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Robot Lab Project

  • #141
  • Dec 27, 2014 11:17pm Dec 27, 2014 11:17pm
Quoting abokwaik
{quote} No. Only Robots here. No human intervention. Sorry. Don't get confused with my post here. It talks about Management not intervention.
Noted. Thank you all the same, abokwaik.
  • #142
  • Dec 27, 2014 11:19pm Dec 27, 2014 11:19pm
I'm trying to setup an acceptable testing environment for Robots.

Kindly post links to resources that might be of help.


Thanks,
No guts, no glory
  • #143
  • Dec 28, 2014 12:00am Dec 28, 2014 12:00am
You can download free historical data here: www.forextester.com

Best,
G
I read and watch to learn.
  • #144
  • Dec 28, 2014 12:00am Dec 28, 2014 12:00am
Quoting abokwaik
I'm trying to setup an acceptable testing environment for Robots. Kindly post links to resources that might be of help. Thanks,
Hi, here is website for history data: http://www.histdata.com/
fxkeys
  • #145
  • Dec 28, 2014 12:22am Dec 28, 2014 12:22am
Quoting abokwaik
{quote}... Based on my tests the robot didn't produce profitable results. Kindly test and advise whether it is working as expected or not. @ TyLamai : I named this robot as HA_Rider, I hope its OK with you ! {file} {file}
Thanks abokwaik!

HA_Rider is fine man no problems with that.

Concerning "profitable results..." I doubt VERY much that this is one of those EAs that will show promise just by testing ONE Pair or by testing WITHOUT the Close-All-at-a-certain-Profit-Percentage option.

But...we will see. I will test and return with anything I notice once the markets resume.

Thanks a lot abokwaik!

Regards,

Ty
My job: I speculate and manage risk.
  • #146
  • Dec 28, 2014 12:34am Dec 28, 2014 12:34am
Quoting TyLamai
{quote} ...I will test and return with anything I notice once the markets resume. Thanks a lot abokwaik! Regards, Ty
Preliminary checks through the Code and I notice we still have a few references to "Ochuko_01" inside the HA_Rider Code...?

- Copyright area and
- Trade Comments (I think?) Area.

I understand that the Ochuko_01 code may have been used as a "foundation" for HA_Rider.

Anyways, I will keep checking and testing.

Regards,

Ty
My job: I speculate and manage risk.
  • #147
  • Dec 28, 2014 12:40am Dec 28, 2014 12:40am
Quoting TyLamai
{quote} Preliminary checks through the Code and I notice we still have a few references to "Ochuko_01" inside the HA_Rider Code...? - Copyright area and - Trade Comments (I think?) Area. I understand that the Ochuko_01 code may have been used as a "foundation" for HA_Rider. Anyways, I will keep checking and testing. Regards, Ty
Good call, I did this before sleep last night . So you have to forgive me.

I will update in a moment.

DONE. Kindly re-download from same post here
No guts, no glory
  • #148
  • Edited 1:24am Dec 28, 2014 1:10am | Edited 1:24am
Historical Data

I opened a demo account with AlPariUK.
Downloaded M1 data back to 2000 for EUR/USD (using AlPariUK).
Re-Calculated all time frames data.
M1-Chart is showing bars back to 2000.

Tested one robot on D1 time frame,
Still I didn't get 99% modeling quality ! in fact its showing NA.

When testing on H1 time frame, modeling quality was 90%
When testing on M5 time frame, modeling quality was 90%
But
When testing on M1 time frame, modeling quality was 25%

All tests were on year 2014 only!

Any clues ?
No guts, no glory
  • #149
  • Dec 28, 2014 1:17am Dec 28, 2014 1:17am
Quoting abokwaik
Historical Data I opened a demo account with AlPariUK. Downloaded M1 data back to 2000 for EUR/USD (using AlPariUK). Re-Calculated all time frames data. M1-Chart is showing bars back to 2000. Tested one robot on D1 time frame, Still I didn't get 99% modeling quality ! in fact its showing NA. When testing on H1 time frame, modeling quality was 90% Any clues ?
don't know about testing a lot, but i know that alpari isn't good due to huge spreads, better open demo on admiral markets
fxkeys
  • #150
  • Dec 28, 2014 1:54am Dec 28, 2014 1:54am
Quoting abokwaik
{quote} Good call, I did this before sleep last night . So you have to forgive me. I will update in a moment. DONE. Kindly re-download from same post here
Come on abokwaik - NOTHING to forgive. Lol.

Thanks.

Regards,

Ty
My job: I speculate and manage risk.
  • #151
  • Dec 28, 2014 3:36am Dec 28, 2014 3:36am
Hi abokwaik
Could you insert a trailing stop to your project MA CROSS WT 03? thx
btw very good work
  • #152
  • Dec 28, 2014 6:46am Dec 28, 2014 6:46am
MA_CROSS_WT System : Version 3

Backtesting with better Modeling Quality

I managed to produce 90% Modeling Quality.
Test was run on M5 (but using D1 period inside the robot through an input parameter for Time_Frame)
For that I am attaching the same robot under new file MA_CROSS_WT_04, which accepts the Time_Frame parameter in Minutes and can be run under any time frame.

This test was run to get better quality compare to the previous test on post # 16

All parameters are the same, and period the same 2010 - 2014. Open Balance 10,000 for both tests.

Test Result:

Attached Image (click to enlarge)
Click to Enlarge Name: mcwt_ap_02.PNG Size: 36 KB


Comparison between the two tests :

Attached Image (click to enlarge)
Click to Enlarge Name: MWT_04_1.PNG Size: 12 KB


SIMPLY AMAZING !
Attached File(s)
File Type: mq4 MA_CROSS_WT_04.mq4   9 KB | 842 downloads
File Type: ex4 MA_CROSS_WT_04.ex4   25 KB | 575 downloads
No guts, no glory
  • #153
  • Edited 7:09am Dec 28, 2014 6:57am | Edited 7:09am
Since draw down was higher, I ran the same test with changing only the "Lot_as_EQ_Perc=0.01" instead of 0.02.

Attached Image (click to enlarge)
Click to Enlarge Name: mawt_04.PNG Size: 37 KB


Result : almost the same draw down and profit on both tests with low and high modeling quality.

So (Based on these 2 tests ) , I don't see much effect of modeling quality on this robot (at least at higher time frames).
I see both results are comparable.
No guts, no glory
  • #154
  • Dec 28, 2014 8:11am Dec 28, 2014 8:11am
Running the same test in previous post on years from 2001 to 2014 separately gave the below results:
Its like we were withdrawing profits/or depositing the loss at each year so we start each year with 10,000 balance.

Attached Image


Testing with the same setup above from 2001 - 2014 (combined) with no withdrawal or deposit Hardly Survived the test with :
Profit : 81,755 and Max. DD : 89%
No guts, no glory
  • #155
  • Dec 28, 2014 10:28am Dec 28, 2014 10:28am
Good going... buddy! cool
  • #156
  • Dec 28, 2014 1:09pm Dec 28, 2014 1:09pm
Hi Abokwaik

looks good, let me join you Sir.

MacMG
  • #157
  • Edited 1:54pm Dec 28, 2014 1:14pm | Edited 1:54pm
Quoting MacMG
Hi Abokwaik looks good, let me join you Sir. MacMG

this my history date sources;

http://eareview.net/tick-data
http://www.dukascopy.com/swiss/engli...ch/historical/

may not be any better however very useful.

Mac.
  • #158
  • Dec 28, 2014 1:36pm Dec 28, 2014 1:36pm
Quoting Greenspanke
You can download free historical data here: www.forextester.com Best, G
Quoting dragan9
{quote} Hi, here is website for history data: http://www.histdata.com/
Quoting MacMG
{quote} this my history date sources; http://eareview.net/tick-data http://www.dukascopy.com/swiss/engli...ch/historical/ may not any better however very useful. Mac.

Thank you all.

I will check these resources.
No guts, no glory
  • #159
  • Dec 28, 2014 11:42pm Dec 28, 2014 11:42pm
In addition to data resources.

I am looking also at Robot testing tools (outside mt4).

Currently I am evaluating EA Analyzer v.3 from StrategyQuant which can read the trades from MT4 tester report.

Anyone familiar with such software tools (hopefully free), kindly let me know.
No guts, no glory
  • #160
  • Dec 28, 2014 11:53pm Dec 28, 2014 11:53pm
Quoting abokwaik
In addition to data resources. I am looking also at Robot testing tools (outside mt4). Currently I am evaluating EA Analyzer v.3 from StrategyQuant which can read the trades from MT4 tester report. Anyone familiar with such software tools (hopefully free), kindly let me know.
Maybe this might be useful to you if you dont know about it already
http://www.forexfactory.com/showthread.php?t=494141

Rooi
We miss 100% of the shots we don't take
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