.1"; DSS_EMA=5; DSS_stoch=13; Use_T3MA=false; T3MA_name="T3MA"; T3MA_Periods=21; T3MA_VolumeFactor=0.7; Channel_EMAPeriod=200; Channel_EMAShift=0; ShowComment=true; EXP_MA_1="-------- MA settings --------"; EXP_MA_2="-- Method 0:SMA, 1:EMA, 2:SMMA, 3:LWMA"; EXP_MA_3="-- Timeframe 0:current or minutes"; Use_MA1=false; MA1_Timeframe=0; MA1_Period=21; MA1_Method=0; MA1_Shift=10; Use_MA2=false; MA2_Timeframe=0; MA2_Period=0; MA2_Method=1; MA2_Shift=0; Use_MA3=false; MA3_Timeframe=0; MA3_Period=0; MA3_Method=1; MA3_Shift=0; Use_MA4=false; MA4_Timeframe=0; MA4_Period=0; MA4_Method=1; MA4_Shift=0; Use_MA5=false; MA5_Timeframe=0; MA5_Period=0; MA5_Method=0; MA5_Shift=0;

Thank you Taiyakixz... for excellent coding.... and inspired strategic contributions....
Attached Image (click to enlarge)
Click to Enlarge Name: v4 audusd 4h 70 pend 5stoch 200channel.gif Size: 8 KB
  • #114
  • Jul 8, 2010 9:01am Jul 8, 2010 9:01am
I don't understand how you can have a TP = 20 and a TSL of 140
& TP = 50 and a TSL = 300. And a SL = 140.

I can't put that together. Is it me and because it's Friday? Or is it not possible?

sandra
  • #115
  • Jul 8, 2010 9:22am Jul 8, 2010 9:22am
Quoting sanyhuis
I don't understand how you can have a TP = 20 and a TSL of 140
& TP = 50 and a TSL = 300. And a SL = 140.

I can't put that together. Is it me and because it's Friday? Or is it not possible?

sandra
Sandra, this thing is completely different to Geoff's and that's why the complexity on first sight seems to be irrational. What helped me is to put an excel spreadhseet together with the different settings for the different currency pairs, all on 4h TF. I hope this helps to get an easier picture about what is happening in between.
Attached File(s)
File Type: xls Jiva Dragon EA DSST3MA MAs v4.0.xls   31 KB | 299 downloads
  • #116
  • Jul 8, 2010 9:29am Jul 8, 2010 9:29am
Jiva,

on the same note I would like to raise my voice as I have a different backtetsing result with seemingly smae parameters as you used in your previous post. I just wanted to do my backtest as an exercise to get used to the practicality of your ea. Please see as well the attached excel spreadsheet in the previous post to Sandra which I put together to get an easier picture.

What is striking to me:
1) Mismatched charts errors 39490
2) Total trades 32
3) Loss trades 7

Something seems not to add up to your backtest. Can you help?
Bars in test 2553
Ticks modelled 10250386
Modelling quality n/a
Mismatched charts errors 39490
Initial deposit 50000.00
Total net profit 1822.63
Gross profit 4561.26
Gross loss -2738.64
Profit factor 1.67
Expected payoff 56.96
Absolute drawdown 3264.05
Maximal drawdown 3620.68 (7.19%)
Relative drawdown 7.19% (3620.68)
Total trades 32
Short positions (won %) 26 (80.77%)
Long positions (won %) 6 (66.67%)
Profit trades (% of total) 25 (78.13%)
Loss trades (% of total) 7 (21.88%)
Largest
profit trade 1285.64
loss trade -1331.65
Average
profit trade 182.45
loss trade -391.23
Maximum
consecutive wins (profit in money) 8 (1856.21)
consecutive losses (loss in money) 2 (-2663.30)
Maximal
consecutive profit (count of wins) 1856.21 (8)
consecutive loss (count of losses) -2663.30 (2)
Average
consecutive wins 4
consecutive losses 1
Attached Image (click to enlarge)
Click to Enlarge Name: JIVA Dragon EA DSST3MA v4.0 EURCHF 4h.gif Size: 6 KB
  • #117
  • Jul 8, 2010 9:34am Jul 8, 2010 9:34am
On another note, backtesting seems to be very slow, model quality really bad and a lot of errors in my candle. I take that I screw up things but perhaps there is an easy fix (apart from setting show comments to false?)......
  • #118
  • Jul 8, 2010 10:26am Jul 8, 2010 10:26am
Quoting Haishang
Sandra, this thing is completely different to Geoff's and that's why the complexity on first sight seems to be irrational. What helped me is to put an excel spreadhseet together with the different settings for the different currency pairs, all on 4h TF. I hope this helps to get an easier picture about what is happening in between.
What I don't understand.....how do you have a TSL of 300 on a trade with a TP pf 50 ? Am I missing something? I know it's Friday. Maybe that's it.
Thank you.
sandra
  • #119
  • Jul 8, 2010 10:29am Jul 8, 2010 10:29am
Jiva,

I tried to have same parameter as you do (see attached excel spreadsheet with all details), again not really succesful. Before I start testing my own parameters I try to gain common ground by making sure we are talking exactly about the same thing. That is the reason why i want to make sure that if we use same parameters we receive exactly the same results. Please note that I am on alpari uk live, that means my offset is GMT-2 in order to get same start time. is that correct and corresponds to your offset? I think so but for safety reasons want to ask again....

all the best

Bars in test 2506
Ticks modelled 13626405
Modelling quality 90.00%
Mismatched charts errors 0
Initial deposit 50000.00
Total net profit -4506.00
Gross profit 41842.50
Gross loss -46348.50
Profit factor 0.90
Expected payoff -16.94
Absolute drawdown 4933.00
Maximal drawdown 28235.80 (38.52%)
Relative drawdown 38.52% (28235.80)
Total trades 266
Short positions (won %) 120 (73.33%)
Long positions (won %) 146 (76.71%)
Profit trades (% of total) 200 (75.19%)
Loss trades (% of total) 66 (24.81%)
Largest
profit trade 5020.80
loss trade -1408.10
Average
profit trade 209.21
loss trade -702.25
Maximum
consecutive wins (profit in money) 15 (5093.30)
consecutive losses (loss in money) 4 (-5612.00)
Maximal
consecutive profit (count of wins) 6418.10 (13)
consecutive loss (count of losses) -5612.00 (4)
Average
consecutive wins 4
consecutive losses 1
Attached Image (click to enlarge)
Click to Enlarge Name: JIVA Dragon EA DSST3MA v4.0 GBPUSD 4h.gif Size: 6 KB
Attached File(s)
File Type: xls Jiva Dragon EA DSST3MA MAs v4.0.xls   31 KB | 248 downloads
  • #120
  • Jul 8, 2010 10:29am Jul 8, 2010 10:29am
Quoting Haishang
Sandra, this thing is completely different to Geoff's and that's why the complexity on first sight seems to be irrational. What helped me is to put an excel spreadhseet together with the different settings for the different currency pairs, all on 4h TF. I hope this helps to get an easier picture about what is happening in between.
Roman,
That's gorgeous! Well done. Thank you.
s
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