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Elite : automation of selected systems

  • #121
  • Mar 1, 2016 2:02am Mar 1, 2016 2:02am
Quoting abokwaik
Roard Runner 1.2 , With Minimum Distance between Cycle Orders. Minimum Distance between Cycle Orders (Input): 0 : Disabled, hence using default settings -ve : Will take buy orders only at lower price by at least Min. Distance (Pips/Points) Will take sell orders only at higher price by at least Min. Distance (Pips/Points) +ve:​ Will take buy orders only at higher price by at least Min. Distance (Pips/Points) Will take sell orders only at lower price by at least Min. Distance (Pips/Points) ​​Below are back test results on EU,UJ and...
It seems DD is really better, isn't?
  • #122
  • Mar 1, 2016 2:27am Mar 1, 2016 2:27am
Quoting abokwaik
Roard Runner 1.2 , With Minimum Distance between Cycle Orders. Minimum Distance between Cycle Orders (Input): 0 : Disabled, hence using default settings -ve : Will take buy orders only at lower price by at least Min. Distance (Pips/Points) Will take sell orders only at higher price by at least Min. Distance (Pips/Points) +ve:​ Will take buy orders only at higher price by at least Min. Distance (Pips/Points) Will take sell orders only at lower price by at least Min. Distance (Pips/Points) ​​Below are back test results on EU,UJ and...

Hi, great work.. going to setup up in vps for forward testing. do i have to change the magic number for different pair?
  • #123
  • Mar 1, 2016 2:29am Mar 1, 2016 2:29am
Quoting happytrade38
{quote} Hi, great work.. going to setup up in vps for forward testing. do i have to change the magic number for different pair?
For different pairs, NO.
For same pair, YES.
No guts, no glory
  • #124
  • Mar 1, 2016 2:36am Mar 1, 2016 2:36am
Hey Khalil,

Thanks again for all the hard work.
I am a bit behind here but here are some back tests.
Khalil, look at your back testing data, it doesn't look good. Only EURUSD the data looks ok. Some of your back tests had low quality data.

All back test data for below tests have good tick data.

So here are the original 2MA1RSI tests I did.
Default with 200SL's and 50TSL
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Supa with 200SL's and 50TSL
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Then here are the Roadrunners 1.1 results

0.1 Lot Default Settings
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0.1 Lot Default with Stoc high 70, low 30.
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The Roadrunner is struggling on historical data on the EURUSD.
I will need to fiddle with settings but before we do that I think we need to add in SL's and TSL.
This stops the account being wiped as you can see in the longer back tests, and I think would be the most important addition.

Then I still think we need to add in a filter which confirms the Trend.
Kahlil did you look at what I was suggesting in using the Stoc for, so Roadrunner is using for confirmation of overbought and oversold but we should also use the Stoc to confirm the trend. So for example it would only sell if overbought and Red is above Blue, as well as matching the MA rules.
(Which means we are on our way down to oversold). Is it possible to do this, can you get the Red and blue line values from the Stoc indicator to allow us to use this?

I am waiting on a friend who will also be able to assist with development on the original 2MA1RSI.

Let me know what you think?
  • #125
  • Mar 1, 2016 3:24am Mar 1, 2016 3:24am
Quoting SpencerBizze
Hey Khalil, .... The Roadrunner is struggling on historical data on the EURUSD. I will need to fiddle with settings but before we do that I think we need to add in SL's and TSL. This stops the account being wiped as you can see in the longer back tests, and I think would be the most important addition. Then I still think we need to add in a filter which confirms the Trend. Kahlil did you look at what I was suggesting in using the Stoc for, so Roadrunner is using for confirmation of overbought and oversold but we should also use the Stoc to confirm...
Too bad for RoadRunner !

2MA1RSI and RoadRunner (in its current clothing), are both scalper robots, trying to pick swing highs within a down trend, or swing lows within an upper trend, and while doing that they might accumulate positions in the wrong direction, which leads to high draw downs, and exit too early when in profit which affects RR.

However, the story doesn't end here.
My plan for Road Runner is to become a swing trader (inside and backed up by Long Term Trend).

The 2 major issues here are:

  1. Definition of Long Term Trend : currently EMA10/SMA50 on higher time frame
  2. Definition of Swing High/Low : currently OB/OS using RSI/Stoch on lower time frame

No guts, no glory
  • #126
  • Mar 1, 2016 3:36am Mar 1, 2016 3:36am
Quoting SpencerBizze
I am waiting on a friend who will also be able to assist with development on the original 2MA1RSI. Let me know what you think?
I will continue the development of RoadRunner, and you may continue the development of 2MA1RSI, and we share our findings.
No guts, no glory
  • #127
  • Mar 1, 2016 8:34am Mar 1, 2016 8:34am
Quoting abokwaik
{quote} I will continue the development of RoadRunner, and you may continue the development of 2MA1RSI, and we share our findings.
Ok agreed, I will let you know what our findings are.
  • #128
  • Mar 1, 2016 9:17am Mar 1, 2016 9:17am
Quoting gwindy
{quote} Great Default settings? If not, can you please share them?
Default settings Bazze. Results on demo account: {image}[/quote]
  • #129
  • Mar 1, 2016 3:43pm Mar 1, 2016 3:43pm
my roadrunner h1 demo got slaughtered today
  • #130
  • Mar 1, 2016 3:55pm Mar 1, 2016 3:55pm
Quoting blamshakk
my roadrunner h1 demo got slaughtered today
Same here - big DD.
  • #131
  • Mar 1, 2016 4:11pm Mar 1, 2016 4:11pm
Quoting ChicagoRob
{quote} Same here - big DD.
Also the same.Although twoMa1RSI still good
  • #132
  • Mar 1, 2016 5:04pm Mar 1, 2016 5:04pm
Same here guys. First day of roadrunner actually working (as in opening trades) and it's obviously a losing day.
Just has to be my luck I guess. Well luckily, it's a demo account and losing days are always possible. so wait and see.
  • #133
  • Mar 1, 2016 7:06pm Mar 1, 2016 7:06pm
Quoting sbenichou1
{quote} Also the same.Although twoMa1RSI still good
Same here. R:R is not the best as Abokwaik alluded to, being a scalper with risky exits.

I am looking forward to the new swing trader version of Road Runner
  • #134
  • Mar 1, 2016 7:18pm Mar 1, 2016 7:18pm
are you using default settings? with 2ma1rsi i had some good days but huge losses on others

Quoting sbenichou1
{quote} Also the same.Although twoMa1RSI still good
  • #135
  • Mar 2, 2016 2:12am Mar 2, 2016 2:12am
Quoting abokwaik
{quote} I will continue the development of RoadRunner, and you may continue the development of 2MA1RSI, and we share our findings.
I had a look at this quickly myself last night and added in the entry filter using the stoc.

//initialise signals and Calc. indicator values
stoc_main=iStochastic(Symbol(),0,5,3,3,MODE_SMA,0,MODE_MAIN,0);
stoc_signal=iStochastic(Symbol(),0,5,3,3,MODE_SMA,0,MODE_SIGNAL,0);

// check entry signals -----------------------------------
buy=MarketInfo(Symbol(),MODE_BID)>sma;
if(fma_entry) buy=buy && MarketInfo(Symbol(),MODE_BID)<fma_C;
if(rsi_entry) buy=buy && rsi<rsi_entry_low ;
if(stoc_entry) buy=buy && stoc_main>stoc_signal ;
sell=MarketInfo(Symbol(),MODE_BID)<sma;
if(fma_entry) sell=sell && MarketInfo(Symbol(),MODE_BID)>fma_C;
if(rsi_entry) sell=sell && rsi>rsi_entry_high;
if(stoc_entry) sell=sell && stoc_signal>stoc_main;

Not a coder but it seems to work and reduces the draw downs nicely, it is also effecting the winnings in some cases but hard to tell at the moment as my back tests are not correlating when I set the stoc_enty to false.
When I run on the same data I have back tested previously with my Stoc_entry false getting different numbers off the same Tick data as before vs what I get off your compiled version I am using.
It looks like I don't have your latest source code for this where you fixed the last bugs?
  • #136
  • Mar 2, 2016 2:39am Mar 2, 2016 2:39am
Quoting SpencerBizze
{quote}
//initialise signals and Calc. indicator values
stoc_main=iStochastic(Symbol(),0,5,3,3,MODE_SMA,0,MODE_MAIN,0);
stoc_signal=iStochastic(Symbol(),0,5,3,3,MODE_SMA,0,MODE_SIGNAL,0);
Using 0 (zero) here indicates the current candle (which always changing aka repainting), so it is better to use 1 (one) instead for the previous Closed Candle.

Quoting SpencerBizze
{quote}
... vs what I get off your compiled version I am using. It looks like I don't have your latest source code for this where you fixed the last bugs?
I posted the latest source I have on both threads.
No guts, no glory
  • #137
  • Mar 2, 2016 6:18am Mar 2, 2016 6:18am
Quoting gwindy
{quote} Same here. R:R is not the best as Abokwaik alluded to, being a scalper with risky exits. I am looking forward to the new swing trader version of Road Runner
default with ma so on cross and to on fast ma cross
  • #138
  • Mar 2, 2016 6:23am Mar 2, 2016 6:23am
Quoting blamshakk
are you using default settings? with 2ma1rsi i had some good days but huge losses on others {quote}
sorry for the automated correctionI mean default settingsTp fast ma crossSo. Slow ma cross
  • #139
  • Mar 2, 2016 9:02am Mar 2, 2016 9:02am
can you share settings file?

Quoting sbenichou1
{quote} sorry for the automated correctionI mean default settingsTp fast ma crossSo. Slow ma cross
  • #140
  • Mar 2, 2016 9:09am Mar 2, 2016 9:09am
Quoting blamshakk
can you share settings file? {quote}
see settings
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