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Elite : automation of selected systems

  • #201
  • Mar 9, 2016 12:56pm Mar 9, 2016 12:56pm
Quoting abokwaik
{quote} Please dis-regard 2nd point, I am mistaken, it doesn't apply to 2ma1rsi. {quote} It uses the previous closed candle, as long as trading time is ok, and other conditions apply, it will trade as soon as you activate it.
ok understood.
Could you add a function in the next version to disable long term MA filter just to see what results we can obtain just playing with the rsi.

TX a lot for your great work.

S
  • #202
  • Mar 9, 2016 10:45pm Mar 9, 2016 10:45pm
Quoting abokwaik
Today I sent my family back home for the Spring Vacation. So hopefully I can allocate some time for the new version of Rorad Runner.
Can't wait 4 from 4 on the latest Road Runner.
  • #203
  • Mar 10, 2016 12:21am Mar 10, 2016 12:21am
Quoting abokwaik
{quote} His test starts from 2000 until 2016 (16 years, OMG ) While yours starts from 2015 until 2016.
Hehe.
  • #204
  • Mar 10, 2016 1:17am Mar 10, 2016 1:17am
Quoting abokwaik
{quote} 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. {quote} I posted the latest source I have on both threads.

Hey Khalil,
Sorry for the long delay in replying to you.
So I took your advice and changed to one candle back.
The back testing looks good with the same settings as Supa before, with the 200SL and 50TSL and now the Stoc Indi for direction.

Attached is a spreadsheet showing back tests.
I initially tested from Nov14-Feb16 and used this to determine which pair and which TF worked best for each pair.
I then tested month by month from March14-Feb16, and you will then see I also tested 5 years history in in the next Excel sheet to get and idea further back.
The month by month tests shows the draw downs better, but would also skew the results a little as orders would not run over month ends. Once again it just shows how it could go down and back up again if you are patient. The results look quite good.
I had my spread set as 3, which I am sure will not be that accurate but it gives a good idea.
Do you think when I back test again for next changes that I should increase this on some pairs?

Look below at spread sheet when you have a gap, wow this can sap allot of your time back testing. lol. Family was getting little irritated with me testing every night.

Attached File(s)
File Type: xlsx Include Stoc 1 setting so looking at pevous candle - 12 Pairs - Trade Size 0.1, Slow SMA 180, F.xlsx   52 KB | 332 downloads


I am now forward testing this on 3 brokers. (OandA, Hotforex and Roboforex). Had some issues with Roboforex initially as I didn't notice it was a 4 decimal broker so my SL's were wrong, fixed it up now.
It is still quite amazing how there are differences between each broker but I guess the tick data will always vary slightly from broker to broker.
Results started out quite well on Friday and then Monday was ok, but now they are taking a bit of a hiding over the last few days.
I will leave it in and watch if it will come back.
I think our exits are where we are really struggling now so we will have to see if we can get this right.
It doesn't take enough profit and it doesn't stop out earlier enough on a bad order.
Was looking at Brian's DashTZ and that soft SL system he is just about to finish up looks like it could be a really good one to use to close out our orders.

Will keep on it, let me know what you think.
Anyone else want to give this a go, below is the compiled EA.
Attached File(s)
File Type: ex4 TwoMA_OneRSI_Stoc_Signal.ex4   27 KB | 371 downloads

Rules are the same as the 2MA1RSI, if you set the Entry on Stoc Direction to true it adds my filter. (Excuse spelling in EA , too lazy to recompile right now).
I am sure there is lots of optimizing we can still do but this is where I am at..

Green pips to all...
Please let us know your results with your settings.
  • #205
  • Mar 10, 2016 1:29am Mar 10, 2016 1:29am
Quoting abokwaik
{quote} Here, similar to what I did for EB. version "4.3" 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) {file}
Nice, thanks, today I will do deep tests.;-)
  • #206
  • Mar 10, 2016 1:51am Mar 10, 2016 1:51am
Quoting abokwaik
{quote} Here, similar to what I did for EB. version "4.3" 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) {file}
I like this idea, would you mind putting in my Stoc direction with your latest version.
leave it disabled by default, so if people don't want they can leave it false.
I would like to test the order distance as this would have handled 80% my problem losses over the last few days in forward testing.

You can just copy out of here.
Attached File(s)
File Type: mq4 TwoMA_OneRSI_Stoc_Signal.mq4   14 KB | 464 downloads
  • #207
  • Mar 10, 2016 3:17am Mar 10, 2016 3:17am
Quoting SpencerBizze
{quote} Hey Khalil, Sorry for the long delay in replying to you. So I took your advice and changed to one candle back. The back testing looks good with the same settings as Supa before, with the 200SL and 50TSL and now the Stoc Indi for direction. Attached is a spreadsheet showing back tests. I initially tested from Nov14-Feb16 and used this to determine which pair and which TF worked best for each pair. I then tested month by month from March14-Feb16, and you will then see I also tested 5 years history in in the next Excel sheet to get and idea...
Thanks for your backtesting results. Somehow I am not able to replicate the same / similar good results. Do you mind uploading your setfile? Thank you!
  • #208
  • Mar 10, 2016 3:31am Mar 10, 2016 3:31am
Quoting SpencerBizze
{quote} Hey Khalil, Sorry for the long delay in replying to you. So I took your advice and changed to one candle back. The back testing looks good with the same settings as Supa before, with the 200SL and 50TSL and now the Stoc Indi for direction. Attached is a spreadsheet showing back tests. I initially tested from Nov14-Feb16 and used this to determine which pair and which TF worked best for each pair. I then tested month by month from March14-Feb16, and you will then see I also tested 5 years history in in the next Excel sheet to get and idea...

Good work Spencer.

As for the spread, I think 3 points (0.3 pips) is not realistic. Brokers that might offer such a spread will charge commissions. So I advise a minimum of 20 points (2 pips) for back testing.

I usually do my test with 30 points (3 pips) on EUR/USD, to cover for spread widening and slippage.
No guts, no glory
  • #209
  • Mar 10, 2016 3:41am Mar 10, 2016 3:41am
Quoting SpencerBizze
{quote} I like this idea, would you mind putting in my Stoc direction with your latest version. leave it disabled by default, so if people don't want they can leave it false. I would like to test the order distance as this would have handled 80% my problem losses over the last few days in forward testing. You can just copy out of here. {file}
Without too much backwards digging in here does your stoc filter work with signal over main/ main over signal ?

Having live traded 2ma 1rsi for around a week now manually one thing which ive noticed which im not sure how he original EA handles is:
If you enter a trade near to the 200ma you have to continue to add positions whilst the rsi is 'in the zone' until the trade cycle completes even as price moves past the 200ma, does the EA stop taking trades as the criteria are no longer met? assuming you have close on slow ma set false.
  • #210
  • Mar 10, 2016 3:52am Mar 10, 2016 3:52am
Quoting abokwaik
{quote} Here, similar to what I did for EB. version "4.3" 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) {file}
Looks good. -12 is good setting. better DD with still nice profit..;-) great version, thanks.
Could you check this version for bugs? I use exit with RSI level and today it closed only first trade from three trades. It's still the same problem I reported in the past. Or if you fixed it in newer versions it's OK. I have version maybe 3 weeks old. The first version with High/low closing filter. It's marked from you as version 3.0.
  • #211
  • Mar 10, 2016 6:59am Mar 10, 2016 6:59am
Does Roadrunner perform in forward test aswell though? I don't really trust backtesting anymore. Even with 90% tickdata, it seems to be very false, since I tested an EA the other day, that could make a fortune in backtesting, but is absolute trash in forward testing.

It would make like 10k in a month in backtesting.

(I could upload this if anyone is interested, but I don't think it works in forward.)
  • #212
  • Mar 10, 2016 7:40am Mar 10, 2016 7:40am
Quoting SpencerBizze
{quote} I like this idea, would you mind putting in my Stoc direction with your latest version. leave it disabled by default, so if people don't want they can leave it false. I would like to test the order distance as this would have handled 80% my problem losses over the last few days in forward testing. You can just copy out of here. {file}
HEllo
Nice work!
Do you allow multi positions on a single trade?
TX
S
  • #213
  • Mar 10, 2016 7:52am Mar 10, 2016 7:52am
Quoting abokwaik
{quote} Good work Spencer. As for the spread, I think 3 points (0.3 pips) is not realistic. Brokers that might offer such a spread will charge commissions. So I advise a minimum of 20 points (2 pips) for back testing. I usually do my test with 30 points (3 pips) on EUR/USD, to cover for spread widening and slippage.
I think I will change to 30.
Let me know when you can add Stoc direction to your latest version. Will back test with your new filter included same time.
  • #214
  • Mar 10, 2016 9:11am Mar 10, 2016 9:11am
Abokwaik,
I noticed that i missed many trade beacause of waiting for the candle to close to enter a trade.
A possibility to change the code and choose to wait for the candle to close or not just to backtest it?
tx
S
  • #215
  • Edited 1:41pm Mar 10, 2016 11:25am | Edited 1:41pm
here's my forward test of twoma_onersi-2
Attached Image (click to enlarge)
Click to Enlarge Name: image.jpg Size: 220 KB
  • #216
  • Mar 10, 2016 1:52pm Mar 10, 2016 1:52pm
Quoting yorkshirelad
here's my forward test of twoma_onersi-2 {image}
If you dont mind me asking which pairs and settings? default?
  • #217
  • Mar 10, 2016 2:10pm Mar 10, 2016 2:10pm
I'm on my phone now will add set file and pairs tomorrow
  • #218
  • Mar 10, 2016 4:08pm Mar 10, 2016 4:08pm
Quoting yorkshirelad
I'm on my phone now will add set file and pairs tomorrow
thx.
just for the record ive been trading 200ema/7ema 90/10 rsi 2 close on cross/touch. manually though so not really that relevant.
  • #219
  • Mar 11, 2016 4:22am Mar 11, 2016 4:22am
Quoting abokwaik
{quote} Here, similar to what I did for EB. version "4.3" 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) {file}
Hi Abokwaik, please, can you make to this version editable order comment? If I have more settings on the same pair it's not clear in history table what is waht. Thank you ;-)
  • #220
  • Mar 11, 2016 5:15am Mar 11, 2016 5:15am
Disaster Today with twoma1rsi!!

Keep buying Eurcad and no pullback..
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