My EA Gift to Traders | Page 43 | Forex Factory

Options

Go to
Permalinks
Print Thread

Similar Threads

Screen shot indicator free gift 0 replies

DECEMA - Xmas gift! 6 replies

Vegas 1HR GIFT: Big opportunity coming! 5 replies

Attachments: My EA Gift to Traders
Exit Attachments

My EA Gift to Traders

  • #841
  • Mar 16, 2015 3:09pm Mar 16, 2015 3:09pm
Quoting Dave_C
Do you really want good back testing with 99.9% accuracy for FREE? Here's how to do it. Download Tick Data Downloader. (you can get tick data on weekends with this and I find it to be a little faster) Download Tickstory (can also download tick data but only when market is open) Use Tick Data Downloader to download the tick data (it comes from Dukascopy). Be sure to set the "convert to all timeframes" option and automatic export to CSV - by clicking...
Dear Dave,
Thanks for your hard work! Your EA is a good treasure.
I have some trouble when back testing, the testing speed is very slow. Do you have some suggest to speed up the back testing?
Very grateful to your help!
  • #842
  • Mar 16, 2015 4:12pm Mar 16, 2015 4:12pm
Quoting albb205
{quote} Dear Dave, Thanks for your hard work! Your EA is a good treasure. I have some trouble when back testing, the testing speed is very slow. Do you have some suggest to speed up the back testing? Very grateful to your help!
The EA was designed to use the "Open prices only" model. You can then refine your results using tick data, out of sample and forward testing.
  • #843
  • Mar 16, 2015 11:22pm Mar 16, 2015 11:22pm
Hi Dave

I am using the latest ea from Post1 but have noticed I am now seeing errors in the experts tab that i never saw before do you have any idea what may be causing it, is there any more info i can provide you.

I have restarted MT4, the ea settings havent been changed

Attached Image


This is the live AUDUSD order
Attached Image (click to enlarge)
Click to Enlarge Name: Screenshot2.png Size: 7 KB
  • #844
  • Mar 17, 2015 12:21am Mar 17, 2015 12:21am
Quoting nobby911
Hi Dave I am using the latest ea from Post1 but have noticed I am now seeing errors in the experts tab that i never saw before do you have any idea what may be causing it, is there any more info i can provide you. I have restarted MT4, the ea settings havent been changed {image} This is the live AUDUSD order {image}
Can you post your set file please.
  • #845
  • Mar 17, 2015 1:05am Mar 17, 2015 1:05am
Quoting Dave_C
{quote} The EA was designed to use the "Open prices only" model. You can then refine your results using tick data, out of sample and forward testing.
Hello Dave and thanks for your hard work.

Im testing your EA in Demo with the following .set:

TradersGift USDJPY-EMA-30min-Oct2014-Feb2015_2.set
TradeGift AUDUSD-60min-RSI-Piv-Sept2014-Feb2015.set
TradeGift AUDUSD-60min-RSI-Piv-Sept2014-Feb2015-2.set

And are in profit.

Can you please you or somebodyelse load other "good" .set (a part that in the TradersGift Trading Strategies.zip ) so i will test it too?

Thanks in advance

Regards
  • #846
  • Mar 17, 2015 1:34am Mar 17, 2015 1:34am
Quoting howa61
{quote} Hello Dave and thanks for your hard work. Im testing your EA in Demo with the following .set: TradersGift USDJPY-EMA-30min-Oct2014-Feb2015_2.set TradeGift AUDUSD-60min-RSI-Piv-Sept2014-Feb2015.set TradeGift AUDUSD-60min-RSI-Piv-Sept2014-Feb2015-2.set And are in profit. Can you please you or somebodyelse load other "good" .set (a part that in the TradersGift Trading Strategies.zip ) so i will test it too? Thanks in advance Regards
I don't really understand what you are saying. Are you unable to unzip the file? There are 21 sets in the zip file.
  • #847
  • Mar 17, 2015 2:10am Mar 17, 2015 2:10am
Quoting Dave_C
{quote} I don't really understand what you are saying. Are you unable to unzip the file? There are 21 sets in the zip file.

Hello Dave.Thanks for your answer.

Are the .set in the zip file the last set and all the set available for your EA?

Regards
  • #848
  • Mar 17, 2015 2:16am Mar 17, 2015 2:16am
Quoting howa61
{quote} Hello Dave.Thanks for your answer. Are the .set in the zip file the last set and all the set available for your EA? Regards
Yes
  • #849
  • Mar 17, 2015 4:33am Mar 17, 2015 4:33am
can u post setting file used in demo?
  • #850
  • Mar 17, 2015 10:00am Mar 17, 2015 10:00am
Quoting Dave_C
{quote} Can you post your set file please.
Hi Dave
set file attached.
Attached File(s)
File Type: txt AUDUSD-MACX.txt   4 KB | 371 downloads



Also Dave I am doing a lot of optimisation which is taking ages so thought i would try the Open prices only model as this is quicker and you designed the ea to work with it. However i ran a test using this model and it returned a a 600 loss I then reran the test but with the every tick model and it showed a Profit of 530 not sure why this is but will have to go back to the slower every tick model i was using one of your standard traders concept set files and had set the Timeframe For Backtest to 60.
  • #851
  • Edited 2:04pm Mar 17, 2015 1:44pm | Edited 2:04pm
Quoting nobby911
{quote} Hi Dave set file attached. {file} Also Dave I am doing a lot of optimisation which is taking ages so thought i would try the Open prices only model as this is quicker and you designed the ea to work with it. However i ran a test using this model and it returned a a 600 loss I then reran the test but with the every tick model and it showed a Profit of 530 not sure why this is but will have to go back to the slower every tick model i was using one of your standard traders concept set files and had set the Timeframe For Backtest to 60.
The first thing that I noticed when I loaded your set file was that ReqTimeFrame was set at 15 which would indicate to me that you required that MACD be calculated on 15 min timeframe since you had not changed the default time setting of 0 for the MACD. In your first attached image at Post #843, you appear to be running the EA on a 1 min chart.

On running the set on a 1 min chart with unchanged settings, all wager amounts appeared to be quite normal with no errors in the log but of course the MACD would have been calculating on 1 min timeframe and I was wondering if this is what you required? So I ran the .set on a 15 min chart as indicated by the ReqTimeFrame setting and the results were a little better but not conclusive. I would not recommend running MACD or STOC or RSI in any thing less than 1 hour time frame.

With this in mind I optimized your .set on the 1 hour time frame, using the open price model and with the correct settings. The full optimization took 56 seconds, (for 404,624,000 iterations - diag. 1) 1st Dec to 14th March. I then ran the best result on the same model (diagrams enclosed) and then ran the every tick model (diagrams enclosed)

There are a number of conclusions regarding your post.

1. Regardless of the time frame required, I could not reproduce any errors relating to wager size.
2. Your speed of optimization is directly related to the model used. I would recommend all optimizations using the Open prices model.
3. MACD should be run on the hourly time frame and I have enclosed a correctly set up .set.

Diagrams in order.
1. General settings - Open prices only
2. Optimization results
3. Open prices graph
4. Open prices report
5. General settings - Every tick
6. Every tick graph
7. Every tick report
Attached Image(s) (click to enlarge)
Click to Enlarge Name: 2015-03-18 04_28_57-Tester.jpg Size: 87 KB
Click to Enlarge Name: 2015-03-18 04_31_09-914382_ GlobalPrime-Live.jpg Size: 330 KB
Click to Enlarge Name: 2015-03-18 04_29_52-914382_ GlobalPrime-Live.jpg Size: 102 KB
Click to Enlarge Name: 2015-03-18 04_30_05-Tester.jpg Size: 83 KB
Click to Enlarge Name: 2015-03-18 04_30_40-914382_ GlobalPrime-Live.jpg Size: 83 KB
Click to Enlarge Name: 2015-03-18 04_32_24-914382_ GlobalPrime-Live.jpg Size: 102 KB
Click to Enlarge Name: 2015-03-18 04_32_38-914382_ GlobalPrime-Live.jpg Size: 87 KB
Attached File(s)
File Type: txt AUDUSD-MACX_adj.txt   13 KB | 197 downloads
  • #852
  • Edited 3:24pm Mar 17, 2015 1:49pm | Edited 3:24pm
Quoting myfacefx
can u post setting file used in demo?
Which setting file? There are a total 42 setting files. 14 in the Trade Explorer at the top of each page and another 28 setting files in the additional Trade Explorers on my profile.

The TradersGift Trading Strategies at Post #1 contains the current 21 .set files.
  • #853
  • Mar 17, 2015 2:07pm Mar 17, 2015 2:07pm
Hi Dave
Thanks for all your help, but i must apologise i had been up all night and was very tired and must have sent the wrong set file because on checking the only thing running on the 1 minute chart is the constant straddle. so it wasn't the MACD strategy that was generating the errors. Anyway i have since restarted the MT4's and at present I am getting no errors.

so when it comes to optimisation run it using the Open Price Model
and once i have what i think is a good set file is it then worth double checking it using the every tick model as i assume this is more accurate (I have downloaded all the Tick Data from TickStory)
  • #854
  • Edited 3:14pm Mar 17, 2015 2:32pm | Edited 3:14pm
Quoting nobby911
Hi Dave Thanks for all your help, but i must apologise i had been up all night and was very tired and must have sent the wrong set file because on checking the only thing running on the 1 minute chart is the constant straddle. so it wasn't the MACD strategy that was generating the errors. Anyway i have since restarted the MT4's and at present I am getting no errors. so when it comes to optimisation run it using the Open Price Model and once i have what i think is a good set file is it then worth double checking it using the every tick model as i...
Yes your assumptions are correct -
Open Price model for all optimizations.

plus -
Last 3 months
Min 60 mins. timeframe for RSI, MACD, STOC

Testing on actual tick data (ie. with 99.9% accuracy) would be the final step before going live. The 90% accuracy using simulated tick data should be all that is generally required. Most of my work is using the open price model and I am now seeing useful results, particularly using the new money management strategies.

I noticed in your set file that you were not optimizing MaximumRiskPercentage. Try .5% to 3% step .1% This can help in some progressions by having a lower starting point before you reach the 20% limit. Most optimizations seem to have a progression of under 10. so if your StopLossMultiplier is 2 and you are using Equity of 2% with a 200:1 gearing ratio, you have a margin requirement of 1, 2, 4, 8, 16, 20 % progression which would only allow for a sequence of 6. If you had used .5% equity that sequence could have gone out to 8 and if you had used a SL multiplier of 1.8 that sequence could have gone out to 10. Anyway, the point of the exercise is to let the optimization work out all that, so include MaximumRiskPercentage as part of the optimization.

I am finding that timing of the initialization of the EA is important. I wouldn't recommend Mondays and I wouldn't recommend the Asian session.
  • #855
  • Mar 17, 2015 4:44pm Mar 17, 2015 4:44pm
Hi Dave

Sorry to be a pain but i want to do this correctly i ran an optimization where it showed a +6073 profit then ran that set using the every tick model and it then returned a loss of -121.15 is this normal to have such a drastic difference these 2 forms of testing are miles apart, how do i know which one to trust
tick data 01/12/2014 to 28/02/2015
Attached File(s)
File Type: txt test.txt   13 KB | 293 downloads
  • #856
  • Edited 5:50pm Mar 17, 2015 5:39pm | Edited 5:50pm
Quoting nobby911
Hi Dave Sorry to be a pain but i want to do this correctly i ran an optimization where it showed a +6073 profit then ran that set using the every tick model and it then returned a loss of -121.15 is this normal to have such a drastic difference these 2 forms of testing are miles apart, how do i know which one to trust tick data 01/12/2014 to 28/02/2015 {file}
When I ran your set file (and I am presuming AUDUSD and starting equity of $10000 ?) the results of 1 hour timeframe was -$570. Results on every tick - $670

Then I ran an optimization using the ticked items from your set file. Each time I have to do this it takes about half an hour of my time minimum so it is most important that you cooperate with me by providing as much detail as possible. At an absolute minimum, I need your set file, date range, chart time frame and currency pair. Of course if you provide figures such as what I enclose to you all the info is available.

Anyway my results are consistent and what I would expect, so I believe your data may be the problem. The optimized set file is enclosed.
(Most important - if you are using actual tick data, MT4 must be run from within the Tickstory program [Tools, Launch MT4] or the data will be incorrect)

As per previous post,

Diagrams in order.
1. General settings - Open prices only
2. Optimization results
3. Open prices graph
4. Open prices report
5. General settings - Every tick (using simulated tick data)
6. Every tick graph
7. Every tick report
Attached Image(s) (click to enlarge)
Click to Enlarge Name: 2015-03-18 08_22_42-914382_ GlobalPrime-Live.jpg Size: 66 KB
Click to Enlarge Name: 2015-03-18 08_24_22-914382_ GlobalPrime-Live.jpg Size: 203 KB
Click to Enlarge Name: 2015-03-18 08_24_37-914382_ GlobalPrime-Live.jpg Size: 100 KB
Click to Enlarge Name: 2015-03-18 08_24_48-914382_ GlobalPrime-Live.jpg Size: 87 KB
Click to Enlarge Name: 2015-03-18 08_26_00-914382_ GlobalPrime-Live.jpg Size: 61 KB
Click to Enlarge Name: 2015-03-18 08_26_15-914382_ GlobalPrime-Live.jpg Size: 98 KB
Click to Enlarge Name: 2015-03-18 08_26_28-914382_ GlobalPrime-Live.jpg Size: 90 KB
Attached File(s)
File Type: txt test_adj.txt   13 KB | 189 downloads
  • #857
  • Mar 17, 2015 8:12pm Mar 17, 2015 8:12pm
Hi Dave

I just ran your optimised file and still inconsistent so as you said there must be something with my data i shall re-download TickStory data and see if it makes a difference. is there any special settings you use when exporting to MT4 using TickStory
Attached Image
  • #858
  • Edited 11:13pm Mar 17, 2015 10:45pm | Edited 11:13pm
Quoting nobby911
Hi Dave I just ran your optimised file and still inconsistent so as you said there must be something with my data i shall re-download TickStory data and see if it makes a difference. is there any special settings you use when exporting to MT4 using TickStory {image}
On that screen, you need to set the Time shift to match your MT4 time. Normally it is + 2 hours (depending on brokers - you need to check your current mt4 time) so you would select E.Europe or similar.

The major error is in the MT4 Output section. You have nominated the HST directory and FXT directory as coming off the program directory. That is incorrect unless you are running the mt4 program with the switch "/portable"

They should be something similar to this (you find the applicable directory by going to File, Open Data folder from MT4 and navigate from there to get the directory structure).

C:\Users\Nobby\AppData\Roaming\MetaQuotes\Terminal\294B6FCE6F709DE82DA4C87FDBF1DE36\history\FxPro.com-Demo02
C:\Users\Nobby\AppData\Roaming\MetaQuotes\Terminal\294B6FCE6F709DE82DA4C87FDBF1DE36\tester\history

I really think you need to do some homework. http://www.easyexpertforex.com/backt...imization.html

I'm not sure when you say you are doing tick data back testing, how you are going about it. If you are doing the test with real tick data, I repeat -
MT4 must be run from WITHIN THE TICKSTORY PROGRAM [Tools, Launch MT4] or the data will be incorrect.
NOTE: If you attempt to run a tick data back test by starting MT4 normally, you will automatically overwrite all the tick data generated by Tickstory, so take a backup of your generated .fxt files as soon as you complete the export.

If you are not using real tick data, ie. just simulating it, you can start MT4 as you would normally start it. (see backup note above)

So the way I see it, there are 3 potential errors, the timeshift, the data location, and possibly the method of starting MT4.

By the way, there is no need to go to all that trouble if you are happy with the 90% accuracy back test. All you need to do is to download the provided 1 minute data from Post #1 and run the period converter script as described in that post.
Attached Image (click to enlarge)
Click to Enlarge Name: 2015-03-18 14_08_33-.jpg Size: 101 KB
Attached Image
  • #859
  • Mar 17, 2015 11:03pm Mar 17, 2015 11:03pm
Hi Dave
Thanks for your patience. Finally sorted it and get similar results to you using your set file. Did a clean install and downloaded the data again and exported it to MT4 and now all works fine.

I am using the /portable switch already. I have a separate install environment just for testing and I launch that MT4 instance via Tickstory.

All my MT4 Installs are off the C:\MT4\InstanceName and then I use the /portable switch to launch them helps avoid a lot of issues and makes backing up very simple.

Again thanks for your patience and help, I know I can be a bit anal. I am a very logical person and like things to work as they should or need to know why they don't.

Thanks back to testing
  • #860
  • Mar 17, 2015 11:21pm Mar 17, 2015 11:21pm
By the way, I am working on a windows program to improve back testing and optimization.

Here is a sneek peek.
Attached Image (click to enlarge)
Click to Enlarge Name: 2015-03-18 14_20_42-Strategy Optimizer.jpg Size: 107 KB
4 traders viewing now