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Ichimoku cloud burst ea

  • #1,001
  • Apr 20, 2012 1:31pm Apr 20, 2012 1:31pm
Quoting Zool
So the backtest and optimization finished on EURUSD. The interesting thing is that there is a bigger profit, if the BEJS is not used, only the takeprofit part.
So here are the settings for eu based on backtesting and strategy tester optimization:

Range bar size: 16 pips
Tenkan sen: 9
Kinjun sen: 5
Senkou span: 100
UseCleanCandleClose: false
UseBEJS: true (to use the takeprofit part)
Autobreakeven and profit pips are false
IchiBreakEvenPips: 55
IchiBreakevenProfitPips: 1
IchiJumpingStopPips: 1
TakeProfitPips: 55
...
Thank you Zool for the big work here.
What about the shift value of ICHI ver7? Is 1 or 0?
And about S/L from kumo: is the standard setting 3-10-3?
Ubi maior minor cessat
  • #1,002
  • Apr 20, 2012 1:35pm Apr 20, 2012 1:35pm
Quoting forexripper
Has anyone of you tried to use better volume chart bar break system. I am seeking volunteer/s here to help develop EA for defined entry and exit rules. It is simple method with lot of potential for pips. It shows what professional are doing. E.g. EU H1 chart I see reversal (now) of the long trend since morning. Not to say it will get short today or Monday but professionals have taken profits and exited the market.

Not trying to steal the show here but to request help. Pls. Thnakx
What do you mean with "volume chart bar break system"?
Ubi maior minor cessat
  • #1,003
  • Apr 20, 2012 1:35pm Apr 20, 2012 1:35pm
So here are the optimized EURJPY settings:

Range bar size: 29 pips
Tenkan sen: 23
Kinjun sen: 29
Senkou span: 56
UseCleanCandleClose: false
No BEJS and no take profit.

If someone want to use a take profit setting, then 205 pips gave the best results - only minor difference if someone not use this. If the BEJS is enabled that could cut the profit in half.
These settings gave about 2.5% gain in one month using on a 10000 USD account with fixed 0.1 lot position size. The maximum drawdown is 1.97%.
(with 0.5 lot size the gain is 40% over 3 months with 8.71% drawdown)
  • #1,004
  • Apr 20, 2012 1:37pm Apr 20, 2012 1:37pm
Quoting Lock
Thank you Zool for the big work here.
What about the shift value of ICHI ver7? Is 1 or 0?
And about S/L from kumo: is the standard setting 3-10-3?
The shift is 1. All the other settings are the defaults. So I'm only looking at the Ichimoku, the breakeven, jump stop and take profit settings.
  • #1,005
  • Apr 20, 2012 1:38pm Apr 20, 2012 1:38pm
I will start the testing of GBPUSD tonight, and after that the AUDUSD as Unimak suggested. I hope they will be ready before the start of the next week.
  • #1,006
  • Apr 20, 2012 1:48pm Apr 20, 2012 1:48pm
Quoting Lock
What do you mean with "volume chart bar break system"?

throw this indicator on EU H1 chart and you will know what I mean. Once the candle breaks above or below the blue bar (professional bar as is called) then we are in that trend. Entry depends how aggressive you are. I enter at the high of the bar for long (after break candle and retest of teh blue bar) and vice versa for short. SL is opoosite break and TP is next blue bar or 60 pips whichever is earlier.
Attached File(s)
File Type: ex4 BetterVolume ChartBars part2 1.4.ex4   4 KB | 579 downloads
  • #1,007
  • Apr 21, 2012 2:53am Apr 21, 2012 2:53am
Hello

Here my Result from last SWeek and my Settings for next Week

Have a nice Weekend

Icemaan
Attached Image(s) (click to enlarge)
Click to Enlarge Name: 1.jpg Size: 32 KB
Click to Enlarge Name: 2.jpg Size: 39 KB
  • #1,008
  • Edited 7:50am Apr 21, 2012 5:46am | Edited 7:50am
Ichimoku_u8 live account testing results of Last Week on 9 pairs using Icemaan setting for the first 5 paiers (EURUSD, EURUSD, GBPJPY, USDCHF & EURJPY) and my setting for the last 3 pairs (AUDUSD, EURJPY & CADJPY). See the attached table for detailed setting.

The results are:

No. of Winners: 19 (+598 Pips)
No. of Looser: 25 (-465 Pips)
Total No. of Trades: 11 (+135 Pips)

Next week I will test Zool optimized setting for EURUSD and EURJPY and Icemaan setting for the rest.

^Sam
Attached Images
  • #1,009
  • Apr 22, 2012 9:00am Apr 22, 2012 9:00am
Hi,
My question is why is FF using range bars and renko charts? Why not use just price? When I do a search on the web, nobody is adding anything to their charts. Just a thought. Don't get all over me.
Ron
  • #1,010
  • Apr 22, 2012 9:54am Apr 22, 2012 9:54am
Quoting packgreen49
Hi,
My question is why is FF using range bars and renko charts? Why not use just price?
I think you just answered your own question.
The dream will never die
  • #1,011
  • Apr 22, 2012 3:58pm Apr 22, 2012 3:58pm
I've finished the testing and optimization on GBPUSD, but on the AUDUSD I had some problems, because all the installations of MT4 of differnet brokers downloaded the history data with huge gaps, so I had to figure out how to use dukascopy tick data. I will start the testing and optimization soon on this pair, and after that during the next week I will do GBPJPY, USDCHF, USDCAD, USDJPY. I think these pairs with the other 4 will be enough if there will be some small profit on them.

The results for GBPUSD:

Range bar size: 17
Tenkan sen: 23
Kijun sen: 14
Senkou span: 64
Take profit: 153
No breakeven and jumping stop should be used since using those gave smaller profit (set the BE pips same or larger than take profit pips).
  • #1,012
  • Apr 22, 2012 4:07pm Apr 22, 2012 4:07pm
Quoting Zool
I've finished the testing and optimization on GBPUSD, but on the AUDUSD I had some problems, because all the installations of MT4 of differnet brokers downloaded the history data with huge gaps, so I had to figure out how to use dukascopy tick data. I will start the testing and optimization soon on this pair, and after that during the next week I will do GBPJPY, USDCHF, USDCAD, USDJPY. I think these pairs with the other 4 will be enough if there will be some small profit on them.

The results for GBPUSD:

Range bar size: 17
Tenkan sen: 23
Kijun...
Many Thanks for your optimization of the EA.

Can I ask you to post the set files for your EURUSD, EURJPY & GBPUSD optimized setting.

Thanks again
  • #1,013
  • Apr 22, 2012 4:36pm Apr 22, 2012 4:36pm
Quoting ^Sam
Many Thanks for your optimization of the EA.

Can I ask you to post the set files for your EURUSD, EURJPY & GBPUSD optimized setting.

Thanks again
Here they are.

But keep in mind, that the backtesting is not as reliable as forward testing. In some older post (couple of weeks ago) I posted the result of comparing a week's forward (live) testing with backtesting on the same period. There was many differences. So I treat these optimized settings as a starting point to do some forward testing, and tweaking these values further based on the live results.
Attached File(s)
File Type: zip ichimoku_ea_optimized_setfiles.zip   2 KB | 1,359 downloads
  • #1,014
  • Apr 22, 2012 5:57pm Apr 22, 2012 5:57pm
Quoting Zool
Here they are.

But keep in mind, that the backtesting is not as reliable as forward testing. In some older post (couple of weeks ago) I posted the result of comparing a week's forward (live) testing with backtesting on the same period. There was many differences. So I treat these optimized settings as a starting point to do some forward testing, and tweaking these values further based on the live results.
Thanks
  • #1,015
  • Apr 23, 2012 10:49am Apr 23, 2012 10:49am
C'mon guys. No one to help me develop EA for an excellent strategy?
break of professional bar on EU for now. Looks promising
  • #1,016
  • Apr 23, 2012 10:31pm Apr 23, 2012 10:31pm
Hello,

I want to thank seller for making such a great EA!

I am having a small issue though that maybe hasn't been addressed in the code. What I noticed is that when the EA opens a position and you need to go in and change the settings after the position has been opened it will ask if you want the EA to continue modifying the order...which is fine.

The only problem is that it will not set the hidden Break Even stop if changes are made to the settings after the position has been opened. I am no coder....but is there some way to force the EA to check and double check that is it treating previously opened positions with the BEJS settings to avoid it ignoring existing positions after changed have been made to the settings?

Any and all help will be appreciated.

Thanks for such a great EA!
  • #1,017
  • Apr 23, 2012 11:05pm Apr 23, 2012 11:05pm
Quoting Zool
I've finished the testing and optimization on GBPUSD, but on the AUDUSD I had some problems, because all the installations of MT4 of differnet brokers downloaded the history data with huge gaps, so I had to figure out how to use dukascopy tick data. I will start the testing and optimization soon on this pair, and after that during the next week I will do GBPJPY, USDCHF, USDCAD, USDJPY. I think these pairs with the other 4 will be enough if there will be some small profit on them.

The results for GBPUSD:

Range bar size: 17
Tenkan sen: 23
Kijun...

How long were the pairs backtested for and is there a pick of a demo account summary for the trades taken? If this information is in the set files I cannot open them. And how do you handle profits on the yen pair with no take profit set?
  • #1,018
  • Apr 24, 2012 3:25am Apr 24, 2012 3:25am
Quoting Zool
Here they are.

But keep in mind, that the backtesting is not as reliable as forward testing. In some older post (couple of weeks ago) I posted the result of comparing a week's forward (live) testing with backtesting on the same period. There was many differences. So I treat these optimized settings as a starting point to do some forward testing, and tweaking these values further based on the live results.

These set files are not changing indicator values for cloud....is that correct settings, or should I change the indicators manually?
  • #1,019
  • Edited 7:28am Apr 24, 2012 7:11am | Edited 7:28am
Quoting a4b4c4
we can modify an EA to make it enter the order after closing above the Ichimoku

and close the trade after closing under the Ichimoku and open short

in the same terms
As I told before, in the case of fast ichi (like 2-2-12, 3-9-7 or similar), some big improvements are needed in the last version of seller9, in order to filter a great amount of false signals. But, in any case, the first indispensable mod regards the ea ability to open a trade suddenly after the close of the last one. (in the same direction or in the opposite one)

With slow or fast ichi the problem remains the same. If the trade closed the ea has to open an other trade if a signal occurs.

So these are the possible situations:

  1. the trade closes inside the kumo
  2. the trades closes outside the kumo (same side last trade)
  3. the trades closes outside the kumo (opposite side last trade)

For situations 1 and 2 the ea has to be ready to enter whether in the same direction of the last trade or in the opposite one, while for situation 3 the ea needs to open suddenly a trade in the opposite direction of the last trade also if the signal is already happened

So, Seller9, this "minor" modification may suffice to consolidate the reliability of the ea. Could you make it?

Thank you a lot for the work already done

Attached Image (click to enlarge)
Click to Enlarge Name: 2012_04_24_renko b4-w_ichi16-32-16-0_blank.gif Size: 19 KB

Attached Image (click to enlarge)
Click to Enlarge Name: 2012_04_24_renko b4-w_ichi16-32-16-0_blank b.gif Size: 20 KB
Ubi maior minor cessat
  • #1,020
  • Apr 26, 2012 10:37am Apr 26, 2012 10:37am
Interested to see an update from zool, since he and icemaan are going to be using very different settings.

Icemaan could you post a screenshot of the actual trades taken? I would like to see if there were any unusually large losses or if you can comment on any bad trades taken, like if a bug happened and a trade was opened in the wrong direction etc.

Are you manually switching the ea from buyer to seller?
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