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A Proven Simple Strategy (2MAs, 1 RSI)

  • #201
  • Feb 2, 2016 5:58am Feb 2, 2016 5:58am
strange, if i enable the SL to be optimized while the backtest, i donīt get a result but this message in the journal
SL is set to be backtested with values between 10 and 100
Attached Image (click to enlarge)
Click to Enlarge Name: back.JPG Size: 27 KB
  • #202
  • Feb 2, 2016 6:08am Feb 2, 2016 6:08am
Quoting SpencerBizze
Vera what settings are you using, can you post a screenshot. Could you not use a Trailing SL to help with those?
Don't test with my settings i test already. Try other settings.
  • #203
  • Edited 7:02am Feb 2, 2016 6:25am | Edited 7:02am
Quoting Sharkoon
strange, if i enable the SL to be optimized while the backtest, i dont get a result but this message in the journal SL is set to be backtested with values between 10 and 100 {image}
This is an optimization test on EUR/USD 2015/2016 H1, SL between 100 points (10 pips) and 1000 points (100 pips) with step of 100 points (10 pips)

Attached Image (click to enlarge)
Click to Enlarge Name: optiom_set.PNG Size: 48 KB

Attached Image (click to enlarge)
Click to Enlarge Name: optim_1.PNG Size: 33 KB
No guts, no glory
  • #204
  • Feb 2, 2016 7:49am Feb 2, 2016 7:49am
i luv this thread
Holy grail, pls pm
  • #205
  • Feb 2, 2016 11:08am Feb 2, 2016 11:08am
Quoting abokwaik
{quote} Why ? If you are not a developer you don't need it. If you are a developer you can simply make a better one.
i am a developer and want to improve this one without needing to reinvent the wheel!
Please, anyone?
  • #206
  • Feb 2, 2016 11:44am Feb 2, 2016 11:44am
Would be nice to have time frames so we can limit trading times, most of the losses that come are in trades that happen in early hours of the morning when ideally we can just turn off trading.
Also the spreads at this time would not be good in any case so we wouldn't want to trade then.
Hard to back test properly with out this.

Quite interesting how much of an effect the stop losses are making. It is really hard to know what stop loss to put in place.

Look below.
This is with starting capital of $500.
USDJPY

Settings below:
Attached Image (click to enlarge)
Click to Enlarge Name: Screenshot2.png Size: 30 KB


Here are results of trailing stop loss, changing the size and the shift.
Attached Image (click to enlarge)
Click to Enlarge Name: Screenshot1.png Size: 76 KB
  • #207
  • Edited 2:00pm Feb 2, 2016 1:29pm | Edited 2:00pm
36H results from setting in post 178: not good.
I'll go back to my original settings which were good (% winning trades) except for some large losses i.e. use SMA instead of EMA (and closing price, not H/L) and only using the cross for the slow (and close for the fast).
So: TF15min, 6 pairs, 3 trades/pair max, no SL/TP/TS, SMA 200/5, RSI (2) 80/20, exit on close fast SMA or on cross slow SMA.
If that doesn't work, the initial good results were due to luck...
(not for myself: starting at 4253 $)
  • #208
  • Feb 2, 2016 4:13pm Feb 2, 2016 4:13pm
Quoting SpencerBizze
Would be nice to have time frames so we can limit trading times... {image}
i agree
  • #209
  • Feb 3, 2016 12:24am Feb 3, 2016 12:24am
Xman43 out of interest what time were your losses?
  • #210
  • Feb 3, 2016 3:11am Feb 3, 2016 3:11am
For people asked for Trading Times input, this version (4) includes start and end hour, used only for entry. While close can be at anytime as per the other inputs.
Attached File(s)
File Type: ex4 TwoMA_OneRSI.ex4   26 KB | 414 downloads
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  • #211
  • Feb 3, 2016 3:41am Feb 3, 2016 3:41am
Quoting abokwaik
For people asked for Trading Times input, this version (4) includes start and end hour, used only for entry. While close can be at anytime as per the other inputs. {file}
Hi abokwaik,

pls, can you modify time filter. There is some problem if start time is bigger than stop time. I mean - I would like to test EA only during asia session. I am from Europe and Asia session for me is from 23 to 5, during night.

When I try to set start at 23 and stop at 5 it doesn't open any trade but when I set from 1 to 5 it works.

Thanks

David
  • #212
  • Feb 3, 2016 4:49am Feb 3, 2016 4:49am
Quoting abokwaik
For people asked for Trading Times input, this version (4) includes start and end hour, used only for entry. While close can be at anytime as per the other inputs. {file}
Sir,

Firstly thanks for all sharing.
Could you, add a optional TP point.

For example,

If 5 & 20 EMA cross then it will TP.
( EMA or SMA etc and value things are optional it )
Working,to be the best !
  • #213
  • Feb 3, 2016 5:20am Feb 3, 2016 5:20am
Quoting Saygin-TR
{quote} Sir, Firstly thanks for all sharing. Could you, add a optional TP point. For example, If 5 & 20 EMA cross then it will TP. ( EMA or SMA etc and value things are optional it )
Sorry. This is beyond system description.
No guts, no glory
  • #214
  • Feb 3, 2016 5:20am Feb 3, 2016 5:20am
Quoting dafa
{quote} Hi abokwaik, pls, can you modify time filter. There is some problem if start time is bigger than stop time. I mean - I would like to test EA only during asia session. I am from Europe and Asia session for me is from 23 to 5, during night. When I try to set start at 23 and stop at 5 it doesn't open any trade but when I set from 1 to 5 it works. Thanks David
Its a bit tricky, but I will try.
No guts, no glory
  • #215
  • Feb 3, 2016 5:38am Feb 3, 2016 5:38am
Quoting dafa
{quote} Hi abokwaik, pls, can you modify time filter. There is some problem if start time is bigger than stop time. I mean - I would like to test EA only during asia session. I am from Europe and Asia session for me is from 23 to 5, during night. When I try to set start at 23 and stop at 5 it doesn't open any trade but when I set from 1 to 5 it works. Thanks David
This one should be OK.
Attached File(s)
File Type: ex4 TwoMA_OneRSI.ex4   26 KB | 417 downloads
No guts, no glory
  • #216
  • Feb 3, 2016 5:46am Feb 3, 2016 5:46am
Quoting abokwaik
{quote} This one should be OK. {file}
Great.;-)

If we use it only during asia session the results are better, lower DD and nice equity..
  • #217
  • Feb 3, 2016 6:01am Feb 3, 2016 6:01am
Quoting abokwaik
This is a quick EA to test the system. I've added few options, but the default settings are as per Sis.yphus rules. {file}
Hi Abokwaik,
im intesrested to testing this version on post 7,

can you compile this version with metaeditor build 765?
i can help here for making backtest with modeling quality 99,9%
but unfortunately i can tested if compile with newest metaeditor
this is metaeditor 765:
Attached File(s)
File Type: zip metaeditor.zip   3.8 MB | 609 downloads


this is example my backtesting
Attached Image (click to enlarge)
Click to Enlarge Name: screenshot-{domain} {date} {time}.png Size: 92 KB
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  • #218
  • Feb 3, 2016 6:16am Feb 3, 2016 6:16am
Quoting AcanaTrader
{quote} Hi Abokwaik, im intesrested to testing this version on post 7, can you compile this version with metaeditor build 765? i can help here for making backtest with modeling quality 99,9% but unfortunately i can tested if compile with newest metaeditor this is metaeditor 765: {file} this is example my backtesting {image}
Sorry, since this is not one of my own systems, I don't keep multiple version source files.
Here is a compile of the latest and only version I have.
You can play with the inputs to match the one from post # 7.
Attached File(s)
File Type: ex4 TwoMA_OneRSI.ex4   24 KB | 441 downloads
No guts, no glory
  • #219
  • Feb 3, 2016 6:23am Feb 3, 2016 6:23am
Quoting abokwaik
{quote} Sorry, since this is not one of my own systems, I don't keep multiple version source files. Here is a compile of the latest and only version I have. You can play with the inputs to match the one from post # 7. {file}
see the result base on default setting
Attached Image (click to enlarge)
Click to Enlarge Name: screenshot-{domain} {date} {time}.png Size: 107 KB
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  • #220
  • Feb 3, 2016 6:31am Feb 3, 2016 6:31am
for GBPUSD
Attached Image (click to enlarge)
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