Automated MACD Trader - page 5

babarmughal
940
babarmughal  
FXGuy2000:
I just ran some backtesting on this on the daily chart. for EUR/USD

And I think you'll be quite pleased of the results.

If it helps any, these were the settings I used.

CCIPeriod = 14,

CCIPrice = 0,

CCILevel = -100;

StopLoss = 50,

TakeProfit = 300,

TrailingStop = 15;

ConfirmedOnEntry = true, // TRUE:entry on the next signal bar

StopAndReverse = true, // TURE:if signal change, exit and reverse order

PureSAR = false; // TRUE:no SL, no TP, no TS

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can't upload the html statement, it was too large.

HI Fxguy,

i have seen your results....your modelling quality is 58%..means its not reading full data for back testing....it has to be atleast 90%.....

Thanks

Babar

FXGuy2000
299
FXGuy2000  

It's not reading full data? what you mean?

I imported the euro data into it the other day.

babarmughal
940
babarmughal  
FXGuy2000:
It's not reading full data? what you mean? I imported the euro data into it the other day.

Well are you sure that you have all the data like 1M, 5M, 15M, 30M, 60M, 240M etc......and agian its backtester's fault not reading full data ......

Thanks

Babar

FXGuy2000
299
FXGuy2000  
babarmughal:
Well are you sure that you have all the data like 1M, 5M, 15M, 30M, 60M, 240M etc......and agian its backtester's fault not reading full data ......

Thanks

Babar

I'll go double check.

FXGuy2000
299
FXGuy2000  

Ok, here's the offline history.

as you can see they all backdate to 2004.

Files:
babarmughal
940
babarmughal  

Hi Dave,

Can you please see tyhe pic...MACD Hist. has crossed the 0 line but still there is no SELL order.....

Please tell me if there are some min. settings

Thanks

Babar

Files:
FXGuy2000
299
FXGuy2000  

what are your settings, because I've tried it forward testing and it's opened up the orders. But it's being used in conjuction ith the CCI indicator.

Oh, any clues why the backtesting produced like 58%, if my data is upto date?

Someone said that in the backtesting if it opens more than trade on the same bar, it's going to fail in live conditions.

babarmughal
940
babarmughal  
FXGuy2000:
what are your settings, because I've tried it forward testing and it's opened up the orders. But it's being used in conjuction ith the CCI indicator.

Oh, any clues why the backtesting produced like 58%, if my data is upto date?

Someone said that in the backtesting if it opens more than trade on the same bar, it's going to fail in live conditions.

to be honest if I do DAILY backtest I dont get 90% modelling quality....dont know why and if you do 1M backtesting you will never get 90% MQ...even you have got 1M data....and this is the main problem in MT4 Backtest...

I wonder if MACD has got any restrictions on TP as my Tp=5

Thanks

Babar

David Michael
734
David Michael  
babarmughal:
I wonder if MACD has got any restrictions on TP as my Tp=5

Hi Babar, the restriction is from NF. Closest SL or TP for NF platform is 10 pips can't go lower than that. Hope this help

babarmughal
940
babarmughal  
firedave:
Hi Babar, the restriction is from NF. Closest SL or TP for NF platform is 10 pips can't go lower than that. Hope this help

Got it ..........cool dude.........thanks for your help..........any idea about the pips restriction from MIG......??

Thanks

Babar