Simbasystem-gbpusd - page 44
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Jma 13 D1+4h
Hi again,
In the case of JMA 13 filtering with 2 jmas,1d,4h,gives slightly better results than using only 4h(profit factor 1.4 vs 1.3..)..though the 1d profit factor(previous post) is much higher..1.95..interesting
Now I am going to look for 4h JMA+4H SATL and see what happens
Simba
Bars in test 2069
Ticks modelled 28848
Modelling quality 30.91%
Initial deposit 50000.00
Total net profit 84795.93
Gross profit 295652.66
Gross loss -210856.73
Profit factor 1.40
Expected payoff 310.61
Absolute drawdown 4355.02
Maximal drawdown 27751.61 (37.81%)
Relative drawdown 37.81% (27751.61)
Total trades 273
Short positions (won %) 133 (56.39%)
Long positions (won %) 140 (49.29%)
Profit trades (% of total) 144 (52.75%)
Loss trades (% of total) 129 (47.25%)
Largest
profit trade 14481.50
loss trade -9803.70
Average
profit trade 2053.14
loss trade -1634.55
Maximum
consecutive wins (profit in money) 6 (1081.50)
consecutive losses (loss in money) 10 (-20320.30)
Maximal
consecutive profit (count of wins) 29116.70 (3)
consecutive loss (count of losses) -25444.40 (6)
Average
consecutive wins 2
consecutive losses 2
4h Jma+4h Satl
Hi All,
Well,self explanatory..4h JMA 13+4H SATL..did improve on SATL alone but was much worse than JMA alone...
Next,I am going to look for a "better",if possible 4h period,using digital filter generator spectral analysis to find dominant cycles on the 4h tf..
Simba
Bars in test 2069
Ticks modelled 28848
Modelling quality 30.91%
Initial deposit 50000.00
Total net profit 26418.92
Gross profit 373288.16
Gross loss -346869.24
Profit factor 1.08
Expected payoff 74.42
Absolute drawdown 35559.59
Maximal drawdown 54695.72 (79.11%)
Relative drawdown 79.11% (54695.72)
Total trades 355
Short positions (won %) 170 (51.18%)
Long positions (won %) 185 (50.27%)
Profit trades (% of total) 180 (50.70%)
Loss trades (% of total) 175 (49.30%)
Largest
profit trade 19820.40
loss trade -12000.00
Average
profit trade 2073.82
loss trade -1982.11
Maximum
consecutive wins (profit in money) 6 (392.60)
consecutive losses (loss in money) 9 (-20644.39)
Maximal
consecutive profit (count of wins) 25913.01 (2)
consecutive loss (count of losses) -20644.39 (9)
Average
consecutive wins 2
consecutive losses 2
Hi,
Here you have them
SimbaThanks Simba!
That has solved the problem and now i see the indicator!
Daniel.-
Problems With Strategy Tester
Hi All,
I started getting strange results when testing periods 15,19,25..for Jma 4h,so I retested again period 13,4h,and totally different results appeared..see graph and report below..totally different from previous test..so,most of what I posted above has no value at all,the fact being that the strategy tester data is sxxt..I have downloaded ,in another MT4 platform,1m data for 2 years and a half,I will convert it,if I can, to 5M,15M,..1D,theoretically with 90% modelling quality..and then will test accordingly...
If somebody can contribute,we will be able to do a "separation of labour " and try to get some solid results before the end of month..please inform
Simba
Bars in test 2069
Ticks modelled 44442
Modelling quality 47.61%
Initial deposit 50000.00
Total net profit -48642.06
Gross profit 92237.28
Gross loss -140879.33
Profit factor 0.65
Expected payoff -467.71
Absolute drawdown 48642.06
Maximal drawdown 70608.84 (98.11%)
Relative drawdown 98.11% (70608.84)
Total trades 104
Short positions (won %) 50 (34.00%)
Long positions (won %) 54 (48.15%)
Profit trades (% of total) 43 (41.35%)
Loss trades (% of total) 61 (58.65%)
Largest
profit trade 19275.99
loss trade -9803.70
Average
profit trade 2145.05
loss trade -2309.50
Maximum
consecutive wins (profit in money) 6 (46.30)
consecutive losses (loss in money) 9 (-17237.00)
Maximal
consecutive profit (count of wins) 19275.99 (1)
consecutive loss (count of losses) -17237.00 (9)
Average
consecutive wins 2
consecutive losses 3
Hi All,
I started getting strange results when testing periods 15,19,25..for Jma 4h,so I retested again period 13,4h,and totally different results appeared..see graph and report below..totally different from previous test..so,most of what I posted above has no value at all,the fact being that the strategy tester data is sxxt..I have downloaded ,in another MT4 platform,1m data for 2 years and a half,I will convert it,if I can, to 5M,15M,..1D,theoretically with 90% modelling quality..and then will test accordingly...
If somebody can contribute,we will be able to do a "separation of labour " and try to get some solid results before the end of month..please inform
Simba
Bars in test 2069
Ticks modelled 44442
Modelling quality 47.61%
Initial deposit 50000.00
Total net profit -48642.06
Gross profit 92237.28
Gross loss -140879.33
Profit factor 0.65
Expected payoff -467.71
Absolute drawdown 48642.06
Maximal drawdown 70608.84 (98.11%)
Relative drawdown 98.11% (70608.84)
Total trades 104
Short positions (won %) 50 (34.00%)
Long positions (won %) 54 (48.15%)
Profit trades (% of total) 43 (41.35%)
Loss trades (% of total) 61 (58.65%)
Largest
profit trade 19275.99
loss trade -9803.70
Average
profit trade 2145.05
loss trade -2309.50
Maximum
consecutive wins (profit in money) 6 (46.30)
consecutive losses (loss in money) 9 (-17237.00)
Maximal
consecutive profit (count of wins) 19275.99 (1)
consecutive loss (count of losses) -17237.00 (9)
Average
consecutive wins 2
consecutive losses 3Hi Simba,
Yes, for backtesting I too would suggest to use data with 90% modelling quality. I guess what you're talking about is the Alpari data which I already use for backtesting -- right?
If you want, I can contribute with backtesting, I'd love to. If you have ICQ or MSN Messenger or Skype or anything else, please PM your handle to me so that we can chat. Or if you want to keep the conversation here, that's O.K. too.
ssotiro
Hi SIMBA and thank you very much for sharing this system.
I took the attached trade today and although very profitable, I would just like to clarify this:
Williams was over -5% and coming down. SATL was in sell (red). This would make it a correct trade as per the rules.
The fact that the chandelier stops are in buy means that the trade is riskier than it would have been with chandelier stops in sell. So, the decision was no longer "mechanical", but the signal was still valid for trade, right?Hi ssotiro,
Not exactly,Chand up +SATL down basically means stay out..though it is right that,In some previous post I mentioned that you could,as a trader,exercise your flexibility,in this particular case, and enter with a stop posted at the distance to which the Chandelier is located..in its opposite direction..but it is not very advisable ,so,even if the trade result is positive,this is not strictly my system,but let`s say a minor discretional and dangerous variation..;)
Simba
Malcik
Hi Simba,
Yes, for backtesting I too would suggest to use data with 90% modelling quality. I guess what you're talking about is the Alpari data which I already use for backtesting -- right?
If you want, I can contribute with backtesting, I'd love to. If you have ICQ or MSN Messenger or Skype or anything else, please PM your handle to me so that we can chat. Or if you want to keep the conversation here, that's O.K. too.Hi Malcik
Yes,I am suggesting the Alpari 1m data ,when converted to 5m,15m,etc it should give 90% modelling quality.
I already pm`d you my "handle"
Thanks
Simba
Hi ssotiro,
Not exactly,Chand up +SATL down basically means stay out..though it is right that,In some previous post I mentioned that you could,as a trader,exercise your flexibility,in this particular case, and enter with a stop posted at the distance to which the Chandelier is located..in its opposite direction..but it is not very advisable ,so,even if the trade result is positive,this is not strictly my system,but let`s say a minor discretional and dangerous variation..;)
SimbaThanks a lot. I guess I had it wrong. Good thing today's trade did not backfire.
I'll stick to the original rules from now on.
Hi all,
I tried to repeat the first Simba's backtest but with no success. I do have the Alpari data with 90% quality, I do have the testing EA (and it works with default csv file) but when I enter my values into csv, it doesn't perform any trades. No errors released. I attach my EA settings file and the csv file, please tell me where I'm wrong. Maybe I just didn't see something, that would be no surprise, I feel sick again
Sorry...
This week also looks like not much action.
Will take it easy this week.
Try not to enter a trade which would regret later.
Look at link below for more info.
http://www.mizuho-cb.co.uk/TresInternet/PDF'S/weekly3.pdf
As for JMA 13, I am fully confident of this indicator.
All one needs is to line up this on top of SATL and one can clearly see the signal sometimes is 1 or 2 bars ahead of SATL.
Still forward testing to see if it produces any more false signals compared to SATL.