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Attachments: A Proven Simple Strategy (2MAs, 1 RSI)
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A Proven Simple Strategy (2MAs, 1 RSI)

  • #361
  • Feb 18, 2016 3:34am Feb 18, 2016 3:34am
Quoting abokwaik
I haven't tested yet on fxcm, but looking at the code, and in case of multiple orders, and a slow connection/execution, I added a couple of RefreshRates calls in Order Closing and TS. I am testing this version on fxcm today, default settings +3 orders, Close on Slow MA cross. on EUR/USD, USD/JPY, GBP/USD and GBP/JPY. M15 time frame. {file}
Hi,
Possible to share the mql file instead? thanks
  • #362
  • Feb 18, 2016 4:07am Feb 18, 2016 4:07am
Quoting happytrade38
{quote} Hi, Possible to share the mql file instead? thanks
Although I set a new policy not to post mql source files for 2016 forward, I will share this one as it is not my system.

Kindly maintain copyrights, don't sell, and share any modifications in the thread.

Here you go ...,
Attached File(s)
File Type: mq4 TwoMA_OneRSI.mq4   13 KB | 960 downloads
No guts, no glory
  • #363
  • Feb 18, 2016 8:19am Feb 18, 2016 8:19am
Hello Abokwaik,
I looked at the code, shouldn't be the opposite?

if(sma_exit==EXIT_ON_CROSS)
{
if(current_order_type()==OP_BUY && MarketInfo(Symbol(),MODE_BID)<sma) close_current_orders(OP_BUY);
if(current_order_type()==OP_SELL && MarketInfo(Symbol(),MODE_BID)>sma) close_current_orders(OP_SELL);

TX
  • #364
  • Feb 18, 2016 10:52am Feb 18, 2016 10:52am
Abokwaik,
Maybe you could add a filter to check if price is too far from long MA we don't enter trade.

Would have avoided a bad trade today short USDCAD....
Tx
S
  • #365
  • Feb 18, 2016 12:47pm Feb 18, 2016 12:47pm
Thanks!
  • #366
  • Feb 18, 2016 1:20pm Feb 18, 2016 1:20pm
Abokwaik,

Should the position have been closed on the 3rd candle after entry?

Is there a bug?


Tx

S
Attached Image (click to enlarge)
Click to Enlarge Name: Screenshot2.png Size: 159 KB
  • #367
  • Feb 18, 2016 1:33pm Feb 18, 2016 1:33pm
Quoting sbenichou1
Abokwaik, Should the position have been closed on the 3rd candle after entry? Is there a bug? Tx S {image}
No bugs. The EA is working as per your settings. You chose MA_PRICE_HIGH_LOW not MA_PRICE_CLOSE.
No guts, no glory
  • #368
  • Feb 18, 2016 1:46pm Feb 18, 2016 1:46pm
Quoting abokwaik
{quote} No bugs. The EA is working as per your settings. You chose MA_PRICE_HIGH_LOW not MA_PRICE_CLOSE.
So i think i misunderstood how it works!!

What is the difference between "exit on Fast MA" parameter (which is selected "exit on close") and the "exit mode" parameter",

thanks for your clarification.

And nice work again!!

S
  • #369
  • Feb 18, 2016 2:28pm Feb 18, 2016 2:28pm
Quoting sbenichou1
{quote} So i think i misunderstood how it works!! What is the difference between &quot;exit on Fast MA&quot; parameter (which is selected &quot;exit on close&quot and the &quot;exit mode&quot; parameter&quot;, thanks for your clarification. And nice work again!! S
Check post # 99.
No guts, no glory
  • #370
  • Feb 18, 2016 3:23pm Feb 18, 2016 3:23pm
Quoting abokwaik
{quote} Although I set a new policy not to post mql source files for 2016 forward, I will share this one as it is not my system. Kindly maintain copyrights, don't sell, and share any modifications in the thread. Here you go ..., {file}
Just want to make sure to get the same setup as the original version on the new version, had that bug where I noticed two orders which should closed at the same time for a pair and only one closed.

Original Entry/Exit
Entry on Fast MA - True
Entry on RSI - True
Exit on fast MA - True
Rest false

New version Entry/Exit
Entry on Fast MA - True
Entry on RSI - True
Exit on Fast MA - Exit_ON_Close
Exit Modes (Close, High/Low) - MA_Price_Close --> Dont understand this one as already specified close on the option before?
Rest false

Would this be the same settings vs the old system?
  • #371
  • Feb 18, 2016 3:44pm Feb 18, 2016 3:44pm
Quoting abokwaik
{quote} Check post # 99.
UnderstoodTx
  • #372
  • Feb 18, 2016 3:44pm Feb 18, 2016 3:44pm
Quoting SpencerBizze
{quote} Just want to make sure to get the same setup as the original version on the new version, had that bug where I noticed two orders which should closed at the same time for a pair and only one closed. Original Entry/Exit Entry on Fast MA - True Entry on RSI - True Exit on fast MA - True Rest false New version Entry/Exit Entry on Fast MA - True Entry on RSI - True Exit on Fast MA - Exit_ON_Close Exit Modes (Close, High/Low) - MA_Price_Close --> Dont understand this one as already specified close on the option before? Rest false Would this...
Inputs are defaulted as per original system rules. Press the reset button on the inputs screen to set them back to defaults.
No guts, no glory
  • #373
  • Feb 19, 2016 5:25am Feb 19, 2016 5:25am
Hi abokwaik,

is't possible to make a special MM to this EA? From my BT&forward tests I can see that there is many consequential wins and less consequential losses.
maybe we can use antimartingale strategy.
it means: If there is win, increase the lotsize by lot increment number. Do it after every win trade until there
is a loss. If there is a loss than decrease actual lot size by the lot increment number.

For EA it means:

external values:
Extra MM: YES/NO
Lots increment number: 1.1

Thanks for answer..
  • #374
  • Feb 19, 2016 5:51am Feb 19, 2016 5:51am
Quoting dafa
Hi abokwaik, is't possible to make a special MM to this EA? From my BT&forward tests I can see that there is many consequential wins and less consequential losses. maybe we can use antimartingale strategy. it means: If there is win, increase the lotsize by lot increment number. Do it after every win trade until there is a loss. If there is a loss than decrease actual lot size by the lot increment number. For EA it means: external values: Extra MM: YES/NO Lots increment number: 1.1 Thanks for answer..
Hi dafa,Many improvements can be applied to the EA. The thing is that I don't like to clutter this thread with EA modifications.My suggestion is to open a dedicated thread for EA enhancements, back and forward testing. I will do this next week. All credits will be preserved.
No guts, no glory
  • #375
  • Feb 19, 2016 6:02am Feb 19, 2016 6:02am
Quoting abokwaik
{quote} Hi dafa,Many improvements can be applied to the EA. The thing is that I don't like to clutter this thread with EA modifications.My suggestion is to open a dedicated thread for EA enhancements, back and forward testing. I will do this next week. All credits will be preserved.
Great.;-)
  • #376
  • Feb 22, 2016 8:40am Feb 22, 2016 8:40am
Quoting abokwaik
{quote} Hi dafa,Many improvements can be applied to the EA. The thing is that I don't like to clutter this thread with EA modifications.My suggestion is to open a dedicated thread for EA enhancements, back and forward testing. I will do this next week. All credits will be preserved.
Hi Khalil,

When you get a gap can you take a look at this. I am not sure if the TSL is working as it should.
My SL is 200, and my TSL is 50 and the shift is 5.
If you look below you will see the TSL definitely worked initially and brought the original SL from 200 to 50 in the green.
Attached Image (click to enlarge)
Click to Enlarge Name: Screenshot1.png Size: 79 KB

But it doesn't look like it has continued to move with the price.
It should be 55 behind the price, it is currently sitting at 113points behind.
I think it might apply initially and then not continue to follow as it should.
Let me know what you think?
  • #377
  • Feb 22, 2016 9:00am Feb 22, 2016 9:00am
Quoting SpencerBizze
{quote} Hi Khalil, When you get a gap can you take a look at this. I am not sure if the TSL is working as it should. My SL is 200, and my TSL is 50 and the shift is 5. If you look below you will see the TSL definitely worked initially and brought the original SL from 200 to 50 in the green. {image} But it doesn't look like it has continued to move with the price. It should be 55 behind the price, it is currently sitting at 113points behind. I think it might apply initially and then not continue to follow as it should. Let me know what you think?...
HiWhat are your parameters? I have had no trades todayTxS
  • #378
  • Feb 22, 2016 9:03am Feb 22, 2016 9:03am
Quoting SpencerBizze
{quote} Hi Khalil, When you get a gap can you take a look at this. I am not sure if the TSL is working as it should. My SL is 200, and my TSL is 50 and the shift is 5. If you look below you will see the TSL definitely worked initially and brought the original SL from 200 to 50 in the green. {image} But it doesn't look like it has continued to move with the price. It should be 55 behind the price, it is currently sitting at 113points behind. I think it might apply initially and then not continue to follow as it should. Let me know what you think?...
Currently : Trailing is after bar close.
If you like I can make it on every tick.
No guts, no glory
  • #379
  • Feb 22, 2016 9:10am Feb 22, 2016 9:10am
Hi All,

Take a look at Khalil's latest version back tests from August last year to today. This is all with 90% model quality.
Attached Image (click to enlarge)
Click to Enlarge Name: Screenshot1.png Size: 25 KB

Can't go back much further as some of my pairs I can't seem to get decent tick data, USDCHF my tick data won't come right for some reason not sure if someone can back test this period with my settings.
I am also forward testing as per supa's config below but have added in a SL of 200 and a TSL of 50 with a shift of 5. Took a hit last week on my demo accounts when the SL's were not in place.
Attached Image


Not 100% sure the TSL is working as it should as per above and would be interested to see what difference it makes if it did follow. Could be good or bad...
The ones at the top are what I am running in my forward testing but I will be droping some out based on my back tests and how they are performing and replacing them with the ones in the red block.
Attached is a spreadsheet and you can see the charts and reports for each of the back tests.

Take a look at the back tests and let me know what you think.
Spencer
Attached File(s)
File Type: xlsx Reports August 2015 Feb 2016.xlsx   210 KB | 341 downloads
  • #380
  • Feb 22, 2016 9:11am Feb 22, 2016 9:11am
Quoting abokwaik
{quote} Currently : Trailing is after bar close. If you like I can make it on every tick.
Hello Abokwaik,
what do you think about using a max distance between long MA and price to enter a trade?
tx
S
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