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Basket 14 EA System

  • #1,961
  • Nov 19, 2010 3:08pm Nov 19, 2010 3:08pm
Quoting navk
Phanto-addsix_02a :

Next basket got closed, present equity 5604 $.

Total profit 624 $ in 6 days.
Phanto-addsix_02a :

The basket of trades (16) are still running and not yet closed untill friday close. This is the maximum i have seen since i started running.
DD is -9.2 % Margin 622 %.
Intraday only.
  • #1,962
  • Nov 19, 2010 3:13pm Nov 19, 2010 3:13pm
Quoting navk
Phantom3_suv :
Another basket got closed before friday closing. Present equity 5443 $.

Equity up by 8.8 % in three trading days. 2.93 % per day.

Very impressive performance !

Cheers calliou !
Great !!!!
  • #1,963
  • Nov 19, 2010 3:47pm Nov 19, 2010 3:47pm
Hello Caillou,

I think it will be great if you start a new thread with the 3 pairs Phantoms.
I and a few other people like your ideas and would like to explore it further.

At the same time, it is true that the 6 pairs Phantoms concept is also great and needs to be explored further.

So, why don't we keep an open mind to both concepts and separate the two.

Many thanks to MetaCoder, FrazerD and to you for all the work you are sharing with the rest of us.

  • #1,964
  • Nov 20, 2010 12:30pm Nov 20, 2010 12:30pm
Ok, new thread about 3 pairs:

http://www.forexfactory.com/showthread.php?t=266629
  • #1,965
  • Nov 20, 2010 6:40pm Nov 20, 2010 6:40pm
Hi,

I wanted to be able to do some backtests over a longer period of time without having to wait for months to get results so I converted one of the EAs (AddSix_01x) to MT5.

If anyone is interested here it is.
Results do not look very good so far (Huge drawdowns, Statements included) BUT
- I am not 100 % sure yet everything runs as in MT4
- I am not sure if these "strategy tester" backtests are accurate at all. To be able to tell so I will try to compare the results with my realtime demo tests. Have to let it run for some weeks in order to have something to compare with.

If you want to try it for yourself make sure

- you have all 14 pairs. I use Alpari MT5 which you can get here: http://www.alpari.co.uk/files/site_u...k_mt5setup.exe

- you have the VOM (Virtual Order Manager) extension which you can get here: http://www.mql5.com/en/articles/88

- you delete the CSV files generated by VOM after each run, else you will get different results each time (didnt figure out why yet)
Attached File(s)
File Type: zip Phantom_AddSix_01x_mq5.zip   130 KB | 447 downloads
  • #1,966
  • Nov 20, 2010 11:35pm Nov 20, 2010 11:35pm
For one MQL5 has no spread so your result in backtest is probably better than real life lol
  • #1,967
  • Nov 21, 2010 1:50am Nov 21, 2010 1:50am
Quoting pippiee
Hi,

I wanted to be able to do some backtests over a longer period of time without having to wait for months to get results so I converted one of the EAs (AddSix_01x) to MT5.

If anyone is interested here it is.
Results do not look very good so far (Huge drawdowns, Statements included) BUT
- I am not 100 % sure yet everything runs as in MT4
- I am not sure if these "strategy tester" backtests are accurate at all. To be able to tell so I will try to compare the results with my realtime demo tests....
I have also made some muli currency experts in MT5, the multi currency tester is broken. You can test this yourself, run the EA on different currencies and you will see the results vary. That is not supposed to happen the results should be the same.

So I have postponed my multi currency EA development until they fix the tester. Not sure when this will happen though.
  • #1,968
  • Nov 21, 2010 5:06am Nov 21, 2010 5:06am
Quoting sidhujag
For one MQL5 has no spread so your result in backtest is probably better than real life lol
Cant confirm that there is NO spread.
The buys in the statement are always higher than the bid on the chart, so there is at least a fiixed default spread which is of course not correct but this seems to be the case in MT4 as well.
  • #1,969
  • Nov 21, 2010 5:15am Nov 21, 2010 5:15am
Quoting Saidar
I have also made some muli currency experts in MT5, the multi currency tester is broken. You can test this yourself, run the EA on different currencies and you will see the results vary. That is not supposed to happen the results should be the same.

So I have postponed my multi currency EA development until they fix the tester. Not sure when this will happen though.
Not sure what you mean here. I would assume that you always get slightly different results with different currencies because the EAs action is triggered on each tick which arrives and different currencies mean different points of time when ticks arrive.
  • #1,970
  • Edited 2:48pm Nov 21, 2010 8:11am | Edited 2:48pm
Quoting pippiee
Not sure what you mean here. I would assume that you always get slightly different results with different currencies because the EAs action is triggered on each tick which arrives and different currencies mean different points of time when ticks arrive.
Not only that the time of the bars are not synchronized, go and test for yourself you will see what I mean.

This code should help a bit but it is not a true solution:

void OnTick()
{
string Symbols[3];

Symbols[0] = "EURJPY";
Symbols[1] = "USDJPY";
Symbols[2] = "EURUSD";

int N = 2;
int RoundNum;

ENUM_TIMEFRAMES TimeFrame = _Period;

int i;
datetime dta[1];
static datetime LastBarTime;

// pair 0 (among N) is the "driver"
CopyTime(Symbols[0],TimeFrame,0,1,dta);
if (dta[0] != LastBarTime) {
RoundNum++;
Print("Debug --- Round ",RoundNum);
LastBarTime = dta[0];
for (i=0; i<=N; i++) {
CopyTime(Symbols[i],Period(),0,1,dta);
Print("Debug --- Symbol ",Symbols[i]," : Time ",dta[0]);
}

// Do your stuff here.
Process();
}
}
  • #1,971
  • Nov 23, 2010 2:14am Nov 23, 2010 2:14am
HALLO MC , and FRAZER,
IS THE THREAD DIED?
vienna
  • #1,972
  • Nov 23, 2010 2:55am Nov 23, 2010 2:55am
Quoting vienna
HALLO MC , and FRAZER,
IS THE THREAD DIED?
vienna
havent seen MC for a while. lot of ppl are using 3 pair system with good success (so far)
  • #1,973
  • Nov 23, 2010 6:18am Nov 23, 2010 6:18am
I'm still using AddSix-2a and liking it. Was worried about the first basket(MMTU-.3,PP-,25) with around 70 trades but it finally closed after a week. Margin was down to 350% trading 50:1. The next two baskets closed within a time span of 3 days using MMTU-.4 with a separate EA closing all trades at $200. I'm running a 3 pair version with E/U,G/U,E/G on another demo. Trades less but DD has been lower. One closure last week, 22 open trades at present.
  • #1,974
  • Nov 23, 2010 7:31pm Nov 23, 2010 7:31pm
my addsix_02x is still running since last wednesday. 11% DD. not recovering, not adding new trades. 11k account 0.1 lot 1% PP, 200:1

anybody in same boat ?

after this round, i am going to try out other 6 pairs. currently addsix series has several CHF pairs and we know its sluggish. i modified my EA to trade gu, uch, ej eg, gj, gch
  • #1,975
  • Nov 24, 2010 9:19am Nov 24, 2010 9:19am
It might be a little early to declare the thread dead.

The year is closing out with automatic trading alive and well. We are seeing the best and most consistent results ever, using simple tactics based on lots of wringing out of what works and what doesn't work.

I've been busy wrapping up work related things and upgrading my PC at home.

My next step is to select one or two EAs and give them the treatment suggested by frazerd, which is to close the biggest loser when the margin level drops to a defined level.

Since Frazer tracks the performance of the EAs so methodically, I'll follow his advice as to which EA(s) get the treatment.
Open to new approaches.
  • #1,976
  • Nov 24, 2010 10:00am Nov 24, 2010 10:00am
I've been running Basket14_Add_02 for a couple of months now and it's been performing steadily. It's kinda boring because it goes through periods of days/weeks where trades stay open and nothing happens. You just have to be patient.

I shut down my phantom experiment in another demo account due to continued losses but this oldie-but-goodie keeps plugging along.
You are in a maze of twisty little passages, all alike.
  • #1,977
  • Nov 24, 2010 6:30pm Nov 24, 2010 6:30pm
Hello MC, when you think the new version will be finished and posted? Can't wait to test it. Will report the result.

Many thanks


L
  • #1,978
  • Nov 25, 2010 3:22pm Nov 25, 2010 3:22pm
Happy Thanksgiving to all our American friends.
  • #1,979
  • Nov 26, 2010 12:58am Nov 26, 2010 12:58am
Hi Frazerd
What do you have result from Phantom 3.30-suv ?
any idea abou that EA?
Regards
Fred
  • #1,980
  • Nov 26, 2010 10:52am Nov 26, 2010 10:52am
Quoting fredgold3434
Hi Frazerd
What do you have result from Phantom 3.30-suv ?
any idea abou that EA?
Regards
Fred
I am not testing the 3 pair versions yet. I have too many AddSix and Ph6 demos running on my VPS. But I am watching that thread pretty closely because it seems to be a promising strategy so far.
Frazer
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