Experts Tool Box | Page 75 | 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

  • #1,481
  • Sep 8, 2012 8:43am Sep 8, 2012 8:43am
can someone tell me where can i download camirilla EA of seller9 from?
  • #1,482
  • Sep 8, 2012 10:28am Sep 8, 2012 10:28am
Quoting walky
Same here...

I can't upload it untill I see if it is going to work when the market opens.
Once I make sure it is working the way I think it should and there are no bugs then it will be ready for testing, no point in letting everyone test something full of bugs that creates a lot of questions.
  • #1,483
  • Sep 8, 2012 10:31am Sep 8, 2012 10:31am
Quoting Athravan
As you say, it looks great in principal.

How does your logic decide if its a reversal or a breakout?

Happy to test this one too!

Regards
Ath
Reversals happen at H3 and L3 and breakouts are at H4 and L4 according to the Camarilla trade logic.
  • #1,484
  • Sep 8, 2012 10:44am Sep 8, 2012 10:44am
Quoting Athravan
Above is the summary from w/c 27th August, summary from w/c 3rd September below:

AUDUSD +14 pips
EURGBP +20 pips
EURJPY -12 pips
EURUSD +23 pips
GBPUSD -80 pips
USDCAD -14 pips
USDJPY +36 pips
Total -14 pips

36 Trades : 16 Winners @ 239 pips, 20 Losers @ -253 pips

I have been running Bands 30(0.2), CCI(34), no AO, no Semafor - I added MA(60) as a trend filter this week, but this seemed to have little impact too.

My major change this week will be the width of the bands. I'm moving from 0.2 to 1.0,...
Moving to wider bands was what I was thinking of when looking at the keltner Channel. You could do the same thing with the Bands.

Keltner settings

Maperiod = 60
MaMethod = 1
PriceToUse = 5
AtrPeriod = 96
AtrMultiplier = 2.2
MaAtrShift = 0
  • #1,485
  • Sep 8, 2012 10:51am Sep 8, 2012 10:51am
Quoting MonsterFly
I have only been forward testing RB_V7 for the last 1.5 weeks but my results from this week were....

EURUSD = +70 (2 wins, 2 losses, 1 breakeven)
AUDCHF = +14 (2 wins, 1 loss)
USDCAD = +60 (1 win)
Total = +144 pips

I will be adding AUDUSD this week. For EURUSD it is running the same setfile I have already posted.

On a side note, I also backtested the ADX_EA and the MA_EA. I could not find any conditions where the ADX_EA was profittable over the last six months (at least for EU). The MA seemed reasonably profitable but had high DD and was...
The only addition to version 9 is one more entry mode that can get you in sooner but at a higher risk.
I am running version 9 on a live account in nonaggressive mode using all the filters accept the ma and am having good luck with it.
I do shut it down Friday Mornings as I don't want to get into any trades over the weekend.
  • #1,486
  • Sep 8, 2012 11:33am Sep 8, 2012 11:33am
Will see when market opens if it works or not

Attached Image (click to enlarge)
Click to Enlarge Name: example 2.jpg Size: 135 KB
  • #1,487
  • Sep 8, 2012 11:37am Sep 8, 2012 11:37am
Quoting Athravan
As you say, it looks great in principal.

How does your logic decide if its a reversal or a breakout?

Happy to test this one too!

Regards
Ath
I appreciate all of the testing you have been doing.

Good Luck
  • #1,488
  • Sep 8, 2012 4:14pm Sep 8, 2012 4:14pm
These are not real EA trades, but I wanted to show what the present attempt would be to have the EA do.

Attached Image (click to enlarge)
Click to Enlarge Name: example 3.jpg Size: 117 KB
  • #1,489
  • Sep 9, 2012 7:52am Sep 9, 2012 7:52am
hi seller !

Thanks for your work and the version 9!

I've done with the v_9 some backtests. I've also played with the size of renkobar. I used faster bands with 10 and 0.2. .

I think the EA has shown good potential for a good swing trading EA with 25 pip / bar.

I tested the currencies EURUSD, GBPUSD, USDJPY, USDCHF, EURJPY, AUDUSD.
All currencies show a result as shown in the attached gif.

Set: 25 pip / bar
I used only bands with 10 and 0.2
TP 300
used fix SLPips : 10
PartialTradeClose : false
( BandOffsetSLPIPs and UseHiddenPartialTradeClose sometimes does not work in backtest )
UseCandleCloseMode: true
UseAggressiveMode : true
UseNonAggressiveMode :false

"UseCandleCloseMode: true" produced in the backtest of course more bad trades, but the result is usually better, but not much better.
I'll test it on the demo accounts, which could be better.

I know it looks too good to be true, but I want it in the next few weeks to test on my demo account.

Is it right that I have to increase the MaxBars to have enough Renko bars (25 pip / bar) generated. (RenkoLiveChart_v3.4) ?

Thanks !
Attached Image (click to enlarge)
Click to Enlarge Name: rb-v9-25size.gif Size: 6 KB
  • #1,490
  • Sep 9, 2012 9:18am Sep 9, 2012 9:18am
really that looks good .... very good !

Seller9 - what do YOU think about the attempts of some traders here to use the "faster" bands and the bigger size of Renkobars ? This approach is quite different from yours and some other members here .... mostly I see so far the wider (=slower) bands in use with forward demos (not backtests). And: the 5 pips size for the renkobars is the standard ... no "official" changes so far ? Right ?

Looking at the backtests like the last one of mvp77: have to change something to optimize the results ?
  • #1,491
  • Sep 9, 2012 9:59am Sep 9, 2012 9:59am
Quoting DerBerliner
really that looks good .... very good !

Seller9 - what do YOU think about the attempts of some traders here to use the "faster" bands and the bigger size of Renkobars ? This approach is quite different from yours and some other members here .... mostly I see so far the wider (=slower) bands in use with forward demos (not backtests). And: the 5 pips size for the renkobars is the standard ... no "official" changes so far ? Right ?

Looking at the backtests like the last one of mvp77: have to change something to optimize the results ?

Those tests do look very good, thats what we want traders to do, find the best settings, nothing is set in stone, what ever makes money.
  • #1,492
  • Sep 9, 2012 11:28am Sep 9, 2012 11:28am
Hi Seller9,

Are you publishing the EA before the markets open, or are you still coding?

Regards
Ath
  • #1,493
  • Sep 9, 2012 2:19pm Sep 9, 2012 2:19pm
did you use renko chart or another time frame for backtest
Quoting mvp77
hi seller !

Thanks for your work and the version 9!

I've done with the v_9 some backtests. I've also played with the size of renkobar. I used faster bands with 10 and 0.2. .

I think the EA has shown good potential for a good swing trading EA with 25 pip / bar.

I tested the currencies EURUSD, GBPUSD, USDJPY, USDCHF, EURJPY, AUDUSD.
All currencies show a result as shown in the attached gif.

Set: 25 pip / bar
I used only bands with 10 and 0.2
TP 300
used fix SLPips : 10
PartialTradeClose : false
( BandOffsetSLPIPs and...
  • #1,494
  • Sep 9, 2012 3:33pm Sep 9, 2012 3:33pm
Quoting hipofiz
did you use renko chart or another time frame for backtest
I used the RenkoLiveChart_v1.6(added to the M1) as a Script and the LFH_Trading_Simulator for Testing Renko.

I tested different History Data : Alpari Demo , FXCC Live , Pepperstone Live.

to trade live or demo:

To get enough bars on the Renkochart M2 with 25 pip I raised the max bars in the RenkoLiveChart_v3.4 to 1000000000.

Not sure if you can do that. But it looks like this . . .
Attached Image
  • #1,495
  • Sep 9, 2012 7:20pm Sep 9, 2012 7:20pm
Quoting Athravan
Hi Seller9,

Are you publishing the EA before the markets open, or are you still coding?

Regards
Ath

I need to run it live to make sure the code checks out as I have not had the latest version 1 with all the additions in a live market yet, so I don't know if it will do what I had shown in the screen shots, past charts always look great, this week will be the real test and maybe some tweaks. No use to publish it yet if it may have errors in the code.

Will publish it as soon as it looks like it can make a few trades that are OK.
  • #1,496
  • Edited 8:09pm Sep 9, 2012 7:26pm | Edited 8:09pm
Quoting mvp77
I used the RenkoLiveChart_v1.6(added to the M1) as a Script and the LFH_Trading_Simulator for Testing Renko.

I tested different History Data : Alpari Demo , FXCC Live , Pepperstone Live.

to trade live or demo:

To get enough bars on the Renkochart M2 with 25 pip I raised the max bars in the RenkoLiveChart_v3.4 to 1000000000.

Not sure if you can do that. But it looks like this . . .
How much M1 history do you have?
I can only get back to July 6th with my demo.
Did you download other history files and import them into MT4?

Looks like maybe you didn't use AO and CCI filter or semafore, just breakout of the band, is that correct?
  • #1,497
  • Edited 8:32pm Sep 9, 2012 8:20pm | Edited 8:32pm
Here is a USDCHF chart with 25 pip bars with the AO and CCI shown.
It looks to me like the AO and CCI would not give you any trades.

In your chart they look to be OK, of course its a different pair but why the big difference.

Just did a chart of EURUSD with 25 pip bars and it looks similar to yours, seems to be a big difference on which charts AO and CCI look good on when using 25 pip bars.

Attached Image (click to enlarge)
Click to Enlarge Name: pips25.jpg Size: 103 KB
  • #1,498
  • Sep 9, 2012 9:25pm Sep 9, 2012 9:25pm
Quoting mvp77
hi seller !

Thanks for your work and the version 9!

I've done with the v_9 some backtests. I've also played with the size of renkobar. I used faster bands with 10 and 0.2. .



Thanks !

I've been doing tests along similar lines. With big blocks, tight bands, and tight stops and a 15 point trailing stop.

Problem seems to be that the backtest doesn't always recognize trailing stops and sometimes regular stops if a full bar isn't printed.

If you have the commercial backtesting script which allows you to test with wicks, you get a little more accurate result than just testing with plain Renko bars.

Ex., regular renko, 25 point block-you have a 10 point stop and price comes against your position 20 points. In live your stop gets triggered. In backtest it doesn't because price didn't print a renko bar against you, so according to backtester your stop point never got hit. Then price goes up 150 points, finally prints a bar against you, then the backtester shows that you won for +130.

If you were using blocks with wicks, you might get partial recognition for what's happening in the wick. Sometimes it catches it, sometimes it doesn't. So bottom line the backtest gives you the advantage of a look-back to only trigger a stop if price prints a bar against you, and not just part of a bar.

Anyway this seems to be what's going on. It's not really possible to sort it all out without doing a forward test, at least on demo, or for a penny a point in live.
  • #1,499
  • Sep 10, 2012 4:20am Sep 10, 2012 4:20am
Quoting seller9
How much M1 history do you have?
I can only get back to July 6th with my demo.
Did you download other history files and import them into MT4?

Looks like maybe you didn't use AO and CCI filter or semafore, just breakout of the band, is that correct?

I have only M1 data until 6th July in my demoaccount. But I think for the use only the fast bands that's enough.

I have only used bands. With AO, CCI, Semafor and 25 pip / bar you will not be able to make many trades as you can see in your screenshot.

@stevefx

Thanks for your post.
The SL 10 I have set only because of the sometimes not functioning BandOffsetSL.
But you're right with the Renkobars without wicks and my 10 SL.

I still think that the signals are often good with the bands and 25 pip/bar.
A demo test I will do in any case is always better than any backtest.

Here's a little backtest with SL 30 on GBPUSD (11 months)

Regards
Attached Image (click to enlarge)
Click to Enlarge Name: rb-v9-25sizeGBPUSDSL30.gif Size: 6 KB
  • #1,500
  • Sep 10, 2012 9:51am Sep 10, 2012 9:51am
Quoting mvp77
I have only M1 data until 6th July in my demoaccount. But I think for the use only the fast bands that's enough.

I have only used bands. With AO, CCI, Semafor and 25 pip / bar you will not be able to make many trades as you can see in your screenshot.

@stevefx

Thanks for your post.
The SL 10 I have set only because of the sometimes not functioning BandOffsetSL.
But you're right with the Renkobars without wicks and my 10 SL.

I still think that the signals are often good with the bands and 25 pip/bar.
A demo test I will do in any...
Did you use BEJS for testing?
0 traders viewing now