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  • #1,241
  • Aug 12, 2012 4:31pm Aug 12, 2012 4:31pm
Quoting chiche
I'll start tomorrow testing v5 24/5 on a vps. Let's see. I know you sais is better to let the ea work on london hours but just whant to try one more time. We check next friday.
I will have v5 running London hours and v6 running 24/5...
  • #1,242
  • Aug 13, 2012 9:34am Aug 13, 2012 9:34am
hello,

seller9 have you an idea about take in count Support/Resistance of the day for takeprofit/targetoneprofit ?

I think it would be a good idea don't you?
  • #1,243
  • Edited 12:45pm Aug 13, 2012 12:29pm | Edited 12:45pm
Quoting Athravan
I will have v5 running London hours and v6 running 24/5...
i have v6 running London Hours (+3hrs) on EUR/JPY & AUD/USD
and the TOOLBOX on EUR/USD

so they will be on 12 hrs a day.

GL

Don't forget Practice + Patience + Persistence = Profits
  • #1,244
  • Aug 14, 2012 1:53am Aug 14, 2012 1:53am
Hi Seller9,

Can you please have a look at the way the CCI is implemented in RB_v6?

I have attached a couple of screenies and my set where I am only using CCI(8) to filter trades, and it doesn't appear to be doing anything?

I have drawn vertical lines through the trades.

On EURUSD, I would have expected to stay out the two losers and stay in the winner.

On GBPUSD, I would have expected to stay out of three of the losers...

Trades have been taken inside and outside of the 100 line?

On MT4, my CCI is set on Typical Price...

Regards Ath
Attached Image(s) (click to enlarge)
Click to Enlarge Name: eurusd.jpg Size: 102 KB
Click to Enlarge Name: gbpusd.jpg Size: 109 KB
Attached File(s)
File Type: txt rbv6 settings.txt   2 KB | 252 downloads
  • #1,245
  • Aug 14, 2012 10:05am Aug 14, 2012 10:05am
See chart below.
If you have screen capture turned on so screen shot is taken at time of trade you will see what the EA is seeing at the time of the trade.

Can you post one of those screen shots?

Attached Image (click to enlarge)
Click to Enlarge Name: eurusd.jpg Size: 327 KB
  • #1,246
  • Aug 14, 2012 10:37am Aug 14, 2012 10:37am
Thanks Seller9 - I'll have a look after work...
  • #1,247
  • Aug 14, 2012 4:51pm Aug 14, 2012 4:51pm
Quoting seller9
See chart below.
If you have screen capture turned on so screen shot is taken at time of trade you will see what the EA is seeing at the time of the trade.

Can you post one of those screen shots?

Attachment
Hmmm - screen capture shots from MT4 show a different story! Looks like I'm making assumptions about where CCI is on visual back test...

That's the wheel come off that one then!

Regards
Ath
Attached Image(s) (click to enlarge)
Click to Enlarge Name: EURUSD8-13---18-55.jpg Size: 121 KB
Click to Enlarge Name: EURUSD8-13---9-23.jpg Size: 116 KB
  • #1,248
  • Aug 14, 2012 10:49pm Aug 14, 2012 10:49pm
Quoting Athravan
Hmmm - screen capture shots from MT4 show a different story! Looks like I'm making assumptions about where CCI is on visual back test...

That's the wheel come off that one then!

Regards
Ath
Try using a higher CCI, i see your using period 8, a bit to fast in my opinion, try 12 or 15 or 22 or 34, backtest visually you will see which ones could have been ignored as a trade without dropping your wins.

Don't forget Practice + Patience + Persistence = Profits
  • #1,249
  • Aug 15, 2012 2:47am Aug 15, 2012 2:47am
Quoting maxzeus
Try using a higher CCI, i see your using period 8, a bit to fast in my opinion, try 12 or 15 or 22 or 34, backtest visually you will see which ones could have been ignored as a trade without dropping your wins.

Thanks for the advice Maxzeus.

I did a range of visual backtests with CCI over the last weekend before deciding on 8, but that was only for 2 days of data. I will keep running this week as is, and backtest again with more data this weekend.

If I was running London hours, then that would help a lot!

Regards
Ath
  • #1,250
  • Aug 17, 2012 10:24am Aug 17, 2012 10:24am
No time to explain right now but take a look at the screen shot below for an idea of what I am working on for the next ichimoku breakout EA version. Need to test this next week before I release it.

Let me know what you think.

Attached Image (click to enlarge)
Click to Enlarge Name: eurusd.jpg Size: 166 KB
  • #1,251
  • Aug 17, 2012 1:06pm Aug 17, 2012 1:06pm
My trading results this week

live account

1 loser : -23,8 pips (0.02 lot)

4 winners : 126 pips (0.01 lot)
Attached Image (click to enlarge)
Click to Enlarge Name: EURUSD-EURJPY.jpg Size: 42 KB
Attached File(s)
File Type: txt rb_renkov5-set.txt   1 KB | 470 downloads
  • #1,252
  • Aug 17, 2012 1:49pm Aug 17, 2012 1:49pm
Quoting mvp77
My trading results this week

live account

1 loser : -23,8 pips (0.02 lot)

4 winners : 126 pips (0.01 lot)
Nice to see you posting some results I wish more traders would do this so we can continue to improve the EA.

If you can could you post a screen shot of your loser so I can see if there is anything that could be changed to maybe avoid it.

Are you going to continue on with the same settings or are you going to change any?

Thanks for the input.
  • #1,253
  • Aug 17, 2012 2:26pm Aug 17, 2012 2:26pm
Hey ,

I had 5 losers in a row with GBP/JPY today.
Attached Image (click to enlarge)
Click to Enlarge Name: GBPJPYi8-17---17-12.jpg Size: 108 KB
  • #1,254
  • Aug 18, 2012 3:19am Aug 18, 2012 3:19am
Hi all,

What an amazing week - for the wrong reasons! The US news on Tuesday generated a significant 121 pip loss throughout the day!

Set used for the week attached - I've now got two weeks worth of data where I have used Bands based off 20MA to generate more trades, and using CCI to filter.

These settings generated 84 trades during the week, running 24x5.

Summary as follows:
AUDUSD 7 pips
EURGBP 30 pips
EURJPY 44 pips
EURUSD 20 pips
GBPUSD -164 pips (!)
USDCAD -76 pips (!)
Total -140 pips :-(

If I then switch to trades only using London hours I get this:
AUDUSD -4 pips
EURGBP 30 pips
EURJPY 104 pips
EURUSD 62 pips
GBPUSD -148 pips
USDCAD -58 pips
Total -14 pips

Which is a significant improvement! 62 trades (37 losses @ -470 pips, 25 wins @ 456 pips)

I've looked back over all the trades during the week and will be making the following changes:

1. Switching to aggressive mode - I believe most of the losers could be turned into low pip winners by shortening the break even to 9 pips
2. Having taken Maxzeus' advice on CCI settings, I stil believe CCI(8) works well on this fast timeframe
3. I am stopping using partial closure and will just use BEJS - the losses on 0.02 lots sometimes outweigh the small gains on 0.01 lots past partial closure point
4. Switching to London hours (!)

I hope I'm close to a reasonably good scalping system here...

To illustrate point 1, I have attached a screenshot of 4 consecutive losses on EURUSD.

Seller9 - if you could confirm my thinking is correct, then I will be happy. Hopefully my assumptions are correct!

The small red arrows show when the trade was taken (in non-aggressive mode with these settings). I have drawn red vertical lines where aggressive would see the signal candle. CCI(8) should have kept us out of all four of these.

If my break even is 9 pips, then even the first two trades would have made some money. The sell order on the first two would have been placed at the start of the candle after the red line and they moved more than 9 pips.

I think this will squeeze me some additional pips over time...

Hope this all makes sense!

Regards
Ath
Attached Image (click to enlarge)
Click to Enlarge Name: eurusd.jpg Size: 93 KB
Attached File(s)
File Type: txt rbv6 settings.txt   2 KB | 259 downloads
  • #1,255
  • Aug 18, 2012 5:12am Aug 18, 2012 5:12am
@Typh0n - the same here ! I use atm 25 currency pairs - the only purpose: find out which of them do NOT work for this method/EA.
  • #1,256
  • Aug 18, 2012 5:22am Aug 18, 2012 5:22am
thanks Athravan for your detailed reports here ... I'm curious about your new attempts for the next week ... my experience: lowering the BE is something like lowering the SL ? This may filter out good trades too ? Anyway, you'll try it - and that'll good to see here in real life your results ! I use the v5/v6 with the only filter AO now - it seems to me using more and more filters will nearly stop trading at the end - the result: fewer bad, but fewer good trades too
Are traders here, using one (or two - not more) filters REALLY successfull for filtering out the bad trades in flat phases ?
  • #1,257
  • Aug 18, 2012 6:27am Aug 18, 2012 6:27am
Quoting DerBerliner
thanks Athravan for your detailed reports here ... I'm curious about your new attempts for the next week ... my experience: lowering the BE is something like lowering the SL ? This may filter out good trades too ? Anyway, you'll try it - and that'll good to see here in real life your results ! I use the v5/v6 with the only filter AO now - it seems to me using more and more filters will nearly stop trading at the end - the result: fewer bad, but fewer good trades too
Are traders here, using one (or two - not more) filters REALLY successfull for...
I'm happy with my SL being held at the band - the reason for lowering the BE was still to capture pips from smaller whipsaw moves like the screenie I showed.

Using JS will mean I trail the big moves still...

The only filter I am using is CCI(8) with levels at +/- 100... I like to keep it simple.

Like you say, lets have a look in a week and see what happens!

Regards
Ath
  • #1,258
  • Aug 18, 2012 12:34pm Aug 18, 2012 12:34pm
I have made a change and posted version 7 on the first page. In the present version the CCI is looked at at the present candle after the signal candle so in version 7 I have changed it so it only looks at the closed signal candle, this may keep you out of a few bad trades, see what this does.

See the screen shot below where I have marked where the signal would have been read using nonaggressive mode with this new change.
Aggressive Mode would be where you have your lines drawn.

Attached Image (click to enlarge)
Click to Enlarge Name: eurusd.jpg Size: 262 KB
  • #1,259
  • Aug 18, 2012 10:17pm Aug 18, 2012 10:17pm
v5 24/6 settings from page 1
aud/usd 51 pips
eur/jpy 36 pips
eur/ usd 68 pips
gbp/usd -79 pips

the problem is de not trending market like GBPUSD this week, we need to be ready for this kind of market, CCI is good idea and I do not know how to change the bands to generate more trades. we need more trades with small profit and cut the big looses "" I am stopping using partial closure and will just use BEJS - the losses on 0.02 lots sometimes outweigh the small gains on 0.01 lots past partial closure point"" (good idea), and brake even to 10 0r 9. hope this help.

Quoting Athravan
Hi all,

What an amazing week - for the wrong reasons! The US news on Tuesday generated a significant 121 pip loss throughout the day!

Set used for the week attached - I've now got two weeks worth of data where I have used Bands based off 20MA to generate more trades, and using CCI to filter.

These settings generated 84 trades during the week, running 24x5.

Summary as follows:
AUDUSD 7 pips
EURGBP 30 pips
EURJPY 44 pips
EURUSD 20 pips
GBPUSD -164 pips (!)
USDCAD -76 pips (!)
[color=#ff0000]Total -140...
  • #1,260
  • Aug 18, 2012 11:20pm Aug 18, 2012 11:20pm
any template for v7? I'll try this week v7 24/6


Quoting seller9
I have made a change and posted version 7 on the first page. In the present version the CCI is looked at at the present candle after the signal candle so in version 7 I have changed it so it only looks at the closed signal candle, this may keep you out of a few bad trades, see what this does.

See the screen shot below where I have marked where the signal would have been read using nonaggressive mode with this new change.
Aggressive Mode would be where you have your lines drawn.

Attachment
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