CCFp weekly signals (set and forget basket trading) | Page 57 | Forex Factory

Options

Go to
Permalinks
Print Thread

Similar Threads

BASKET TRADE Management: Using multiple trade management EA's on basket trades 11 replies

Basket Knights - A Basket Trading Round Table 1,313 replies

Updated CCFp and CFP indis for relative strength trading 55 replies

TMS basket: Dashboard for a basket of MA-Filtered RSI Signals 135 replies

Set it & Forget it GBP and CHF signals... 6 replies

Attachments: CCFp weekly signals (set and forget basket trading)
Exit Attachments

CCFp weekly signals (set and forget basket trading)

  • #1,121
  • Mar 7, 2017 2:09pm Mar 7, 2017 2:09pm
Quoting Bobby.fx
current basket running ... came very close to hitting sl of 200 pips {image}
Looks like your basket is doing well with your entry strategy...Can you back-test your entry strategy with 6months of data and share results?
Goal of a successful trader is to make the best trades. Money is secondary
  • #1,122
  • Mar 7, 2017 2:12pm Mar 7, 2017 2:12pm
[quote=Tiivaa;9634340]
Quoting Forexpinbar
{quote} HOW TO MAKE PAST WEEKLY BASKET CHARTS USING CCFp-Diff INDICATOR SIGNALS {image} {file}
Hi Tivaa....why does it take so long to get weekly signals for backtest in mt4 strategy tester?I have been trying to get weekly signals for 1st January 2016 to backtest but its been 3 hours now and no signal..What could possibly be the problem?
Goal of a successful trader is to make the best trades. Money is secondary
  • #1,123
  • Edited 2:51pm Mar 7, 2017 2:29pm | Edited 2:51pm
Following what Ficibald suggested I took the data of the 5 min candles (not the 1 min because I didn't want to have 10K lines) to see if the curves would be different. Unfortunately I don't have much time so I tested the last week only, but you can find the file attached if any of you is willing to try (just modified the file Tiivaa kindly shared).

For the last week 8 pair basket the differences are minimal, but it's just one week with a small basket, we should check the other weeks in particular the ones that from the previous analysis turned to be profitable.

Edit: I downloaded data till 8:00 pm GMT (not 10)
Attached File(s)
File Type: xls CCFp weekly chart maker.xls   4.7 MB | 433 downloads
  • #1,124
  • Mar 7, 2017 3:40pm Mar 7, 2017 3:40pm
BTW, after losing 200 pips on Monday, I started up the EA again on Monday at 10:00 GMT. I'm up 165 pips as I type.
  • #1,125
  • Mar 7, 2017 3:59pm Mar 7, 2017 3:59pm
Mines looking ok as well. Started just after 10am on Monday.
Attached Image
  • #1,126
  • Mar 7, 2017 4:16pm Mar 7, 2017 4:16pm
EA running smooth. It's a tough week, and still recovered +130 pips right now.
Risk comes from not knowing what you're doing.
  • #1,127
  • Mar 7, 2017 10:20pm Mar 7, 2017 10:20pm
Hey folks. Here's my update on my basket.

The following is based on the charts that were posted showing basket pip movements.
Based on the observation I made we can almost see a 300 pip surge but not quite there.
So if after this day I don't see my basket move higher then I will close the basket like mid Wednesday.

Again the observation was that if by mid week we don't see a 300 pip surge that there is a possibility that the basket can tank by the end of the week, so we take advantage of it being positive and close it mod week.
Else if their is a +300 pip surge before mid week, especially when the basket is positive,then that might mean that the basket is going to end up positive for the week.

So lets see how this turns out. If this was a live account I would at the least activate the profit lock to act as a break even.

With this I am also testing the LogFile. I think it's needs more data points. Right now it is taking one point per hour. The chart below is from what the logfile has captured so far.
Attached Image (click to enlarge)
Click to Enlarge Name: ccfp_basketStatus.jpg Size: 92 KB
Our AWESOME IMAGINATION is the true holy grail!
  • #1,128
  • Mar 7, 2017 10:49pm Mar 7, 2017 10:49pm
Quoting xmess7
Hey folks. Here's my update on my basket. The following is based on the charts that were posted showing basket pip movements. Based on the observation I made we can almost see a 300 pip surge but not quite there. So if after this day I don't see my basket move higher then I will close the basket like mid Wednesday. Again the observation was that if by mid week we don't see a 300 pip surge that there is a possibility that the basket can tank by the end of the week, so we take advantage of it being positive and close it mod week. Else if their is...
Well done xmess....Is it possible to backtest in mt4 strategy tester with your EA?
Goal of a successful trader is to make the best trades. Money is secondary
  • #1,129
  • Edited Mar 8, 2017 12:11am Mar 7, 2017 11:01pm | Edited Mar 8, 2017 12:11am
So others aren't duplicating the work I am undertaking, I wanted to let everyone know that I am building my spread sheet with all signals given since 1/1/2012. It is slow and tedious because you have to run the MT4 Strategy Tester starting each week. Then a screen shot is taken of all the signals (over 270) so that they can be input into the spread sheet.

I have completed inputing just over one year's worth at this time, and I am anticipating having it completed by morning. When it is completed, I will share the complete work. For now I have uploaded the partially filled spread sheet so you will know what to expect.

GREEN pips to one and ALL

Attached File(s)
File Type: xlsx Weekly Signals.xlsx   65 KB | 510 downloads
  • #1,130
  • Mar 7, 2017 11:03pm Mar 7, 2017 11:03pm
Quoting SmoothTrader
So others aren't duplicating the work I am undertaking, I wanted to let everyone know that I am building my spread sheet with all signals given since 1/1/2012. It is slow and tedious because you have to run the MT4 Strategy Tester starting each week. Then a screen shot is taken of all the signals (over 270) so that they can be input into the spread sheet. I have completed inputing just ove one year's worth at this time, and I am anticipating having it completed by morning. When it is completed, I will share the complete work. For now I have uploaded...
Unfortunately MT 4 can only test ONE PAIR at a time.

MT5 has the capability to test the whole basket, but unfortunately I am not proficient in the MQ5 language...so its hand entries into spread sheets for now.

GREEN pips.
  • #1,131
  • Mar 8, 2017 12:02am Mar 8, 2017 12:02am
If 18:30 Adelaide time = 8:00am GMT. What time should I put it onto EA setting. Please advise. Thanks!
  • #1,132
  • Mar 8, 2017 12:29am Mar 8, 2017 12:29am
Quoting SmoothTrader
So others aren't duplicating the work I am undertaking, I wanted to let everyone know that I am building my spread sheet with all signals given since 1/1/2012. It is slow and tedious because you have to run the MT4 Strategy Tester starting each week. Then a screen shot is taken of all the signals (over 270) so that they can be input into the spread sheet. I have completed inputing just ove one year's worth at this time, and I am anticipating having it completed by morning. When it is completed, I will share the complete work. For now I have uploaded...
Good job Smoothtrader..What you are doing will come in very handy when one wants to run a backtest in EXCEL..Because you have already provided the signals , we just have to download tick data from Dukascopy and run the test in excel by Tivaa with the signals you have already provided..One question though , have you verified the accuracy of the weekly past signals generated by the CCFp indicator with original CCFp signals?I think you can do a check by generating past weekly signals of last week and compare the results to the original signals generated last week by the CCFp indicator as seen in the screenshot..
Attached Image
Goal of a successful trader is to make the best trades. Money is secondary
  • #1,133
  • Mar 8, 2017 12:34am Mar 8, 2017 12:34am
Excellent Smoothtrader. In the meantime here is the high low prices from 28-8-16 to end of last week. If any one wants to update it on Tiivaa's spreadsheet. We should concentrate on the weeks that end in positive pips to make sure our SL is not hit. I am going to try and update Tiivaa's spreadsheeet so you can just dump the high low prices in and depending if its a buy or sell for that pair it will chart it. No promises though.
Attached File(s)
File Type: zip 28-9-16 TO 4-3-17 HIGH-LOW PRICE.zip   667 KB | 269 downloads
  • #1,134
  • Mar 8, 2017 12:42am Mar 8, 2017 12:42am
Quoting Forexpinbar
{quote} Good job Smoothtrader..What you are doing will come in very handy when one wants to run a backtest in EXCEL..Because you have already provided the signals , we just have to download tick data from Dukascopy and run the test in excel by Tivaa with the signals you have already provided..One question though , have you verified the accuracy of the weekly past signals generated by the CCFp indicator with original CCFp signals?I think you can do a check by generating past weekly signals of last week and compare the results to the original signals...
I have input the data from the indicator that shows on the Monday of each trading week via the Strategy Tester. I am about half way done (taking a bit of break to rest my eyes right now), and when I get to the range of data that has already been gathered by others, I will compare the two to make sure they agree.

GREEN pips to you Good Sir, and to all the others that have contributed so much.
  • #1,135
  • Mar 8, 2017 12:46am Mar 8, 2017 12:46am
Quoting SmoothTrader
{quote} I have input the data from the indicator that shows on the Monday of each trading week via the Strategy Tester. I am about half way done (taking a bit of break to rest my eyes right now), and when I get to the range of data that has already been gathered by others, I will compare the two to make sure they agree. GREEN pips to you Good Sir, and to all the others that have contributed so much.
Your efforts and generosity to voluntarily share past weekly signals for backtest purposes is very much appreciated..Wish you success in the future.
Goal of a successful trader is to make the best trades. Money is secondary
  • #1,136
  • Mar 8, 2017 12:58am Mar 8, 2017 12:58am
Quoting Forexpinbar
{quote} Good job Smoothtrader..What you are doing will come in very handy when one wants to run a backtest in EXCEL..Because you have already provided the signals , we just have to download tick data from Dukascopy and run the test in excel by Tivaa with the signals you have already provided..One question though , have you verified the accuracy of the weekly past signals generated by the CCFp indicator with original CCFp signals?I think you can do a check by generating past weekly signals of last week and compare the results to the original signals...
I just checked the signals generated by the MT4 Strategy Tester against the ones that have been posted on the thread, and they ALL match perfectly.

Now I can continue to input the rest of the weeks.

Good Night, Good Trading and of course GREEN Pips.
  • #1,137
  • Mar 8, 2017 1:05am Mar 8, 2017 1:05am
[quote=Tiivaa;9634340]
Quoting Forexpinbar
{quote} HOW TO MAKE PAST WEEKLY BASKET CHARTS USING CCFp-Diff INDICATOR SIGNALS {image} {file}
Hi Tivaa..Are you aware that Dukascopy does not provide historical tick data for CHF/JPY?Please confirm
Goal of a successful trader is to make the best trades. Money is secondary
  • #1,138
  • Mar 8, 2017 1:16am Mar 8, 2017 1:16am
Quoting ranger_lp
BTW, after losing 200 pips on Monday, I started up the EA again on Monday at 10:00 GMT. I'm up 165 pips as I type.
I re enter too after 4 4h candle,now got green pips too.need test is it profitable in long term to reenter
  • #1,139
  • Mar 8, 2017 1:28am Mar 8, 2017 1:28am
[quote=Forexpinbar;9639083]
Quoting Tiivaa
{quote} Hi Tivaa..Are you aware that Dukascopy does not provide historical tick data for CHF/JPY?Please confirm
Dukascopy has historical data for the Chf/Jpy pair.

I have attached the 1 hour data. I have not edited out the Sunday data before the official openning with the 0 volumn figures.

GREEN pips.

Attached File(s)
File Type: csv CHFJPY_Candlestick_1_h_BID_01.01.2012-04.03.2017.csv   2.7 MB | 442 downloads
  • #1,140
  • Edited 1:55am Mar 8, 2017 1:45am | Edited 1:55am
[quote=SmoothTrader;9639150]
Quoting Forexpinbar
{quote} Dukascopy has historical data for the Chf/Jpy pair. I have attached the 1 hour data. I have not edited out the Sunday data before the official openning with the 0 volumn figures. GREEN pips. {file}
Thank you SmoothTrader.Very kind of you but look at what I am talking about that there is no CHF/JPY ..

Now I have CHF/JPY ..I had to log out and relogin into dukascopy before CHFJPY showed up..Thanks for helping out.
Attached Image (click to enlarge)
Click to Enlarge Name: CHFJPY.png Size: 125 KB
Goal of a successful trader is to make the best trades. Money is secondary
2 traders viewing now