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D1 - 20 EMA & 50 EMA

  • #201
  • May 12, 2013 9:42pm May 12, 2013 9:42pm
I did two back tests last night for EUR/AUD and AUD/USD going back to January 1, 2008 through present.

EUR/AUD used a 350 SL and 700 TP

AUD/USD used a 200 SL and 400 TP

Both tests started January 1, 2008 and tested until May 9, 2013 (5+ years) and as you can see these two tests' modeling quality was 90% so they are pretty damn accurate.


AUD/USD
Total Trades: 505
Total Net Pips: 16,381
Profit Factor: 1.26
Win %: 38.61%


EUR/AUD
Total Trades: 354
Total Net Pips: 8,020
Profit Factor: 1.10
Win %: 36.15%
Attached Image(s) (click to enlarge)
Click to Enlarge Name: AUDUSD_-_Strategy_Tester_Report_(screen_shot).png Size: 84 KB
Click to Enlarge Name: EURAUD_-_Strategy_Tester_Report_(screen_shot).png Size: 90 KB
  • #202
  • May 12, 2013 9:54pm May 12, 2013 9:54pm
Quoting spyderman
Hey Dewey, Thanks for the EA's. I put them on the recommended pairs. Seemed to open up positions on pairs that aren't showing an entry on the Williams. EurCad EurUsd AudNzd GbpUsd AudUsd Don't know if I'm doing something wrong or not.
Good to see you here spyderman

Another MA method like yours

I have each EA on demo, and both did a few AUD-NZD trades early today, price must have been jumping around!

All the best
Attached Image (click to enlarge)
Click to Enlarge Name: 0022.png Size: 108 KB
It takes a lot for me to IGNORE you, but you can try.
  • #203
  • May 12, 2013 11:27pm May 12, 2013 11:27pm
It is not supposed to take so many trades so close together. Did you change the input for hours between?
  • #204
  • Edited 1:49am May 13, 2013 1:18am | Edited 1:49am
After doing some back testing and running some numbers I have decided to change up my SL & TP parameters depending on which pair is traded. This is due to some pairs being more volatile than others. *Folks, remember that nothing is "black and white" when it comes to trading and adjustments will need to be made depending on current market conditions.

Below you will find my most current recommended stop loss and take profit parameters. I am also recommending the 6 hour delay over the 12 hour delay at this time for various reasons. However, I will keep forward testing the 12 hour delay.

Also notice that each pair now has a 1:2 risk / reward ratio giving us better chances at being profitable over the long haul. Feel free to try your own rules and parameters and remember that nothing is set in stone when it comes to trading.


D1 20 EMA & 50 EMA Trend Strategy SL & TP Parameters

AUD/CAD
SL: 160
TP: 320

AUD/JPY
SL: 225
TP: 450

AUD/NZD
SL: 175
TP: 350

AUD/USD
SL: 200
TP: 400

CAD/JPY
SL: 225
TP: 450

CHF/JPY
SL: 250
TP: 500

EUR/AUD
SL: 200
TP: 400

EUR/CAD
SL: 200
TP: 400

EUR/GBP
SL: 160
TP: 320

EUR/JPY
SL: 250
TP: 500

EUR/NZD
SL: 250
TP: 500

EUR/USD
SL: 225
TP: 450

GBP/AUD
SL: 225
TP: 450

GBP/JPY
SL: 300
TP: 600

GBP/NZD
SL: 300
TP: 600

GBP/USD
SL: 250
TP: 650

NZD/JPY
SL: 225
TP: 450

NZD/USD
SL: 200
TP: 400

USD/CAD
SL: 160
TP: 320

USD/JPY
SL: 225
TP: 450
  • #205
  • May 13, 2013 2:08am May 13, 2013 2:08am
Looking good after Friday's close on the daily.
Attached Image (click to enlarge)
Click to Enlarge Name: gbpusdh1mon.png Size: 25 KB
  • #206
  • May 13, 2013 2:13am May 13, 2013 2:13am
Quoting claudia1
Looking good after Friday's close on the daily. {image}
Re: GBP-USD, are you thinking of getting the jump on a short side trade?

It takes a lot for me to IGNORE you, but you can try.
  • #207
  • May 13, 2013 2:15am May 13, 2013 2:15am
Quoting Erebus
{quote} Re: GBP-USD, are you thinking of getting the jump on a short side trade?
Yeah got a short at 375 which happens to be the daily pivot. See how it goes.
  • #208
  • May 13, 2013 3:05am May 13, 2013 3:05am
Quoting claudia1
{quote} Yeah got a short at 375 which happens to be the daily pivot. See how it goes.
Well hit daily target of +20 closed some of trade and let the rest roll target +250 sl -125. Be interesting to see how I handle this as it is totally against my way of trading - look for + 20 a day.
  • #209
  • May 13, 2013 6:26am May 13, 2013 6:26am
Quoting Erebus
{quote} Good to see you here spyderman Another MA method like yours I have each EA on demo, and both did a few AUD-NZD trades early today, price must have been jumping around! All the best {image}
Thanks Erebus...good to be here.

Looks promising.
  • #210
  • Edited 9:46am May 13, 2013 7:45am | Edited 9:46am
100PipsADay and others..

Pips thanks for the sharing and developing this system..making the extra effort in this bizznis wish you 200 per day

Looking good and simplicity is the key also on longterm. Enough chit chat..

___________________________________________________

I did read out the stuff and have some opinions and question there on the table. Im doing some backtesting (the first ea uploaded), havent finished yet but surely will present the results in a day or two..


I see your point on weekly R/S.

Mainly after the capping the TPss and continuing to sell/buy into a trend move, the system always then gives away pippers when they come into that zone. At least when a pause or reversal is in a play. (manual orders higher/lower from where the system is recomending could be one cheeky bonus instead of selling lower where you already closed the sell)

Selling/buying mooo into those important levels should be stopped, at least minimized. Surely there is a big share of DD in that region right there. Still, a strong potential for a profit on the other hand, yes.

As Im seeing the progress of that vital levels I see the sytem gives back a bunch of pips where this could be solved as you mentioned without opening positions when you are in a full 8/8. And definately not opening the others when you ran into the big levels.

Im seeing that it takes 30 days min to retest the levels and rarely even a broken one plays out..but its only a mere opinion nothing statistical which would be good to have a picture off.


Ranging play.
The ranging bullshit. Yes, really hard to spot that one. Really hard to predict the play. Maybe a couple more words on this issue from thread side would be nice..

Well, The EA im using from mkowa (thanks mate) also does the hedging. Its not the pure strategy as you wrote it but I think it caps the loss and caps also the potential profit out of it, when indecision is the situation. Hm. Its hard to make any conclusion out of it but still..


All in all.

Of course it seems that we only need some strong trends every year and this system will work..Plus. We need high ADR, AWR pairs rite. Will stick around. Thanks
  • #211
  • May 13, 2013 7:51am May 13, 2013 7:51am
Hi 100pips,

Thank you very much for sharing your system. I´ve been testing it since last Friday and sounds really promising.

Since it´s impossible for me to stay at the PC screen all the day I´ve been trying D1H1ExtraBFixedLots´s EA (the last one posted) from Dewey (thank you very much Dewey) and every trade has been taken correctly but the BE function works at least for me everytime at 50 pips profit, even if I put "Breakeven: 1000", the EA place SL at +5 when profit reaches +50 pips.

Maybe I´m doing something wrong or maybe it is not posible to disable the BE feature from the EA.

When you have time can you check it Dewey?

Thank you very much again.

Cheers.
  • #212
  • May 13, 2013 9:12am May 13, 2013 9:12am
Quoting Caillou
Hi 100pips, Thank you very much for sharing your system. I´ve been testing it since last Friday and sounds really promising. Since it´s impossible for me to stay at the PC screen all the day I´ve been trying D1H1ExtraBFixedLots´s EA (the last one posted) from Dewey (thank you very much Dewey) and every trade has been taken correctly but the BE function works at least for me everytime at 50 pips profit, even if I put "Breakeven: 1000", the EA place SL at +5 when profit reaches +50 pips. Maybe I´m doing something wrong or...


Caillou, hi!

Iam also testing Dewey's D1H1ExtraBFixed lots EA on jpy pairs, same thing happening.
On .1 lots, after reaching $4.92 profits, trade are closing, seems, BE function causing the problem. Thanks!
rswamy
  • #213
  • May 13, 2013 9:15am May 13, 2013 9:15am
Quoting rswamy4449
{quote} Caillou, hi! Iam also testing Dewey's D1H1ExtraBFixed lots EA on jpy pairs, same thing happening. On .1 lots, after reaching $4.92 profits, trade are closing, seems, BE function causing the problem. Thanks! rswamy

Thank you rswamy,

I´m not alone. Maybe a small bug......

Cheers
  • #214
  • May 13, 2013 9:39am May 13, 2013 9:39am
Quoting 100PipsADay
After doing some back testing and running some numbers I have decided to change up my SL & TP parameters depending on which pair is traded...
Thanks, 100Pips.

Wondering if we might be better off to just tie the TP/SL to some multiple of ATR, which is an up-to-date picture of a pair's volatility, instead of having to constantly backtest.

For whatever reason, while my EA seems to be working great in forward testing, I am not able to backtest with it. It doesn't produce orders in backtest. Not sure why...

Scott
Prices are never too high to begin buying or too low to begin selling.
  • #215
  • May 13, 2013 9:44am May 13, 2013 9:44am
Quoting claudia1
{quote} Well hit daily target of +20 closed some of trade and let the rest roll target +250 sl -125. Be interesting to see how I handle this as it is totally against my way of trading - look for + 20 a day.
Daily target of 20 pips? No offense, but why are you muddying up this thread with some other method? Please take that elsewhere.
Prices are never too high to begin buying or too low to begin selling.
  • #216
  • May 13, 2013 9:49am May 13, 2013 9:49am
Quoting thehenryfam
{quote} Daily target of 20 pips? No offense, but why are you muddying up this thread with some other method? Please take that elsewhere.
Read the post again dumbo target 250 sl -150 oh my here we go.
  • #217
  • May 13, 2013 9:54am May 13, 2013 9:54am
I out of here pipper thanks and good luck - looks like you starting to get the muppets on board who can't even read. No place for me. Take care you too erebus.
  • #218
  • May 13, 2013 12:41pm May 13, 2013 12:41pm
thanks for sharing.
Watch me trade Live on YouTube
  • #219
  • May 13, 2013 2:09pm May 13, 2013 2:09pm
Quoting 21vs7
I did read out the stuff and have some opinions and question there on the table. Im doing some backtesting (the first ea uploaded), havent finished yet but surely will present the results in a day or two..
...
21 pairs. 42.674 period from may12 to may13..
Attached Image
  • #220
  • May 13, 2013 2:34pm May 13, 2013 2:34pm
Quoting thehenryfam
{quote} Thanks, 100Pips. Wondering if we might be better off to just tie the TP/SL to some multiple of ATR, which is an up-to-date picture of a pair's volatility, instead of having to constantly backtest. For whatever reason, while my EA seems to be working great in forward testing, I am not able to backtest with it. It doesn't produce orders in backtest. Not sure why... Scott
This is a good idea, is this something you want to run numbers for? To be completely honest, I wouldn't know how to go about calculating the correct numbers for all pairs. How far back do you calculate ATR for a particular pair in order to come up with a usable number?
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