Simbasystem-gbpusd - page 55

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Tests

Hi all,

I need JMA and HMA indicators to execute the tests.

Somebody has these indicators?

Thanks...

Angelo

 
SIMBA:
Hi All,

Test results of Simbasystem5m and several alternative filters...

PERIOD:From 16/June/2004 to 23/February/2007 on 5M tf

- Used the same period (Alpari’s Data).

Comments: 1-TP and SL set at 1000 pips intentionally A- to check the viability of the system basic parameters ie:trend filter and entry by wpr B-to estimate the max profit,avg profit,max loss,avg loss

- Used TP=1000 pips (alteration of the code source) and SL= not modified (original system).

2-ALL alternatives have been tested under the same parameters as the basic system in order to be able to determine ,if any,the best alternative filter

- Only tested the SATL 4H filtering on 5M TF

3-ALL alternatives,including the basic system, have been tested with the 10/50 Chandelier rule estimated by Malcik in his preliminary tests

- Equal.

Conclusions: 1-The only profitable system is the simbasystem,as originally devised,with SATL 4H filtering

2-All other tested alternatives JMA 13,JMA 13 PHASE 100,JMA 25,JMA 35,JMA 45,HMA 45,HMA 50...ARE UNPROFITABLE,and destroy the account value

3-The profitable system has low level of profitable trades,basically the ratio of max win,vs max loss is what creates the profitability in the system

4-Although the account duplicated in value,the profit factor is only 1.21,so,the system is difficult to trade(to earn 21k you must earn121k and lose 100k)

- My test was not good

If somebody,please can check,with the same 90% data quality,for the full period tested,the validity of the results,please be so kind to do so

THE REPORTS YOU WILL FIND ATTACHED ARE:

SIMBASYSTEM5M:SATL 4H filtering on 5M tf

5MJMAPH0: 4H JMA13PERIODS,PHASE 0 filtering on 5M tf

JMA5M100PH:4H JMA13PERIODS PHASE100 filtering on 5M tf

JMA35PH0&JMA45PH0:4H JMA35/45 PERIODS PHASE 0 filtering on 5M tf

HMA50:4H HMA 50 PERIODS filtering on 5M tf

Simba

Hi all,

Sorry not analyze the data better.

In the weekend I will make other tests and I will explain better.

Thanks...

Angelo

PS.: Malcik, I suggest add versions to the created EA.

 

HI SIMBA.

DO WE GET A SIGNAL ON THE USDJPY?

Can we Set Alarm In William's Percent Range?

Files:
jpy_1.gif  24 kb
 

400396

400396:
HI SIMBA.

DO WE GET A SIGNAL ON THE USDJPY?

Can we Set Alarm In William's Percent Range?

Hi,

1-No signal according to my pic,though according to yours it is,different data providers,these things happen,and the system has enough flexibility to consider them irrelevant,so demotrade it if you want..in addition please note that the situation of price versus satl(price above red satl ) makes it a dangerous one

2-page 25 of this thread there is a wpr with alarm,posted by zathar for gbpusd5m..a few pages ago i posted the same modified for gbpusd1m,usdjpy5m,eurjpy5m,usdchf5m

Simba

Files:
5mentries5.gif  32 kb
 

Pilofe Jma,hma

pilofe:
Hi all,

I need JMA and HMA indicators to execute the tests.

Somebody has these indicators?

Thanks...

Angelo

Hi Pilofe,

Please find attached the indicators you requested

Regards

Simba

Files:
hma.mq4  3 kb
jma.mq4  13 kb
 

pilofe test

pilofe:
Hi all,

Sorry not analyze the data better.

In the weekend I will make other tests and I will explain better.

Thanks...

Angelo

PS.: Malcik, I suggest add versions to the created EA.

Pilofe,

Thanks for helping with the tests..and for the comments addressed to Malcik regarding the data conversion,I had exactly the same experience as you,it is a question of waiting not 20 seconds but around 2 to 5 minutes per conversion..

One comment,please understand it is very important..I used tp 1000 as you did,and sl1000,that you didn`t..so,it is impossible to replicate my results..I understand you wanted to help,but what we need is to replicate the tests..EXACTLY AS I DID THEM ,to prove/disprove,not my tests,but the value of the strategy tester

The reason why of using these settings was to test the"pure" value of the different proposed trend filters vs each other,so that when we have the best one,we can adapt new tp and sl strategies and improve on them..STEP BY STEP,first the basis and then the additions..

I have to ask you for a favour..could you,please,redo your test with exactly the same parameters as I did?Before the week end?..if only for satl is ok,we just want to check that the strategy tester doesn`t play games with data,because if itplays them..we can not test,all tests will be invalid

Thanks in advance

Simba

 
Malcik:
Hi Simba and everyone,

I'm back from my ski vacation in Austria and am now ready again to continue working.

Simba, thanks for the interesting backtests and other thoughts that you posted. It looks pretty interesting and clear-cut. I'd like to do the same backtests on my computer, however (like I posted before) I have the problem with getting my MT4 remember certain TFs.

For that reason, I hereby kindly ask everybody who has 90% quality data 2,5 (or more) years back AND has like 30 minutes to spare for the sake of this great system and for his own education, if he/she could redo Simba's five (or how many?) simple backtests with my EA and his settings. It really should take 30 minutes maximum. If you can't spare 30 minutes on one of the most important steps in adapting to a system, you should consider why you trade at all, IMHO.

Or, if you know solution to my problem (I described it in post #504), please tell me, I'll be the first one to redo Simba's backtests

Either way, it would be good to organize our to-do's. IMHO, first step would be to have somebody (at least 1 person) to redo Simba's tests on M5 TF to confirm his conclusions about SATL being the best trend indicator among SATL, HULL MA, and JMA.

Second, I would suggest trying to use different Chandeliers (different settings and different TFs (M30, D1) as Simba has proposed). I don't know though where to start -- I think Simba is the one who is most familiar with this ever better indicator; so Simba, please make a decision

Third, I don't know exactly what testing Simba is doing right now, maybe it is something I have just mentioned, or Simba's modifications of SATL etc.

Sorry I can't be of any more help except testing on TFs other than M5 through H1 which basically means nothing except what I posted after my EA. At least I can do coding of the EA, so if anyone has some requests for his testing, tell me

https://www.mql5.com/en/forum/general

this will help.

 

more signals

Hi All,

More signals in 5m,different pairs,some succesful..others not so much .....

NET:+225 PIPS

Please see attached

Regards

Simba

Files:
5mentries.gif  29 kb
5mentries2.gif  35 kb
 
SIMBA:
Pilofe,

Thanks for helping with the tests..and for the comments addressed to Malcik regarding the data conversion,I had exactly the same experience as you,it is a question of waiting not 20 seconds but around 2 to 5 minutes per conversion..

One comment,please understand it is very important..I used tp 1000 as you did,and sl1000,that you didn`t..so,it is impossible to replicate my results..I understand you wanted to help,but what we need is to replicate the tests..EXACTLY AS I DID THEM ,to prove/disprove,not my tests,but the value of the strategy tester

The reason why of using these settings was to test the"pure" value of the different proposed trend filters vs each other,so that when we have the best one,we can adapt new tp and sl strategies and improve on them..STEP BY STEP,first the basis and then the additions..

I have to ask you for a favour..could you,please,redo your test with exactly the same parameters as I did?Before the week end?..if only for satl is ok,we just want to check that the strategy tester doesn`t play games with data,because if itplays them..we can not test,all tests will be invalid

Thanks in advance

Simba

Simba,

Sorry my errors. I understand what you want to make.

Can you say me as modify sl for 1000 pips?

Thanks...

Angelo

 

Pilofe

pilofe:
Simba,

Sorry my errors. I understand what you want to make.

Can you say me as modify sl for 1000 pips?

Thanks...

Angelo

Hi Pilofe,

Sorry for MY error,it seems that what I modified to1000 pips was only the 2 tps,for short or long(I thought 1 was the tp and the other the SL..sorry again),the stop was the original setting by Malcik..so,theoretically we have tested with the same settings and have different results..

I will post exactly the settings used,check them and try,if possible , to repeat the test..

Simba

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