Great EA in backtest! - page 122
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V1.93 lose -12.51
2006.11.16 10:20 sell 1.39 eurusdm 1.2812 1.2821 1.2715 2006.11.16 13:30 1.2821 0.00 0.00 0.00 -12.51
111111 NeuroCluster-testing-AI-LS1[sl]
are V1.93 and v.193ppf based on the open version or Pro version
open version I presume I just started with what was posted on this thread further back and started modifying that.
results so far...
-27
Ticket Open Time Type Lots Item Price S / L T / P Close Time Price Commission Taxes Swap Profit
12233681 2006.11.16 14:00 sell 0.01 eurusdm 1.2821 1.2827 1.2724 2006.11.16 14:01 1.2812 0.00 0.00 0.00 0.09
12232859 2006.11.16 13:47 sell 0.01 eurusdm 1.2817 1.2823 1.2720 2006.11.16 13:59 1.2823 0.00 0.00 0.00 -0.06
12231772 2006.11.16 13:33 sell 0.01 eurusdm 1.2827 1.2831 1.2730 2006.11.16 13:45 1.2818 0.00 0.00 0.00 0.09
12231186 2006.11.16 13:30 sell 0.01 eurusdm 1.2827 1.2844 1.2730 2006.11.16 13:30 1.2844 0.00 0.00 0.00 -0.17
12203587 2006.11.15 19:07 sell 0.01 eurusdm 1.2819 1.2826 1.2722 2006.11.16 07:02 1.2826 0.00 0.00 0.02 -0.07
12197952 2006.11.15 15:05 sell 0.01 eurusdm 1.2803 1.2820 1.2706 2006.11.15 19:05 1.2820 0.00 0.00 0.00 -0.17
12192173 2006.11.15 12:33 sell 0.01 eurusdm 1.2793 1.2802 1.2696 2006.11.15 13:35 1.2784 0.00 0.00 0.00 0.09
12190431 2006.11.15 11:18 sell 0.01 eurusdm 1.2793 1.2801 1.2696 2006.11.15 11:32 1.2784 0.00 0.00 0.00 0.09
12180357 2006.11.15 07:25 sell 0.01 eurusdm 1.2818 1.2829 1.2721 2006.11.15 08:10 1.2829 0.00 0.00 0.00 -0.11
12179942 2006.11.15 07:10 sell 0.01 eurusdm 1.2814 1.2821 1.2717 2006.11.15 07:25 1.2821 0.00 0.00 0.00 -0.07I've been working with the ppf version.
Doing some backtest's, trying to optimize the settings for my risk tolerance (higher than yours Aaragorn).
I do keep noticing that my backtests open way less Long trades than short ones. It makes me think that your current version of Cyb does a great job of opening short positions, but maybe there is a better way of opening long ones. I know there would be a lot of work to make those kind of changes, and frankly they are beyond me atm
Currently forward testing Demo, Cyb 1.93 ppf, Balance of $9943. I'm pretty happy with that, it's not losing money quickly, which means it's staying in the game ready for a positive move.
Sorry for the long post!
Best backtest to date for 2006;Pretty good result...
I am working here with the version 1.93b, optimized by Templar (the results are being the same in backtests to the versions 1.93 and 1.93a)but with less risk though, in a mini demo account at FXDD and so far it got 3 positive results making +28pips.
lets see the result in a month...
What's the point in letting this continue to run?
12265552 2006.11.17 13:05 sell 0.01 eurusdm 1.2778 1.2789 1.2681 2006.11.17 14:12 1.2789 0.00 0.00 0.00 -0.11
12261721 2006.11.17 10:12 sell 0.01 eurusdm 1.2782 1.2790 1.2685 2006.11.17 11:16 1.2773 0.00 0.00 0.00 0.09
12258766 2006.11.17 08:19 sell 0.01 eurusdm 1.2791 1.2797 1.2694 2006.11.17 09:09 1.2782 0.00 0.00 0.00 0.09
12257320 2006.11.17 08:04 sell 0.01 eurusdm 1.2781 1.2796 1.2684 2006.11.17 08:15 1.2796 0.00 0.00 0.00 -0.15
12256272 2006.11.17 07:28 sell 0.01 eurusdm 1.2787 1.2793 1.2690 2006.11.17 07:59 1.2778 0.00 0.00 0.00 0.09
12254466 2006.11.17 06:36 sell 0.01 eurusdm 1.2772 1.2787 1.2675 2006.11.17 07:28 1.2787 0.00 0.00 0.00 -0.15
12233681 2006.11.16 14:00 sell 0.01 eurusdm 1.2821 1.2827 1.2724 2006.11.16 14:01 1.2812 0.00 0.00 0.00 0.09
12232859 2006.11.16 13:47 sell 0.01 eurusdm 1.2817 1.2823 1.2720 2006.11.16 13:59 1.2823 0.00 0.00 0.00 -0.06
12231772 2006.11.16 13:33 sell 0.01 eurusdm 1.2827 1.2831 1.2730 2006.11.16 13:45 1.2818 0.00 0.00 0.00 0.09
12231186 2006.11.16 13:30 sell 0.01 eurusdm 1.2827 1.2844 1.2730 2006.11.16 13:30 1.2844 0.00 0.00 0.00 -0.17
12203587 2006.11.15 19:07 sell 0.01 eurusdm 1.2819 1.2826 1.2722 2006.11.16 07:02 1.2826 0.00 0.00 0.02 -0.07
12197952 2006.11.15 15:05 sell 0.01 eurusdm 1.2803 1.2820 1.2706 2006.11.15 19:05 1.2820 0.00 0.00 0.00 -0.17
12192173 2006.11.15 12:33 sell 0.01 eurusdm 1.2793 1.2802 1.2696 2006.11.15 13:35 1.2784 0.00 0.00 0.00 0.09
12190431 2006.11.15 11:18 sell 0.01 eurusdm 1.2793 1.2801 1.2696 2006.11.15 11:32 1.2784 0.00 0.00 0.00 0.09
12180357 2006.11.15 07:25 sell 0.01 eurusdm 1.2818 1.2829 1.2721 2006.11.15 08:10 1.2829 0.00 0.00 0.00 -0.11
12179942 2006.11.15 07:10 sell 0.01 eurusdm 1.2814 1.2821 1.2717 2006.11.15 07:25 1.2821 0.00 0.00 0.00 -0.07
0.00 0.00 0.02 -0.43
Closed P/L: -0.41I'm glad someone is getting positive results...sure wish it was me!
I haven't done as much forward testing as you.
From looking at those results I see;
- It's hitting stop losses which is fine, risk management
- It's never hitting it's TakeProfit. . .
So, it's closing trades when they are slightly profitable because you are using a trailing stop? Or, it's closing trades because that is how you have the ppf written, to take guaranteed profit at +.09 pips.
Maybe it's time to increase the value of the trailing stop/ ppf close to allow it to take a profit at +.11. Possibly the ppf does not work as intended live. Especially if your win / loss is not 66%.
Just throwing some thoughts out
Okay, people...
These are my results with 1.93b on my demo account so far:
The Initial deposit was of $500 and my balance is now $497;
I will keep this account, as I said for a month at least to see how it works;
CT 1.93b is doing like in any backtest, but of course that with much less trades, perhaps because of the data feed from the Demo Server, that gives different data than the one CT uses in backtest;
The difference I got between these results (Demo) and those at backtesting seem to be in the 10% remaining to get 100% of the modeling quality achieved on backtest.
P.S.:On backtesting, in some months (I tested CT 1.93b month to month, to see how it worked as if started from each month of 2005-2006) CT ended up having a a balance of 430 to 380, so some drawdown is expected...
;
going live tonight with real account.
$520
Northfinance
CT 193
---
i hope to have a positive month.
going live tonight with real account.
$520
Northfinance
CT 193
---
i hope to have a positive month.cool, do bring us your results, please!
going live tonight with real account.
$520
Northfinance
CT 193
---
i hope to have a positive month.I wish you a good luck!!
Send us some weekly reports about you experience.
These are my results since the 14th with the euro ppf version...I tried one manual trade but it expired before entering.
Ticket Open Time Type Lots Item Price S / L T / P Close Time Price Commission Taxes Swap Profit
12360824 2006.11.22 14:23 buy 0.01 eurusdm 1.2913 1.2901 1.3010 2006.11.22 14:42 1.2922 0.00 0.00 0.00 0.09
12314885 2006.11.21 05:03 sell limit 0.01 eurusdm 1.2824 1.2833 1.2804 2006.11.21 06:57 1.2817 expiration [2006.11.21 06:57]
12295200 2006.11.20 09:55 sell 0.01 eurusdm 1.2842 1.2850 1.2745 2006.11.20 14:59 1.2833 0.00 0.00 0.00 0.09
12265552 2006.11.17 13:05 sell 0.01 eurusdm 1.2778 1.2789 1.2681 2006.11.17 14:12 1.2789 0.00 0.00 0.00 -0.11
12261721 2006.11.17 10:12 sell 0.01 eurusdm 1.2782 1.2790 1.2685 2006.11.17 11:16 1.2773 0.00 0.00 0.00 0.09
12258766 2006.11.17 08:19 sell 0.01 eurusdm 1.2791 1.2797 1.2694 2006.11.17 09:09 1.2782 0.00 0.00 0.00 0.09
12257320 2006.11.17 08:04 sell 0.01 eurusdm 1.2781 1.2796 1.2684 2006.11.17 08:15 1.2796 0.00 0.00 0.00 -0.15
12256272 2006.11.17 07:28 sell 0.01 eurusdm 1.2787 1.2793 1.2690 2006.11.17 07:59 1.2778 0.00 0.00 0.00 0.09
12254466 2006.11.17 06:36 sell 0.01 eurusdm 1.2772 1.2787 1.2675 2006.11.17 07:28 1.2787 0.00 0.00 0.00 -0.15
12233681 2006.11.16 14:00 sell 0.01 eurusdm 1.2821 1.2827 1.2724 2006.11.16 14:01 1.2812 0.00 0.00 0.00 0.09
12232859 2006.11.16 13:47 sell 0.01 eurusdm 1.2817 1.2823 1.2720 2006.11.16 13:59 1.2823 0.00 0.00 0.00 -0.06
12231772 2006.11.16 13:33 sell 0.01 eurusdm 1.2827 1.2831 1.2730 2006.11.16 13:45 1.2818 0.00 0.00 0.00 0.09
12231186 2006.11.16 13:30 sell 0.01 eurusdm 1.2827 1.2844 1.2730 2006.11.16 13:30 1.2844 0.00 0.00 0.00 -0.17
12203587 2006.11.15 19:07 sell 0.01 eurusdm 1.2819 1.2826 1.2722 2006.11.16 07:02 1.2826 0.00 0.00 0.02 -0.07
12197952 2006.11.15 15:05 sell 0.01 eurusdm 1.2803 1.2820 1.2706 2006.11.15 19:05 1.2820 0.00 0.00 0.00 -0.17
12192173 2006.11.15 12:33 sell 0.01 eurusdm 1.2793 1.2802 1.2696 2006.11.15 13:35 1.2784 0.00 0.00 0.00 0.09
12190431 2006.11.15 11:18 sell 0.01 eurusdm 1.2793 1.2801 1.2696 2006.11.15 11:32 1.2784 0.00 0.00 0.00 0.09
12180357 2006.11.15 07:25 sell 0.01 eurusdm 1.2818 1.2829 1.2721 2006.11.15 08:10 1.2829 0.00 0.00 0.00 -0.11
12179942 2006.11.15 07:10 sell 0.01 eurusdm 1.2814 1.2821 1.2717 2006.11.15 07:25 1.2821 0.00 0.00 0.00 -0.07
0.00 0.00 0.02 -0.25
Closed P/L: -0.23I caution anyone going live with this to be cautious and keep the lots sizes small until you can prove the performance and returns. No point in creating drawdowns for the sake of testing. As you can see from my example here I've lost .23 cents = 23 pips That's not hurting me at all to find out how the system actually performs and it's just as easy to count the pips this way as it is to lose alot more money and count the pips. That could have been $2.30 or $23.00 or $230.00. Why lose more to learn the same thing? I don't encourage gambling, that's not what I'm looking for. Let's keep the leverage down. Testing should be methodical and patient. Logic should direct decisions. Validation should be waited for. First things first. Once we know we can win the pip game live then we can win the money game.
I invite any of the faithful developers on this thread to visit my new workbench join me on any of my other projects..until I learn more I think I've done about all the good I know how to do here.
https://www.mql5.com/en/forum/175614