Goblin "BiPolar" Edition - page 61

 
amri87:
this is your statement from live account right?...are you using your 23-53-30 setting or the original setting?...thnx Dave

yea, live account. And yea 23/5/30 settings with rsx peroid 5.

 
alassio:
Attached you find the version I am using with all other experimental stuff removed. Just for fun, you also get my backtest results from 1999-2006 There are two versions:

FixedLots: Lot size is not scaled according to growing equity.

DynamicLots: Uses compounding by scaling according to equity.

Note that the in the compounding version at some point max lot size of 100 is reached and therefore lot sizes become all 100 for every order.

In reality, these results hardly can be achieved and I would look for less aggressive settings to flatten the equity curve. So be warned and don't jump into a live account immediately!

Now I am actually curious about what other improvements bluto is working on. His new babies seem to have changed names to JitterBug and WaveRider ...

I like what you've done with the fixed and dynamic lots and other stuff. Nice work.

Here is a back test and .set file of the settings I am going to start forward testing. Its a more aggressive lot sizing approach.

Dave

 

Heres one of those tests we all like to see. Makes you "think" your gonna get rich quick

 
CatMan:
Unfotunately I couldn't find a way to satisfactory add an InitialStop. I also tried a Hedge order stategy, but it didn't work for me. I rather prefer to use a larger timeframe(H4), larger Pips value(18) and small lot sizes. With my lot sizes level 8 means max lot size=2 and total lots=4.7 . Compare it with the situation when the lots are doubled -> level 8 means max lot size=12.8 and total lots = 25.5

hi, CatMan

i attach you my version of goblin with hedge strategy : when i open max trades i open contrary-order with breakeven and stop loss.

but i think that the solution is when one series works for other series to hedge.

giapel

i am using tf=1h

 

hi all.

Goblin works fine on demo and hictory, what uoy say about real?

On demo i'm started goblinfibo, on 3 days 20%. this is imposeble...becorse all traders this forum buy begatti and lean on White hous

sorry on mi english

 
giapel:
hi, CatMan

i attach you my version of goblin with hedge strategy : when i open max trades i open contrary-order with breakeven and stop loss.

but i think that the solution is when one series works for other series to hedge.

giapel

i am using tf=1h

Giapel,

Excellent work on this ea,

I have a question, is the stop loss on the hedge order working properly? I've run many backtests and the hedge order sustains heavy losses far beyond the 10 point sl I have set. I can't figure out if it's because an error in my data or the stoploss. Could you please help?

Nick,

Files:
stoploss.htm  14 kb
stoploss.gif  5 kb
 

Please, where can I find RD-Forecast.Osc.ex4 indicator ?

Thanks in advance.

 

It should be here https://www.mql5.com/en/forum/172898

May be different. But the name of indicator is the same one.

 

FxGold

Can you attache your backtest please ? thanks

 

Confusion about timeframes and JMA behaviour

xxDavidxSxx:
I like what you've done with the fixed and dynamic lots and other stuff. Nice work.

Here is a back test and .set file of the settings I am going to start forward testing. Its a more aggressive lot sizing approach.

Dave

Enclosed is an improved version of my Bipolar variant:

- Corrects a bug causing dynamic lots not to recompute after every trade

- Improved statistics showing the statistics of every trade (not only winners)

- Statistics about stopped out trades added

My enclosed settings file shows the best results concerning profit/risk tradeoff I could find in backtests so far. It uses max trades 10 and stop loss. Note however, that orders > 6 will be losers (by purpose), configured to get you out with reasonable cost. During longer test periods, also the stops are triggered from time to time, doing no harm to overall profit.

Now to my current confusion: I still don't quite understand how the JMA indicator works. I implicitly assumed that a shorter timeframe will give me a higher number of trades, because only the previous two bars are used for the signal and more bars means potentially more signals.

However, as you see in my two backtests for 2007, M15 tests only generate 84 trades, whereas H1 generates 222 trades. Comparing again the M15 vs H1 timeframes, H1 seems better in terms of stability and drawdown.

The only explanation I find for my findings is that the JMA indicator takes into account also the current bar even when only the previous bars are asked for, therefore recomputing the past signal value when the present bar changes.

Is this correct? Since I still see a lot of signals by the JMA indicator that are too late and cause max trades used getting unnecessary high, I would like to improve the usage of JMA, however I never seem to get the desired behaviour. Please advise if you have better insight into the JMA indicator!

Reason: