Suggestions for EA (Loosing to Profit) - page 5

 
diostar:

Mathematically speaking, this is quite a nonsense.


please be as brutal as possible, i want to know all flaws
 
c0d3:

I would love to collaborate in such an effort to build a profitable EA from a basic version of the EA that was posted



Well I guess you do have a point. Thats basically what this thread is all about. And this EA already provides the limiting scope which is needed for such a project. If you can code out suggestion as fast as people can ditch them out, then the current format might work. However, my thinking is, if you have other people code out what they suggest and test to see if it makes the system better then you might have a faster development process.
 
c0d3:

please be as brutal as possible, i want to know all flaws

With all due respect, I didn't mean brutality or in exposing people's flaws. I sure don't get any richer for doing so.

Since you request for suggestions, I already had assisted, further tested, pasted the results of the simple tweaks in the EA, which can be otherwise, made better.

Since you misconstrue words as "mathematically speaking" to experiencing a form of "brutality", then at least I know now that you don't need or rather unable to handle their context.

And thats fine, I respect the way you are. And I wish you all the best in your endeavours, whatever you intend to pursue. There will solutions for everyone out there, Im sure.

 
diostar:

With all due respect, I didn't mean brutality or in exposing people's flaws. I sure don't get any richer for doing so.

Since you request for suggestions, I already had assisted, further tested, pasted the results of the simple tweaks in the EA, which can be otherwise, made better.

Since you misconstrue words as "mathematically speaking" to experiencing a form of "brutality", then at least I know now that you don't need or rather unable to handle their context.

And thats fine, I respect the way you are. And I wish you all the best in your endeavours, whatever you intend to pursue. There will solutions for everyone out there, Im sure.



lol, what i really meant to say is not to hold back
 
c0d3:

lol, what i really meant to say is not to hold back

well then, fine with me if you're fine with it. Take a look at my posts, if you wish.

Its just not logical to be filling in trades when all time frames has already agreed on the same signal. Thats the whole point. And you need some math thinking behind to get this.

For if this turns out the case, then the entire market just move in just one direction, for a very, very long time. Like what you can get, in long term MN, YY, charts.

 
diostar:

well then, fine with me if you're fine with it. Take a look at my posts, if you wish.

Its just not logical to be filling in trades when all time frames has already agreed on the same signal. Thats the whole point. And you need some math thinking behind to get this.

For if this turns out the case, then the entire market just move in just one direction, for a very, very long time. Like what you can get, in long term MN, YY, charts.


i get what you are saying about agreeing with higher time frames.

That if the close prices is below MA240, then it's below MA60 and MA30, and I don't need to check the lower time frames, as they should agree with 240?

 
c0d3:

i get what you are saying about agreeing with higher time frames.

That if the close prices is below MA240, then it's below MA60 and MA30, and I don't need to check the lower time frames, as they should agree with 240?

No, you misunderstood. It's the reverse. Maybe this a better approach:

Suppose this scenario - After a recent high, and it just started to sell. Do you see, or think you will see, MA sell signal on the M60 chart NOW? Obviously no.

But likely you will get some, perhaps tons of sell signals, at those lower time frames, starting at M1, then reaches M5, then reaches M15, and so on, until M60.

Now for this case, your logic has to wait 60 minutes later, and then only decide its a sell.

 
diostar:

heres how it looks like on 2 year test, change to 1 lot, change to frame 240, both parameters made in sync with each other=60. (And all those logic taken off, except M60).

Bars in test 13544
Ticks modelled 5961890
Modelling quality 90.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 30459.02
Gross profit 99716.99
Gross loss -69257.97
Profit factor 1.44
Expected payoff 152.30
Absolute drawdown 1037.97
Maximal drawdown 20707.98 (35.94%)
Relative drawdown 35.94% (20707.98)
Total trades 200
Short positions (won %) 97 (30.93%)
Long positions (won %) 103 (30.10%)
Profit trades (% of total) 61 (30.50%)
Loss trades (% of total) 139 (69.50%)
Largest
profit trade 5833.00
loss trade -3156.00
Average
profit trade 1634.70
loss trade -498.26
Maximum
consecutive wins (profit in money) 6 (14728.00)
consecutive losses (loss in money) 12 (-1587.00)
Maximal
consecutive profit (count of wins) 14728.00 (6)
consecutive loss (count of losses) -9507.00 (5)
Average
consecutive wins 1
consecutive losses 3



is it possible for you to post the modified EA here?
 
diostar:

No, you misunderstood. It's the reverse. Maybe this a better approach:

Suppose this scenario - After a recent high, and it just started to sell. Do you see, or think you will see, MA sell signal on the M60 chart NOW? Obviously no.

But likely you will get some, perhaps tons of sell signals, at those lower time frames, starting at M1, then reaches M5, then reaches M15, and so on, until M60.

Now for this case, your logic has to wait 60 minutes later, and then only decide its a sell.





ok, now i understand better now
 
With the classic MTF definition where all time-frames must agree, the highest time-frame Trumps all other TF's IMO (But this is the reason why its called MTF). Once you remove the highest time-frame out of the equation, you create a new Master, which is the Next Highest TF. My solution to over-come this dynamic was to make the timeframes Vote. If I have 7 timeframes, if 4 or more says its bullish then its bullish.
Reason: