Fibonacci_Ema - page 3

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anazri
71
anazri  

ND version tested

dear ND

i've completed testing your version. backtest visual mode.

see results.

Files:
Sergey Golubev
Moderator
114325
Sergey Golubev  
anazri:
dear ND

i've completed testing your version. backtest visual mode.

see results.

anazri,

modelling quality should be 90%.

Anyway i will backtest it today.

Just a little busy uninstalling some North Finance MetaTraders from elite server.

Will backtest it now.

Sergey Golubev
Moderator
114325
Sergey Golubev  
anazri:
dear ND

i've completed testing your version. backtest visual mode.

see results.

I backtested in visual mode just to find te bugs: i started to backtest then press "Pause" in visual mode, then i attached all the indicators to the chart and continue the backtesting and i could compare the trades with the indicators crossing. The i changed the settings (from false to true and did it once more time, and so on.

It is not necessary to backtest in visual mode to find the settings but it helps to find the bugs.

anazri
71
anazri  
newdigital:
anazri,

modelling quality should be 90%.

Anyway i will backtest it today.

Just a little busy uninstalling some North Finance MetaTraders from elite server.

Will backtest it now.

ND,

how to make the modeling quality at 90%.

i'm new in this stuff.. thanks

Sergey Golubev
Moderator
114325
Sergey Golubev  
anazri:
ND,

how to make the modeling quality at 90%.

i'm new in this stuff.. thanks

There is Codersguru article http://www.metatrader.info/node/67

And this thread is good as well https://www.mql5.com/en/forum/general

But anyway I am doing it now.

anazri
71
anazri  
newdigital:
There is Codersguru article http://www.metatrader.info/node/67

And this thread is good as well https://www.mql5.com/en/forum/general

But anyway I am doing it now.

thanks. i'm waiting to see yr results

Sergey Golubev
Moderator
114325
Sergey Golubev  
anazri:
thanks. i'm waiting to see yr results

I am optimizing the settings. It will take more than 10 hours.

anazri
71
anazri  

any progress ND on the results..?

Sergey Golubev
Moderator
114325
Sergey Golubev  
anazri:
any progress ND on the results..?

Still optimizing the settings.

Just finished with GBPUSD.

Seems this system is profitable but need to optimize with tp, sl and ts.

will post everything when finish.

Sergey Golubev
Moderator
114325
Sergey Golubev  

EmaFibo_v1 EA backtesting results

EmaFibo_v1 EA.

M30 timeframe.

1. GBPUSD, no MM;

Period of backtesting: 17th of January 2001 till 02nd of August 2006.

Every tick, modeling quality 90%.

0.1 lot size.

Initial deposit $10,000.

Total net profit: 1440.50

Gross profit 16520.69.

Profit factor 1.10.

Absolute drawdown 1107.65.

Maximal drawdown 1406.02 (13.65%).

Total trades 920

Short positions (won %) 474 (34.18%).

Long positions (won %) 446 (33.86%).

Profit trades (% of total) 313 (34.02%) Loss trades (% of total) 607 (65.98%).

Largest profit trade 282.94; loss trade -160.30.

Average profit trade 52.78; loss trade -24.84.

The same EA, no MM, GBPUSD, M30 timeframe. backtesting since 2001 till 2006 year by year:

2001:

Initial deposit $10,000.

Total net profit: -124.26

Gross profit 0.95

2002:

Initial deposit $10,000.

Total net profit: -642.18

Gross profit 0.72

2003:

Initial deposit 10000.00

Total net profit -98.17

Profit factor 0.96

2004:

Initial deposit 10000.00

Total net profit 1689.81

Profit factor 1.69

2005:

Initial deposit 10000.00

Total net profit -236.40

Profit factor 0.92

2006:

Initial deposit 10000.00

Total net profit 907.54

Profit factor 1.66

2. GBPUSD, MM (just slightly MMed);

Period of backtesting: 17th of January 2001 till 02nd of August 2006.

Every tick, modeling quality 90%.

0.1 lot size.

Initial deposit $10,000.

Total net profit: 2422.62

Gross profit 21522.09

Profit factor 1.13

Absolute drawdown 1337.50

Maximal drawdown 1528.52 (13.16%)

Total trades 920

Short positions (won %) 474 (34.18%)

Long positions (won %) 446 (33.86%)

Profit trades (% of total) 313 (34.02%), Loss trades (% of total) 607 (65.98%)

Largest profit trade 565.88; loss trade -221.20.

Average profit trade 68.76; loss trade -31.47.

The same EA, slightly MMed, GBPUSD, M30 timeframe. backtesting since 2001 till 2006 year by year:

2001:

Initial deposit 10000.00

Total net profit -385.87

Profit factor 0.86

2002:

Initial deposit 10000.00

Total net profit -648.90

Profit factor 0.72

2003:

Initial deposit 10000.00

Total net profit -241.28

Profit factor 0.93

2004:

Initial deposit 10000.00

Total net profit 2767.04

Profit factor 1.67

2005:

Initial deposit 10000.00

Total net profit -373.77

Profit factor 0.88

2006:

Initial deposit 10000.00

Total net profit 724.02

Profit factor 1.26

Please find all backtesting results, EA and pre-set files) attached.

Will post the other pairs later.

-------------

Next version: EmaFibo_v1.1.

Ma mode is changable in the settings for all 3 indicators separatedly:

0=sma, 1=ema, 2=smma, 3=lwma

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