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Fish Net System Version 2

  • #101
  • Aug 17, 2013 10:44pm Aug 17, 2013 10:44pm
Quoting hopfi2k
I did some extensive backtesting using Dukascopy tick-data (99.9%). It turned out, that using last 80 bars instead of 70 is at least for EURUSD more beneficial (10% higher profit, same DD of around 35%). Will try to backtest with other pairs.

Thank you. Have you done any back test with GBPUSD pair?
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  • #102
  • Aug 18, 2013 6:02pm Aug 18, 2013 6:02pm
Quoting xlitang
{quote} Thank you. Have you done any back test with GBPUSD pair?
Xialang,

Backtest (with optimization for BarCount) is running since yesterday (period 01.01.2012 till today). Unfortunately although the machine is fast, it takes forever.
I'll report back once finished.
  • #103
  • Aug 22, 2013 11:27am Aug 22, 2013 11:27am
I'm trying to do a Backtesting, but there are a lot of loops modifying orders (millions during all BT):

Quote
12:20:09 2013.07.10 22:48 Grid EA v3.4 EURUSD,Daily: modify #6 sell 0.10 EURUSD at 1.27892 sl: 0.00000 tp: 1.28580 ok
12:20:09 2013.07.10 22:48 Grid EA v3.4 EURUSD,Daily: modify #25 sell 0.30 EURUSD at 1.29832 sl: 0.00000 tp: 1.28580 ok
12:20:09 2013.07.10 22:48 Grid EA v3.4 EURUSD,Daily: modify #26 sell 0.30 EURUSD at 1.30802 sl: 0.00000 tp: 1.28580 ok
12:20:09 2013.07.10 22:48 Grid EA v3.4 EURUSD,Daily: modify #31 sell 0.30 EURUSD at 1.28862 sl: 0.00000 tp: 1.28580 ok
12:20:09 2013.07.10 22:48 Grid EA v3.4 EURUSD,Daily: modify...

Errors 1 and 130 ordermodify too. I think that this intelligence is promising but we must refine these details. Thanks
  • #104
  • Aug 22, 2013 12:21pm Aug 22, 2013 12:21pm
Quoting Klaudioz
I'm trying to do a Backtesting, but there are a lot of loops modifying orders (millions during all BT): {quote} Errors 1 and 130 ordermodify too. I think that this intelligence is promising but we must refine these details. Thanks
Maybe RolfW can have a look at it.
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  • #105
  • Aug 23, 2013 9:35am Aug 23, 2013 9:35am
Thanks xlitang.

I've also noticed that the program does many operations per second. My question is that if this don't alter its performance in a live or demo account
  • #106
  • Edited 11:18am Aug 23, 2013 9:48am | Edited 11:18am
Quoting Klaudioz
Thanks xlitang. I've also noticed that the program does many operations per second. My question is that if this don't alter its performance in a live or demo account
I checked errors:
OrderModify 0 is not a problem but can be changed.
OrderModify 130 is a problem. This arises in situations where all positions have one common TP which is on the wrong side of the market. For example: All sell positions have a TP of 1.3450 and market price (Bid) is at 1.3420.
@xlitang: what is the strategy in that case? close all orders?

The performance can be improved a lot.
  • #107
  • Aug 26, 2013 12:35pm Aug 26, 2013 12:35pm
new version of EA. OrderModify error is fixed. TP is adjusted after CheckOrdersMinutes minutes; this is required to check for filled trades as MQL4 does not allow me to capture order fill events. If this set to low values, more checks are done and backtest performance is degraded.
Attached File(s)
File Type: mq4 Grid EA v3.5.mq4   14 KB | 370 downloads
  • #108
  • Aug 26, 2013 12:37pm Aug 26, 2013 12:37pm
Quoting rolfw
new version of EA. OrderModify error is fixed. TP is adjusted after CheckOrdersMinutes minutes; this is required to check for filled trades as MQL4 does not allow me to capture order fill events. If this set to low values, more checks are done and backtest performance is degraded. {file}

Thank you very much. I wish I could voucher you.
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  • #109
  • Aug 26, 2013 12:56pm Aug 26, 2013 12:56pm
I just ran the EA got some error in journal. Rolfw, could you check?
Attached Image (click to enlarge)
Click to Enlarge Name: Grid3.5Eror.png Size: 156 KB
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  • #110
  • Aug 27, 2013 12:18am Aug 27, 2013 12:18am
Quoting xlitang
I just ran the EA got some error in journal. Rolfw, could you check? {image}
error 148 indicates too many orders. It seems you have now reached the limit set by your broker as this is not a backtest...

That also could happen in a backtest as the closing of orders is done manually which does not work in a backtest. So I added a flag CloseOrdersOnGridFailure which can be set to True.
Attached File(s)
File Type: mq4 Grid EA v3.6.mq4   14 KB | 375 downloads
  • #111
  • Aug 27, 2013 2:33am Aug 27, 2013 2:33am
Does both trade explorer runs with EA attached ?

Thanks,
Ananth
  • #112
  • Aug 27, 2013 7:01am Aug 27, 2013 7:01am
Quoting ananthhh
Does both trade explorer runs with EA attached ? Thanks, Ananth
No, FIshNetSystem is run by a total different EA.
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  • #113
  • Aug 27, 2013 7:02am Aug 27, 2013 7:02am
Quoting rolfw
{quote} error 148 indicates too many orders. It seems you have now reached the limit set by your broker as this is not a backtest... That also could happen in a backtest as the closing of orders is done manually which does not work in a backtest. So I added a flag CloseOrdersOnGridFailure which can be set to True. {file}
Thank you again.

My demo account has a open orders limitation that caused error 148.
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  • #114
  • Aug 27, 2013 7:11am Aug 27, 2013 7:11am
Let's see whether GBPUSD will go back to gravity center. In this case is 1.52822.
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  • #115
  • Aug 27, 2013 7:16am Aug 27, 2013 7:16am
RolfW,

Could you check why EA did not set average TP for buy orders above 1.52822? You can see in my trader explorer two buy orders have different TPs.

Thanks
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  • #116
  • Aug 27, 2013 11:15pm Aug 27, 2013 11:15pm
Quoting xlitang
RolfW, Could you check why EA did not set average TP for buy orders above 1.52822? You can see in my trader explorer two buy orders have different TPs. Thanks
xlitang
what is your TPMode setting?
  • #117
  • Aug 27, 2013 11:25pm Aug 27, 2013 11:25pm
Quoting rolfw
{quote} xlitang what is your TPMode setting?
It was set to 1. Now I set it to 2. EA seems not detect the TP difference.
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  • #118
  • Aug 28, 2013 1:38am Aug 28, 2013 1:38am
error should be fixed.
Attached File(s)
File Type: mq4 Grid EA v3.7.mq4   15 KB | 366 downloads
  • #119
  • Aug 28, 2013 7:17am Aug 28, 2013 7:17am
Quoting rolfw
error should be fixed. {file}
Thank you.

Seems not fix for me.
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  • #120
  • Aug 28, 2013 8:03am Aug 28, 2013 8:03am
Quoting xlitang
{quote} Thank you. Seems not fix for me.
Is there any error in the log?
I tried both modes with success
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