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Accumulative Profits Grid System

  • #1,961
  • Apr 5, 2016 3:45am Apr 5, 2016 3:45am
Quoting keydcuk
{quote} Can you actually do tickmode that far back or are you using bar close? If so, which broker do you use? At best I can only do somewhere in 2014 and that is not even back to January? Thanks, Daniel
"Tickmode" backtests are deceiving on MT4, as these are not real, but "modeled" ticks... (even the reports says "modeled ticks")

In other words: MT4 does some "guesswork" (based on OHLC values) about what might have happened in the set time period of H4, H1, M30, M15, M5, M1...

Naturally the "guesswork" is more accurate in M1 than in H1 mode, but it also takes 60x more time to run an M1 backtest because there are 60x more candles to "model".

For example: for Grid/TP of 50 pips H1 is probably OK, however, for Grid/TP of 5-10 pips H1 "tick testing" would give a very crude and deceiving estimate.
  • #1,962
  • Apr 5, 2016 3:59am Apr 5, 2016 3:59am
Hi Everyone,

testing APG-04 with very volatile pair to see if it survive...I m testing with eurusd and gbpnzd...gbpnzd in demo have 7 pip spread so it will be very interesting to see how it react...

http://widgets.myfxbook.com/widget?i...pe=2&color=red

it may blow up but if survive then its a great system we got at the end...

regards
  • #1,963
  • Apr 5, 2016 4:00am Apr 5, 2016 4:00am
The below screenshot shows the principle of the method in work: during "ranging periods" the EA gets rid of the toxic trades and ends up with net profit.
Attached Image (click to enlarge)
Click to Enlarge Name: Remon_Khalil 0405.png Size: 95 KB
  • #1,964
  • Apr 5, 2016 4:10am Apr 5, 2016 4:10am
Quoting MasterGuru
{quote} "Tickmode" backtest is deceiving on MT4, as these are not real, but "modeled" ticks... In other words: MT4 does some "guess work" (based on OHLC values) about what might have happened in the set time period of H4, H1, M30, M15, M5, M1... Naturally the "guess work" is more accurate in M1 than in H1, but it takes 60 more candles to "model" and 60x more time to run - a more reliable - backtest. For example: for Grid/TP of 50 pips H1 is probably OK, however for Grid/TP of 5-10 pips H1 "tick testing" would give a very crude and deceiving estimate....
We had this discussion in earlier posts I remember and it is interesting to see the strategy tester in action. You are obviously right in what you say about "guess work" it extrapolates the data but what I have noticed and I am not here to pick bones here but if you use just a 1 min TF to do tickmode, it only uses he 1 min TF information. If you use a larger TF such as 4H, it will use the 4H TF as well as collect all the data from the lower TFs to do the guess work 1H, 30min, 15min, 5min and 1min.

I know Steve flamed me one day for even mentioning backtest and he ended his post in saying maybe another member can point out to me why backtests are useless (his opinion). I would be interesting to find the thread and/or post(s) that explain those who are of this opinion.

BTW, I think you are on a better track than all of us. Forward testing is the much better solution. ATM, I am only using backtest on different grid sizes to give me an estimated DD for the grid size. With part 1 of Mr Remon's strategy, it was clear that grid size significantly brings DD low with non-linear compensation of producing less profits. With our closest part 2 strategy in AGP 4.0, it is not yielding the same kind of results when I compare 500 steps to 1000 steps. Yes they are similar in terms of lowering DD, but the profit to DD ratio results are not as good in my opinion.

I got a few more tests to produce before I share some results.

Another thing that has been bouncing in my head that I might play with is that depending of the pair that is being use, different grid steps should be applied.

Although ATR is a good measure, what I really would like to measure is the 17 year history of the highest high and lowest lows of all pairs. This way, if I am saying that the overall HH and LL of a chosen pair is 30,000 pips (just to use a nominal value), the grid steps on another pair might be set differently if its HH and LL in 17 years overall was 50,000 pips for example. The reason I am specific to say 17 years is because the Euro has only been on the forex market sine January 1999.

Anyway, just another thought among the cobwebs.


Cheers!

Daniel
  • #1,965
  • Apr 5, 2016 4:18am Apr 5, 2016 4:18am
Quoting Forexmeoff
{quote} The problem I found....correct me if I don't have your idea right. Is, say 4 pip orders....... Start point of say 00........You get 2 buys open @ 04 and 08......Then after opening the buy at 08 it turns.......Goes down you get sells at 96, 92, 88, 84.......At this point the buys are negative. -24 and -20.......Profit from sells is only is only 24 in total......so you can see it need a good move to win.......Maybe I have it wrongP
How about If I take profit at 08? Yeah I will take profit at Second Level

This happens all the time with Regular Version, Now simply picture appositive ( In direction of the Trend) trades open there..

Why DD accounts? when you can open order in direction of the trend? We'll see I'd test today, hopefully it works like I think it is..
Attached Image(s) (click to enlarge)
Click to Enlarge Name: eg-at.jpg Size: 318 KB
Click to Enlarge Name: eu-log.jpg Size: 160 KB
  • #1,966
  • Apr 5, 2016 4:25am Apr 5, 2016 4:25am
Quoting zigler
{quote} How about If I take profit at 08? Yeah I will take profit at Second Level This happens all the time with Regular Version, Now simply picture appositive ( In direction of the Trend) trades open there.. Why DD accounts? when you can open order in direction of the trend? We'll see I'd test today, hopefully it works like I think it is.. {image} {image}
Dear whats the Arrow Indicator all about? Can you please share it? Thank you
Forex; the game of movements not the game of candles.
  • #1,967
  • Apr 5, 2016 4:25am Apr 5, 2016 4:25am
Quoting abokwaik
This one is for zigler Its an experimental Gird Pyramiding EA I made a while ago, and was keeping it to myself This is a back test on EUR/USD since 1/1/2015. {image} {file}
Hi Abokwaik, strange that same setting, same time frame, same period of time give me different and worst result... how is that possible? My backtesting is not promising
Attached Image (click to enlarge)
Click to Enlarge Name: eurusdtest.png Size: 54 KB
  • #1,968
  • Apr 5, 2016 4:25am Apr 5, 2016 4:25am
MasterGuru,
What EA are you running here, ? the thread is getting to cluttered with different ea and not post on the first thread

Quoting MasterGuru
The below screenshot shows the principle of the method in work: during "ranging periods" the EA gets rid of the toxic trades and ends up with net profit. {image}
  • #1,969
  • Apr 5, 2016 4:28am Apr 5, 2016 4:28am
Quoting sajidkust
{quote} Dear whats the Arrow Indicator all about? Can you please share it? Thank you
OK, I have to check what it is to make sure in the next 4o min, then I post it..
  • #1,970
  • Apr 5, 2016 4:41am Apr 5, 2016 4:41am
Quoting toddanderson
MasterGuru, What EA are you running here, ? the thread is getting to cluttered with different ea and not post on the first thread {quote}
@toddanderson

It is always in the RIGHT UPPER CORNER of my chart screenshots.
  • #1,971
  • Apr 5, 2016 4:42am Apr 5, 2016 4:42am
Quoting sylbolid
{quote} Hi Abokwaik, strange that same setting, same time frame, same period of time give me different and worst result... how is that possible? My backtesting is not promising {image}
My leverage was 1:200, I guess yours is 1:400 which leads to larger lot sizes.
It was just an experiment which I never ran 24x5 on a live account.
Pyramid can be traded at specif times (specially on anticipated breaks or bounces at s/r levels).

Anyway, I suggest we forget about Pyramid and focus on the system of remon.
No guts, no glory
  • #1,972
  • Apr 5, 2016 5:10am Apr 5, 2016 5:10am
Quoting abokwaik
{quote} My leverage was 1:200, I guess yours is 1:400 which leads to larger lot sizes. It was just an experiment which I never ran 24x5 on a live account. Pyramid can be traded at specif times (specially on anticipated breaks or bounces at s/r levels). Anyway, I suggest we forget about Pyramid and focus on the system of remon.
Ok! Thanks!
  • #1,973
  • Apr 5, 2016 5:51am Apr 5, 2016 5:51am
Ab,

Only you know best your own code but in Voldemar's versions of EAs, there was a setting that you could set as minimum TP. Although it did close on occasion at tiny losses probably due to fast movement of PA on trade closures, this did minimize the amount of losses taken in closures.

In your opinion, is there a temporary quick fix in incorporating such as a minimum TP with your EA?

It could minimize loss closures while waiting for the perfection of Mr Remon's strategy.

If this is easy to code, I would appreciate this option help.

Many Thanks & Best Regards,

Daniel
  • #1,974
  • Apr 5, 2016 5:56am Apr 5, 2016 5:56am
Quoting sajidkust
{quote} Dear whats the Arrow Indicator all about? Can you please share it? Thank you
Ok here it is.. 1 Extra for full picture
Attached File(s)
File Type: ex4 Heiken_Ashi MA T3 new[Alert] mtf.ex4   15 KB | 368 downloads
File Type: mq4 Parabolic SAR of MA mtf.mq4   10 KB | 409 downloads
  • #1,975
  • Apr 5, 2016 6:25am Apr 5, 2016 6:25am
Quoting zigler
{quote} Ok here it is.. 1 Extra for full picture {file} {file}
Thank you so much brother.
Forex; the game of movements not the game of candles.
  • #1,976
  • Apr 5, 2016 6:51am Apr 5, 2016 6:51am
it is my code.

Attached File(s)
File Type: mq4 remon idea demo v0.3.mq4   22 KB | 736 downloads
  • #1,977
  • Apr 5, 2016 7:07am Apr 5, 2016 7:07am
Idea: This might not have something to do with a grid system, however is similar to the money management side.

So you use a indicator such as heiken ashi or similar.

When you get a signal, open position( 0.01 lot). If the trade is in profit at the opposite signal close it and open next one.

If it is not in profit, open two trades in the direction of the new signal( Opposite to the previous) ,one is a step above the first trade(0.02 lot) and the other is same (0.01 lot).

Then the moment the first (0.01 lot) and the second (0.02 lot) becomes positive in profit added together, then close them.

And continue

If after the second step the the first and the second trades has not closed even money, closed add another step. (same as above)

Only the last 0.01 lot trade will not be closed the the previous trade get to break even.

If the first and the second trade was closed at no loss, but the third is negative with the next signal then add another step.(same as above)

If the first and the second trade was closed at no loss and the third trade was in profit ..... than you have profit... close it and open new trade on next signal.

image shown a hypothetical scenario with 15 steps opened.

Hope I explained it properly
Attached Image (click to enlarge)
Click to Enlarge Name: Screenshot1.png Size: 27 KB
  • #1,978
  • Apr 5, 2016 7:17am Apr 5, 2016 7:17am
Hey, JaggWaa, Thank you for last Night EA!!! It's Freaking awesome.

Just drop on any chart with TIGHT settings Grid 5 Pips LOT SIZE 0.10 (Yeah, even could be higher, cause no DD)

Take Profit $10.. For couple of hours on 4 Pairs it Print 120$ just like that, MAX DD I saw was like $70.. It's a ATM machine.

Ones 10$ profit reach it's reopens automatically, NO BUGS too, Thank you!
Attached Image (click to enlarge)
Click to Enlarge Name: bhigh-slow.jpg Size: 109 KB
  • #1,979
  • Apr 5, 2016 7:24am Apr 5, 2016 7:24am
@ Eddd

Thanks for your ideas. I will check it on my chart. Have you any experience with heiken ashi indicator ? Could be a good choice to ride trend market...but a market in ranging mode may cause a problem to this strategy. Spike news too i suppose.

I checked my demo account this morning. APG_04 on E/U-G/U-E/J... Not so good result. On E/G it's better because there is no big trend. (Check the result of Masterguru)
  • #1,980
  • Apr 5, 2016 7:51am Apr 5, 2016 7:51am
Quoting mojepole
APG_04 checked at DE30 M5 Nov/2015-03/2016 step 30, 100, and 150 failed but with step 250 and Lot 0,01 passed with 100 % profit and DD 28,45 %; 5k USD account. Test was done quickly and i will run on most precise mode later. regards mojepole
OK..thanks, please can you tell me, which broker offers 0,01 lot size for DAX CFDs?
I never lose - either I win or I learn...
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