Great EA in backtest! - page 104

 

results of reverse decision

Since the start of the week. I have been trading in my live account (fxdd 0.5 lots fixed), reversing cyberia decision on jpy between 8,9,12,13,14 and during major news. It was not easy and required a fair amount of concentration. Some tps and sl were missed by a couple of pips due to slowness of execution. My results are interesting if we compare the $2k achieved using ths same settings last week in a demo account.

So far this week

45 trades in total ..... 19 wins 24 losses

Average loss = 32

Average win = 85

Running profit = $762

% profit increase on $500 initial balance = 152% !!!!!

Biggest drawdown = $189 ( 6 consective losses). Bear in mind that equates to just over 2 wins.

Settings I used were davids settings with reverse index set at 8 (thanks to aragon) max lots 0.5. Hopefully with FOMC and 1 day left may just push over $1k.

 
islandhome:
Since the start of the week. I have been trading in my live account (fxdd 0.5 lots fixed), reversing cyberia decision on jpy between 8,9,12,13,14 and during major news. It was not easy and required a fair amount of concentration. Some tps and sl were missed by a couple of pips due to slowness of execution. My results are interesting if we compare the $2k achieved using ths same settings last week in a demo account.

So far this week

45 trades in total ..... 19 wins 24 losses

Average loss = 32

Average win = 85

Running profit = $762

% profit increase on $500 initial balance = 152% !!!!!

Biggest drawdown = $189 ( 6 consective losses). Bear in mind that equates to just over 2 wins.

Settings I used were davids settings with reverse index set at 8 (thanks to aragon) max lots 0.5. Hopefully with FOMC and 1 day left may just push over $1k.

that's great.

hum....how did you get your ave win so much larger than your average loss in a live acct. I'm still wondering about that in my own case. my average loss is still larger.

 

reverse decision

In answer to Aragorn. Openstorm, one of the developers of this Ea said earlier in the thread that this EA behaved poorly during news. I wanted to know how badly. When i ran it during only the news last week it shrunk a $5000 demo account to $3000 in three days. During my test run I noticed tha it was losing almost 3 times more (average loss 85 average win 32) than it was making at 1:1 ratio wins to loss. Common sense tells you that there is profit if the decisions were reversed during news. What surprises me is tha the loss of last week was not closer to the gain of this week. I have not had chance to trythe reverse EA you modified from the original.But i will put it on demo next week and continue trade manually to see if it holds true. I cannot explain why the loss is three times greater than the win. But the answer to that question lies in the logic of which i could not even begin to understand.

 
islandhome:
In answer to Aragorn. Openstorm, one of the developers of this Ea said earlier in the thread that this EA behaved poorly during news. I wanted to know how badly. When i ran it during only the news last week it shrunk a $5000 demo account to $3000 in three days. During my test run I noticed tha it was losing almost 3 times more (average loss 85 average win 32) than it was making at 1:1 ratio wins to loss. Common sense tells you that there is profit if the decisions were reversed during news. What surprises me is tha the loss of last week was not closer to the gain of this week. I have not had chance to trythe reverse EA you modified from the original.But i will put it on demo next week and continue trade manually to see if it holds true. I cannot explain why the loss is three times greater than the win. But the answer to that question lies in the logic of which i could not even begin to understand.

mind you that the reverse version I made didn't backtest well for me. I'm just a novice programmer and I don't think the way I approached the code to make it reverse it's decisions worked. I don't by any means stand behind what it will do in a demo account even. I only posted it back here in the hopes that some other developer might be able to look at what I had done and see where I made the mistake and fix it. In my opinion what I did to it was not an improvement and not anything but a botched first attempt to implement your 'reverse decision during certain hours' idea. Please don't base anything at all on the results you get from that EA version. It's more like a potter's bowl that flopped and needs to be resmashed back into a lump and started over.

 

1.9r Usdcad

Ok I had forgotten just how tempermental the reverseindex setting is and that it deserves to be customized for each pair. I guess that was my $26 mistake for the week.

When I took the euro version setting reverseindex=7 and bumped it to 12.6 the results straightened right up on the pair.

I fancy I can imagine how this setting makes it wait for the reverses which needs to be greater on a more volitile pair.

and here are some of my backtest results based on changing the reverseindex setting to arrive at 12.6

Each test was over the last month from 2006.09.01 to today.

setting = net profit @ relative drawdown % with Total Trades

4 = 309.04 @ 10.45% with 41trades

7 = 713.88 @ 15.06% with 108trades

9 = 1186.36 @ 13% with 127trades

12 = 2016.94 @ 10.52% with 137trades

12.25=1875.49 @ 12.02% with 137trades

12.4 = 2012.75 @ 10.51% with 137 trades

12.5= 2251.88 @ 10.46% with 137trades

12.6= 2251.88 @ 10.46% with 137 trades

12.7= 2225.18 @ 10.46% with 137 trades

12.75=2163.37 @10.67% with 136 trades

13= 2163.27 @ 10.67% with 136 trades

13.5= 2154.43 @10.66% with 136 trades

14= 1886.88 @10.66% with 135 trades

17= 1683.97 @11.91% with 135 trades

I'm pretty confident that it will be an asset in the account so I'm turning it back on with risk =.3

one more thing. users of this vesion can get a good laugh watching it think in the experts tab. I had a little fun with it. if you give the expert tab enough room to show you the top three lines you'll see what I mean. it shows two lines of how the cci is behaving with one line of solution value from the cyberia logic. when the correct line of the cci allows trade and the cyberia logic allows trade that's when it executes. I just wanted to watch it do it's thing and have some fun. BINGO! ho hum ....

one correction here....

DV=0.0008 is slightly better than DV=0.0007

 

1.9r Usdjpy

interesting settings on this...

I really struggled to get the drawdown below 30% until I unblocked the pipsator, volia! drawdowns went to 16% and then with some more tweaking I got it down to 12.57% TotalNet Profit on this one is more than the USDCAD over the same time range.

Trailing Stop Factor really had to be reduced. I think I like that acutally, not running with as much exposure here.

One other interesting thing. The DV filter was actually better left turned off on this. First time I've seen it not be an asset. oh well, c'est la vie.

 

sound alert for reverse decision

Thankyou Arargorn for what you may call a flopped potters bowl but the rest of us programming heathens call Royal Doulton. If it is not possible to reverse the decision in code; since i have no programming skills to speak of, would it be possible to add a sound alert when the EA decides to take a trade. It would not only be useful when trading the reverse cyberias decision but also in general.

 

Hey Argorn, how would I get the show decition part to show decision on the chart window?

 

The R1's are here...

xxDavidxSxx:
Hey Argorn, how would I get the show decition part to show decision on the chart window?

You asked for it you got it.

Ok you guys are gonna make a developer of me yet askin me to do stuff like this that I didn't know I could do...ya know it wasn't all that long ago that I didn't know any of this stuff...it amazes me that I pulled this off.

Now you want the sad part...I took about $80 loss in my account last night...

I need to revise my non-existent personal money management rules around using these tools...I punched in a manual long trade at 2 lots following the euro EA when it took a position around 9 MST. I wake up this morning to see that yea sure enough it went up...but not before going down and stopping out first....ouch

so my account now after a couple small wins this a.m. = $302 maybe you guys can subsidize me developing?

no just help me get some good money management rules about using this.... PLEASE!!! I have no shame, I can beg.

So anyway, I was testing some other settings on this today...I find that changing the SymbolCount is almost like changing the Risk. The two seem to both change the position size but I wonder if some combination of the two settings changes the average size of wins compared to the average size of losses???

Anyway...I also have a new idea simmering now....I wonder if I can find a way to access actual support and resistance levels....I've wanted to pursue that for some time. I might have an idea how I could do it??

anyway enjoy watching the charts with the new enhanced comment line

 
islandhome:
Thankyou Arargorn for what you may call a flopped potters bowl but the rest of us programming heathens call Royal Doulton. If it is not possible to reverse the decision in code; since i have no programming skills to speak of, would it be possible to add a sound alert when the EA decides to take a trade. It would not only be useful when trading the reverse cyberias decision but also in general.

I didn't say it wasn't possible. I just said that it's evaded me at present. It's also possible that an alert could sound, I doubt I'll focus my attention on making that change..however you may find similar benefit in the new R1's which display the solution value on the chart window. If you put that together with some good trend lines on your chart and other indicators like bollinger bands etc. perhaps it will help.

Reason: