Fozzy system - page 4

 

Post #31 was updated with more settings.

Edit #1: the other updated for post #31. backtesting results an settings for AUDUSD were added.

Edit #2: Post #31 was updated once again for USDCAD.

Edit #3: post #31 was finally updated for the following pairs: EURUSD, GBPUSD, USDJPY, USDCHF, AUDUSD, USDCAD, GBPJPY.

 

I started to test this EA with the settings (see post #31).

Files:
fozzy.gif  41 kb
 

Fozzy EA Forward Test

I'm curious to see your test results.

I thought for myselft would be better to start testing Fozzy next week. I got this opinion on my experience of week before Christmas, that was my first loosing week with Fozzy.

 

Trading fozzy (image attached).

Will post the results during the weekend.

Files:
fozzy.gif  39 kb
 

Nice Results

Hi Newdigital,

Well, I was wrong when I thought there would be a choppy market this week, it was really a trending one.

Congrats you to the good results!

I will also restart with the test on Sunday evening (CET) using probably the settings you posted. I would like to go live with this EA if my tests were successful for one or two months.

 
GBPUSD.

D1 timeframe.

Preset file attached.

1 lot size.

No MM.

Every tick, modeling quality 90%,

since 15/08/2001 till 14/12/2006,

Average Profit per 1 lots = 1386.44

Average Loss per 1 lots = 595.59

Profit factor 1.25.

Total trades: 103.

Total net profit: 10007.20

Maximum consecutive wins (profit in money) 4 (5583.83)

Maximum consecutive losses (loss in money) 9 (-4247.53)[/CODE]

EURUSD.

D1 timeframe.

Preset file attached.

1 lot size.

No MM.

Every tick, modeling quality 90%,

since 15/08/2001 till 14/12/2006,

Average Profit per 1 lots = 1966.24

Average Loss per 1 lots = 555.61

Profit factor 1.40.

Total trades: 81.

Total net profit: 12998.30

Maximum consecutive wins (profit in money) 3 (5885.20)

Maximum consecutive losses (loss in money) 10 (-5583.50)[/CODE]

USDCHF.

D1 timeframe.

Preset file attached.

1 lot size.

No MM.

Every tick, modeling quality 90%,

since 15/08/2001 till 14/12/2006,

Average Profit per 1 lots = 373.41

Average Loss per 1 lots = 407.97

Profit factor 1.37.

Total trades: 115.

Total net profit: 6998.41

Maximum consecutive wins (profit in money) 10 (4505.97)

Maximum consecutive losses (loss in money) 3 (-1328.55)[/CODE]

USDJPY.

D1 timeframe.

Preset file attached.

1 lot size.

No MM.

Every tick, modeling quality 90%,

since 15/08/2001 till 14/12/2006,

Average Profit per 1 lots = 1718.27

Average Loss per 1 lots = 476.78

Profit factor 1.49.

Total trades: 113.

Total net profit: 18560.54

Maximum consecutive wins (profit in money) 4 (6141.39)

Maximum consecutive losses (loss in money) 8 (-3781.48)[/CODE]

[CODE]AUDUSD.

D1 timeframe.

Preset file attached.

1 lot size.

No MM.

Every tick, modeling quality 90%,

since 15/12/2004 till 14/11/2006,

Average Profit per 1 lots = 3964.05

Average Loss per 1 lots = 1109.32

Profit factor 2.86.

Total trades: 27.

Total net profit: 30928.79

Maximum consecutive wins (profit in money) 4 (15763.38)

Maximum consecutive losses (loss in money) 5 (-5592.20)

[CODE]USDCAD.

D1 timeframe.

Preset file attached.

1 lot size.

No MM.

Every tick, modeling quality 90%,

since 15/12/2004 till 14/11/2006,

Average Profit per 1 lots = 1639.81

Average Loss per 1 lots = 465.51

Profit factor 1.45.

Total trades: 24.

Total net profit: 3565.01

Maximum consecutive wins (profit in money) 2 (3287.56)

Maximum consecutive losses (loss in money) 6 (-2844.18)

[CODE]GBPJPY.

D1 timeframe.

Preset file attached.

1 lot size.

No MM.

Every tick, modeling quality 90%,

since 15/12/2004 till 14/11/2006,

Average Profit per 1 lots = 1696.93

Average Loss per 1 lots = 1315.15

Profit factor 1.53.

Total trades: 31.

Total net profit: 4425.58

Maximum consecutive wins (profit in money) 4 (5190.45)

Maximum consecutive losses (loss in money) 7 (-2923.34)

[CODE]GBPCHF.

D1 timeframe.

Preset file attached.

1 lot size.

No MM.

Every tick, modeling quality 90%,

since 15/12/2004 till 14/11/2006,

Average Profit per 1 lots = 1148.89

Average Loss per 1 lots = 298.38

Profit factor 2.07.

Total trades: 20.

Total net profit: 4163.37

Maximum consecutive wins (profit in money) 2 (2070.46)

Maximum consecutive losses (loss in money) 5 (-1354.74)

It is the settings for GBPUSD, EURUSD, USDJPY, USDCHF, AUDUSD, USDCAD, GBPJPY and GBPCHF with backtesting results. I understand that it is not ideal settings. But I did my best because it was very difficult: this system is not trading often and it was necessary to have many trades to have some statistical data adequacy. 103 trades since 2001 is not big number but it is the best I could do in this case.

Of course if I backtest for 2006 year only so we may get different settings with more trades.

I will updated this posts with more settings results.

Files:
 

New bug fixed version of this EA was uploaded on the post #1.

 

New version

newdigital:
New bug fixed version of this EA was uploaded on the post #1.

As for the newly uploaded package: within the zip file the EAs for the different pairs are signed with the old v1.2 version identifier. Inspite of that, are they the new, I mean v1.3 version EAs anyway?

 
chrisstoff:
As for the newly uploaded package: within the zip file the EAs for the different pairs are signed with the old v1.2 version identifier. Inspite of that, are they the new, I mean v1.3 version EAs anyway?

It is new.

Because I have two trades opened: CAD with +100 pips and AUD with +11 pips. If I attach new version (new name I mean) I may lose the trades and must start testing from the beginning.

I simple did not re-name new EAs hoping the new versions will process those two orders.

There are new 1.3 EAs in ziped file (1.3 EAs just were renamed to be 1.2).

Anyway the new version is attached here.

Files:
 

I re-named it once again to 1.3.

So it is ok now.

Reason: