Experts: VFX London Breakout - page 10

 
vanta64:

Thanks a million Sir , Im eagerly waiting ...

Sincerely yours.


Dear Vinicius,

Hope your day is going well and could work on EA .Whenever you add mentioned codes, please provide an option to set lotsize , stop loss and take profit levels for inverse pending order.


Sincerely yours.

 

Hey Vinicius,


I am wondering, do you know why the EA isn't profitable in years before the backtests? And what will this say over future expectations, that it's just a wild guess?

For as far as I've found out it works best on GBP/JPY. Witt long/short on each day of the weeks it is profitable on every year of the backtests from 2010-2017 with exception of (I thought it was) 2012.


Best Regards,

Mark

 
vanta64:

Dear Vinicius,

Hope your day is going well and could work on EA .Whenever you add mentioned codes, please provide an option to set lotsize , stop loss and take profit levels for inverse pending order.


Sincerely yours.


Okay, I'll arrange this.


Best regards.

 
Mark De Groot:

Hey Vinicius,


I am wondering, do you know why the EA isn't profitable in years before the backtests? And what will this say over future expectations, that it's just a wild guess?

For as far as I've found out it works best on GBP/JPY. Witt long/short on each day of the weeks it is profitable on every year of the backtests from 2010-2017 with exception of (I thought it was) 2012.


Best Regards,

Mark


Hi Mark,



1. Please, see post .


2. You're right about the GBPJPY: for this strategy, it's the pair that performs best in trading long/short every day of the week. Thanks.



Best regards.

 

Wait a minute, that woman, Eleni Anna Branou, she didn't use this ea in her signals right?

She is a scammer who made money on mql5 subscribers with a not working ea, while telling everyone it was made by experts with years and years of experience. Nest Egg it was called.


But if you backtest and letting the parameters get optimized than there is a big chance that it will only be profitable during those years right?

What I also noticed was that in the months after the backtest(2017 till today) GJ(and also EURAUD) was very profitable while for example EU performed not good.

Maybe this is due to the fact that eu can only be shorted while it isn't as bearish as a few years back.


I'll keep continuing using it on GJ with short/long on all days.


Thank you for your response Vinicius

 
Mark De Groot:

Wait a minute, that woman, Eleni Anna Branou, she didn't use this ea in her signals right?

She is a scammer who made money on mql5 subscribers with a not working ea, while telling everyone it was made by experts with years and years of experience. Nest Egg it was called.


But if you backtest and letting the parameters get optimized than there is a big chance that it will only be profitable during those years right?

What I also noticed was that in the months after the backtest(2017 till today) GJ(and also EURAUD) was very profitable while for example EU performed not good.

Maybe this is due to the fact that eu can only be shorted while it isn't as bearish as a few years back.


I'll keep continuing using it on GJ with short/long on all days.


Thank you for your response Vinicius


I am not a scammer Mark, I am only trying to improve my EA and make it profitable in the long term. 

One shouldn't make hasty assumptions after only a couple of months of following a strategy.

Time will show if I've made something that worth investing in or not.

 
vanta64:

Dear Vinicius,

Hope your day is going well and could work on EA .Whenever you add mentioned codes, please provide an option to set lotsize , stop loss and take profit levels for inverse pending order.


Sincerely yours.


Hello,


Attached a version with the changes you requested, for you to test and optimize.


Best regards.

 
Vinicius de Oliveira:

Hello,


Attached a version with the changes you requested, for you to test and optimize.


Best regards.


Dear Vinicius,


Firstly I should appreciate your attention. Thank you again for everything you've done.

Then please let me know about function of 2 new parameters has been added to this EA , 

1 - Trading Time(Minutes)

2 - Bars to close positions

Sincerely yours.

 
vanta64:

Dear Vinicius,


Firstly I should appreciate your attention. Thank you again for everything you've done.

Then please let me know about function of 2 new parameters has been added to this EA , 

1 - Trading Time(Minutes)

2 - Bars to close positions

Sincerely yours.


Hello vanta64, you're welcome.


1. Trading Time (Minutes): The EA looks for trade opportunities from the opening of London (London Opening Time), and for the time that is defined in this parameter. For example: if London Opening Time is 10:00 and Trading Time (Minutes) is 300, then the EA will trade in the first 5 hours of the London session.


2. Bars To Close Positions: The positions will be closed after the number of bars defined in this parameter (counting from the position opening). For example: if the EA is attached to the 15-minute chart, and if you want the position to be closed at the market price after 12 hours of order execution (if the order does not make TP or SL), then set 48 to that parameter. 0 (Zero) = Off.


Best regards.

 

Olá Vinicius,


Desculpe se estas questoes já lhe foram colocadas, mas sou novo aqui na comunidade MQL5 e nao encontro ferramenta para procurar uma palavra chave dentro deste thread, por isso nao sei se estas questoes já lhe foram colocadas.


Eu estou tentando replicar os seus testes que apresenta na folha de apresentacao do EA. Nao consigo chegar aos mesmos resultados nem nada que se pareca. Meus resultados sao muito piores que os seus. Em termos de "drawdown" os resultados sao semelhantes. É no lucro (e portanto no Profit Factor) que se notam as grandes diferencas. Por exemplo no EURUSD para o mesmo período de tempo com spread de 15 tenho para 1000 Eur de partida e 2% de risco, tenho 3400 de lucro (versus 25000 do Vinicius), profit factor é de 1.17 versus os seus 1.41. No GBPUSD é basicamente o mesmo.

Vejo como possibilidade desta divergencia duas causas possíveis:

a) erro na hora do inicio da sessao de Londres. Eu estou a usar dados baixados da versao paga (nao gratis) do TickStory e com o Timestamp UTC+2 e DST Europa/London. Creio que é o timestamp de dados mais correcto e garante que às 10h00 será sempre o início da sessao de Londres no Verao ou no Inverno. Neste caso, o inicio da sessao londrina deverá ser 10h00 (8h00 locais). Confirmei as "candles" das 10:00 dos dados de teste com o meu broker "live" em vários meses do ano de 2016 e tratam-se das mesmas candles exactamente. No meu servidor é GMT+2/GMT+3 e a hora de início da sessao de londres é também às 10h.

b) Imprecisoes no Tickdata. Os meus dados de teste retorna uma qualidade de modelizacao de 99.9%, enquanto que os seus de "apenas" 90%. Em 2016 já eram muito comuns os testes com 99.9% de qualidade de modelizacao, pode esclarecer por que motivo nao realizou testes com 99.9%. Pergunto isto porque uma estratégia que parece ser especialmente sensível ao spread, como o Vinicius alerta na página do EA, será também provavelmente muito sensível a imprecisoes dos dados de teste. O Vinicius testou a estratégia com dados de 99.9% de qualidade de modelizacao ?


Em conclusao, acredito que as grandes diferencas verificadas se devem ao facto dos testes do Vinicius ser com dados de 90% de qualidade e dos meus de 99.9%.


Muito obrigado por seus esclarecimentos.

Reason: