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CCFp weekly signals (set and forget basket trading)

  • #2,621
  • Apr 12, 2017 8:41am Apr 12, 2017 8:41am
Quoting nonlinear
Some rough testing from M1 bars adjusted to DST (same settings) 2016-2017: Open at 9 AM London: total pips: 46082 2016-2017: Open at 10 AM London: total pips: 46409 However: 2012-2013: Open a 10 AM London: total pips: -760 This past year has been spectacular for weekly signals, across diverse settings, but some past years not so well
Wow!About 46000 pips in a year? Thats freaking awesome...What was your basket SL and basket TP in your backtests?
Goal of a successful trader is to make the best trades. Money is secondary
  • #2,622
  • Apr 12, 2017 8:44am Apr 12, 2017 8:44am
Quoting Forexpinbar
This is a continuation of the rest of the 6months remaining in 2012 from post https://www.forexfactory.com/showthr...61#post9747061 . TOTAL PIPS (2012) P/L(FRIDAY CLOSE) = 6,975 PIPS P/L(SL 400PIPS) = 8,678 PIPS {image}
Thanks Forexpinbar
If we increase the tp by 100, 200 etc how would it look?
Or do you think a 1:1 RR ratio is about the best we will get?
  • #2,623
  • Apr 12, 2017 8:45am Apr 12, 2017 8:45am
That test was a pair Sl/TP 200/150, Basket SL/TP 1500/1500, Trailing SL start at 400 at 300 pips, CCFp 4,6, level 2
  • #2,624
  • Apr 12, 2017 8:51am Apr 12, 2017 8:51am
Quoting Forexpinbar
{quote} I agree with you Xmess for not being a fan o having a lot of inputs in an EA...In my personal opinion I think too many inputs in an EA can mess up the efficiency of the EA..But I think I would agree with Bill on adding the option to set our own close time!!! It makes sense because it will make the EA flexible for entry and exits..Hope you consider my suggestion..
hI FPB Jess
as a live trader and doing very well with the system i totaly agree, i only work with S@R so all i need is for the EA to open at the specified time, lock in pips, SL TP, in the long run you need to be watching as well if you are live, and i can assure a lot of you who are on Demo YOU WILL, Lol, the simpler the better
green pips to all
Ray
  • #2,625
  • Apr 12, 2017 8:51am Apr 12, 2017 8:51am
Quoting nonlinear
That test was a pair Sl/TP 200/150, Basket SL/TP 1500/1500, Trailing SL start at 400 at 300 pips, CCFp 4,6, level 2
Interesting combinations..Correct me if i am wrong..You mean for individual currency pairs SL=200 and TP=150..And for the basket , basket SL=1500 and basket TP=1500 ? And what do you mean by CCFp 4,6, level 2?
Goal of a successful trader is to make the best trades. Money is secondary
  • #2,626
  • Apr 12, 2017 8:57am Apr 12, 2017 8:57am
Quoting Forexpinbar
{quote} Interesting combinations..Correct me if i am wrong..You mean for individual currency pairs SL=200 and TP=150..And for the basket , basket SL=1500 and basket TP=1500 ? And what do you mean by CCFp 4,6, level 2?
You have it correct. Those are the CCFp inputs, which will have a dramatic affect on results, even more so than hour open/close, at least on the weekly system. If one steps back and views this system, it basically does well, when pairs follow their weekly strength direction, which is the case for current market conditions. But markets were different five years ago. Anyway, I am trying to figure out if there are settings that walk forward well on a yearly basis, but its is very slow going.
  • #2,627
  • Apr 12, 2017 9:00am Apr 12, 2017 9:00am
Quoting nonlinear
{quote} You have it correct. Those are the CCFp inputs, which will have a dramatic affect on results, even more so than hour open/close, at least on the weekly system. If one steps back and views this system, it basically does well, when pairs follow their weekly strength direction, which is the case for current market conditions. But markets were different five years ago. Anyway, I am trying to figure out if there are settings that walk forward well on a yearly basis, but its is very slow going.
Which inputs in the CCFp indicator are 4,6 ? Please specify.
Goal of a successful trader is to make the best trades. Money is secondary
  • #2,628
  • Edited 9:38am Apr 12, 2017 9:09am | Edited 9:38am
The best I could get out of 2012 (i really mean april, 2012-april,2013) thus far was about 5200 pips but with an equal DD. That was with a vanilla 1500 basket TP/SL. Using individual SL/TP and trailing basket stops lessens the DD somewhat, but 2012 was not a great year for this weekly system (relative to conditions now) from what I can tell.

For 2012, with a 10AM london open, 4PM NY close, individual SL/TP 200/200, Basket SL/Tp 1500/1500, Basket trail at 500/300, CCFp at 2,6,2, I get about 4700 pips with a 1541 DD. Those are still great results, which one can get from multiple similar settings. However, I would likely not trade those exact settings today or in, for example, 2014. Thus, I am trying to see what walks forward well year to year, assuming that I will adjust the settings as I would on a live account, say on monthly windows. If the walk forward in the past works (it rarely does), then I might try it live, following the same walk forward pattern. I am also interested in looking at lower TF trades with smaller targets.
  • #2,629
  • Apr 12, 2017 9:11am Apr 12, 2017 9:11am
Quoting Forexpinbar
{quote} Which inputs in the CCFp indicator are 4,6 ? Please specify.
Fast, slow. trade level. Those are the key inputs, IMO.
  • #2,630
  • Apr 12, 2017 9:41am Apr 12, 2017 9:41am
Quoting nonlinear
{quote} Fast, slow. trade level. Those are the key inputs, IMO.
Hi nonlinear,

Please could you printscreen od you CCFp indi settings, to make it clear your settings?

Thanks Ales
  • #2,631
  • Edited 10:05am Apr 12, 2017 9:44am | Edited 10:05am
With version .35 my trades didn't opened. I tried with .36 and works fine now.
Some questions, everyone trade from Monday to Friday?
Wich are the diferences with "TradeMode:"Dialy/Weekly

Thanks
  • #2,632
  • Apr 12, 2017 9:50am Apr 12, 2017 9:50am
Quoting alesridl
{quote} Hi nonlinear, Please could you printscreen od you CCFp indi settings, to make it clear your settings? Thanks Ales
All default, except timeframe, fast, slow, and trade level. There was a ton of discussion on FF about currency strength indicators like this one years ago. It is good to understand how it works so you know what the inputs do, at least roughly.
  • #2,633
  • Apr 12, 2017 10:09am Apr 12, 2017 10:09am
Quoting ilmank
With version .35 my trades didn't opened. I tried with .36 and works fine now. Some questions, everyone trade from Monday to Friday? Wich are the diferences with "TradeMode:"Dialy/Weekly Thanks
im using v35,..no problem ,..works ok for me,.the only thing is,..to open ,..ex,..8gmt,..i have to put 7gmt,..,..my brooker,..xm
  • #2,634
  • Apr 12, 2017 10:11am Apr 12, 2017 10:11am
Hi guys.

Really quick question. does the TP and SL for whole basket get "imprinted" when the trades are open by the EA ? and if i close the EA (even not knowing the full basket pip count on first sight) does this TP and SL are still there?
  • #2,635
  • Apr 12, 2017 10:21am Apr 12, 2017 10:21am
Quoting artic118
{quote} im using v35,..no problem ,..works ok for me,.the only thing is,..to open ,..ex,..8gmt,..i have to put 7gmt,..,..my brooker,..xm
Im ussing XM too, maybe that is why didn't opened my trades in v35. i never waited 1 hour.
Anyways in V36 was fixed i think. As soon as the "GMT day hour" matched "GMT Open Hour" the trades were created.
  • #2,636
  • Apr 12, 2017 10:54am Apr 12, 2017 10:54am
Quoting ilmank
{quote} Im ussing XM too, maybe that is why didn't opened my trades in v35. i never waited 1 hour. Anyways in V36 was fixed i think. As soon as the "GMT day hour" matched "GMT Open Hour" the trades were created.
good,..let me now if v36 works ok for you,.we have the same brooker,.
  • #2,637
  • Edited 11:42am Apr 12, 2017 11:14am | Edited 11:42am
3 more baskets for observation:

XX001: True, False
XX002: True, True
XX003: False, False
XX004: False, True

I think it's interesting to see them together (all 4 settings), recomend this layout to the others.
Together (sum af all): +1500 pips - 3 days

1. Open at Monday at 7.00 GMT
Attached Image (click to enlarge)
Click to Enlarge Name: Screenshot3.png Size: 176 KB

2. Open at Tuesday at 8.00 GMT
Attached Image (click to enlarge)
Click to Enlarge Name: Screenshot1.png Size: 187 KB

3. Open Today at 8.00 GMT
Attached Image (click to enlarge)
Click to Enlarge Name: Screenshot2.png Size: 186 KB
  • #2,638
  • Apr 12, 2017 12:11pm Apr 12, 2017 12:11pm
Quoting alesridl
3 more baskets for observation: XX001: True, False XX002: True, True XX003: False, False XX004: False, True I think it's interesting to see them together (all 4 settings), recomend this layout to the others. Together (sum af all): +1500 pips - 3 days 1. Open at Monday at 7.00 GMT {image} 2. Open at Tuesday at 8.00 GMT {image} 3. Open Today at 8.00 GMT {image}
Wich two settings you change to false/true to get those 4 diferent baskets?
  • #2,639
  • Apr 12, 2017 12:54pm Apr 12, 2017 12:54pm
Quoting ilmank
{quote} Wich two settings you change to false/true to get those 4 diferent baskets?
See at the picture.....

A.
Attached Image
  • #2,640
  • Edited 2:14pm Apr 12, 2017 2:03pm | Edited 2:14pm
So something changed in 2014 that made this system have more of an edge than years' past. Does anyone have any idea what that might be?

Here is a graph of different settings in 2015:

Attached Image (click to enlarge)
Click to Enlarge Name: Screenshot1.png Size: 31 KB


And here is the same graph from 2012:

Attached Image (click to enlarge)
Click to Enlarge Name: Screenshot2.png Size: 31 KB


One can see that the number of profitable setting increased quite dramatically over the years. Maybe it is just randomness, I dunno.
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