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Old Dog with New Tricks

  • #501
  • Jul 23, 2010 2:28am Jul 23, 2010 2:28am
Quoting Ronald Raygun
Zoogle pointed out yet another bug to me. There was a line where the MinimumWinRate for the Counter-Trend side was 100 times larger than it should've been. This has been fixed...
Hi Ronald, for the first time it picks "Counter" as trading style now.
I've noticed this error on Experts log though...
Inserted Code
2010.07.23 10:19:39    HiLo Self Optimizing [TD] EURUSD,M1: EURUSD Error: 
<br />
<b>Warning</b>:  mysql_connect() [<a href='function.mysql-connect'>function.mysql-connect</a>]: User jedcaban_Feeder2 already has more than 'max_user_connections' active connections in <b>/home8/jedcaban/public_html/ronaldraygunforex/TickDB/Load.php</b> on line <b>20</b><br />
Could not connect: User jedcaban_Feeder2 already has more than 'max_user_connections' active connections
I guess your mysql database's on fire, huh?
  • #502
  • Jul 23, 2010 2:34am Jul 23, 2010 2:34am
Quoting Ronald Raygun
I finally have the last of the copyright certificates locked away in a safe deposit box. It's time to release a newer breed of EAs.

This specific EA I wrote almost immediately after I wrote HiLo Trader. I basically took the HiLo Trader concept, and extended it out to optimize the stoploss, trading style (breakout or counter), and trading hour. This EA is smart enough to understand that the market's behavior changes throughout the day, so in the morning, the market may be in a breakout mood, toward the afternoon, the market is more calm and better...
When I download this I'm always receiving the file in php, how do I download it in the normal format guys?
The greatest force on earth is compound interest.
  • #503
  • Jul 23, 2010 2:45am Jul 23, 2010 2:45am
Quoting sebastionay
When I download this I'm always receiving the file in php, how do I download it in the normal format guys?
Always click on the Paper clip on the top right. The file will be listed there and downloads in the right format

rgds

Peter
  • #504
  • Edited 4:53am Jul 23, 2010 4:36am | Edited 4:53am
I have been running the various versions of this now for a week on demo and so far up about 10%. I have a couple of queries before I look to go live.

Firstly all my testing has been using the minimum win rate of 50%. As of now 9:25 GMT, on EU my settings have resulted in a win rate of 50.6173%, a risk reward of 1.19 and success score of 60.2346. I have rerun the ea and changed minimum win rate to 0 and minimum success rate to 51. My understanding of doing this is that I will only trade in hours where the success rate is higher than 51 ( based upon RR stating earlier in thread that he would only entertain scores above 50). Unfortunately when the optimisation finished with these settings the win rate was -100 risk reward was -1 success rate therefore was -100 and no trading could take place. Is there an error when using minimum success rate to optimise?

Secondly, and this is probably the dumb question, my testing has been using reverse trades = true. This was generating some very high success scores. If the ea's trading style is breakout and I am using reverse trades = true - is this not the same as counter trend and reverse trades false?

Paul

****************************************************************************

I think I have discovered my problem with the minimum success score - I was still trying to optimise the success score as well. Anyway now running it again to check.

****************************************************************************
****************************************************************************

Just finished the optimisation and it didn't work. Still got the -100 -1 and -100 settings. I will continue to play with this during the day but unfortunately I am in work so it may take time
  • #505
  • Jul 23, 2010 4:39am Jul 23, 2010 4:39am
G'day Ronald and all ...
... firstly I would like to thank you for your generosity and for sharing this and other projects with us
... and I have a question too ... How long it usually takes before the EA starts trading?
I'm running it on default settings since yesterday and there was a few break-outs opportunities, but no trades so far.
Best Regards,
Darek
Attached Image (click to enlarge)
Click to Enlarge Name: gbpusd.gif Size: 45 KB
  • #506
  • Jul 23, 2010 7:45am Jul 23, 2010 7:45am
Quoting eufonia
Hi Ronald, for the first time it picks "Counter" as trading style now.
I've noticed this error on Experts log though...
[code]2010.07.23 10:19:39...
Yep. Once I'm done with a few more pressing matters, I need to start load balancing the incoming ticks.
  • #507
  • Jul 23, 2010 7:45am Jul 23, 2010 7:45am
Quoting paulbt38
I have been running the various versions of this now for a week on demo and so far up about 10%. I have a couple of queries before I look to go live.

Firstly all my testing has been using the minimum win rate of 50%. As of now 9:25 GMT, on EU my settings have resulted in a win rate of 50.6173%, a risk reward of 1.19 and success score of 60.2346. I have rerun the ea and changed minimum win rate to...

Interesting, I'll look into it. For now, just use winrate.
  • #508
  • Jul 23, 2010 7:46am Jul 23, 2010 7:46am
Quoting DareXau
G'day Ronald and all ...
... firstly I would like to thank you for your generosity and for sharing this and other projects with us
... and I have a question too ... How long it usually takes before the EA starts trading?
I'm running it on default settings since yesterday and there was a few break-outs opportunities, but no trades so far.
Best Regards,
Darek
You're quite welcome.

The EA can place trades theoretically immediately when the optimization is finished.
  • #509
  • Jul 23, 2010 7:52am Jul 23, 2010 7:52am
The ea placed counter trend trades and the tp is like 200 pips. It should be 40 if I remember correctly. fxdd is currently a 4 digit broker and I adjusted the tp accordingly. It was normal until this set of trades.

Maybe I missed something? I dunno. I don't have the knowledge to check it out.
Attached Image (click to enlarge)
Click to Enlarge Name: hilo.gif Size: 53 KB
  • #510
  • Jul 23, 2010 7:56am Jul 23, 2010 7:56am
Paul I am still confused as well, as soon as I change the minsuccess to anything other than 0, the EA returns negative values and does not trade from that point on. If you notice it does the same thing when trying to change the minimum risk reward as well.

The only setting I have been able to change is SL and TP, anything else and it stops trading. I think we are confused on these values.

Ron posted that success score was winrate * (risk/reward) if i remember right.

I had wanted to use minsuccess 75 which seems doable since many of the success scores are showing over 75, but I must not understand it fully.
  • #511
  • Jul 23, 2010 8:16am Jul 23, 2010 8:16am
It's moving my sl as I set. No problems there.
  • #512
  • Jul 23, 2010 8:43am Jul 23, 2010 8:43am
Quoting calderone
The ea placed counter trend trades and the tp is like 200 pips. It should be 40 if I remember correctly. fxdd is currently a 4 digit broker and I adjusted the tp accordingly. It was normal until this set of trades.

Maybe I missed something? I dunno. I don't have the knowledge to check it out.
Apparently, the EA's optimization told it 200 pips is correct. Go to [metatrader folder]expertsfiles and look through the [EA Name] [ EA Pair ] Permutation Settings.csv
  • #513
  • Edited 10:21am Jul 23, 2010 8:44am | Edited 10:21am
Quoting Ronald Raygun
Apparently, the EA's optimization told it 200 pips is correct. Go to [metatrader folder]expertsfiles and look through the [EA Name] [ EA Pair ] Permutation Settings.csv
  • #514
  • Jul 23, 2010 10:07am Jul 23, 2010 10:07am
Sorry, I meant [EA Name] [EA Pair] Optimized Settings.csv


The columns are:

 

  1. Hour
  2. Extreme TP/SL
  3. Win Rate
  4. Risk Reward
  5. Success Score
  6. Trade Style
  7. Number of trades in sample.
  8. Number of winning trades.

  • #515
  • Jul 23, 2010 10:24am Jul 23, 2010 10:24am
Quoting Ronald Raygun
Sorry, I meant [EA Name] [EA Pair] Optimized Settings.csv


The columns are:

 

  1. Hour
  2. Extreme TP/SL
  3. Win Rate
  4. Risk Reward
  5. Success Score
  6. Trade Style
  7. Number of trades in sample.
  8. Number of winning trades.

0;-1;-1;-1;-1;-1;None;-1;-1
1;37;193;0.5;1.23333333;0.61666667;Breakout;36;17
2;28;78;0.55555556;0.93333333;0.51851852;Counter;9;3
3;80;860;0.5;2.66666667;1.33333333;Breakout;30;14
4;75;540;0.52941176;2.5;1.32352941;Breakout;17;7
5;25;30;0.5;0.83333333;0.41666667;Counter;10;4
6;48;360;0.51851852;1.6;0.82962963;Counter;27;12
7;-1;-1;-1;-1;-1;None;-1;-1
8;56;112;0.5;1.86666667;0.93333333;Counter;2;0
9;168;1026;0.5;5.6;2.8;Counter;12;5
10;40;110;0.5;1.33333333;0.66666667;Breakout;8;3
11;48;168;0.5;1.6;0.8;Breakout;10;4
12;50;190;0.57142857;1.66666667;0.95238095;Counter;7;2
13;30;90;0.52941176;1;0.52941176;Counter;17;7
14;159;963;0.5;5.3;2.65;Breakout;12;5
15;209;1134;0.5;6.96666667;3.48333333;Counter;10;4
16;65;270;0.5;2.16666667;1.08333333;Breakout;10;4
17;57;549;0.51612903;1.9;0.98064516;Counter;31;14
18;121;606;0.5;4.03333333;2.01666667;Counter;10;4
19;132;498;0.6;4.4;2.64;Counter;5;1
20;31;94;0.6;1.03333333;0.62;Counter;5;1
21;121;515;0.5;4.03333333;2.01666667;Breakout;8;3
22;203;579;0.5;6.76666667;3.38333333;Counter;4;1
23;206;412;0.5;6.86666667;3.43333333;Counter;2;0
  • #516
  • Jul 23, 2010 10:31am Jul 23, 2010 10:31am
Quoting calderone
0;-1;-1;-1;-1;-1;None;-1;-1
1;37;193;0.5;1.23333333;0.61666667;Breakout;36;17
2;28;78;0.55555556;0.93333333;0.51851852;Counter;9;3
3;80;860;0.5;2.66666667;1.33333333;Breakout;30;14
4;75;540;0.52941176;2.5;1.32352941;Breakout;17;7
5;25;30;0.5;0.83333333;0.41666667;Counter;10;4
6;48;360;0.51851852;1.6;0.82962963;Counter;27;12
7;-1;-1;-1;-1;-1;None;-1;-1
8;56;112;0.5;1.86666667;0.93333333;Counter;2;0
9;168;1026;0.5;5.6;2.8;Counter;12;5
10;40;110;0.5;1.33333333;0.66666667;Breakout;8;3
11;48;168;0.5;1.6;0.8;Breakout;10;4
12;50;190;0.57142857;1.66666667;0.95238095;Counter;7;2
13;30;90;0.52941176;1;0.52941176;Counter;17;7
14;159;963;0.5;5.3;2.65;Breakout;12;5
15;209;1134;0.5;6.96666667;3.48333333;Counter;10;4
16;65;270;0.5;2.16666667;1.08333333;Breakout;10;4
17;57;549;0.51612903;1.9;0.98064516;Counter;31;14
18;121;606;0.5;4.03333333;2.01666667;Counter;10;4
19;132;498;0.6;4.4;2.64;Counter;5;1
20;31;94;0.6;1.03333333;0.62;Counter;5;1
21;121;515;0.5;4.03333333;2.01666667;Breakout;8;3
22;203;579;0.5;6.76666667;3.38333333;Counter;4;1
23;206;412;0.5;6.86666667;3.43333333;Counter;2;0...

This portion:


15;209;1134;0.5;6.96666667;3.483333 33;Counter;10;4

Tells me that on hour 15, your take profit is 209 and your stoploss is fixed wherever. The profit achieved with this specific 'system' was 1134 pips. Win rate is 50%, reward / risk is 3.48, success score is 33 (need to double check this). As far as I can tell this is legit. What backtesting period and sample size are you using?
  • #517
  • Jul 23, 2010 10:33am Jul 23, 2010 10:33am
Quoting Ronald Raygun
This portion:


15;209;1134;0.5;6.96666667;3.483333 33;Counter;10;4

Tells me that on hour 15, your take profit is 209 and your stoploss is fixed wherever. The profit achieved with this specific 'system' was 1134 pips. Win rate is 50%, reward / risk is 3.48, success score is 33 (need to double check this). As far as I can tell this is legit. What backtesting period and sample size are you using?

default......Just loading it on the 1min.
  • #518
  • Jul 23, 2010 10:37am Jul 23, 2010 10:37am
This data is coming from the "beast" GJ pair which is pretty volatile.
You are in a maze of twisty little passages, all alike.
  • #519
  • Jul 23, 2010 10:38am Jul 23, 2010 10:38am
Quoting stevegee58
This data is coming from the "beast" GJ pair which is pretty volatile.
Yeah, I figured if it works on this pair-it could handle anything. I am getting decent moves even in this summer market. My spread is huge on this-9 pips.
  • #520
  • Edited 3:43pm Jul 23, 2010 1:06pm | Edited 3:43pm
Bluemele,

here's my test for the past 12hrs
http://www.mt4i.com/users/getting
adjustment: for 4digits Forex.com five pairs: EU GU UC UJ AU
16 closed trades; total profit = $91.66
HiLo Self Optimizing [TD].mq4 (53.5 KB)
-magicNumber 1,2,3,4,5
-maxsimultaneousTrade from 10 to 2
-StopLoss from 200 to 20
-TakeProfit from 200 to 20
-useTrailingStop = true
-TrailingStop from 30 to 3

Total bars used and total bars is about 2000 when started the test 12hrs ago, can't download any M1 from Forex.com server, and didn't import dabatase.
As of now "bars used" about 2650, "total bars"= 3450

Also testing on goMarkets, but no open trade.
Also testing on AlpariUK, same setting as about but for a 5digits broker, with 35 closed trades; total profit about $5.00

rfking21; what's your perference on broker 4 or 5 digits?
Ronald; what do most hedgefunds used - 4 or 5 digits feeds/database?
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