Simbasystem-gbpusd - page 92

[SIMBA]

Malcik-tests

Malcik:
Hi Simba, Thanks for your tests. I redid them for time period Jun 2004 through Mar 2007, please see the attachments.

Hi Malcik,

Thanks for testing..my 2 cents

1-WPR:Results out of sample(in your data set )were slightly better too than "official"-5,-95...I would like to adopt the settings..but FIRST would like,anybody,to test -8,-92 on GBPJPY,both periods and check if it improves too versus "official settings"

2-ATR :We are almost there but not yet,basically in sample improved profit 3k,out of sample was profitable but 8k less..on total sample -5k..but drawdown very contained..what I would like to do,for the moment is finish the wpr issue ,and then with the new,if any wpr settings..redo the tests to look for atr set that works out of sample too..

Regards

Simba

[WNW]

Which EA should I use?

Hello Simba and all,

Thank you again for your response.

1. Which version do you recommend I use for testing?

2. I am assuming the current versions are located at post #873, yes?

Thanks,

WNW

[SIMBA]

Wnw

WNW:
Hello Simba and all,

Thank you again for your response.

1. Which version do you recommend I use for testing?

2. I am assuming the current versions are located at post #873, yes?

Thanks,

WNW

Hi WNW,

Post 893..;)

Simba

[SIMBA]

Tests Results-part 1

SIMBA:
Hi,

1-There was an "almost " signal yesterday around 21:10 CET,long in the 1.9710 area that would have been very profitable.It is frustrating when you see these almost signals and the market takes off from there,but the system is "as it is",for the moment..we did test the wpr periods and saw that 90 was fairly consistent,we didn`t test too much on the -95,-5 settings,though I am going to test them from -99,-1 to -85,-15..for the actual oficial settings and see if we are losing something besides one good trade

2-I am going to start the tests for cable of atr version 1.3

I will test(both 1 and 2 ) and optimize"in sample" on period from January 2001 to 11/June/2004..then will apply the best found settings to "out of sample" GBPUSD from 16/June/04...if somebody wants to do the same tests,but with the periods for in and out of sample "crossed"..the better

Regards

Simba

Hi,

My mt4 testing platform has crashed again,fortunately i had finished the tests mentioned above for 01 to mid june 04..GBPUSD

1-best settings for wpr from 01 to mid june 04 are -8 and -92..slightly better than -5,-95..see attached..if somebody can test the same settings for 16/june/04 to end feb 07(or end march if you want)..we will be able to compatre them with official and make some informed decision

2-ATR..best settings..ATR=2 MULTIPLIER=3..second best atr=2,multiplier=5..third best=atr=3,multiplier=2..the 3 have very similar results...somebody please be so kind to test on 16/june/04 to end march 07 for atr2,multiplier3,wpr 90,-8,-92..and compare with "official" results for that period

THE NET EFFECT OF BOTH CHANGES HAS BEEN AN INCREASE IN PROFIT OF APPROX 80%(from 10.3k to 18.2k) and A DECREASE IN RELATIVE DD OF APPROX 40% (from 25% to 14% approx)

3-If somebody,besides testing on cable,can test for gbpjpy(atr2,multiplier3,wpr 90,-8,-92),both periods..the better

Please see attachments

Regards

Simba

[Malcik]

SIMBA:
Hi,

My mt4 testing platform has crashed again,fortunately i had finished the tests mentioned above for 01 to mid june 04..GBPUSD

1-best settings for wpr from 01 to mid june 04 are -8 and -92..slightly better than -5,-95..see attached..if somebody can test the same settings for 16/june/04 to end feb 07(or end march if you want)..we will be able to compatre them with official and make some informed decision

2-ATR..best settings..atr=5..multiplier =250..second best settings..atr=5,multiplier=200..some comments as above..somebody please test..both better than fixed TP

NOTE:I have been unable to test the combination of atr5,mult250,wpr-8,-92..due to crash in platform..could be interesting to do so..;)

3-If somebody,besides testing on cable,can test for gbpjpy,both periods..the better

Please see attachments

Regards

Simba

Hi Simba,

Thanks for your tests. I redid them for time period Jun 2004 through Mar 2007, please see the attachments.

Deleted to avoid confusion because the results are not relevant... will post correct ones tomorrow.

[moisyed]

Great system (resend)

Sorry.. attached the wrong file. Here is the correct one.

Thanks

[moisyed]

Great system

Hi Simba and others

Thanks for bringing such a great system. I have started paper trading based on your rules. I would like to ask some questions.

Some time SATL lines can't be seen on chart due to high price movement.

Please see attached picture this signal occured today about 10:00 pm EST on Cable, do you think it is a valid signal ?

Also my understanding some rules have been change since this thread started. Would you please recap them into main page with indicators.

Thanks again

[dukeofdents]

Okay, testing in progress on 1.3 atr, will post results as my Acer gets them, unless all this complexity blows it up! We need some kind of mainframe...

As far as the latest signals, I've checked them across a few brokers, and we may have a broker problem due to the incorporation of the 5min chart. I'm not saying that it's anything to freak out about, I'm just saying it's something to overcome collectively. Sometimes one broker will have a really strong signal and another will have no signal at all. Dealing with this will come later, however...

Thanks again Simba for a great way to view the market, don't stop your work and neither will we...

[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

[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!!!