EA SMA crossing testing improvement 100%

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Hello,

I know lots of you guys have tested and retested all MA crossing combination.

Some time ago I tested some MA crossing, and I was always surprised to see that backtest result were always better with Simple moving average.

The system below is quite simple; on 5 Min EUR/USD (from 10th oct 2005)

- fast 60 SMA crossing up slow 180 SMA + 16 Points at close

- fast 60 SMA crossing down slow 180 SMA - 16 Points at close

Take profit = 24

Stop Loss = 68

This sytem does about 50 trades in the last 4 month, double the account if backtested from 10 October to 1 feb.

You can backtest it before october 2005 and you will that he looses money, but my question is:

Would not be better to find different setting for some market condition and adapt those setting dinamically depending on market range, trending or sideways.

I attached the simple mq4, I hope it can help someone, and I am ready to listen to advise to how improve this really simple EA with simple moving average.

Thanks

Bernard

Files:
ea-mad3.mq4  6 kb
 

Hello sunwest,

Thank you for this EA.

Much for methods or professionals work with EMA.

I will test a few days this EA with 4 diagrams and 4 majours with FT:M5

 

"10 errors Warning "

Files:
errors.jpg  140 kb
 
sunwest:
Hello,

I know lots of you guys have tested and retested all MA crossing combination.

Some time ago I tested some MA crossing, and I was always surprised to see that backtest result were always better with Simple moving average.

The system below is quite simple; on 5 Min EUR/USD (from 10th oct 2005)

- fast 60 SMA crossing up slow 180 SMA + 16 Points at close

- fast 60 SMA crossing down slow 180 SMA - 16 Points at close

Take profit = 24

Stop Loss = 68

This sytem does about 50 trades in the last 4 month, double the account if backtested from 10 October to 1 feb.

You can backtest it before october 2005 and you will that he looses money, but my question is:

Would not be better to find different setting for some market condition and adapt those setting dinamically depending on market range, trending or sideways.

I attached the simple mq4, I hope it can help someone, and I am ready to listen to advise to how improve this really simple EA with simple moving average.

Thanks

Bernard

One month ago I created very simple EA. Just to try this tool. I created it and forgot.

Because how it can be profitable (I was thinking in that time): 50 EM is crossing 200 EMA and filtering by Parabolic SAR (0.005; 0.05) and MACD (12, 26, 9) on M1 timeframe.

I decided that it can not be profitable. Because it was too simple and it was discussed on the other forums many times that the systems based on MA as a signal indicator can not be stable profitable systems.

I place the EA to this forum somewhere, attach it to the chart for testing and forgot about. And I was so surprised when I saw 450 pips in profit with one loss just for 3 weeks for EURUSD only! It is forward test. You may see the statements in subscribtion section.

That is why I believe that your EA may be profitable. Because I am doing forward test of the EA which is similar with yours.

Why do you want to improve it?

As to me so I used some simple indicators as a filter for M1 timeframe. Why M1? Because Parabolic SAR with this settings (0.005; 0.05) will work as a filter for M1 timeframe only. I could not find the settings for M5.

That EA was out of my personal rules because as you know I like to filter everything completely and absolutely. But I used these two indicators (Parabolic SAR and MACD) to filter slightly.

I tried stop loss 50, 60, 70, 80, 90 and 100. It works for GBPUSD with stop loss 80 but for EURUSD for 100 only. And it is one negative point for this kind of EAs: stop loss level.

So it is my experience.

 

Hello BrunoFX,

Sorry when I cut and pasted the source it shifted everything, I corrected I think everything should be fine, let me know if it is not ok.

Note that this setup is for EUR/USD 5 min.

Thanks

Files:
ea-mad3.mq4  6 kb
 
sunwest:
Hello BrunoFX,

Sorry when I cut and pasted the source it shifted everything, I corrected I think everything should be fine, let me know if it is not ok.

Note that this setup is for EUR/USD 5 min.

Thanks

Sorry Sunwest,

I interrupted you. But I really like this kinds of EA.

 

Thank you for these corrections

 

Hi newdigital,

Thanks for sharing your experience with your EA crossing, I am glad it made lots of pips forward testing.

I will definitvely try to add some filters as you suggested "Parabolic SAR (0.005; 0.05) and MACD (12, 26, 9)" and it may work for a longer period of time.

I really thing the more you keep things simple the better and I think 2 rules with 2 filters should be more than enough to improve a system without making it too complicated.

I am not too bad at programming so with time I could Really improve this EA, I really apreciate your help

++

 

Hello,

Here are my result from strategey tester EUR/USD 5 Min from April the 4th to 2st Feb:

Parameter:

extern double TakeProfit = 36;

extern double LotsMult = 0.1;

extern double TrailingStop = 60;

extern double shift = 12;

extern double vfma = 70;

extern double vsma = 110;

There are hundred of combination that actually works, for different period of time.

Shame I had not time last night to add newdigital suggestion.

Cheers

 

Hyia,

Still didnot find the time to add stop loss and filter, just for fun if you use the indicator and put the Lots size to 4:

extern double LotsMult = 0.1; -> extern double LotsMult = 0.4;

You may multiply your profit by 4-5 -> from 10000 to 72 000 in 4 months, you are obviously taking lots of risk and I do not advice anyone to do so, but I thought it is quite fun.

Cheers

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