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Elite : automation of selected systems

  • #41
  • Feb 27, 2016 4:17pm Feb 27, 2016 4:17pm
Another idea: A (morning?) breakout strategy when the Awesome Oscilator crosses 0 and breaks out of the SR. Like in this http://www.forexfactory.com/attachme...1&d=1456238982 (easier with range bars?) ichimku 9,16
  • #42
  • Feb 27, 2016 7:20pm Feb 27, 2016 7:20pm
Quoting abokwaik
{image} Elite : automation of selected systems Candidate systems must : be completely mechanical, with well defined entry/exit rules, stops and targets. use minimum indicators, none is better. Source of non-standard indicators is required. not use any type of martingale, or adding to losers in any way not developed before, unless a major update is required You may post your system recommendations here, as long as they fit the above criteria. I will ignore any system request sent via Private Messaging. The main purpose of the automation is to test...


Many thanks Khalil.
Your awesome contributions across FF is noted and well appreciated.
Love your readiness to have a go at fine-tuning complex trading systems into simple and actionable automated EAs for newbies like me.
Pls keep up this thread - Subscribed.
  • #43
  • Feb 27, 2016 9:42pm Feb 27, 2016 9:42pm
Quoting abokwaik
{quote} In your opinion what is best method to detect divergence between 2 correlated pairs. Oscillators (stochastic, rsi, cci,macd ..), moving averages or net pip change over a period .... etc.
For methods to detect divergence I have seen oscillators used. CCI i think was the best way right? I don't really know a 100% though.
  • #44
  • Feb 27, 2016 10:44pm Feb 27, 2016 10:44pm
Quoting osfx
{quote} Exactly - I will allow max 5 orders simultaneously as well, but once an order hits SL, a new order can be opened on the next valid signal. That means, a cycle (period from opening of first order until exit conditions are met) can consist of more than 5 orders, but only max 5 at a time. Another major change to the original rules is, that once a cycle has started, the "slow MA" rule is switched off. E.g. if first order is a buy order, all consecutive orders are opened only on RSI rule, even if the candles close below the slow MA. I will set...
Cool let me know when it is up and running.

Quoting osfx
On the other side, the system lives from a lot of winners, that hit at the very next candle. Maybe we would cut too much of these winners Cheers, Oliver
I haven't seen it cutting out winners yet, seems to just confirm the winner. I will continue to go back through the chats and confirm. Doesn't cut all losers just reduced them by half or more.
​
  • #45
  • Feb 27, 2016 11:26pm Feb 27, 2016 11:26pm
I have developed an ea based on described below thread (Forex Dynamite: Explosion of Pips), Please let me know what you guys think!
http://www.forexfactory.com/showthread.php?t=580416
Attached File(s)
File Type: mq4 ForexDynamiteEA.mq4   11 KB | 502 downloads
  • #46
  • Feb 28, 2016 1:33am Feb 28, 2016 1:33am
Thank you.
Attached Image
  • #47
  • Feb 28, 2016 1:35am Feb 28, 2016 1:35am
Quoting kmr4uall
I have developed an ea based on described below thread (Forex Dynamite: Explosion of Pips), Please let me know what you guys think! http://www.forexfactory.com/showthread.php?t=580416 {file}

This is a test on EUR/USD, H1, 2015-2016 - default settings.

Attached Image (click to enlarge)
Click to Enlarge Name: FD_EU_H1_2015-2016.PNG Size: 34 KB


... mmmh ... where is the "Explosion of Pips" ?!
No guts, no glory
  • #48
  • Feb 28, 2016 2:08am Feb 28, 2016 2:08am
Quoting kmr4uall
I have developed an ea based on described below thread (Forex Dynamite: Explosion of Pips), Please let me know what you guys think! http://www.forexfactory.com/showthread.php?t=580416 {file}
I checked the thread, and it seems that the opener is doing extremely well using the method.
Are you sure you followed his rules ?
No guts, no glory
  • #49
  • Feb 28, 2016 6:04am Feb 28, 2016 6:04am
I had two more ideas for a system... they just need to be worked on. I think they have potential.:

One: The SMI ERgodic indicator (can be found on tradingview.com and other palces) really has a lot of potential. I'm not talking about the oscillator (almost the same thing practically...) Maybe the 1hr stochastics for a trigger and the half an hour SMI signal crossover to close? Maybe above/under the 250 Moving Average to filter trades? THis indicator really seems to have so much potential and I've always wondered why it isn't more popular...

Two: Renko bars with a stochastic for the trigger.
  • #50
  • Feb 28, 2016 7:53am Feb 28, 2016 7:53am
Beep, beep !

Attached Image (click to enlarge)
Click to Enlarge Name: RR_EU_H1_2016.PNG Size: 70 KB
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Click to Enlarge Name: RR_UJ_H1_2016.PNG Size: 68 KB
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Click to Enlarge Name: RR_GU_H1_2016.PNG Size: 70 KB


Attached Image (click to enlarge)
Click to Enlarge Name: RR_EU_H1_2015_2016.PNG Size: 76 KB


Attached Image (click to enlarge)
Click to Enlarge Name: RR_UJ_H1_2015_2016.PNG Size: 71 KB


Attached Image (click to enlarge)
Click to Enlarge Name: RR_GU_H1_2015_2016.PNG Size: 77 KB
No guts, no glory
  • #51
  • Feb 28, 2016 8:19am Feb 28, 2016 8:19am
Quoting abokwaik
Beep, beep ! {image}{image}{image} {image} {image} {image}


Bravo Abokwaik , another work of art! DD good , good performance !
BEEP BEEP !!
  • #52
  • Feb 28, 2016 8:23am Feb 28, 2016 8:23am
Road Runner Robot : Testing version

Trend Time frame Locked on Daily
Trigger Time frame Locked on Hourly

Attached File(s)
File Type: ex4 RoadRunner_01.ex4   14 KB | 563 downloads
No guts, no glory
  • #53
  • Feb 28, 2016 8:28am Feb 28, 2016 8:28am
Quoting AntonioLegaz
{quote} Bravo Abokwaik , another work of art! DD good , good performance ! BEEP BEEP !!
Thank you,

Although Return to Draw down is acceptable, but I would like to reduce it further, its scary on GU .

Hopefully we all work on that together .
No guts, no glory
  • #54
  • Edited 8:48am Feb 28, 2016 8:40am | Edited 8:48am
Road Runner details:

- Higher Time Frame Trend (currently on daily) identified by:

  1. UP : D1 EMA(10) above D1 SMA(50), Price above both
  2. DOWN : D1 EMA(10) below D1 SMA(50), Price below both

- Lower Time Frame Entry (currently on Hourly)

  1. Long on Stochastic below 20 level, and Price below H1 EMA(10), and above H1 SMA(50)
  2. Short on Stochastic above 80 level, and Price above H1 EMA(10), and below H1 SMA(50)

- Exit:

  1. Exit all longs after price closes above H1 EMA(10)
  2. Exit all shorts after price closes below H1 EMA(10)

* Added positions have reducing size (pyramiding)

No guts, no glory
  • #55
  • Feb 28, 2016 9:09am Feb 28, 2016 9:09am
Quoting abokwaik
Road Runner details: - Higher Time Frame Trend (currently on daily) identified by: UP : D1 EMA(10) above D1 SMA(50), Price above both DOWN : D1 EMA(10) below D1 SMA(50), Price below both - Lower Time Frame Entry (currently on Hourly) Long on Stochastic below 20 level, and Price below H1 EMA(10), and above H1 SMA(50) Short on Stochastic above 80 level, and Price above H1 EMA(10), and below H1 SMA(50) - Exit: Exit all longs after price closes above H1 EMA(10) Exit all shorts after price closes below H1 EMA(10) * Added positions have reducing size...
Thank you abokwaik, it did perform quite well for me, although it didn't really give me the same results sadly for EUR/USD.

Attached are screenshots of backtests of the pairs AUD/JPY, USD/JPY and EUR/USD. Weirdly enough it seemed to work well for you on EUR/USD, while it gave me a negative result in the same period.
Attached Image(s) (click to enlarge)
Click to Enlarge Name: STUJ.png Size: 58 KB
Click to Enlarge Name: STEU.png Size: 57 KB
Click to Enlarge Name: STAJ.png Size: 59 KB
  • #56
  • Feb 28, 2016 9:18am Feb 28, 2016 9:18am
Quoting AcerPhoon
{quote} Thank you abokwaik, it did perform quite well for me, although it didn't really give me the same results sadly for EUR/USD. Attached are screenshots of backtests of the pairs AUD/JPY, USD/JPY and EUR/USD. Weirdly enough it seemed to work well for you on EUR/USD, while it gave me a negative result in the same period. {image} {image} {image}
It seems you're using "Current" Spread, which is usually high at weekend.
Set Spread to Normal (e.g 10 to 20 points on EUR/USD), and re-test.

EDIT : I used 30 points spread on EUR/USD in my tests.
No guts, no glory
  • #57
  • Feb 28, 2016 9:30am Feb 28, 2016 9:30am
Quoting abokwaik
{quote} It seems you're using "Current" Spread, which is usually high at weekend. Set Spread to Normal (e.g 10 to 20 points on EUR/USD), and re-test. EDIT : I used 30 points spread on EUR/USD in my tests.
hello AbokwaikIs this ea replace 2ma and 1 rsi?Or is it something else?TxS
  • #58
  • Feb 28, 2016 9:44am Feb 28, 2016 9:44am
Quoting sbenichou1
{quote} hello AbokwaikIs this ea replace 2ma and 1 rsi?Or is it something else?TxS
Its a new one that replaces 2ma1rsi.

I used Stochastic instead of RSI as it better reflects Over Bought/Over Sold situations.
I used Higher Time Frame for Trend identification, instead of 200EMA on the same trading time frame.

I will add indicator inputs later, but I like to run a forward test this week, without any optimization.
If you noticed I used round numbers for all indicators, simply 10, 50 for MAs, and 20/80 for stoch.
No guts, no glory
  • #59
  • Feb 28, 2016 9:50am Feb 28, 2016 9:50am
Quoting abokwaik
{quote} Its a new one that replaces 2ma1rsi. I used Stochastic instead of RSI as it better reflects Over Bought/Over Sold situations. I used Higher Time Frame for Trend identification, instead of 200EMA on the same trading time frame. I will add indicator inputs later, but I like to run a forward test this week, without any optimization. If you noticed I used round numbers for all indicators, simply 10, 50 for MAs, and 20/80 for stoch.
ok greatThank you
  • #60
  • Feb 28, 2016 10:02am Feb 28, 2016 10:02am
Quoting abokwaik
{quote} It seems you're using "Current" Spread, which is usually high at weekend. Set Spread to Normal (e.g 10 to 20 points on EUR/USD), and re-test. EDIT : I used 30 points spread on EUR/USD in my tests.
I tested it with 30, 10 and even 5 spread and tested the period of February 1st till today. Still all of them gave me a negative result in the end.
I don't really know what is different in my backtest. Increasing/decreasing the lot-size didn't help either. Modeling quality was at 90% aswell
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