You are in a maze of twisty little passages, all alike.
- Joined Oct 2005 | Status: Pip Slappa Extrordinaire | 1,012 Posts
You are in a maze of twisty little passages, all alike.
Old Dog's Taming of the Beast? 34 replies
Old Dog Fib Trading - EA Development 18 replies
Old Dog Fib Trading - EURUSD 399 replies
5 Tricks of Trend Trading, by Rob Booker 25 replies
DislikedGreat Steve, can't wait to hear your findings. Thanks for taking the time to do this.Ignored
DislikedToday I ran settings of 500K bars to opto...just on UsdJpy
Had WR set to 65% and SS set to 0.6
No trades for 24 hours.
Guess I'll try something different now!Ignored
DislikedHrmn.
I think for the next version of this EA I'll have it post the highest values gained for that permutation so you can manually compare against desired values.Ignored
DislikedI did some optimization over the last couple days across the USD crosses and found that the for a WR > 65 RR falls to lower than 1 on average and vice versa for a low WR which you'd expect. The top SS's I found were in the 80 region apart from a few anomalies which were higher but the sample size was extremely low thus trades would be too few.
Are these types of SS's the same as what others are obtaining, I thought I remember Ron saying he gets above 105 on more pairs? (I know you don't want the EA to be trading all the time...i.e. just when it...Ignored
DislikedI thought's that what it does now? If I set min value of WR of 65 and optimise based on SS it will post the highest SS gained for a min WR of 65 within that 'hour'?Ignored
DislikedRonald, just a couple of quick questions:
- When backtesting does the EA presently take into account spread in its calculations?
- Is there any reason why the EA would close trades that haven't hit TP & SL? (default settings, other than modified minimum Winrate & Successrate).Ignored
DislikedRonald, just a couple of quick questions:
- When backtesting does the EA presently take into account spread in its calculations?
- Is there any reason why the EA would close trades that haven't hit TP & SL? (default settings, other than modified minimum Winrate & Successrate).Ignored
DislikedI have noticed that sometimes the EA closes the trade even if the SL or TP is not hit.
If a trade was taken based on a Breakout style at a certain hour, and let's say that in the next hour the EA detects a Counter setup, than the current trade will be closed and another one will be taken in the opposite direction.
Most of the time this trade reversal is beneficial (bank some pips and reverse the trade to gain more or cut the losses and reverse the trade to be in market direction).
I will let Ronald confirm!Ignored
DislikedIf a trade is closed during optimisation after 1440 bars does this trade count towards the overall win rate bearing in mind it neither hit sl or tp....Ignored
If reverse trades is false...
The EA looks for the bar when the takeprofit is hit and checks for the largest stoploss in that period.
DislikedThanks for the clarification Ronald, however I'm unclear as to whether you answered the first part of my question - does the EA take into account spread in its calculations at all? If it doesn't, aren't we getting somewhat skewed results from the optimizer?
Cheers!Ignored