Phoenix optimization - page 3

 

It sounds like 30 minutes just might be too long to wait on entry. We aren't even sure it is the same signal, it could be a completely different signal. Ideas?

One idea is to cut the time limit down to 1 minute (time value of 60) and 5 minutes (300) instead of 15 (900). Another option is to try large values (50, 100, 200, 400) for tick based calculations. I think that would require Build 200 with the best tick estimation :/ Do you mind testing some more or all of these settings? I appreciate your reports a lot, and I think this signal_count is our best candidate for making Phoenix more reliable on processing data.

I'm playing hokey and doing Phoenix stuff while code for cash runs through tests.

 
daraknor:
It sounds like 30 minutes just might be too long to wait on entry. We aren't even sure it is the same signal, it could be a completely different signal. Ideas?

One idea is to cut the time limit down to 1 minute (time value of 60) and 5 minutes (300) instead of 15 (900). Another option is to try large values (50, 100, 200, 400) for tick based calculations. I think that would require Build 200 with the best tick estimation :/ Do you mind testing some more or all of these settings? I appreciate your reports a lot, and I think this signal_count is our best candidate for making Phoenix more reliable on processing data.

I'm playing hokey and doing Phoenix stuff while code for cash runs through tests.

I'm windsurfing... while cash Phoenix working for pips !!!!

 

optimization (Mode, Lots, Risk)

find in this post the result of a night optimization of Phoenix_5_6_03 on Mode, lots and risk parameters classed on the %drawDown factor.

With 5000$ of init deposit.

Sorry for my french english

optimization_mode_lots_risk.zip

 
Wackena:
Attached are backtest results on North Finance MT4 Strategy Tester. Tick data was downloaded using new download feature in the History Center on Build 200. When trying to download tick data on IBFX, there were data gaps and data stopped at 09/29/2006.

I tested each Mode in Phoenix 5.6.04 as downloaded and with Daraknor suggested code changed + Count_Signal=2. http://www.forexfactory.com/forexforum/showpost.php?p=141935&postcount=901

You can see settings at top of each report.

Date range - 5/1/2006 to 11/17/2006

Deposit - $5,000, Risk 0.1

As downloaded

P5.6.04-Mode1 - Profit 13,997.71 - MD 29.51% - short 64(75%) - long 57(82.6%)

P5.6.04-Mode2 - Profit 47,186.22 - MD 30.22% - short 105(73.08%) - long 103(75.93%)

P5.6.04-Mode3 - Profit 613.16 - MD 41.28% - short 216(60.19%) - long 192(63/54%)

With code change and Signal_Count=2

P5.6.04-Mode1-2 - Profit 2,316.31- MD 42.43% - short 32(53.13%) - long 29(62.07%)

P5.6.04-Mode2-2 - Profit 1,184.47- MD 67.72% - short 84(50%) - long 83(65.06%)

P5.6.04-Mode3-2 - Profit 2,834.33 - MD 26.14% - short 117(46.15%) - long 120(52.50%)

If settings are not correct for comparative testing, please advise.

I'm curious as to how much difference in results between broker MT4 platforms and new build 200 tick data compared to alpari data.

Wackena

Please, can you attach this updated version EA?

 
frantacech:
Please, can you attach this updated version EA?

Phoenix 5.6 versions are located at this link. https://www.mql5.com/en/forum

Wackena

 

Apparently some new "best" settings from Artemos on ForexFactory forums.

Hi, everybody!

Some time ago I posted my sets for USDJPY. Results on test (from 01/04/06)appr. the same:

SMAPeriod = 6;

SMA2Bars = 17;

Percent = 0.0032;

TakeProfit = 42;

StopLoss = 79;

TrailingStop = 0;

OSMAFast = 3;

OSMASlow = 30;

OSMASignal = 2;

EnvelopePeriod = 2;

Fast_Period = 25;

Slow_Period = 15;

DVBuySell = 0.0023;

DVStayOut = 0.023;

Now, here my set's for CHFJPY:

SMAPeriod = 4;

SMA2Bars = 44;

Percent = 0.02;

TakeProfit = 42;

StopLoss = 82;

TrailingStop = 0;

OSMAFast = 5;

OSMASlow = 44;

OSMASignal = 8;

EnvelopePeriod = 4;

Fast_Period = 52;

Slow_Period = 29;

DVBuySell = 0.0011;

DVStayOut = 0.035;

 
daraknor:
Apparently some new "best" settings from Artemos on ForexFactory forums.

Hi,

I performed the backtest on the original settings and Artemos' setting.

From 01May~24Nov, FXDD's history centre data.

Risk 0.05, initial deposit 10,000.

Regards

 
wilson1668:
Hi,

I performed the backtest on the original settings and Artemos' setting.

From 01May~24Nov, FXDD's history centre data.

Risk 0.05, initial deposit 10,000.

Regards

Well, there you go... It remains worrying to see such big differences between different people.

I wonder if we ever gonna find a way around this. And not just by all going to the same/most profitable looking broker. But being the ultimate optimist, I'm certain with all the bright people hanging around in this forum this problem will get sorted one day!

 

Optimization Result

Hi all,

Attached are the optimization set file(converted to *.txt format) with the back test result for the following period:

29-09-2006 ~ 24-11-2006

29-10-2006 ~ 24-11-2006

13-11-2006 ~ 24-11-2006

Using Alpari's data, MetaTrader4 Build200 (24Nov2006). Any feedback / comments?

Regards

Wilson

 

New optimized setting & backtest result

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