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  • #181
  • Jul 8, 2016 9:16pm Jul 8, 2016 9:16pm
Is this possible?

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  • #182
  • Jul 8, 2016 9:26pm Jul 8, 2016 9:26pm
Quoting earmarques
Is this possible? {image}
Yes, it is possible, but the above results are "tricky". Why?

The initial deposit was $100 while the maximum ABSOLUTE DD was $251.96, which means that if you had started the backtest on the day of the max. DD, the backtest would have resulted in a total loss of the $100 account on the very first day.

In other words: when fixed lots are used in backtests, the absolute DD is much more informative than the relative (%) DD.
  • #183
  • Jul 8, 2016 9:33pm Jul 8, 2016 9:33pm
Quoting earmarques
Is this possible?
. It's all temporary and relative. Try it in 2012 when volume dropped
  • #184
  • Jul 8, 2016 9:52pm Jul 8, 2016 9:52pm
Quoting MasterGuru
{quote} Yes, it is possible, but the above results are "tricky". Why? The initial deposit was $100 while the maximum ABSOLUTE DD was $251.96, which means that if you had started the backtest on the day of the max. DD, the backtest would have resulted in a total loss of the $100 account on the very first day. In other words: when fixed lots are used in backtests, the absolute DD is much more informative than the relative (%) DD.
But absolute DD was $8.25. It's "Rebaixamento absoluto" field. $251.96 was relative DD. It's "Rebaixamento relativo" field.
  • #185
  • Jul 8, 2016 11:06pm Jul 8, 2016 11:06pm
I understand this system in page 1
I not understand how EA work,
my question, at result backtest why DD avarage big DD,

in running backtest i look , some open position long time for closing position.
will better please system make DD low. and change system for hold running position.

I am sorry just ny suggest, I not understand about coding, and how work inside EA
  • #186
  • Jul 9, 2016 1:44am Jul 9, 2016 1:44am
Quoting earmarques
{quote} But absolute DD was $8.25. It's "Rebaixamento absoluto" field. $251.96 was relative DD. It's "Rebaixamento relativo" field.
The $8.25 absolute DD refers to the DD from the initial $100 deposit, which means only that the equity has not dropped below $91.75.

Looking at the numbers closer, the "Rebaixamento absoluto", i.e. the Absolute DD was $324 which means that it was about 3.2x larger than the initial $100 deposit. In other words, it was only due to "lucky timing" of the backtested period that the accumulated profits managed buffer the $324 DD and so a total loss was avoided.
  • #187
  • Jul 9, 2016 3:16am Jul 9, 2016 3:16am
Quoting MasterGuru
{quote} The $8.25 absolute DD refers to the DD from the initial $100 deposit, which means only that the equity has not dropped below $91.75. Looking at the numbers closer, the "Rebaixamento absoluto", i.e. the Absolute DD was $324 which means that it was about 3.2x larger than the initial $100 deposit. In other words, it was only due to "lucky timing" of the backtested period that the accumulated profits managed buffer the $324 DD and so a total loss was avoided.
Yes. You're rigth. But look at the low investiment. One can try spending $100 two or three times. Due to this if one have $1000 this can come true. What do u think?
  • #188
  • Jul 9, 2016 4:54am Jul 9, 2016 4:54am
Quoting nonlinear
{quote}. It's all temporary and relative. Try it in 2012 when volume dropped
Well no system will work in all market types I guess. Any clues as to how / when it performs well and when it perform bad?

If we could identify this it can easily be filtered out right?

Best,
  • #189
  • Jul 9, 2016 5:21am Jul 9, 2016 5:21am
I had some spare time, so I ran this backtest just for shits and giggles. $2K to $62K in three months.
M15 signal on M1 chart. Latest version with fixed TS. Completely insane to watch in visual mode.

25% is the best MT4 can normally do on M1, so I'm sure the test would be a lot different on 99% data,
But, what the hell, we can dream, can't we?
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  • #190
  • Jul 9, 2016 5:31am Jul 9, 2016 5:31am
Quoting ChicagoRob
I had some spare time, so I ran this backtest just for shits and giggles. $2K to $62K in three months. M15 signal on M1 chart. Latest version with fixed TS. Completely insane to watch in visual mode. 25% is the best MT4 can normally do on M1, so I'm sure the test would be a lot different on 99% data, But, what the hell, we can dream, can't we? {image}
I bet you can't wait to forward test this next week Rob
  • #191
  • Jul 9, 2016 5:36am Jul 9, 2016 5:36am
You read my mind. Forward test begins at market open, Sunday. I expect total failure, but demos are
free, so why not give it a shot?
  • #192
  • Jul 9, 2016 5:46am Jul 9, 2016 5:46am
Quoting ChicagoRob
You read my mind. Forward test begins at market open, Sunday. I expect total failure, but demos are free, so why not give it a shot?
​Might join you if you don't mind
  • #193
  • Jul 9, 2016 5:54am Jul 9, 2016 5:54am
Quoting ChicagoRob
I had some spare time, so I ran this backtest just for shits and giggles. $2K to $62K in three months. M15 signal on M1 chart. Latest version with fixed TS. Completely insane to watch in visual mode. 25% is the best MT4 can normally do on M1, so I'm sure the test would be a lot different on 99% data, But, what the hell, we can dream, can't we? {image}
Hi Rob,

Tried your settings on AUDJPY:
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  • #194
  • Jul 9, 2016 6:49am Jul 9, 2016 6:49am
Quoting tibovwh
{quote} Hi Rob, Tried your settings on AUDJPY: {image}
Not bad - good to see a test on 99%. Can you run the same test on the default pairs?
  • #195
  • Edited 11:34am Jul 9, 2016 7:54am | Edited 11:34am
Quoting earmarques
{quote} Yes. You're rigth. But look at the low investiment. One can try spending $100 two or three times. Due to this if one have $1000 this can come true. What do u think?
Theoretically everything is possible, however, using M15 for backtests gives very inaccurate results (not to mention higher timeframes) as MT4 just makes "intelligent guesses" for entry/exit prices within each 15 minutes candle, and as we know many very different price movement combinations can happen within even similarly shaped M15 candles.

So to get the closest estimates for what an EA would have done in the past is running it on M1 timeframe and for the longest possible periods (3-4 years at least).
  • #196
  • Jul 9, 2016 8:01am Jul 9, 2016 8:01am
AJ Backtest

4H Strategy Tester TF
1H EA Signal TF

standard settings

2012 - 2016
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  • #197
  • Jul 9, 2016 1:18pm Jul 9, 2016 1:18pm
This was a PM from bishopdotun:
my comments in Red.

Hi Abokwaik,

Thank you for all the work on Yen Trader. This is a smart EA indeed.

Here is my request:
- Add Breakeven at Y pips (e.g BE at 20pips in profit) ---> OK
- Add Breakeven + Xpips option ( i.e At BE lock Xpips) ---> Would this be different from Trailing Stop ?

* Please I need a clarification. The exit criteria described in the first post. Is it still valid in the V4 or has it changed? ---> No it is not used. Exit is now by SL,TS or TP.

* Please explain how the Trailing Stop works in the EA
- Trailing Stop: 200 (At 20 pips, the trailing stop is activated and price is moved to BE)
- Trailing Stop Shift: 10 (The stop will now trail the price by every pip movement in trade direction keeping a 20 pips distance)

Is my explanation of the trailing sop logic correct? This is what I expect it to do. ---> Correct.

You can reply this in the thread if you like but I don't want to clog the thread with unnecessary questions. Looking forward to your response. Thank you very much.

Regards.
No guts, no glory
  • #198
  • Edited 2:35pm Jul 9, 2016 2:15pm | Edited 2:35pm
Quoting iwan_cpd1
I understand this system in page 1 I not understand how EA work, my question, at result backtest why DD avarage big DD, in running backtest i look , some open position long time for closing position. will better please system make DD low. and change system for hold running position. I am sorry just ny suggest, I not understand about coding, and how work inside EA
System's basic idea is as described in post 1 except for exit when XXXUSD and USDJPY change direction which was replaced by a hedge. Modifications were added as with any system, including optional filtering.
EDIT: as for DD, it can be controlled by lot size, SL,TS and max orders.
No guts, no glory
  • #199
  • Jul 9, 2016 2:23pm Jul 9, 2016 2:23pm
We agree that XXXJPY trends while XXXUSD and USDJPY move in same direction. Does XXXJPY range while XXXUSD and USDJPY move in opposite direction ? My guess is yes. Would that period be suitable for a ranging system using BB or an oscillator buying low and selling high ? My guess is also yes. We'll come to that later.
No guts, no glory
  • #200
  • Jul 9, 2016 3:24pm Jul 9, 2016 3:24pm
Quoting abokwaik
This was a PM from bishopdotun: my comments in Red. Hi Abokwaik, Thank you for all the work on Yen Trader. This is a smart EA indeed. Here is my request: - Add Breakeven at Y pips (e.g BE at 20pips in profit) ---> OK - Add Breakeven + Xpips option ( i.e At BE lock Xpips) ---> Would this be different from Trailing Stop ? * Please I need a clarification. The exit criteria described in the first post. Is it still valid in the V4 or has it changed? ---> No it is not used. Exit is now by SL,TS or TP....

Add Breakeven + Xpips option ( i.e At BE lock Xpips) ---> Would this be different from Trailing Stop ?

Yes. This is different.

This works if I don't want to trail the price but I just want to lock Xpips and let the price run till TP or hit the BE point.

Addition:
* No Hedge option: If buy trades are running and a sell signal is generated, let EA close all open buy trades and open the new sell trade.
If set to true, system will close all opposing trades before opening a counter trade. If set to false then the EA will hedge trades.
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