Great EA in backtest! - page 118

 

Ladies and Gentlemen I think we have steam!

Settings included. Please let me know how this works for ya.

Personally I can't wait to try it when the market opens.

Look at that drawdown! 6.47%!!! Winning 81.18% of its longs and 79.82% of its shorts!!!!!

I think this might be really REALLY good.

ok I need to pass this over some of the rougher spots of the market this could just be a good streach of data. I'm never certain what to believe with this.

 

Not sure what accounts for your results Tross. That's a totally differen scenario there.

Here's my best after patiently adjusting each filter setting.

It's winning 83.59% of the longs

It's winning 81.92% of the shorts

It's taking a little over twice as many shorts as longs

Relative drawdown is 5.79% over the period of from Jan 1, 2006 to today.

winning ratios are only slightly improved over not using the filter but at the expense of not taking as many trades.

Unfiltered results are:

It's winning 79.69% of longs

It's winning 81.70% of shorts

It's taking more longs than shorts by a factor of 7/6

Relative drawdown is 4.71% over the same range.

These results seem to me to conflict with each other. That says that it's losing more unfiltered but still has less drawdown?

I guess the thing I am looking for is a better win loss percentage and the backtester says that this filter does that. It remains to be seen how much actual difference it makes in live trading.

 
Aaragorn:
Ladies and Gentlemen I think we have steam!

Settings included. Please let me know how this works for ya.

Personally I can't wait to try it when the market opens.

Look at that drawdown! 6.47%!!! Winning 81.18% of its longs and 79.82% of its shorts!!!!!

I think this might be really REALLY good.

ok I need to pass this over some of the rougher spots of the market this could just be a good streach of data. I'm never certain what to believe with this.

Wow...

Which Broker's Platform and which data feed?

 

hey Araagorn great work keep doing that!

try to always leave the things simple!

so, tell us which broker you have been using to do that's backtests?

because the feed, and the spread of the brokers around was a bit diferent.. and to make a backtest it's really important

i was testing yours ct 1.93 here with alpari's data and using alpari's metatrader.. which use:

- minimum lot size: 0.1 (at your backtest it was 0.01)

- spread: 3 to eurusd pair

i've saw one ea that we have an parameter to switch the lot increase mode as:

"for LotIncrease: 0=FullLot 1=0.1 2=0.01 "

if you want, i could put the ea that make use of it here to you get the code

another thing to tell you was cut down some functions that are never used on this ct

as you release new versions you could simple reduce the code size.. if someone want some functions that you've cutted down just get an older version of cyberia..

and what about create a new topic to your new cyberiatrader?

and always edit the first post with your main releases

pay some attencion later over the releases method used by a expert advisor called Phoenix thread's of the at this same forum

that's all i've to say for now..

 

Hello All,

I tested this EA (EURUSD 1H) with over 2,000,000 ticks of data. I still mamaged 57% model quality. I will check the code and get back to you. AT 57% model quality, the results are unreal.

Reagrds,

Aymen

Files:
results.zip  414 kb
 

hi everybody,

i'am new in here, i just want to know how to setting this EA? it look to many option we can setting, hope this request doesn't bother anyone here..

i do backtest on Eur/Usd and got good good result with default setting, i just change time to -1, i use RealTrader broker.. i thing their time is -1GMT.

 

Results? - whats happening?

Aaragorn:
Ladies and Gentlemen I think we have steam!

Settings included. Please let me know how this works for ya.

Personally I can't wait to try it when the market opens.

Look at that drawdown! 6.47%!!! Winning 81.18% of its longs and 79.82% of its shorts!!!!!

I think this might be really REALLY good.

ok I need to pass this over some of the rougher spots of the market this could just be a good streach of data. I'm never certain what to believe with this.

I ran this with default settings on backtest on 1 hour timeframe (is that correct?) and it came up with 0 trades. What the?!

I am new to this system, would somebody be kind enough to explain it? Also as far as I can see, the default settings are running with no stop at all? Is this not trader suicide?

Thanks Guys

FxNorth

 
aymensaket3:
Hello All,

I tested this EA (EURUSD 1H) with over 2,000,000 ticks of data. I still mamaged 57% model quality. I will check the code and get back to you. AT 57% model quality, the results are unreal.

Reagrds,

Aymen

the results that you've made that are unreal, the model quality belongs to yours quality of data not to the code of the expert advisor, read for a while and you should see an already posted on this thread "how to get 90% of model quality"

also i've found over my searchs a document that explain "how to use real feed to archive 99% of model quality" (still show 90% of model quality but the feed was logged from real market online).

 
aymensaket3:
Hello All,

I tested this EA (EURUSD 1H) with over 2,000,000 ticks of data. I still mamaged 57% model quality. I will check the code and get back to you. AT 57% model quality, the results are unreal.

Reagrds,

Aymen

Here are the links to improve the modeling quality:

Data: http://www.alpari-idc.ru/en/dc/databank.php

How to: http://www.metatrader.info/node/67

Notice that this data is only from Alpari...

 

here some backtest i do for GBP/USD, what unexpected profit from this EA, now i do forward test for this EA, on eur/usd and gbp/usd using 1H tf. i use realtrader broker,

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