Great EA in backtest! - page 67

 
Aaragorn:
I appreciate yours and everyone's efforts on this thread. One thing I believe wholeheartedly is that we can do more together than any one of us can do alone.

Amen!

another useless result of backtesting attached. another started... after some cleaning in historical and cached data.

 

heres my best so far on $jpy...

Dave

Files:
 
Aaragorn:
I appreciate yours and everyone's efforts on this thread. One thing I believe wholeheartedly is that we can do more together than any one of us can do alone.

Aaron, my forward demo testing has produced the following results for the previous week:

EURH1 +63pips

JPYH1 +78pips

Can anybody share his 90% backtest results (any time frame) for EUR 01.11.2004 - 01.11.2005?

Regards, ASpirit.

 
Aaragorn:
https://www.mql5.com/en/forum/174806

this is an idea that I think would be good to have one of the competent developers we have on this thread take a look at and run with.

I believe in the concept and would like to see it added to the CT version we are using to help limit the negative impact of news and the hyper market volitility conditions they create.

The idea is simply that since these announcement dates and times are known we can build our program to accomodate around them automatically.

Simply going on standby and closing all open orders just prior to these events and reopening a hour or two afterwards when things have past the most explosive and inherently unmanageable times like yesterday's announcement.

I would like to see someone put together an #include file that can be easily used to input dates and times to do this. It will make it better for everyone when this is available.

Dave has mentioned repeatedly how news is difficult. Well why not remove that difficulty with a handy add on to the EA?

Hi to all

Well, i am not contributor on this thread, sure (no time for that, sorry, already involved in too many things.... ), but i appreciate GREATLY all the job done....

If i permit me to post a message, it is just to say that this idea of a datafile containing the "bad" hours for a week, could be really excellent....

And it could EVEN be created as a possible ADD-ON to be used by ANY new EA ( or old EA, why not... ) , since the NEWS problem is so GENERIC

....

Just my 0.00000000000000002 cents

Thanx again and bye

DV

 

i've done some more testing.

test started at 2004.07.01 (-01.09.2006)

total net profit with 1$/pip:

01.12.2005-01.01.2006 - 652

01.01.2006-01.02.2006 - 885

01.02.2006-01.09.2006 - 4138

- great results, that kat's tests didn't confirm

test started at 2005.12.01 (-01.09.2006)

total net profit with 1$/pip:

01.12.2005-01.01.2006 - 346

01.01.2006-01.02.2006 - (-12)

01.02.2006-01.09.2006 - 3036

conclusion: my backtester works fine only for a period of one or two months. after that it spits worthless results. shorter testing periods did not confirm results for tests with start time 2004.07.01.

any ideas why it behaves like that?

thx in advance

 

pick the worst month and down load fresh data then test that month alone. And see if its different.

I dunno what else to say.

 

all months are very good besides first one or two, no matter what date test started i can not make a reliable test. even after downloading fresh data or installing mt again, but that's not the thread is for. i'll contact with mt support and will try to describe the problem.

 
Aaragorn:
Neither my friend that started that thread nor I have quite enough programming savvy to pull it off ourselves. Making a working include file presents me with some programming issues I don't fully understand how to get it to compile and manage the variables and such. But it would be great if someone that sees the value in the idea would take up the task and make something with easily used external inputs for the dates and times as well how long to sleep when they are triggered.

It could be done that a data file with all the news dates and times of interest is loaded into the expert on startup. This should also work for backtest. I can do this, but it could take a couple of days doing it in my spare time. I'll start on it.

 
tururo:
It could be done that a data file with all the news dates and times of interest is loaded into the expert on startup. This should also work for backtest. I can do this, but it could take a couple of days doing it in my spare time. I'll start on it.

that would be cool

thanks

edit: if your gonna add to or make changes to a version do it to this one. This one is the only one being used on a real account. It is from 85f(the one CT says works) the 88,89 versions are said by the developer to not be done yet. And I know personaly they have bugs. Because I had to debug the one I tried to test. It gave no better test results once I got it working.

Files:
 
xxDavidxSxx:
that would be cool

thanks

edit: if your gonna add to or make changes to a version do it to this one. This one is the only one being used on a real account. It is from 85f(the one CT says works) the 88,89 versions are said by the developer to not be done yet. And I know personaly they have bugs. Because I had to debug the one I tried to test. It gave no better test results once I got it working.

hi David

What is file set for this version?

tnx

regards

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