Results so far...

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Mark
249
Mark  


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Thats the results so far, thats the 1H results GBPJPY... Have tested it on a few other currencies and it seems to fair best when trading JPY pairs and worst when trading EUR.


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And those are the 4H results for GBPJPY. Any thoughts? Have been coding this EA for about 3 days now, still havent got it trading in both directions yet and havent got my close order function working so im setting variable TP and i still dont have trailing stops coded, let alone getting a money management strategy in there...



Mark
249
Mark  

update


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Mark
249
Mark  


In just 4 months

SymbolGBPJPY (Great Britan vs Japanese Yen)
Period1 Hour (H1) 2008.10.01 00:00 - 2009.02.06 22:00 (2008.10.01 - 2009.02.07)
ModelEvery tick (the most precise method based on all available least timeframes)



Bars in test3106Ticks modelled3740321Modelling quality90.00%
Mismatched charts errors0




Initial deposit10000.00



Total net profit112066.49Gross profit169665.33Gross loss-57598.84
Profit factor2.95Expected payoff1697.98

Absolute drawdown69.05Maximal drawdown30096.68 (20.90%)Relative drawdown45.20% (17139.15)

Total trades66Short positions (won %)34 (70.59%)Long positions (won %)32 (50.00%)

Profit trades (% of total)40 (60.61%)Loss trades (% of total)26 (39.39%)
Largestprofit trade13898.76loss trade-4776.53
Averageprofit trade4241.63loss trade-2215.34
Maximumconsecutive wins (profit in money)8 (60975.15)consecutive losses (loss in money)6 (-18556.68)
Maximalconsecutive profit (count of wins)60975.15 (8)consecutive loss (count of losses)-18556.68 (6)
Averageconsecutive wins4consecutive losses3
Ben
65
Ben  
Run it through again on a different machine and different brokers, check for differences in your outcomes.
Mark
249
Mark  

Results after optimization over a year show promise. Got to do a few more optimizations before I can start selecting which ones work best when... and at 20-100 hours a time its gonna be a while yet... Why oh why cant MT4 use multi-threading on optimization? I have 3 cores sitting idle most of the time = ( Oh I changed the code so lot size is never greater than 0.4. I'm happy with the draw down and Average Profit:Average Loss ratio, accuracy could be higher thou. I've ran it on different broker data and it comes up with similar results give or take a fraction. Have sent the code with instructions to a friend, should have results from a different machine soon too.



SymbolGBPJPY (Great Britan vs Japanese Yen)
Period1 Hour (H1) 2006.01.02 01:00 - 2007.01.31 23:00 (2006.01.01 - 2007.02.01)
ModelEvery tick (the most precise method based on all available least timeframes)



Bars in test7727Ticks modelled3776366Modelling quality90.00%
Mismatched charts errors0




Initial deposit10000.00



Total net profit24412.92Gross profit34157.87Gross loss-9744.96
Profit factor3.51Expected payoff343.84

Absolute drawdown505.61Maximal drawdown3241.91 (9.27%)Relative drawdown15.63% (2806.19)

Total trades71Short positions (won %)13 (30.77%)Long positions (won %)58 (44.83%)

Profit trades (% of total)30 (42.25%)Loss trades (% of total)41 (57.75%)
Largestprofit trade2930.55loss trade-479.09
Averageprofit trade1138.60loss trade-237.68
Maximumconsecutive wins (profit in money)8 (13380.24)consecutive losses (loss in money)9 (-1189.31)
Maximalconsecutive profit (count of wins)13380.24 (8)consecutive loss (count of losses)-1506.49 (4)
Averageconsecutive wins3consecutive losses4
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