Don
Life is expensive, but includes a free trip around the sun.
- #289
- Edited 12:34am Jul 15, 2006 12:00am | Edited 12:34am
Look at this, guys. It's a backtest on EURUSD; all the details are on the statement.
If this worked....WOW.
Too bad that BT is really not reliable...
In BT it works so much better without CloseSignal, anybody else experiencing problems with that?
I think it would be much better to set the trade times to broker time rather than local as it would eliminate a lot of confusion....
And not to be a party pooper but backtesting phoenix 1.1 on M15 since 2005.11.10 to now yields almost breakeven with about 1.03 profit factor....
- #290
- Jul 15, 2006 2:38am Jul 15, 2006 2:38am
- | Joined Dec 2005 | Status: It's only money | 1,413 Posts
TRADE FOR SWAP
- #291
- Edited 3:34am Jul 15, 2006 3:04am | Edited 3:34am
look for this line of code in the indicator source:
dResult=iBullsPower(NULL,0,20,PC,pos)+iBearsPower(NULL,0,20,PC,pos);
PC describes the type of closing price used for the bulls/bears calculation.
these are the numeric codes:
now check the source code for the EA:
iTE=iBullsPower(NULL,0,20,6,0)+iBearsPower(NULL,0,20,6,0)
make sure all parameters are the same otherwise the indicator displays not the correct values.
AZBOfin
http://www.alpari-idc.com/en/dc/databank.php
I have downloaded/installed it and get more reliable backtests (it seems). Using the settings in this text file (attached) on CHF 15M I get 34 trades from 4/1/06 - 7/13/06 with 33W/1L which turns 10k into 13.7k (see results). Running it from 1/1/06 - 7/13/06 yields 56W/3L turning 10K into 13K. A little worse results but still nice. Running it against the EURO and JPY though has yielded basically break-even results. I am using 30/300 because after trying 18/42 and 25/50 they turned out to yield basically break even results over various test periods. Can someone verify me that uses the Alpari data? This sure seems like a good EA so far
thx
- #299
- Jul 15, 2006 11:16am Jul 15, 2006 11:16am
I need some help. The BUY and SELL signals of <?xml:namespace prefix = st1 ns = "urn:schemas-microsoft-com:office:smarttags" /><st1:City w:st="on"><st1
lace w:st="on">Phoenix</st1lace></st1:City> are generated by the following piece of code:<?xml:namespace prefix = o ns = "urn:schemas-microsoft-com:office:office" /><o></o>
<o> </o>
MA =iMA(NULL,MA_Timeframe,MA_Length,0,MODE_SMA,PRICE_OPEN,0);<o></o>
RVI=iRVI(NULL,0,10,MODE_MAIN,0)-iRVI(NULL,0,10,MODE_MAIN,1);<o></o>
<o> </o>
The MA is the heart of <st1:City w:st="on"><st1lace w:st="on">Phoenix</st1lace></st1:City> and the RVI (Relative Vigor Index) is an additional signal. For a BUY, RVI needs to be > 0 and for a sell <0. I’m not happy with this because it’s far to simple. What I want is an additional signal that takes account of the trend. So no SELL if the trend is up and no BUY if the trend is down. I think this can be a major improvement.<o></o>
<o> </o>
I think a simple fast and slow EMA will do. I have made an indicator (PhoenixAdditionalIndicator) that makes it visible what this signal will do. If it’s red, only SELL’s are valid, green for BUY’s and yellow for BUY’s and SELL’s.<o></o>
<o> </o>
The indicator has the following settings (with the defaults I think will perform best):<o></o>
<o> </o>
The indicator is hard-coded for TF=15M!<o></o>
<o> </o>
SlowMAPeriod = 54;<o></o>
The slow Moving Average<o></o>
FastMAPeriod = 14;<o></o>
The fast Moving Average<o></o>
PriceConstant = 4;<o></o>
PRICE_CLOSE = 0<o></o>
PRICE_OPEN = 1<o></o>
PRICE_HIGH = 2<o></o>
PRICE_LOW = 3<o></o>
PRICE_MEDIAN = 4<o></o>
PRICE_TYPICAL = 5<o></o>
PRICE_WEIGTHED = 6<o></o>
EmaMode = 3;<o></o>
Simple moving average, = 0<o></o>
Exponential moving average =1<o></o>
Smoothed moving average = 2<o></o>
Linear weighted moving average = 3<o></o>
Switch = 1.0;<o></o>
The Switch defines the area where SELL and BUY signals are valid. Above +Switch only BUYS and below –Switch only SELLS.<o></o>
<o> </o>
Please try this indicator and give me some feedback about the default settings.<o></o>
<o> </o>
lace w:st="on">Phoenix</st1lace></st1:City> are generated by the following piece of code:<?xml:namespace prefix = o ns = "urn:schemas-microsoft-com:office:office" /><o></o><o
> </o>MA =iMA(NULL,MA_Timeframe,MA_Length,0,MODE_SMA,PRICE_OPEN,0);<o
></o>RVI=iRVI(NULL,0,10,MODE_MAIN,0)-iRVI(NULL,0,10,MODE_MAIN,1);<o
></o><o
> </o>The MA is the heart of <st1:City w:st="on"><st1
lace w:st="on">Phoenix</st1lace></st1:City> and the RVI (Relative Vigor Index) is an additional signal. For a BUY, RVI needs to be > 0 and for a sell <0. I’m not happy with this because it’s far to simple. What I want is an additional signal that takes account of the trend. So no SELL if the trend is up and no BUY if the trend is down. I think this can be a major improvement.<o></o><o
> </o>I think a simple fast and slow EMA will do. I have made an indicator (PhoenixAdditionalIndicator) that makes it visible what this signal will do. If it’s red, only SELL’s are valid, green for BUY’s and yellow for BUY’s and SELL’s.<o
></o><o
> </o>The indicator has the following settings (with the defaults I think will perform best):<o
></o><o
> </o>The indicator is hard-coded for TF=15M!<o
></o><o
> </o>SlowMAPeriod = 54;<o
></o>The slow Moving Average<o
></o>FastMAPeriod = 14;<o
></o>The fast Moving Average<o
></o>PriceConstant = 4;<o
></o>PRICE_CLOSE = 0<o
></o>PRICE_OPEN = 1<o
></o>PRICE_HIGH = 2<o
></o>PRICE_LOW = 3<o
></o>PRICE_MEDIAN = 4<o
></o>PRICE_TYPICAL = 5<o
></o>PRICE_WEIGTHED = 6<o
></o>EmaMode = 3;<o
></o>Simple moving average, = 0<o
></o>Exponential moving average =1<o
></o>Smoothed moving average = 2<o
></o>Linear weighted moving average = 3<o
></o>Switch = 1.0;<o
></o>The Switch defines the area where SELL and BUY signals are valid. Above +Switch only BUYS and below –Switch only SELLS.<o
></o><o
> </o>Please try this indicator and give me some feedback about the default settings.<o
></o><o
> </o>
