Simbasystem-gbpusd - page 93

 

Duke-tests

dukeofdents:
Here's the best I've got so far. This was optimized form 3/30/2004 to end, then best results were tested from 1/3/2001 to 3/30/2004, this is the best setting on the complete data set, 1/3/2001 to 3/30/2007. This was done using a compilation of the viac data with the current Alpari to give an allegedly complete Alpari set since 1/3/2001. Everyone else try it, in the meantime I'll be using some other data and trying a few different things...

BTW, I didn't notice any real impact from varying the ATR... DD was under 20% on the optimization set but gets higher on the total data...

Duke

Hi Duke,

Thanks for contributing with your time and effort..some comments though

1-Please be so kind to split the data into 2 periods..1-January01 to 11/June/04..2-16/June/04 to 31/March/07..this way we can benchmark results against each other

2-Your best results on the complete data set are much lower than the "official" results,posted by Frantacech a few pages ago..like 52.6k vs 43 k,1.58 pf vs 1.42..recheck,please

3-Your atr function was set to false,so you just used a tp of 260/266(don`t remember the right number from your pdf ) pips..if you want to test the atr function,set it to true and then take note that the multiplier is no more in % so a 250 multiplier is not atr*2.5 but atr*250..with results not relevant,try to test in the atr range 1 to 25 and multiplier 1 to 15

Thanks again and Regards

Simba

 

Duke

dukeofdents:
I've been testing a few other systems and ideas lately, as well, and I can say with some certainty that something changed drastically regarding the trading pattern of GBP/USD during 2004-2005, so we may want to change the time that we split the data, as well. I've tried this with other systems with varying results, and it may be the very fact that I'm splitting the data at that point that makes me think something changed about the trading pattern. What a paradoxical pain in the ass!!!

Hi Duke,

Yes,it is probable that something changed in 2005/6..since system results are better from end 05..so market has been trending more

The dataset has been split as it is due to data acquisition problems,so,basically the split is random,and since we don`t know if/when the market is going to change again..better we stick on this split and forget about trying to see the future in the rearview mirror

IMHO...We have invested lots of hours in and out of sample with those periods,that are valid due to the reasons I gave above,so,this is an additional reason to stick with them..at least for public posting..

Thanks and Regards

Simba

 

moisyed

moisyed:
Sorry.. attached the wrong file. Here is the correct one. Thanks

Hi,

The mtf xpmav2 satl should be visible in your chart,it is in mine,something is not right,please use templates and instructions in first post of this thread

Signal was invalid due to first ,price for long entry was below chand..already explained several times.;)..and second,read the rules regarding official system ,chand distance 35/100

Will post rules in first page when we have finished,so,either you wait for a loooooong time or you make a small effort and try to read,AT LEAST,the relevant posts..;)

Regards

Simba

 

Thanks Simba

I do have all indicators and using official template, infact I can see mtf xpmav2 satl in other pair charts. I will go through with whole thread again, for sure don't wanna wait.. lol

 

7$ per pip per lot???

Hi

My testing platform is ,now ,Alpari and it gives me 7$ per pip per lot instead of the usual 10$,so,my latest test results are not comparable,though they are relatively valid,will edit them..or change platform

If anybody knows how to change to the normal 10$,please inform

Simba

 

test results

SIMBA:
Hi

My testing platform is ,now ,Alpari and it gives me 7$ per pip per lot instead of the usual 10$,so,my latest test results are not comparable,though they are relatively valid,will edit them..or change platform

If anybody knows how to change to the normal 10$,please inform

Simba

Thanks for the massive reply

Don`t miss our show!Six beautiful dancing girls!Five beautiful costumes!

Ok,I tested with what I had..

Results..for wpr 90,-8,-92..use atr4 multiplier 4..or atr6,multiplier4..for gbpusd and gbpjpy..it improves the "official "results and reduce the dd for cable total 01/07 and gbpjpy 04/07..Be so kind to check for yourselves and confirm

Home is heaven and orgies are vile,but you need an orgy once in a while..;)

Both atr4mult4 and atr6mult4 are good for both pairs..the first is slightly better for gbpjpy and the second for cable,though differences are

statistically non relevant

Next steps:Would like to hear proposals..as per myself will keep the forward testing going,and,if possible will include(add),beginning of next week the new"official atr based" to the test pool,Frantacech accepting being a condition sine qua non.;)

Nothing is more responsible for the good old days than a bad memory

Bye,bye..He that knows why knows therefore

Simba

 

even if i do another system, go on with the great job simba.

one thing, as spot forex try bgcfx.com pretty good currenex , as mt4 broker for charts i use whc http://www.whcapital.ru/platforms/mt4/down u can find also futures there on currencies as well on indexes

 

Hi all, here are the tests done by Simba and redone by me. They are the correct ones for ATR optimization.

I would also strongly appreciate if there was more than like 1 or 2 people working at any time. I, and I don't think I'm alone, am starting to have had enough of a few people working and and a few dozens enjoying free stuff and daring to ask such questions as what the system rules are.

Get the heck moving again!!

 
 
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