Great EA in backtest! - page 125

 

Im referring to ATR daily only. If your going to find a solution using ATR must be against daily only not in the current 1 h frame. The system has been making the greatest losses while ATR is low so thats the key to look at.

Alpari and NF have fixed spreads you need to find others which dont change spreads. if they widen spreads after analysis has been performed on the last 7 hours then probabilty is all screwed up and the system becomes lossy.

I havent found a solution where trailing stops give better yeild. Let the system close out naturally. it will do this between 4 and 30 pips when risk to reversal increases beyond threshold.

I tried filtering news times and nights but no luck. Things can happen at anytime in practice. Some news bursts are just as profitable as other times.

here is the modified auto stop code

StopLossIndex = (ModeSpread*StopBias);

make StopBias an extern double so it can be optimised.

You can see the auto stop is a function of ModeSpread. Thats why brokers that change spreads fk the system:)

 
 
 

ok so if the first requirement to trade this is to find a broker that doesn't jack the spreads around who are the options?

North Finance

Alpari

any others?

who is best and why?

 
 
Aaragorn:
ok so if the first requirement to trade this is to find a broker that doesn't jack the spreads around who are the options?

North Finance

Alpari

any others?

who is best and why?

Yes, I've been looking into that. The choice, here in the UK, seems very limited. All the likely suspects are based in Russia, Lithuania etc. Now, I've nothing against these countries .. but I'd feel a little safer if my money was closer to home.

 

correct me if I'm wrong but doesn't this look significantly better?

were we getting 97% wins of shorts and 85% wins of longs before? and a profit factor of 39!??? Blink Blink Blink ?????

Short positions (won %) 136 (97.06%) Long positions (won %) 7 (85.71%)

looking at some other previous test reports show the best I was getting was

Short positions (won %) 704 (81.96%) Long positions (won %) 60 (90.00%)

is this real? holy hanna this thing is a monster

guess I'd better generate a three year test of this new change.

I wonder if this will be enough to actually tip this thing to the point of making more than it loses in live trading?

never mind...the three year is not really any different...

Short positions (won %) 5770 (90.29%) Long positions (won %) 55 (81.82%)

that was just a short term good spot.

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Results in Demo account at FXDD so far as well as a comparative backtest over the same period;

 

OK, I've set TimeTradeHoursDisabled in the format 08,09,10 etc. Every hour listed, it's displayed "Bad Trading Hour: 10 GMT" (or whatever) in the top left corner, as expected. However, the last hour listed, is still showing as "Good Trading Hour" (It's just hit that time, but didn't flip over). What have I done wrong?

 

OK, I know you guys get touchy about asking questions that have already been answered ... but I knew it was too good to be true. My EA seems to have stopped. It entered the "Bad Trading Hours" but nothing has happened for the last 6 hours. (since returning to "good" hours).

Now, I know I read something about this but, without wading through all 1200+ messages again, I can't remember where.

I've stopped and re-loaded MT4, and all I've got in the Experts/Journal are the three initial messages, reported in the first 2 seconds - and nothing since.

I'd appreciate if someone could jog my memory as to where this was discussed.

Many thanks in anticipation.

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