Portfolio: PriceChannelExpert and others - page 7

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Michael Saganski
28
Michael Saganski  
newdigital:
You were right about different results of backtesting with diferent deposit size with MM=true.

We do not need MM now because we will use several EAs in one account as poarfolio and I have no idea now which money management we will have when we will use EAs in one set using one deposit.

Because it is very easy to optimize the settings just to find the better MM. If we have all pre-set files without MM so we may find good settings with MM and it will take just 10 minutes per EA.

But to optimize the settings without any MM we need (I need) several hours per EA per currency.

Because it is very difficult to do it alone and I like to use any suggestion as seems the people are working/thinking together with me. I interpreted your words as you want to help. That is why I said "you are right". Because I don't want to do it alone. Difficult. Personally I have it in my computer and I am posting here the optimized settings for everybody.

I will create the settings without MM first.

Ok now I understand newdigital, this does make sense. I would like to help as much as possible as well because I see much potential with this project.

I am a Computer Engineering major and thus I am currently learning how to program EA's. I am also learning as much as a I can about Forex. I also have (as you saw previously) that I can get 90% modelling accuracy for backtesting, so I can probably do a bit of optimization as well.

The only thing I don't have much of is time. But I will do what I can.

Michael Saganski
28
Michael Saganski  

I've got a few other questions though.

Will a typical computer be able to run several different EA's over several different currencies (depending on the portfolio)? Won't most of the EA's we're optimizing right now end up not actually making us money? Or are the EA's you've put in this thread all very good and so they will likely make money in the long run?

And just as a suggestion, to keep everything organized I recommend you create a sticky thread that's locked by everyone except yourself. So then you can post the latest portfolio's in that thread for easy access (rather than having to scour these forums for the latest version amongst dozens of replies and conversations). We can still have this thread to discuss the evolution of the portfolios. What do you think?

Sergey Golubev
Moderator
115562
Sergey Golubev  
fizzleboink:
I've got a few other questions though.

Will a typical computer be able to run several different EA's over several different currencies (depending on the portfolio)? Won't most of the EA's we're optimizing right now end up not actually making us money? Or are the EA's you've put in this thread all very good and so they will likely make money in the long run?

And just as a suggestion, to keep everything organized I recommend you create a sticky thread that's locked by everyone except yourself. So then you can post the latest portfolio's in that thread for easy access (rather than having to scour these forums for the latest version amongst dozens of replies and conversations). We can still have this thread to discuss the evolution of the portfolios. What do you think?

Yes, One portfolio will be one or several EAs working in one MetaTrader on typical computer.

I am optimizing the new EAs. "New" means I did not make forward test. I am doing it to create the settings only. Then I will test it (backtest) on the data since 2001 (just to prove the settings).

As to the thread so I can find everything. It is inside my computer.

Michael Saganski
28
Michael Saganski  

Ok that's good I was wondering if maybe too many EA's would slow the computer down too much.

Should we add Pengie's GridMACD to the portfolio? It is producing awesome results.

https://www.mql5.com/en/forum/trading_systems

(just in case you missed that thread)

Combine that with it's contest results and you have 1500 pips with USD/CHF in not even one month!

Sergey Golubev
Moderator
115562
Sergey Golubev  
fizzleboink:
Ok that's good I was wondering if maybe too many EA's would slow the computer down too much.

Should we add Pengie's GridMACD to the portfolio? It is producing awesome results.

https://www.mql5.com/en/forum/trading_systems

(just in case you missed that thread)

Combine that with it's contest results and you have 1500 pips with USD/CHF in not even one month!

But next month?

I'm affraid for grid.

As I know Pengie changed timeframe now so let's see how it will be.

Anyway the contest just started. And I got a lot of proposals how to count it: pips per order and so on. Contest just started. Second month only.

Michael Saganski
28
Michael Saganski  
newdigital:
But next month?

I'm affraid for grid.

As I know Pengie changed timeframe now so let's see how it will be.

Anyway the contest just started. And I got a lot of proposals how to count it: pips per order and so on. Contest just started. Second month only.

Yup you are right it is still early in testing it. However it is still 1 month of amazing live testing results which we don't have for the other EA's in this portfolio. I will try to backtest it tonight and see what happens. It looks like there's a bug in the H1 timeframe that Pengie is working on.

sampson
61
sampson  

Maybe I'm just being dumb, but is this publicly available? When I do a search for "grid" I don't find any threads with the source of this EA.

fizzleboink:
Ok that's good I was wondering if maybe too many EA's would slow the computer down too much.

Should we add Pengie's GridMACD to the portfolio? It is producing awesome results.

https://www.mql5.com/en/forum/trading_systems

(just in case you missed that thread)

Combine that with it's contest results and you have 1500 pips with USD/CHF in not even one month!
Sergey Golubev
Moderator
115562
Sergey Golubev  
sampson:
Maybe I'm just being dumb, but is this publicly available? When I do a search for "grid" I don't find any threads with the source of this EA.

It was posted in Contest results thread here https://www.mql5.com/en/forum/general

Sergey Golubev
Moderator
115562
Sergey Golubev  

I am trying to summarize everything now.

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

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.

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

2.1. H1 timeframe.

GBPUSD (two pre-set files).

USDCHF

USDJPY

EURUSD.

2.2. M15 timeframe.

GBPUSD (two pre-set files).

Sergey Golubev
Moderator
115562
Sergey Golubev  

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
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