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Expanding Grid

  • #1,001
  • Feb 18, 2016 8:21am Feb 18, 2016 8:21am
Quoting jaguar1637
Well, I feel sorry I admit days ago, the market phase was appropriate for this strategy , but when the market is changing of types, the expected results are not there due to the discontinuity
That is why we need good quality and long-term backtests: TO BE ABLE TO SEE THE WORST CASE SCENARIOS (at least those which happened in the PAST).
  • #1,002
  • Feb 18, 2016 10:22am Feb 18, 2016 10:22am
Updates:
Please re-download on post one: http://www.forexfactory.com/showthread.php?t=548671

Parameters have been renamed, please revise your settings before applying it.

thanks,
bauta
  • #1,003
  • Feb 18, 2016 10:27am Feb 18, 2016 10:27am
Quoting jaguar1637
Hi Bauta Is there any way to neutralize a grid to avoid situation of sudden market direction changes ? I think this would be very interesting to add Something to close quite immediatly the grid when there is a market variation (flat to trending and going back to FLat) manually or automatically.
I am working and testing a swap from symmetry to neutralize to mChannel, from mChannel to neutralize to symmetry, form symmetry to neutralize to symmetry and from mChannel to neutralize to mChannel.

I will post here if I do find better results testing it.
Bauta
  • #1,004
  • Feb 19, 2016 6:08am Feb 19, 2016 6:08am
Quoting bauta
Updates: Please re-download, found a problem when averaging breakeven point in symmetry style. re-download on post one or here: http://www.forexfactory.com/attachme...1&d=1455493960 Thanks, bauta

​Hi, Bauta:

Is EG104 Full version updated also?
  • #1,005
  • Feb 19, 2016 8:47am Feb 19, 2016 8:47am
Quoting Sunnybeach
{quote} ​Hi, Bauta: Is EG104 Full version updated also?
YES, every time you read re-download in my post, it means demo and full. I do update both simultaneity.
thanks, bauta
  • #1,006
  • Feb 19, 2016 9:45am Feb 19, 2016 9:45am
Good evening everyone

Mr. Bauta am continuing to make the backtest of the two accounts from $ 3,000 ( 3,000) on the pairs EURUSD / GBDUSD timer set from 9:30 to 17: 30/18:00.
One I use it only with the symmetry method style:
-----------------------------------------------------------------
Account: 3000 $ (3000 )
symmetry_026 method
Leverage 1:100
Currency pairs: EURUSD - GBPUSD
- Lot: 0.01
- SGrid_Increments: 0
- SGrid_Factor: 7
- TakeProfitAtLevel: true
- SOrderMultiplier: 2.0
----------------------------------------------------------------
The more I use it only with the SalperGrid method:
-----------------------------------------------------------------
Account: 3000 $ (3000 )
salperGrid_026 method
Leverage 1:100
Currency pairs: EURUSD - GBPUSD
- Lot: 0.01
- GGrid_Increments: 0
- GGrid_Factor: 4
- GOrderMultiplier: 2.0
----------------------------------------------------------------
but as you can see from the chart that I have shown below
I think this method is quite risky especially for a small account of $ 3,000 ( 3,000)
If you have any advice for me, let me know
In the meantime I continuing to see what results from this backtest
Attached Image(s) (click to enlarge)
Click to Enlarge Name: symmetry_026 backtest - from 2016.02.10 - to 2016.02.19 - Account 3000 €.png Size: 35 KB
Click to Enlarge Name: scalperGrid_026 backtest - from 2016.02.10 - to 2016.02.19 - Account 3000 €.png Size: 35 KB
  • #1,007
  • Feb 22, 2016 10:32am Feb 22, 2016 10:32am
How did your EA handle the EURUSD downward move?.
Here at my end, all of the setups closes it nicely.
Please post your results,
Attached Image (click to enlarge)
Click to Enlarge Name: EURUSDM5.png Size: 50 KB
  • #1,008
  • Feb 22, 2016 11:23am Feb 22, 2016 11:23am
System: Symmetry Style


Unfortunately my EA still show open positions for the EURUSD Currency

while, the GBPUSD closed all operations in a positive (as you can see by the indicator at the top right)


System: ScalperGrid

for scalpergrid instead the situation is good ...

For EURUSD pair closed every operation positively

while, for the GBPUSD it is opening a bit too many positions, but the situation is still positive.

(You can see it from the second graph)



P.S. Ea is marked on the written "Closure Mode" because I set the time from 9:00 to 17:00

I will give you more results in the future

Gianma
Attached Image(s) (click to enlarge)
Click to Enlarge Name: Immage Symmetry Style EURUSD 02-22-2016.png Size: 62 KB
Click to Enlarge Name: Immage ScalperGrid_026 GBPUSD 02-22-2016.png Size: 73 KB
  • #1,009
  • Feb 22, 2016 11:29am Feb 22, 2016 11:29am
Quoting Gianma
System: Symmetry Style Unfortunately my EA still show open positions for the EURUSD Currency while, the GBPUSD closed all operations in a positive (as you can see by the indicator at the top right) System: ScalperGrid for scalpergrid instead the situation is good ... For EURUSD pair closed every operation positively while, for the GBPUSD it is opening a bit too many positions, but the situation is still positive. (You can see it from the second graph) P.S. Ea is marked on the written "Closure Mode" because I set the time from 9:00 to 17:00 I will...
I see your EURUSD going OK, the tagged blue line is the breakeven point. It should get there.
  • #1,010
  • Feb 23, 2016 1:59am Feb 23, 2016 1:59am
m-channel out of action
Attached Image (click to enlarge)
Click to Enlarge Name: EURCHFH1.png Size: 70 KB
  • #1,011
  • Feb 24, 2016 9:40am Feb 24, 2016 9:40am
Good morning Mr. Bauta

Continuing the tests I realized that sometimes EA does not close in a positive operations despite the price reaches the specified target

(which I suppose in this case is indicated by the red line)

Could you tell me why it sometimes does not close correctly positions?


Thanks
Gianma


P.S. I remember that the settings have not been changed and considering that the lot is 0.01 the target should be at 0.20 $ / €
Attached Image (click to enlarge)
Click to Enlarge Name: Immage Symmetry Style GBPUSD 02-24-2016.png Size: 66 KB
  • #1,012
  • Feb 24, 2016 11:12am Feb 24, 2016 11:12am
Rule 1 - The EMAs are 5:12 where if there is no open order and the 5 <12 opens sale if the 5> 12 open purchase
Rule 2 - If there is open order if the order value is iqual or larger parameter (Take Profit in USD) the order is closed and again applies the rule 1
Rule 3 - If there is open order and the order value is iqual or larger parameter (Reverte in USD) opens a new order with double the batch in the opposite direction that must be closed to iqualar the loss of the previous order.
(This rule 3 gotta be repeated until there is compensation of all open orders.)
Example:
Order 1: Sell 0.10 = -1USD opens the order 2
Order 2: Buy 0.20 = Arriving at a value zero order 1 to order 2 close both orders having no profit but also having no prejudice if reverse order open 3
Order 3: Sale 0.40 = Apply same order 2 is not open order 4 and so sequentially.

It would be nice if I had to put the parameters:
1 - Initial Batch default 00:01
2 - hour start and end time (if outside these hours the EA does not work)
example: start time 00:00 and 23:59 hours end, working 24hrs.
Example 2: start time: 10:00 hours and end at 14:00, works from 10:00 am to 14:00 pm.
3 - Spread maximum: in default 10 (if the spread is greater q value that does not open orders)
4 - Take profit in USD: in default 1 USD
5 - Reverte in USD: in default 1 USD
3 - Configuration of Medium
slow MA in default 12
MA slow type: In exponential default
Fast MA in default 5
MA quick type: In exponential default
you got the layoff of double batch and get iqualar orders and close?

https://col131.afx.ms/att/GetInline....65d&oneredir=1
so shut the two already open another order using the same rule 1 in order to never run out of open order, the idea is to take these movements go opening and closing 1 usd orders in the direction of the trend.

https://col131.afx.ms/att/GetInline....1e4&oneredir=1

and be able to compensate these moments of laterality

https://col131.afx.ms/att/GetInline....e38&oneredir=1
  • #1,013
  • Feb 24, 2016 5:45pm Feb 24, 2016 5:45pm
Quoting Gianma
Good morning Mr. Bauta Continuing the tests I realized that sometimes EA does not close in a positive operations despite the price reaches the specified target (which I suppose in this case is indicated by the red line) Could you tell me why it sometimes does not close correctly positions? Thanks Gianma P.S. I remember that the settings have not been changed and considering that the lot is 0.01 the target should be at 0.20 $ / {image}
hi Gianma,
please note that tagged blue and red lines are not target lines, there are breakeven levels, blue for long, red for short.
in this case, target is $1.90 and you are at $1.56, almost there.
Attached Image
  • #1,014
  • Feb 24, 2016 5:48pm Feb 24, 2016 5:48pm
Quoting gui3561
Rule 1 - The EMAs are 5:12 where if there is no open order and the 5 <12 opens sale if the 5> 12 open purchase Rule 2 - If there is open order if the order value is iqual or larger parameter (Take Profit in USD) the order is closed and again applies the rule 1 Rule 3 - If there is open order and the order value is iqual or larger parameter (Reverte in USD) opens a new order with double the batch in the opposite direction that must be closed to iqualar the loss of the previous order. (This rule 3 gotta be repeated until there is compensation of all...
interesting idea, I will revise it,
thanks for posting, bauta
  • #1,015
  • Feb 24, 2016 11:23pm Feb 24, 2016 11:23pm
Quoting gui3561
Rule 1 - The EMAs are 5:12 where if there is no open order and the 5 <12 opens sale if the 5> 12 open purchase Rule 2 - If there is open order if the order value is iqual or larger parameter (Take Profit in USD) the order is closed and again applies the rule 1 Rule 3 - If there is open order and the order value is iqual or larger parameter (Reverte in USD) opens a new order with double the batch in the opposite direction that must be closed to iqualar the loss of the previous order. (This rule 3 gotta be repeated until there is compensation of all...
What time frame do you use for EMA 5:12?
  • #1,016
  • Feb 25, 2016 2:06am Feb 25, 2016 2:06am
Attached Image (click to enlarge)
Click to Enlarge Name: EURCHFH1.png Size: 54 KB
  • #1,017
  • Feb 25, 2016 7:17am Feb 25, 2016 7:17am
Quoting gilfx
{image}
the settings you are using here are extremely aggressive, StartLotSize=1.0 and Grid Increments(size)=6
I do recommend you to reset the EA to default values,
thanks,
  • #1,018
  • Feb 25, 2016 7:44am Feb 25, 2016 7:44am
Quoting bauta
{quote} the settings you are using here are extremely aggressive, StartLotSize=1.0 and Grid Increments(size)=6 I do recommend you to reset the EA to default values, thanks,
Very ture. Long-term and accurate backtests are needed (with any experimental settings) to see potential "worst case scenarios", i.e. major DDs.

In other words: short term results can be extremely deceiving.

@Master Bauta

Any news on the "swap method" mentioned a few days ago?
  • #1,019
  • Feb 26, 2016 4:08am Feb 26, 2016 4:08am
Quoting MasterGuru
{quote} What time frame do you use for EMA 5:12?
hi MasterGuru use in m15
  • #1,020
  • Feb 26, 2016 7:30am Feb 26, 2016 7:30am
Quoting gui3561
{quote} hi MasterGuru use in m15
EG104 does not calculate using time frames, you will get the same results on any time frame.
bauta
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