Portfolio: PriceChannelExpert and others - page 12

 
Tamershahin:
I will optimize

Please find the new Envelope from Igorad. Old Envelope (2.11 version) is working on M15 timeframe. This new StepEnvelope should be optimized.

And for all the members: I want to remind that we are doing/changing/filling in the post #97 on this thread.

Files:
 
firedave:
Hi newdigital, thank you for the new EA. By the way, I've just checked StepEnvelope EA, I think the header of this EA still TradersPower EA. Nothing wrong with the EA, just I think the header could confuse the user. Hope this help

Thanks.

I've uploaded this EA once again.

 

More on Porfolios

I will start optimizing TradersPower 1.2 and StepEnvelope.

But in the meantime... Can we start adding on Post #97, what type each EA is as part of our portfolio suggested in post #17

and maybe post #19

This way we can start organizing our Portfolios in a more structured way.

I also have another suggestion.

If we backtest the optimized versions of each EA for each year since 2001 and see whether it was a profitable year or not for this EA...So

2001 Profitable Y/N?

2002 Profitable Y/N?

...

2006 Upto Now

This way we can see how they perform relative to each other and we can combine EAs that are profitable at different times into one portfolio.

So if EA 1 is Profitable in 2002 but makes a loss in 2003... we make sure we have an EA that performed well in 2003 conditions in the same portfolio to counteract the losses of EA 1.

So we remain consistently profitable during even the bad times of each EA by having other EAs in the same porftfolio that are making money.

 
Tamershahin:
I will start optimizing TradersPower 1.2 and StepEnvelope.

But in the meantime... Can we start adding on Post #97, what type each EA is as part of our portfolio suggested in post #17

and maybe post #19

This way we can start organizing our Portfolios in a more structured way.

I also have another suggestion.

If we backtest the optimized versions of each EA for each year since 2001 and see whether it was a profitable year or not for this EA...So

2001 Profitable Y/N?

2002 Profitable Y/N?

...

2006 Upto Now

This way we can see how they perform relative to each other and we can combine EAs that are profitable at different times into one portfolio.

So if EA 1 is Profitable in 2002 but makes a loss in 2003... we make sure we have an EA that performed well in 2003 conditions in the same portfolio to counteract the losses of EA 1.

So we remain consistently profitable during even the bad times of each EA by having other EAs in the same porftfolio that are making money.

Good ideas.

I will add link to this post to the post #97.

I think we need some scalper. I mean some risky EA. Because some people like it. I tried to find some optimizing SilverTend EAs and some others but I could not find.

I will look at the public forum to find something but it will be in the next week only.

I will update the statements for all the EAs tested within this elite section tomorrow and the day after tomorrow so I will be out of this thread during the two day.

 

So finally:

Some suggestions about portfolio is on the following posts:

- https://www.mql5.com/en/forum/general

- https://www.mql5.com/en/forum/general

- https://www.mql5.com/en/forum/general

- https://www.mql5.com/en/forum/general

- https://www.mql5.com/en/forum/general

1. PriceChannelExpert_v4

1.1. D1 timeframe:

You may find everything here and here (EA, pre-set files and backtesting results).

GBPUSD (several pre-set files), AUDUSD, EURUSD, USDCAD, USDCHF, USDJPY.

1.2. H1 timeframe

Everything is on posts #5, 6 and 7.

GBPUSD, EURUSD, AUDUSD, USDCAD, EURGBP, EURCHF, EURJPY.

2. TradersPowerExpert_v1.2.

You may find everything here and here (EA, pre-set files and backtesting results).

Please note: pre-set files and backtesting results will be re-evaluated and changed for this 1.2 version.

2.1. H1 timeframe.

GBPUSD (two pre-set files).

USDCHF

USDJPY

EURUSD.

2.2. M15 timeframe.

GBPUSD (two pre-set files).

3. StepMAExpert_v1.45.

M30 timeframe.

GBPUSD (two pre-set files), USDCHF.

4. e-Friday.

New version of this EA trading together with other EAs and having the magic number.

M15 timeframe.

EURUSD, USDCHF

5. e-Monday.

M15 timeframe.

EURUSD, GBPUSD.

6. SimpleDailyRangeBreakExpert_v1.21.

H1 timeframe.

EURUSD, GBPUSD, USDCHF, USDJPY.

 

TradersPowerExpert_v1.2.

EURUSD.

H1 timeframe.

Preset file for EURUSD (attached).

1 lot size.

No MM.

Every tick, modeling quality 90%,

since 06/10/2004 till 26/04/2006,

Average Profit per 1 lots = 333.28

Average Loss per 1 lots = 664.41

Profit factor 1.53.

Total trades: 142.

Total net profit: 12406.49

EURUSD.

H1 timeframe.

Preset file for EURUSD (attached).

1 lot size.

No MM.

Every tick, modeling quality 90%,

since 09/01/2001 till 11/11/2005,

Average Profit per 1 lots = 346.67

Average Loss per 1 lots = 620.70

Profit factor 1.30.

Total trades: 468.

Total net profit: 25842.00

GBPUSD.

H1 timeframe.

Preset file for EURUSD (attached).

1 lot size.

No MM.

Every tick, modeling quality 90%,

since 06/10/2004 till 26/04/2006,

Average Profit per 1 lots = 446.90

Average Loss per 1 lots = 746.20

Profit factor 1.38.

Total trades: 155.

Total net profit: 11138.27

GBPUSD.

H1 timeframe.

Preset file for EURUSD (attached).

1 lot size.

No MM.

Every tick, modeling quality 90%,

since 09/01/2001 till 11/11/2005,

Average Profit per 1 lots = 327.71

Average Loss per 1 lots = 649.82

Profit factor 1.55.

Total trades: 493.

Total net profit: 43280.87

USDCHF.

H1 timeframe.

Preset file for EURUSD (attached).

1 lot size.

No MM.

Every tick, modeling quality 90%,

since 06/10/2004 till 26/04/2006,

Average Profit per 1 lots = 300.09

Average Loss per 1 lots = 290.25

Profit factor 1.34.

Total trades: 186.

Total net profit: 7999.46

USDCHF.

H1 timeframe.

Preset file for EURUSD (attached).

1 lot size.

No MM.

Every tick, modeling quality 90%,

since 09/01/2001 till 11/11/2005,

Average Profit per 1 lots = 356.81

Average Loss per 1 lots = 318.07

Profit factor 1.38.

Total trades: 569.

Total net profit: 30932.12

USDJPY.

H1 timeframe.

Preset file for EURUSD (attached).

1 lot size.

No MM.

Every tick, modeling quality 90%,

since 09/01/2001 till 11/11/2005,

Average Profit per 1 lots = 296.32

Average Loss per 1 lots = 499.83

Profit factor 1.27.

Total trades: 466.

Total net profit: 20255.08

 

Post #97 updated

So finally:

Some suggestions about portfolio is on the following posts:

- https://www.mql5.com/en/forum/general

- https://www.mql5.com/en/forum/general

- https://www.mql5.com/en/forum/general

- https://www.mql5.com/en/forum/general

- https://www.mql5.com/en/forum/general

1. PriceChannelExpert_v4

1.1. D1 timeframe:

You may find everything here and here (EA, pre-set files and backtesting results).

GBPUSD (several pre-set files), AUDUSD, EURUSD, USDCAD, USDCHF, USDJPY.

1.2. H1 timeframe

Everything is on posts #5, 6 and 7.

GBPUSD, EURUSD, AUDUSD, USDCAD, EURGBP, EURCHF, EURJPY.

2. TradersPowerExpert_v1.2.

You may find everything here, here and here (EA, pre-set files and backtesting results).

H1 timeframe.

GBPUSD.

USDCHF

USDJPY

EURUSD.

3. StepMAExpert_v1.45.

M30 timeframe.

GBPUSD (two pre-set files), USDCHF.

4. e-Friday.

New version of this EA trading together with other EAs and having the magic number.

M15 timeframe.

EURUSD, USDCHF

5. e-Monday.

M15 timeframe.

EURUSD, GBPUSD.

6. SimpleDailyRangeBreakExpert_v1.21.

H1 timeframe.

EURUSD, GBPUSD, USDCHF, USDJPY.

 
newdigital:
So finally:

Some suggestions about portfolio is on the following posts:

- https://www.mql5.com/en/forum/general

- https://www.mql5.com/en/forum/general

- https://www.mql5.com/en/forum/general

- https://www.mql5.com/en/forum/general

- https://www.mql5.com/en/forum/general

1. PriceChannelExpert_v4

1.1. D1 timeframe:

You may find everything here and here (EA, pre-set files and backtesting results).

GBPUSD (several pre-set files), AUDUSD, EURUSD, USDCAD, USDCHF, USDJPY.

1.2. H1 timeframe

Everything is on posts #5, 6 and 7.

GBPUSD, EURUSD, AUDUSD, USDCAD, EURGBP, EURCHF, EURJPY.

2. TradersPowerExpert_v1.2.

You may find everything here, here and here (EA, pre-set files and backtesting results).

H1 timeframe.

GBPUSD.

USDCHF

USDJPY

EURUSD.

3. StepMAExpert_v1.45.

M30 timeframe.

GBPUSD (two pre-set files), USDCHF.

4. e-Friday.

New version of this EA trading together with other EAs and having the magic number.

M15 timeframe.

EURUSD, USDCHF

5. e-Monday.

M15 timeframe.

EURUSD, GBPUSD.

6. SimpleDailyRangeBreakExpert_v1.21.

H1 timeframe.

EURUSD, GBPUSD, USDCHF, USDJPY.

I just want to re-mind to myself about this post https://www.mql5.com/en/forum/173748/page3

It is about FXAnt 1.3 EA for H1 timeframe. I don't think that this EA will be profitable every year. But it was very good for some pairs.

And Igorad made BBExpert_v1 EA and it should be optimized as well. Will try to do it during a week.

Files:
 

Just remember that the BBExpert is a trending program. It suffers greatly in a choppy market with false signals. The best results I found is setting it to 23 - 2.

 

One day testing results of PriceChannelExpert_v4 and TradersPowerExpert_v1.2 in one Metatrader. H1 timeframe.

And one day testing results of SimpleDailyRangeBreakExpert_v1.21, H1 timeframe.

145 pips just in one day.

Please note that we are doing/desiging the post #119.

Reason: