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MARI - My Automated Revenue Invention EA

  • #121
  • Nov 23, 2010 5:14pm Nov 23, 2010 5:14pm
Quoting the-game
TCO, please don't hate me, but I did a code compare again with this attachment with V1.0 and they are still the same.

For example the fix I posted for the bug I found a couple of days ago is still not in the attachment, which you said was going to be when you posted in that very large font.

Here's the same coding but just with my proposed fix for handling the true/false settings on the Sells_Above_Zero_Only and Buys_Above_Zero_Only EA settings.


Hi Buddy, I don't hate you. I guess I don't understand. Is this actually fixing a bug or just making the the logic cleaner for not allowing buys if MACD is above zero and not allowing sells if MACD is below zero?
My backtests seem to be working great - so I'm confused?

Thanks!
  • #122
  • Nov 23, 2010 5:22pm Nov 23, 2010 5:22pm
Now I'm confused too.

Anyway, if you'd just look at my modification, you will understand what I was trying to do.
  • #123
  • Nov 23, 2010 5:23pm Nov 23, 2010 5:23pm
The following post is what I'm talking about...

Quoting the-game
Hi TCO,

Found the first bug.

Basically if Buys_Below_Zero_Only or Sells_Above_Zero_Only are set to FALSE then your code will still set either BuyReady1 to true only if CurrentMACD is below zero / set SellReady1 to true only if CurrentMACD is above zero due to the code I have pointed out below:

[code]if((Buys_Below_Zero_Only == true) && (MacdCurrent > 0))...
  • #124
  • Nov 23, 2010 5:28pm Nov 23, 2010 5:28pm
Quoting the-game
The following post is what I'm talking about...

Yeah i think our code is both doing the same thing. I'm going to leave my program as is. i have tested with both flags on and off in backtesting and have gotten the results I have expected so I think we are good. Are you coming up with different results?
  • #125
  • Nov 23, 2010 5:30pm Nov 23, 2010 5:30pm
I read the code like I'm running it in my head myself.

It's just that those conditions before my change didn't make sense to me as I thought it would stop the flags being used.

I guess I'm wrong on that.
  • #126
  • Nov 23, 2010 7:03pm Nov 23, 2010 7:03pm
Hi,
I saw in your code that you are using shift "0" for the MACD.
Shift "0" is the current MACD bar - which is still moving...
It can end up (when bar close) in wrong signal.

Is there a reason for that?
  • #127
  • Nov 23, 2010 8:19pm Nov 23, 2010 8:19pm
[quote=TallCoolOne;4194301]
Quoting pilotui
Hi all, so I have the set file from a few pages back. But not getting any trades.

Do I place the EA on the 1h or 5M TF?

Also, can you back test this in strategy tester or no?

Thanks![/quot

Hi Pilotui, place the EA on the larger time frame chart....

TallCoolOne, thanks for that. Although I think with your advice to turn the checkeachbar parameter to false, the back testing is starting to work.

I have a smiley face and everything is set up...so we'll see how it goes.

So with the default settings, during backtesting I see a lot of modify orders, is that what your system is designed around? So each modify order is another trade which would then require more margin? (I've only used 1 EA before this) Is that why you have the max # of trades param?

Also, I can only backtest 1 pair at a time, or is there a way to test more?

Thanks for your patience.

-Darren
  • #128
  • Nov 24, 2010 4:51am Nov 24, 2010 4:51am
Quoting gg53
Hi,
I saw in your code that you are using shift "0" for the MACD.
Shift "0" is the current MACD bar - which is still moving...
It can end up (when bar close) in wrong signal.

Is there a reason for that?
I do the MACD calculation in the loop that only performs once per bar. I think it is fine. Thanks!
  • #129
  • Nov 24, 2010 4:55am Nov 24, 2010 4:55am
[quote=pilotui;4194918]
Quoting TallCoolOne


TallCoolOne, thanks for that. Although I think with your advice to turn the checkeachbar parameter to false, the back testing is starting to work.

I have a smiley face and everything is set up...so we'll see how it goes.

So with the default settings, during backtesting I see a lot of modify orders, is that what your system is designed around? So each modify order is another trade which would then require more margin? (I've only used 1 EA before this) Is that why you have the max # of trades param?

Also, I can...
The mulitple modify orders that you see in backtesting is the Trailing Stop loss. Because the default is Trailing Stop 20/10 once the trade is 20 pips in the profit the EA will start modifying the orders with a 10 pip trailing stop loss. When you see a lot of modifies this means your are locking in more and more profit. You aren't opening new trades, you are modifying the current trades that you already have. Yes you can only backtest one pair at a time. That is why we need to forward test with multiple pairs and see what the burden of drawdown is. I hope this helps.

Good questions.

Thanks!
  • #130
  • Edited 5:51am Nov 24, 2010 5:04am | Edited 5:51am
Here are my current results since starting my demo $10,000 demo account on 11/18/2010. The profit has been increasing 300-400+ daily. It will be interesting to see if we stay hot, I think it will slow down a little because a lot of the MACDs have gone throught the zero zone and are crossing over to the other side.

P/L = $1169
Floating DD = 341.87

This is the most DD I've experienced. I'm thinking that maybe I should close any straggling orders when the MACD takes a double dip. We will see how these play out.

Thanks!
Attached File(s)
File Type: doc ROBOFOREX LP 20101124.doc   785 KB | 420 downloads
  • #131
  • Nov 24, 2010 5:39am Nov 24, 2010 5:39am
[quote=TallCoolOne;4195886]
Quoting pilotui

The mulitple modify orders that you see in backtesting is the Trailing Stop loss....

Ok, that makes great sense. Thanks for your time. I have it running on a demo now 6 pairs, each EA set to Max of 6 trades w/ TP @ 30 pips SL @ 50, BE @ 20 using .1 lots.

We'll see how it goes.

-Darren
  • #132
  • Nov 24, 2010 5:53am Nov 24, 2010 5:53am
Hey TCO,

I have MARI V2 installed per these instructions I received on this forum: "
The "Mari EA" goes in the expert-folder of your broker, the "tma centered mari" goes in expert/indicators. Template goes in /templetes of your brokers folder. Restart MT4, open an 1hr chart, load the mari templete. That should do the trick."

I have had it running for 24 hours on 4 pairs. All the settingd are at the default except I set max trades to 10. MARI has not made any trades, and BUY/SELL READY 1 is still showing 0

Is there something I am missing?

  • #133
  • Nov 24, 2010 5:57am Nov 24, 2010 5:57am
Quoting rfarris
Hey TCO,

I have MARI V2 installed per these instructions I received on this forum: "
The "Mari EA" goes in the expert-folder of your broker, the "tma centered mari" goes in expert/indicators. Template goes in /templetes of your brokers folder. Restart MT4, open an 1hr chart, load the mari templete. That should do the trick."

[color=black][font=Verdana]I have had it running for 24 hours on 4 pairs. All the settingd are at the default except I set max trades to 10. MARI has not made any trades, and...

Hi rharris, does it look like the MACD conditions have been met. Check the charts that I show in the first post. See where I have the little circles on the chart. Those are the conditions you need to set BuyReady1 or SellReady1 to true. Thanks!
  • #134
  • Nov 24, 2010 6:46am Nov 24, 2010 6:46am
Quoting TallCoolOne
Here are my current results since starting my demo $10,000 demo account on 11/18/2010. The profit has been increasing 300-400+ daily. It will be interesting to see if we stay hot, I think it will slow down a little because a lot of the MACDs have gone throught the zero zone and are crossing over to the other side.

P/L = $1169
Floating DD = 341.87

This is the most DD I've experienced. I'm thinking that maybe I should close any straggling orders when the MACD takes a double dip. We will see how these play out.

Thanks!
Backtesting and forward are not qualified for a statement if an EA is profitable or not.
Because look and read the attachment. The executions are not from me.

Meta1
Attached File(s)
File Type: pdf Backtest eng.pdf   257 KB | 610 downloads
  • #135
  • Nov 24, 2010 7:09am Nov 24, 2010 7:09am
Quoting Meta1
Backtesting and forward are not qualified for a statement if an EA is profitable or not.
Because look and read the attachment. The executions are not from me.

Meta1
But unfortunately backtesting and forward testing is all we have. I think forward testing is a reasonablly good indicator if the EA will be profitable. All my results that I have posted so far are forward tests using a demo account. I'm definately not going to go live with the EA if the EA doesn't perform reasonably well in back testing or forward testing. I think we all know that though, so I don't know that your post is really for. Thanks!
  • #136
  • Nov 24, 2010 7:14am Nov 24, 2010 7:14am
TCO for max trades allow I'm assuming that is max trades allowable per pair? So for ex. if I set max trades to 10 then that is 10 open trades allowed for say EURUSD. So if I have it on the 4 majors then that is a total of 40 max trades at once?
  • #137
  • Nov 24, 2010 7:16am Nov 24, 2010 7:16am
Quoting obnoxious2
TCO for max trades allow I'm assuming that is max trades allowable per pair? So for ex. if I set max trades to 10 then that is 10 open trades allowed for say EURUSD. So if I have it on the 4 majors then that is a total of 40 max trades at once?
You are correct. Sorry I didn't make that clear before. Thanks!
  • #138
  • Edited 7:40am Nov 24, 2010 7:21am | Edited 7:40am
Well guys the EA is 402-1 I had my first loss for the EA and it was on CADJPY, the BuyReady1 flag was set to true and that will close all open Sell Orders. So I took a hit for -$10.67. I'm sure there will be more, hopefully we can keep the win/loss ratio up there. Thanks - TCO.
  • #139
  • Nov 24, 2010 8:19am Nov 24, 2010 8:19am
Quoting Meta1
Backtesting and forward are not qualified for a statement if an EA is profitable or not.
Because look and read the attachment. The executions are not from me.

Meta1
This only explains why there is a difference between backtests and forward tests.
Forward testing uses tickdata so it should allow a valid statement.
Potential difference between demo tickdata and live tickdata is another problem though, although I dont know if such a difference exists.
  • #140
  • Nov 24, 2010 9:31am Nov 24, 2010 9:31am
Quoting pippiee
This only explains why there is a difference between backtests and forward tests.
Forward testing uses tickdata so it should allow a valid statement.
Potential difference between demo tickdata and live tickdata is another problem though, although I dont know if such a difference exists.
Okay..thanks for the info. TCO.
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