Portfolio: PriceChannelExpert and others - page 14

 

updated post #119

So we have the following:

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.

7. StepEnvelope_v1.

M15 timeframe.

EURUSD, GBPUSD, USDCHF, USDJPY, GBPJPY, EURJPY.

 

StepEnvelope_v1.

One day testing results (half a day really).

Files:
 

StepMAExpert_v1.45

StepMAExpert_v1.45

GBPUSD.

M30 timeframe.

Preset file (attached).

MM.

Every tick, modeling quality 90%,

since 04/08/2004 till 28/04/2006,

Profit factor 2.24.

Total trades: 130.

Maximal drawdown (%): 2.9.

GBPUSD.

M30 timeframe.

Preset file (attached).

0.1 lot.

No MM.

Every tick, modeling quality 90%,

since 06/07/2004 till 26/04/2006,

Profit factor 2.15.

Total trades: 133.

Maximal drawdown (%): 0.8.

USDCHF.

M30 timeframe.

Preset file (attached).

0.1 lot.

No MM.

Every tick, modeling quality 90%,

since 04/08/2004 till 28/04/2006,

Profit factor 1.58.

Total trades: 141.

Maximal drawdown (%): 1.2.

Two pre-set files are from Igorad and one is from me.

Everything is atached.

Files:
usdchf.zip  22 kb
gbpusd.zip  58 kb
 

What next?

I know we have all been very busy over the last week or two, but I don't want this thread to be forgotten because I think we started some good work here. What is the latest on making portfolios as previously suggested? or finding other EAs and testing them that we can fill our portfolios with?

Tamer

 
Tamershahin:
I know we have all been very busy over the last week or two, but I don't want this thread to be forgotten because I think we started some good work here. What is the latest on making portfolios as previously suggested? or finding other EAs and testing them that we can fill our portfolios with? Tamer

I have begun testing of a lower risk demo porfolio that i'm running on Neuimex and NorthFinance.

Scalpnet v1.3 on audusd/eurusd/usdjpy and DayTrading3tF on USDCHF and Brainwashing #1c on GBpUSD

will post results. I am getting completely different trades, and profits using neuimex and northfinance. It is important to invest real money in the most profitable broker. Although i'm weary of investing in North Finance as i've heard bad stories, and the fact that they have no real address.

I'm begining to wonder whether there are any retail forex brokers that are honest, and don't try to cheat you by changing the spread, or going offline during a large price movement. Just as recently as today North Finance disconnected exactly the same time as when there was a huge 30 pip price movement upwards at 16:55 GMT+2

 
Tamershahin:
I know we have all been very busy over the last week or two, but I don't want this thread to be forgotten because I think we started some good work here. What is the latest on making portfolios as previously suggested? or finding other EAs and testing them that we can fill our portfolios with? Tamer

I am forward testing all EAs which we backtested on this thread (results were posted already). Just to be sure that everything is ok. I think we may reduce the pairs (for StepEnvelope especially).

Everything is complete and we may start to create. But we need some risky EAs. I created new Scalp_net_v5 for M5 timeframe and will forward test it for one week.

From the beginning we may create portfolio with no any significant risk. It means KSRobot, e-Friday - Monday and so on. I mean that EAs which are not trading often + EAs working on D1 timeframe.

Then we may create portfolio for risky people.

And then some normal portfolio according to your suggestion (you posted some ideas about it).

As to Codersguru EAs (and firebird EA) so I want to compare the trades with the market condition in that time. If we find some correlation between market condition and profit from these EAs so we may use them as well: just to attach it in the time with particular market condition (if we will know of course) using Ichimoku chart on D1 or W1 or any.

 

Hi Newdigital,

Which EA is most low risk? I'm looking EA that have lowest maximum drawdown and most stable performance monthly. Maybe low risk is low profit but better than high profit but high risk. Let say,..the EA maybe just give 30% return per month but the risk is only 5~10% max drawdown per month. Is there any EA that never have minus result by monthly result?

I can understand if in weekly the EA would have minus result but if in monthly the EA sometime in profit and sometime in loosing i think i can not take it. I hope we have an EA that give us montly income surely.

...and which EA is most you like?

 
harryhid:
Hi Newdigital,

Which EA is most low risk? I'm looking EA that have lowest maximum drawdown and most stable performance monthly. Maybe low risk is low profit but better than high profit but high risk. Let say,..the EA maybe just give 30% return per month but the risk is only 5~10% max drawdown per month. Is there any EA that never have minus result by monthly result?

I can understand if in weekly the EA would have minus result but if in monthly the EA sometime in profit and sometime in loosing i think i can not take it. I hope we have an EA that give us montly income surely.

...and which EA is most you like?

Lowest risk?

I think it is KSRobot for EURUSD M15.

And new EAs (e-Monday and e-Friday) is doing very good.

May be Brainwashing M15 with timefilter.

Other new EAs may be good (PriceChannelExpert_v4, SimpleDailyRangeBreakExpert_v1.21) but it should be tested more.

 
newdigital:
Lowest risk?

I think it is KSRobot for EURUSD M15.

And new EAs (e-Monday and e-Friday) is doing very good.

May be Brainwashing M15 with timefilter.

Other new EAs may be good (PriceChannelExpert_v4, SimpleDailyRangeBreakExpert_v1.21) but it should be tested more.

Thank's i'll try KSRobot

 

post #133 was updated

So we have the following:

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.

7. StepEnvelope_v1.

M15 timeframe.

EURUSD, GBPUSD, USDCHF, USDJPY, GBPJPY, EURJPY.

8. 20PipsExpert_v2.1.

M15 timeframe.

EA, pre-set files for 4 majors and AUDUSD, backtesting results for AUDUSD, USDJPY, USDCHF, GBPUSD, EURUSD.

EURUSD, GBPUSD, USDCHF, USDJPY, AUDUSD.

9. BBExpert_v1.

H1 timeframe.

GBPUSD.

Reason: