Experts Tool Box | Page 72 | Forex Factory

Options

Go to
Permalinks
Print Thread

Similar Threads

Box Spreads of Equity Index Options on Futures as a Financing Tool 0 replies

experts advisor file not in experts folder 12 replies

box play 18 replies

Anyone trading "Box Options" with Oanda??? 20 replies

Oanda Order Flow Box 5 replies

Attachments: Experts Tool Box
Exit Attachments

Experts Tool Box

  • #1,421
  • Sep 2, 2012 10:51am Sep 2, 2012 10:51am
Hi all,

Ran this all last week, on 7 pairs.

Bands 34 (0.2), no Semafor, no MA, no AO, just CCI(34) with 100 levels.

Summary as follows:
AUDUSD +10 pips
EURGBP +1 pips
EURJPY -29 pips
EURUSD -21 pips
GBPUSD +51 pips
USDCAD +51 pips
USDJPY -6 pip
Total +58 pips

17 Trades : 9 Winners @ 185 pips, 8 Losers @ -127 pips

Overall I was up, but I can't see where to go from here - I don't believe AO or Semafor would have made any difference to the trades that were taken...

Anyway - I'll keep at it with v8 next week.

Regards
Ath
  • #1,422
  • Sep 2, 2012 11:17am Sep 2, 2012 11:17am
Can anyone explain what is DR(3) in the display on the chart?
Also what actually TrailingStopLossPips do when we already have BE and JS parameters?
Thanks.
  • #1,423
  • Sep 2, 2012 1:04pm Sep 2, 2012 1:04pm
Quoting Rolands4
version 8...it is possible to back-testing to find best set..?..I try but it take to much time!
Most of my backtesting has been on V7 but I did a little on V8 on EU. The results are below. Also, I am including a snapshot of the visual backtest so seller can comment if the backtester looks to be opening and closing trades properly based on the settings. I have only been forwarding testing V7 for a week and half but so far the back tests and forward tests are matching.

On a side note the default settings with 5 pip/bar (that some are running) did not give very good results.
Attached Image(s) (click to enlarge)
Click to Enlarge Name: ScreenHunter_05 Sep. 02 11.53.jpg Size: 134 KB
Click to Enlarge Name: ScreenHunter_04 Sep. 02 11.38.jpg Size: 212 KB
  • #1,424
  • Sep 2, 2012 1:10pm Sep 2, 2012 1:10pm
MonsterFly,

Can you post your settings for this test as text? I can't read them from the picture you posted of your strategy tester results.

Thanks!

Gila
  • #1,425
  • Sep 2, 2012 3:15pm Sep 2, 2012 3:15pm
Quoting MonsterFly
On a side note the default settings with 5 pip/bar (that some are running) did not give very good results.
... that would be remarkable ...

Have we to respect this observation in the future ?
  • #1,426
  • Sep 2, 2012 4:42pm Sep 2, 2012 4:42pm
Quoting gilab
MonsterFly,

Can you post your settings for this test as text? I can't read them from the picture you posted of your strategy tester results.

Thanks!

Gila
Sure, my setfile is attached. This was a 10 pip/bar setup.
Attached File(s)
File Type: xlsx rb v8 eu 10pip setfile.xlsx   10 KB | 400 downloads
  • #1,427
  • Sep 2, 2012 4:51pm Sep 2, 2012 4:51pm
Quoting DerBerliner
... that would be remarkable ...

Have we to respect this observation in the future ?
As they say, past results may not reflect future performance For what it's worth I included the backtest result from the default setting with a 5 pip/bar setup (except for lot = 1 instead of 0.04).
Attached Image (click to enlarge)
Click to Enlarge Name: ScreenHunter_06 Sep. 02 15.48.jpg Size: 33 KB
  • #1,428
  • Sep 2, 2012 7:22pm Sep 2, 2012 7:22pm
Thanks, MonsterFly!
  • #1,429
  • Edited 10:48pm Sep 2, 2012 10:31pm | Edited 10:48pm
Quoting seller9
Just the basic ATR and Standard Deviation indicators.

What do we do in this case, EA using 34 as entry got us in where 22 & 77 would have kept us out?

Attachment
i took your EUR/USD CHART and i added my thoughts on what the Dual CCI could of done based on 24 hours, since i don't know your timezone or your broker, if i would know the London hours the results i assume would be better but it's still Good Read my NOTES below on the Chart.

And keep up the good work.

Quote
i also included the DUAL CCI indicator that i use, it's color customized, when the trigger line is crossed by the "TREND CCI" it's a brighter color either Lime (UP) or RED (Down) when it's below the trigger line then the colors are Dark Green or Dark Red.
Attached Image (click to enlarge)
Click to Enlarge Name: DualCCI-reviewed.png Size: 626 KB
Attached File(s)
File Type: mq4 #DoubleCCI_SMA_Alert.mq4   8 KB | 462 downloads
Don't forget Practice + Patience + Persistence = Profits
  • #1,430
  • Sep 3, 2012 7:52am Sep 3, 2012 7:52am
Hello @seller9
Can you tell why the trades are getting stopped out at around 10-12 pips when my SL is 20 pips and my settings are TrailingSLPips = 0 and BEJS are 50/40/2 as shown in the display?
Attached Image (click to enlarge)
Click to Enlarge Name: 2.gif Size: 190 KB
  • #1,431
  • Sep 3, 2012 7:58am Sep 3, 2012 7:58am
Hi guys,

Im looking for an EA that would alert me to whenever a new hikkake/fakey pattern develops on a chart..I am also looking for the same EA for Inside Bars..

If you could point me to the right direction or share it that would be much appreciated.

thanx in advance,
g
  • #1,432
  • Sep 3, 2012 10:39am Sep 3, 2012 10:39am
Quoting mvp77
hi @ all

How realistic is that backtesting with the "LFH Trading simulator_3"?

Or is there more accurate ways to backtest?

Maybe it's on EA (RB-Renko-V6)

I tested ONLY with bands, best found setting 15, 0.7 (NO OTHER FILTERS . AGGR TRUE; NO HALFCLOSE; )

brilliant results ..... in backtest

Last week I was on vacation and I was expecting a positves result in my demo accounts, but this was not unfortunately so.
This difference lies in the Clean Candle settings in EA?

I think the fast bands can lead us to the holy grail,...
Do you mean just a close above or below River????
  • #1,433
  • Sep 3, 2012 10:53am Sep 3, 2012 10:53am
Quoting desi
Can anyone explain what is DR(3) in the display on the chart?
Also what actually TrailingStopLossPips do when we already have BE and JS parameters?
Thanks.
DR(3) = Average Pip Range over last 3 days.
The Trailing Stop Loss is what is sent to the Broker and updated as it moves with the broker, the Broker sees this SL. The BEJS is hidden from the broker so he does not see it. At times you may want the TSL to be set greater than the BEJS in case you think your Broker is SL hunting and you don't want him to see your real (BEJS Hidden) stop loss.
  • #1,434
  • Sep 3, 2012 11:15am Sep 3, 2012 11:15am
Quoting desi
Hello @seller9
Can you tell why the trades are getting stopped out at around 10-12 pips when my SL is 20 pips and my settings are TrailingSLPips = 0 and BEJS are 50/40/2 as shown in the display?
Doesn't look like the EA is doing it as you would have gotten a pop up window saying so.

Is your Broker widening the spread to take you out?
  • #1,435
  • Sep 3, 2012 12:01pm Sep 3, 2012 12:01pm
Quoting maxzeus
i took your EUR/USD CHART and i added my thoughts on what the Dual CCI could of done based on 24 hours, since i don't know your timezone or your broker, if i would know the London hours the results i assume would be better but it's still Good Read my NOTES below on the Chart.

And keep up the good work.
See chart below and the notes I have added to yours and the settings I was using.

Attached Image (click to enlarge)
Click to Enlarge Name: example.png Size: 571 KB
  • #1,436
  • Sep 3, 2012 12:13pm Sep 3, 2012 12:13pm
Quoting seller9
Do you mean just a close above or below River????
I mean that the EA is trading just because of the RiverBreak, without waiting for the clean candle.
In backtests the clean candle plays no role anyway. Or am I wrong here?

I know it can be done because a lot of trades, at least in the backtests, but you can take some big pip moves (in the backtest of course only).

Or backtests are completely pointless?
  • #1,437
  • Sep 3, 2012 12:22pm Sep 3, 2012 12:22pm
Quoting seller9
See chart below and the notes I have added to yours and the settings I was using.

Attachment
my Notes on the CHART i was only looking at the Single CCI with DUAL CCI and the Renko's, No Semaphor or Awesome Oscilator or River, if i would add something it would only be the River and the London Hours
Don't forget Practice + Patience + Persistence = Profits
  • #1,438
  • Sep 3, 2012 12:23pm Sep 3, 2012 12:23pm
Quoting seller9
Doesn't look like the EA is doing it as you would have gotten a pop up window saying so.

Is your Broker widening the spread to take you out?
Its a demo account.
Even if we assume that the broker is widening the spreads then it should hit the original fixed stopped loss of 20 pips and not around 10 pips as you can see in the attachment.
One more thing I want to ask if we put a fixed SL then is the spread automatically added i.e. 20+2 = 22 pips SL?
  • #1,439
  • Sep 3, 2012 1:41pm Sep 3, 2012 1:41pm
Quoting desi
Its a demo account.
Even if we assume that the broker is widening the spreads then it should hit the original fixed stopped loss of 20 pips and not around 10 pips as you can see in the attachment.
One more thing I want to ask if we put a fixed SL then is the spread automatically added i.e. 20+2 = 22 pips SL?
For a Long Trade

stop = Bid - StopLossPips

For a Short trade

stop = Ask + (StopLossPips
  • #1,440
  • Sep 3, 2012 1:48pm Sep 3, 2012 1:48pm
Quoting mvp77
I mean that the EA is trading just because of the RiverBreak, without waiting for the clean candle.
In backtests the clean candle plays no role anyway. Or am I wrong here?

I know it can be done because a lot of trades, at least in the backtests, but you can take some big pip moves (in the backtest of course only).

Or backtests are completely pointless?
Backtests work OK for some simple EAs, but with some of the more involved ones I have never had much luck with them.

Right now it only trades when the candle's Open and Close is above or below the River and the previous candle is in the river or straddles the upper or lower band.

Do you want it as follows.

1) When ever PA goes above or below the River.

OR

2) When a candle Opens in the River and Closes above or below the upper or lower band.
1 trader viewing now