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CCFp weekly signals (set and forget basket trading)

  • #1,201
  • Mar 9, 2017 12:48am Mar 9, 2017 12:48am
Quoting ajs5274
{quote} Here is a pdf manual to try and explain the procedure better. Any questions don't hesitate to ask. {image}
That was quick ajs5274..God bless you and green pips to you buddy..let me get to it now..Cheers
Goal of a successful trader is to make the best trades. Money is secondary
  • #1,202
  • Mar 9, 2017 12:54am Mar 9, 2017 12:54am
Quoting L.m
{quote} Great job. Just a couple of questions, why the starting hour is Sun 23 e not 22? The 'Data' tab/sheet has 121 lines and not 120, is that correct? In the 'Chart' tab the formulas take as last line the row #123 (120th line of the table). It seems as row 124 should be empty.
L.m the dukascopy data starts at that time and the price data finishes on a Friday at 11pm. The data on my mt4 is 10pm start as well on a Sunday and 10pm fInish on a Friday. I would not worry about the data tab to much because the chart is plotted from 8am Mon to 10pm Fri.
I think this is the info you are looking for? if not let me know.
  • #1,203
  • Mar 9, 2017 12:55am Mar 9, 2017 12:55am
Quoting SmoothTrader
{quote} I was a little over confident and optimistic with the speed at which I could complete this task. I've put in over 35 hours so far gathering, checking, transfering and formating the information into the spread sheet, and I've got a little less than a year's worth of data left to complete. I'm well rested now and I plan on going until I complete it. That should be in three hours or so. Until then, it looks like the baskets that were initiated at 10am GMT (including mine) are still doing great, and should continue to go. Back to work now for...
great work you doing,you dont need to hurry,with this system we hawe time
  • #1,204
  • Mar 9, 2017 12:57am Mar 9, 2017 12:57am
I think best way to make backtest is like L.m do at post 1,124 .with 5 min timeframe data,I want start to do that way but I am little confused about times in exel
  • #1,205
  • Mar 9, 2017 1:09am Mar 9, 2017 1:09am
Quoting ajs5274
{quote} L.m the dukascopy data starts at that time and the price data finishes on a Friday at 11pm. The data on my mt4 is 10pm start as well on a Sunday and 10pm fInish on a Friday. I would not worry about the data tab to much because the chart is plotted from 8am Mon to 10pm Fri. I think this is the info you are looking for? if not let me know.
Dukas time is CET (GMT+1), I was just worried about people getting confused using a different time, also because in your sheet you refer to GMT.
You didn't answer about the rows. Row 124 in the 'Data' sheet should be blank I think, and also this might create confusion.
  • #1,206
  • Mar 9, 2017 1:33am Mar 9, 2017 1:33am
Quoting Forexpinbar
{quote} Great job you are doing SmoothTrader..God bless you..So you have the historic data from Dukascopy already downloaded?Did you download weekly data per year starting from 1st week in January 2012 to date?If so , i humbly request that you zip the data for every year 2012,2013,2014,2015,2016,2017 and post here so that we can all download and use..Please take your time and do it when you have some free time because apparently you are preoccupied compiling the excel list of CCfp past weekly signals that you promised..Cheers
Here is the data grouped by currency.

About an hour to go and I'll have the signal database done. Just resting my eyes for a minute.

GREEN pips everyone.


Attached File(s)
File Type: rar AUD.rar   2.6 MB | 1,320 downloads

Attached File(s)
File Type: rar CAD_CHF.rar   1.6 MB | 1,306 downloads

Attached File(s)
File Type: rar EUR.rar   3.7 MB | 1,418 downloads

Attached File(s)
File Type: rar GBP.rar   3.3 MB | 1,782 downloads

Attached File(s)
File Type: rar NZD.rar   2.1 MB | 1,424 downloads

Attached File(s)
File Type: rar USD.rar   1.6 MB | 1,613 downloads
  • #1,207
  • Mar 9, 2017 1:37am Mar 9, 2017 1:37am
Quoting SmoothTrader
{quote} Here is the data grouped by currency. About an hour to go and I'll have the signal database done. Just resting my eyes for a minute. GREEN pips everyone. {file} {file} {file} {file} {file} {file}
thanks smooth trader
  • #1,208
  • Mar 9, 2017 1:42am Mar 9, 2017 1:42am
Quoting L.m
{quote} Dukas time is CET (GMT+1), I was just worried about people getting confused using a different time, also because in your sheet you refer to GMT. You didn't answer about the rows. Row 124 in the 'Data' sheet should be blank I think, and also this might create confusion.
I think the Dukas data is gmt just like this as I downloaded a min ago?

Ok L.m you can modify it if you require I don't think it will make any difference.
Attached Image
  • #1,209
  • Mar 9, 2017 1:52am Mar 9, 2017 1:52am
Hello,
I read Post#1 and try to understand how to understand and use the CCFP weekly Monitor to set order? and how to put basket order but I failed >>
is there any PDF of post explain these points more simple in steps?
thank you

these are my charts
Attached Image(s) (click to enlarge)
Click to Enlarge Name: 2017-03-09_12-45-14.jpg Size: 495 KB
Click to Enlarge Name: 2017-03-09_12-45-40.jpg Size: 145 KB
  • #1,210
  • Mar 9, 2017 2:12am Mar 9, 2017 2:12am
It was definitely worth the time and effort because I can now appreciate some of the patterns that are shown by the signals over the years.

I double checked all of my entries, but if some of you would like to pick out 5 or 10 of the signals yourself and get back to the thread to confirm they are in fact correct it would be greatly appreciated.

My lovely wife has been out of the country for the last week (so I have been a typical guy and not done as much cleaning as I should have), so I have my work cut out for me before her flight arrives.

Once things settle down again, I will begin my analysis of the data. As I said, I am going to be doing "Worst Case Analysis" on the hourly data, so that we can determine how viable the system is with the knowledge that it will actually be better than what I present.

GREEN pips to one and all.

ps if you have any questions about the data or the signals I would suggest you PM me so that we don't clutter the thread.

Attached File(s)
File Type: xlsx Weekly Signals.xlsx   74 KB | 570 downloads
  • #1,211
  • Mar 9, 2017 2:24am Mar 9, 2017 2:24am
Quoting SmoothTrader
{quote} Here is the data grouped by currency. About an hour to go and I'll have the signal database done. Just resting my eyes for a minute. GREEN pips everyone. {file} {file} {file} {file} {file} {file}
Wow!That was fast Smoothtrader..Great work...I just opened one of the files and noticed that you downloaded data starting from 00:00GMT...I am wondering whether it will affect backtest in Excel since the GMT time we are forward testing currently is 1hour after London open which is 9am GMT whiles other members are testing different GMT times..I will be very glad if you can clarify this confusion.Thank you.
Goal of a successful trader is to make the best trades. Money is secondary
  • #1,212
  • Mar 9, 2017 2:37am Mar 9, 2017 2:37am
I like the 14:00 GMT open time. These are the current results from Tuesday and Wednesday. Will test Monday at 14 GMT starting next week.
Attached Image (click to enlarge)
Click to Enlarge Name: usdcad-h1.png Size: 110 KB
  • #1,213
  • Mar 9, 2017 2:42am Mar 9, 2017 2:42am
Quoting SmoothTrader
It was definitely worth the time and effort because I can now appreciate some of the patterns that are shown by the signals over the years. I double checked all of my entries, but if some of you would like to pick out 5 or 10 of the signals yourself and get back to the thread to confirm they are in fact correct it would be greatly appreciated. My lovely wife has been out of the country for the last week (so I have been a typical guy and not done as much cleaning as I should have), so I have my work cut out for me before her flight arrives. Once...
Beautifully done SmoothTrader..Its definitely worth the time and effort because we can perform all the back-tests and simulations for optimal settings and maximum profitability....Now that we have data of past CCfp weekly signals we have an asset that we can work with.We can do worse case analysis like you mentioned including running all the possible tests we can to determine how viable this strategy is in the long run and what drawdowns we should expect as well as profit factor etc..Unfortunately I dont have a wife but I bet you miss your wife eventhough her absence granted you the opportunity to compile this very important CCFp weekly signals in Excel for us..I wish her a safe flight back home and wish you a happy marriage..Green pips to you .
Goal of a successful trader is to make the best trades. Money is secondary
  • #1,214
  • Mar 9, 2017 2:54am Mar 9, 2017 2:54am
If anyone is an Excel wizard, it would be great if they could combine all the data, signals, and graphing into one large database sheet (with many tabs) that can grab all the needed data and produce the charts based on weekly start time that would be GREAT. If not, I can begin to work on it this weekend myself but it will take me a while to figure it out. Without this automation it will take days to copy and paste the data.

I do have some suggestions of how to set it up, and like I said before PM me so we can keep the trhead clean.

Thank you in advance, and you will definitely be rewarded with GREEN pips.
  • #1,215
  • Mar 9, 2017 2:58am Mar 9, 2017 2:58am
Quoting SmoothTrader
It was definitely worth the time and effort because I can now appreciate some of the patterns that are shown by the signals over the years. I double checked all of my entries, but if some of you would like to pick out 5 or 10 of the signals yourself and get back to the thread to confirm they are in fact correct it would be greatly appreciated. My lovely wife has been out of the country for the last week (so I have been a typical guy and not done as much cleaning as I should have), so I have my work cut out for me before her flight arrives. Once...
good luck with cleaning it is good way to relax after such job
  • #1,216
  • Mar 9, 2017 2:59am Mar 9, 2017 2:59am
  •  FerruFx
  • Joined May 2007 | Status: MT4/MT5 EAs/Indicators/Alerts coder | 6,542 Posts | Online Now
For those who are trying to find profitability on past signal from High/Low historical datas, please be aware that you can do it only "per pair" ... not for a basket.

Unless you are using historical ticks, you have no accuracy for a basket backtest.

You are looking at the highest/lowest points for all pairs ... but you have no gurantee that all pairs did these extreme points at the same time.

So even if that's fine for a max "potential" DD ... that's far from fine for the profit side. All pairs may have been in profit at some point, but that doesn't mean that the basket itself went in profit at any point in time.

Just food for thought ...
MT4/MT5 EAs/Indicators/Alerts coder
  • #1,217
  • Mar 9, 2017 3:06am Mar 9, 2017 3:06am
Quoting Forexpinbar
{quote} Beautifully done SmoothTrader..Its definitely worth the time and effort because we can perform all the back-tests and simulations for optimal settings and maximum profitability....Now that we have data of past CCfp weekly signals we have an asset that we can work with.We can do worse case analysis like you mentioned including running all the possible tests we can to determine how viable this strategy is in the long run and what drawdowns we should expect as well as profit factor etc..Unfortunately I dont have a wife but I bet you miss your...
Thank you for the well wishes Good Sir, and my wife is DEFINITELY one of the best.

Unfortunately, there was a death in the family, and after flying her family to RUSSIA for the funeral, I stayed behind to watch all the pets, neices, and nephews. I will make my pilgremage to visit next year when we take a month to visit her family.

This is why I always wish everyone GREEN pips. It's not just about the money (which allows me to do as I please and share it with others), but it is also about all the blessings that come our way that money can't buy. It would have been painful to me to not be in a position to arrange and fly everyone back home in their time of sorrow.

Count your blessing and share the GREEN pips.
  • #1,218
  • Mar 9, 2017 3:09am Mar 9, 2017 3:09am
Quoting FerruFx
For those who are trying to find profitability on past signal from High/Low historical datas, please be aware that you can do it only "per pair" ... not for a basket. Unless you are using historical ticks, you have no accuracy for a basket backtest. You are looking at the highest/lowest points for all pairs ... but you have no gurantee that all pairs did these extreme points at the same time. So even if that's fine for a max "potential" DD ... that's far from fine for the profit side. All pairs may have been in profit at some point, but that doesn't...
Absolutely right, in fact this work will be used to monitor the largest possible DD per week
  • #1,219
  • Mar 9, 2017 3:15am Mar 9, 2017 3:15am
Quoting FerruFx
For those who are trying to find profitability on past signal from High/Low historical datas, please be aware that you can do it only "per pair" ... not for a basket. Unless you are using historical ticks, you have no accuracy for a basket backtest. You are looking at the highest/lowest points for all pairs ... but you have no gurantee that all pairs did these extreme points at the same time. So even if that's fine for a max "potential" DD ... that's far from fine for the profit side. All pairs may have been in profit at some point, but that doesn't...
You are exactly right, and that is why I suggest the worst case senerio. I am going to be taking the hourly low for all Buy Pairs, and the hourly high for all Sell pairs as my hourly data. This assumes that all pairs are at their worst drawdown at exactly the same moment each hour. While this may occur, it does not occur each and every hour.

On the profit side it will assume the least possible potential profit for each hour. That is why actual results MAY be better than the simulated results of the back test.

As I have mentioned, MT5 has the power to backtest baskets instead of just individual pairs. I am not proficient in MQ5 so I can't program it myself, and that is why I am working on this Excel project to backtest.

GREEN pips my friend.
  • #1,220
  • Mar 9, 2017 3:18am Mar 9, 2017 3:18am
Quoting SmoothTrader
If anyone is an Excel wizard, it would be great if they could combine all the data, signals, and graphing into one large database sheet (with many tabs) that can grab all the needed data and produce the charts based on weekly start time that would be GREAT. If not, I can begin to work on it this weekend myself but it will take me a while to figure it out. Without this automation it will take days to copy and paste the data. I do have some suggestions of how to set it up, and like I said before PM me so we can keep the trhead clean. Thank you in...
Wonderful thinking Smoothtrader...Exactly what I was thinking too.In fact, I wanted to submit a post requesting excel wizards to help create an Excel sheet that could combine all the data, signals, and graphing into one large database sheet (with many tabs) that can grab all the needed data and produce the charts based on weekly start time...But you have said it ...If I was an Excel wizard I would have been the first coder to create this Excel we are talking about lol because It would definitely be an asset in the long run..Thank you for being my mouthpiece on this one..Stay green.
Goal of a successful trader is to make the best trades. Money is secondary
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