GridTechinque why not? - page 2

 

My Grid EA

Just finished writing my grid EA today.

Naturally I wanted to test it out on Strategy Tester.

I've heard ST is not that reliable, but the results it was showing were out of this world.

I downloaded Data from Alpari for GBP/USD for Dec 2004 to Apr 2006 and followed all the instructions from Coder's Guru on setting up ST.

The Strategy Tester showed that if I traded my grid system on GBP/USD for this period, I would have turned my original balance of $5,000 into $137,000 in roughly a year and 4 months, and that's without ever increasing the lot size.

I was expecting positive results, but come on!

 

i am also testing this techniques but you i am using manual intervention, i mean i take one side either long or short depends on trend of market. and it seams it works fine but we need to do more research on this system.

 

Hi BC Brett. And what was the modelling quality that ST got for your test? And what was the largest drawdown?

Thank you.

 
JoZo:
I can make with and initial balance of 50k in two years around 150k and I think that is a great result but the problem is that I have to trade manually

Did you test the system manually for 2 years? Thanks.

Eric

 

If Something Seems Too Good to be True...

eric79:
Hi BC Brett. And what was the modelling quality that ST got for your test? And what was the largest drawdown? Thank you.

25 pip grid.

1000 unit lot size.

(see attachment)

Files:
ea_01.jpg  87 kb
 

2,646% Profit in 1 yr. & 4 mo.

BC Brett:
The Strategy Tester showed that if I traded my grid system on GBP/USD for this period, I would have turned my original balance of $5,000 into $137,000 in roughly a year and 4 months, and that's without ever increasing the lot size.

Check-out the Strategy Tester report (last post).

I have confidence in system, but 2,646% Profit in 1 yr. & 4 mo.???

What's wrong with Strategy Tester?

 
BC Brett:
Check-out the Strategy Tester report (last post).

I have confidence in system, but 2,646% Profit in 1 yr. & 4 mo.???

What's wrong with Strategy Tester?

Your Modeling Quality is 41%. The results from the strategy tester will not be accurate.

Keris

 

You have a modelling quality of about 40%. I think that is so low, that the result might be pretty inaccurate. This does not mean that the strategy is not good of course

 

What can I do?

First of all, I know modelling quality is low, but what is that anyway?

I don't understand what modelling quality really means.

All I know is I followed CG's instructions for setting up ST and ran the test.

If it says modilling quality is low, whose fault is that?

Besides, I'm using a 25 pip grid. If modelling quality is refering to the simulated ticks, I doubt that would make much difference to the overall results since they are derived from 1 minute data. I don't think there would be more than a very low percentage of 1 minute bars with a range >= 25 pips, so how many false crossovers could ST be generating?

 

I am trading grid system in demo account

Pls attache your EA so we can test

Reason: