Cost Averaging System - page 38

 

The latest with the aggressive version. It is crazy. I feel dizzy by the sheer number of trades it places and the drawdowns sometimes.

 
forex4syg:

More suggestions for stress test would be highyl appreciated.

october 2004 to july 2005 is a period with very strong up move followed by very strong down move

 

Maji,

Can you make the EA detect if the pairs are in a range before trading?

 

et,

I have tried all those things, but nothing works better than letting it do its thing. Actually the EA makes good money when it starts piling on lots during a trending market. Every trend is followed by some pullback and it unloads that time. The trick is to be capitalized enough to stay afloat during those trend times.

Blue Pearl,

Great job. I will try to see if I can do some backtesting tonite using the time limits suggested by you.

 
Maji:
The latest with the aggressive version. It is crazy. I feel dizzy by the sheer number of trades it places and the drawdowns sometimes.

here is an analysis for net profit breakdown:

GBPUSD +$488.20 drawdown 1.5%

NZDUSD +$ 66.10 drawdown 0.1%

GBPJPY +$624.37 drawdown 1.9%

USDJPY +$354.98 drawdown 1.0%

USDCHF +$ 82.49 drawdown 0.1%

EURCAD +$797.67 drawdown 2.0%

USDCAD +$ 46.03 drawdown 0.1%

GBPCHF +$254.45 drawdown 0.7%

AUDJPY +$ 21.36 drawdown 0.0%

CHFJPY +$ 20.25 drawdown 0.1%

EURJPY +$247.02 drawdown 0.6%

AUDUSD -$ 9.09 drawdown 0.4%

EURCHF +$ 46.15 drawdown 0.1%

EURUSD +$ 89.51 drawdown 0.3%

EURGBP +$200.57 drawdown 0.6%

 

here are results for two weeks for CostAvg Common RSI v1 on M15 with default settings.

There is a glitch with placing orders at the appropriate level. looks lke the LastSellPrice was not updated prior to setting the new order and as such was only place 6 pips away from the previous order.

2006.11.15 11:15 sell 1.70 usdjpym 118.06

2006.11.16 16:01 sell 2.80 usdjpym 118.12

Files:
statement5.htm  43 kb
 
BluePearl:
here are results for two weeks for CostAvg Common RSI v1 on M15 with default settings.

There is a glitch with placing orders at the appropriate level. looks lke the LastSellPrice was not updated prior to setting the new order and as such was only place 6 pips away from the previous order.

2006.11.15 11:15 sell 1.70 usdjpym 118.06

2006.11.16 16:01 sell 2.80 usdjpym 118.12

BluePearl,

I believe there is a bug that Scott pointed out. I will try to get it fixed and send out an update over the weekend. It will be called the same so that you can just replace the EA and compile it. I am trying to make the transition seamless... the catch phrase is trying

thanks for your input.

 

Here is the updated records for the RSI trend v4 running on m5 with the following settins:

//----------------------- USER INPUT

extern int MagicNumber = 12413;

extern double LotExponent = 2;//1.666667;

extern double slip = 3;

extern double pLots = 0.01;

extern double TakeProfit = 5;

extern double Stoploss = 500;

extern double PipStep = 5;

extern int MaxTrades = 55;

extern bool UseStopLoss = false;

extern double TotalEquityRisk = 25; //loss as a percentage of equity

extern bool UseSafeMode = false;

extern bool UseRSIforAddTrade = false;

extern double BuyLevel = 30;

extern double SellLevel = 90;

extern double ShortLevel = 70;

extern double CoverLevel = 10;

extern int SlowPeriod = 8;

extern int FastPeriod = 5;

extern int PriceType = 5;

extern bool UseTrend = false;

extern int sMAPeriod = 40;

extern int MAPeriod = 10;

extern int MATimeFrame = 1440;

extern int MAMethod = 0;

extern int MAPrice = 0;

extern bool UseMASlope = false;

extern int MinPips = 10;

extern int MALookBack = 5;

extern bool UseTrailingStop = true;

extern double TrailStart = 30;

extern double TrailStop = 30;

extern bool MM = false; //Use Money Management or not

extern double RiskPercent = 0.1; //% of equity used as margin per trade

 

This is for the much more level headed common rsi using m15 charts.

 
Maji:
This is for the much more level headed common rsi using m15 charts.

---------NetProfit----DD

USDCHF +$243.34 0.9%

EURCHF +$ 64.11 0.7%

USDJPY +$463.87 0.1%

GBPUSD +$612.83 1.7%

AUDUSD +$418.01 0.7%

EURJPY -$312.80 19.9%

GBPJPY +$454.02 0.4%

EURUSD +$328.36 0.8%

USDCAD +$128.98 0.9%

what happened with EURJPY?

Reason: