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Art Phantom EA

  • #1,161
  • Dec 10, 2010 2:13am Dec 10, 2010 2:13am
Great work roundrock. I like 'max no. of trade' option.
For me max no of trade before clossing basket in profit is 14 for 30M TF and 30+ for 15M TF... and for 1hr tf no of trades will be definitely less than this....
  • #1,162
  • Dec 10, 2010 2:31am Dec 10, 2010 2:31am
Quoting 24hrs
Great work roundrock. I like 'max no. of trade' option.
For me max no of trade before clossing basket in profit is 14 for 30M TF and 30+ for 15M TF... and for 1hr tf no of trades will be definitely less than this....
Thank you 24Hrs, will test with your max. No. Trades....
  • #1,163
  • Dec 10, 2010 4:02am Dec 10, 2010 4:02am
Quoting tazmaan
I believe my gomarket demo platform that I use for the tickdata backtesting is set at 300:1
I can't change it to 500:1. I can play with the mmtu to get it to line up if u want me to, will just take tweaking that is all.

Not pretty
Thanks again Tazmaan,

But if you look at the statement, for M15 you have only results from 1-01-2010 till 21-01-2010 (with a lot of trades closed because of the test) and for M30 from 1-01-2010 till 26-03-2010.

So I think as I said before it is not possible to backtest this EA with MT4 in M30 or M15. Any suggestions ?
  • #1,164
  • Dec 10, 2010 4:56am Dec 10, 2010 4:56am
I´m backtesting the last version of this EA for 1 week (from Monday till Friday) in different months. I am not able to test for more than 1 week with lower TF.

I have tested M1, M5, M15, M30, H1 and for each week (I have tested randomly 20 week from 2010) always best results were for M1 !!!!
  • #1,165
  • Dec 10, 2010 5:15am Dec 10, 2010 5:15am
I have tested from Wednesday till next Wednesday (including weekend gaps) and results are the same: the best performance for M1.....
  • #1,166
  • Dec 10, 2010 6:11am Dec 10, 2010 6:11am
Quoting sayembara
After 2 (or 3 days) in ranging market, basket closed just now. Previous test I used MMTU > 1 & PP 1% and ended up with larger DD%. The EA still managed to close the basket. I restarted with new account with smaller MMTU just to see how big the DD will be i.e. to get relationship between DD and MMTU. I would expect low MMTU will give low DD, but with slower account grow. If DD low, may be suitable for small account when going live. Time will tell...

Art Phantom (Single Pair)
MMTU 0.4
PP 0.7
Leverage 100:1 @ $25000
DD -1.5%
Basket still floating. DD less than 1%. May be 0.4 MMTU is too small for $25000. Going to up it a little bit.
  • #1,167
  • Dec 10, 2010 6:20am Dec 10, 2010 6:20am
Quoting CyberNerd
Increasing the MMTU and PP, always results in eventual death trades. I know some of you are seeing great profits running MMTU:.4 and PP:1 (so am I), but history shows us these setting will eventually lose all. Please don't take this as negativity on my part. I am very positive about this EA, I just don't want anyone to jump in prematurely and lose real money with this. We need to find a way to dig our way out of the DD or another better filter to prevent it. This is getting very close.
Nice report.

I am using low MMTU because I feel once in a while the market will do big damage. Other testers are using big MMTU and that is good since we can compare the performance when the market reversal happens. If they are about the same, I would straight go for big MMTU in future test.
  • #1,168
  • Dec 10, 2010 6:34am Dec 10, 2010 6:34am
Quoting sayembara
Basket still floating. DD less than 1%. May be 0.4 MMTU is too small for $25000. Going to up it a little bit.
Wich TF are you testing Sayembara?
  • #1,169
  • Dec 10, 2010 7:47am Dec 10, 2010 7:47am
I have this log comment while using single pair phanto pipstep-ts-be3-qqe:

"Error entering trailing stop, error 4054, incorrect series array using"

any comments, please...
  • #1,170
  • Dec 10, 2010 9:03am Dec 10, 2010 9:03am
After backtests, I have noticed that:

1.- EA had always recovered from any DD (sure there will be trades wich blow the account but I have not found yet).

2.- Big DD usually comes after weekend gaps. I think there´s no filter to avoid this DD, after wich EA will take a lot of time to recover. Maybe we can try that: on Fridays, if we are in profit we close manually the basket and wait untill Monday to load the EA again; if we are in loss, we can force an hedge situation: if we have 4 buys and 2 sells, before Friday night we can open manually 2 sells, and remove the EA, then weekend gap will not affect our floating P/L, and EA could recover faster on Monday...
  • #1,171
  • Dec 10, 2010 10:35am Dec 10, 2010 10:35am
Quoting Caillou
After backtests, I have noticed that:

1.- EA had always recovered from any DD (sure there will be trades wich blow the account but I have not found yet).

2.- Big DD usually comes after weekend gaps. I think there´s no filter to avoid this DD, after wich EA will take a lot of time to recover. Maybe we can try that: on Fridays, if we are in profit we close manually the basket and wait untill Monday to load the EA again; if we are in loss, we can force an hedge situation: if we have 4 buys and 2 sells, before Friday night we can open manually 2...

Caillou, can you explain this weekend gap issue with an example ? does it come after basket is full ? can gap favor the basket ?
  • #1,172
  • Dec 10, 2010 10:47am Dec 10, 2010 10:47am
Quoting roundrock
Caillou, can you explain this weekend gap issue with an example ? does it come after basket is full ? can gap favor the basket ?
Of course, the gap could be in our favour or not. It will only impact in our P/L if we have on Friday evening an unbalanced basket (imagine 6 Buys, 3 Sells).
On Sunday evening, if the gap (imagine 70 pips) is bullish it will favour our P/L, if the gap is bearish it will damage our P/L.

Any sudden movement (gap, NFP news) will prevent our EA to adapt to the new situation slowly, as it normally does (each 15, 30 or 60 min).

One week the gap gave me +5% up, other week -4%....I think it not worth the risk so if we have an hedge basket before gap, it will have no effect.
  • #1,173
  • Dec 10, 2010 10:52am Dec 10, 2010 10:52am
Quoting Caillou
Thanks again Tazmaan,

But if you look at the statement, for M15 you have only results from 1-01-2010 till 21-01-2010 (with a lot of trades closed because of the test) and for M30 from 1-01-2010 till 26-03-2010.

So I think as I said before it is not possible to backtest this EA with MT4 in M30 or M15. Any suggestions ?
That's because those are the dates where it gets stuck in a ton of trades and can't close for pp
  • #1,174
  • Dec 10, 2010 10:55am Dec 10, 2010 10:55am
we need to make a change. before bailout buys, sells should be equal. else we can blow out the account. assume 8 buys and 4 sells, market starts going down. it never comes back, goes down to such a leevl that yr account is gone
  • #1,175
  • Dec 10, 2010 12:12pm Dec 10, 2010 12:12pm
Quoting roundrock
we need to make a change. before bailout buys, sells should be equal. else we can blow out the account. assume 8 buys and 4 sells, market starts going down. it never comes back, goes down to such a leevl that yr account is gone
Unfortunately this is the achilles heel in what is otherwise a brilliantly concieved and executed strategy
  • #1,176
  • Dec 10, 2010 12:18pm Dec 10, 2010 12:18pm
Quoting tazmaan
That's because those are the dates where it gets stuck in a ton of trades and can't close for pp
Each time I have tried to run a backtest for more than 1 week, at the end of the first week I get all trades closed like happens in your backtest, so each week I have tested (+/- 50 differents weeks) we have a basket wich the EA can't close for PP......so we have a "death trade" each week? And if the EA can't close a basket for PP, why it close the basket? Should not the EA leave the basket open untill the margin reach 100% or whatever %? Because when the basket get closed the margin and the balance is extremely high in my backtests......

I don't understand anything about backtests.....
  • #1,177
  • Dec 10, 2010 1:30pm Dec 10, 2010 1:30pm
hello ,
this is the best result in all of my demo accounts -
I test everything -
you can find everything in the zip file and the ea-
in the file name is the setup-setting
this is the first version from roundrock
best regards
vienna
Attached Image(s) (click to enlarge)
Click to Enlarge Name: single pair phantomsetup mm 02 pp 01 older version day1012.jpg Size: 114 KB
Click to Enlarge Name: single pair phantomsetup mm 02 pp 01 older version day1012 v.gif Size: 6 KB
Attached File(s)
File Type: zip single pair phantomsetup mm 02 pp 01 older version day1012.zip   73 KB | 306 downloads
  • #1,178
  • Dec 10, 2010 1:49pm Dec 10, 2010 1:49pm
Quoting vienna
hello ,
this is the best result in all of my demo accounts -
I test everything -
you can find everything in the zip file and the ea-
in the file name is the setup-setting
this is the first version from roundrock
best regards
vienna
Great report Vienna!

I agree with you, Single Pair Version is the best version of Phantom EA's in my opinion.

And I only believe in forwardtest, backtest has no credibility for me.....

Thank you Vienna
  • #1,179
  • Dec 10, 2010 7:32pm Dec 10, 2010 7:32pm
Quoting Caillou
Wich TF are you testing Sayembara?
I'm testing on M1 exclusively
  • #1,180
  • Dec 10, 2010 8:07pm Dec 10, 2010 8:07pm
Quoting Caillou
After backtests, I have noticed that:

1.- EA had always recovered from any DD (sure there will be trades wich blow the account but I have not found yet).

2.- Big DD usually comes after weekend gaps. I think there´s no filter to avoid this DD, after wich EA will take a lot of time to recover. Maybe we can try that: on Fridays, if we are in profit we close manually the basket and wait untill Monday to load the EA again; if we are in loss, we can force an hedge situation: if we have 4 buys and 2 sells, before Friday night we can open manually...
Regarding big DD and recovery, there is an area worth investigation in my opinion. The EA shows strength in closing basket after a big DD which is good for a peace of mind and confidence in trading. The question is, can we make more money by dropping a basket and catch-up with several quick, normal speed basket close. I am not sure how to to do this comparison though. I think testers can compare when the time comes...we do have many versions of the MMTU & PP.

Weekend gap does give impact, good or bad depending whether the initial direction is a fake or not. A big jump once market opens really catch the EA attention. As proposed earlier, waiting until several bars might help or put another no-trade filter, if day==monday && time <=4 for example.
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