Collaboration Dolly + Isakas + Nina System - page 43

 
Shinigami:
I'm done optimizing. Retesting results with MM, they differ greatly..

edit: 2,5 year result - I got over-optimized. It gets easily to 476k profit with 40% drawdown during 2006 but fails to perform well (200k and around) on the longer time period. I'll have to optimize for the 2005 and see if there is any correlation between results.

posting the expert for you to play with...

dolly graphics is an indicator and should be put into indicators folder.

Best settings: TP 400 SL 200 UrovenBezubitka 15 (I'll rename it a bit later, its profit you have before you start moving SL to breakeven) Trailing stop 105. These work on a long TF producing 247k profit in 2,5 years. 680 days, 604 deals. Almost every day.

As of 2006 - TF 400 SL 200 UrovenBezubitka 65, trailing stop 85. That makes 500k during 2006 and 372k for 2,5 years with 75% drawdown...

I'll be optimizing on the whole period with MM now.

Have fun with the EA!

Good to see that you are still here Shinigami, your backtest setting are different that the one you posted, would you pls update those settings, also what do you mean by

Timeorders1 and Timeorders2 is it the trading time session? and if so what sessions your trading ? at what broker time?

I am not really good in backtests but I have noticed the following:

1-Dolly_Expert2_mm_breakeven_ATRtrail backtests are based on 15 min chart (29261 bars), while DIN_KusKus_EA_v2.4 is on 5 min (54361 bars)

2-Start on Dolly_Expert2_mm_breakeven_ATRtrail test is 2006.01.02 while DIN_KusKus_EA_v2.4is 2006.08.18

so more time for testing but less bars are counted !!

3- Both 90% quality

if I am not wrong that means we are not looking at apple to apple comparison... it only means we have two good programmers here Shinigami and Robert

There are a couple of ppls who can help with Dolly graphics, cja, hymns, linuxser they are active members on forex-tsd.com and finally the creator valasholic@yahoo.com

BTW pls feel free to jump in whenever you feel like it

 

Hi guys, found this thread a few days ago and went through Dolly, Nana and Isakas's thread.

First thing, I'll like to thank you guys on the amount of effort that's been put into this EA.

Got a couple of questions regarding DIN_KusKus_EA_2.4

Has anyone tried to backtest this EA using the visual mode?

I noticed the GMACD, and DIGISTOCH don't display the correct info.

If your running M5 Period test, only the M5 figures would change, the other signals stay the way they are. Running M30 Period test, only M30 would change.

2. The entry condition seems to only check if all the indicators agree on the current bar, then it enters. but that would allow entries at the wrong time.

i.e. instead of checking if price crossed the ema50, it checks if price is above ema50. and if ashi candle turned from red to blue, it checks if its blue.

3. The exit condition seems to exit when all the indicators disagree with your current position. from my testing, the trades usually hit their stop loss before this condition is met.

Thats what I've noticed so far, please advise if I've mistaken.

Thanks

Dominic

Files:
din.jpg  279 kb
 

okay lets see...

The "thing" I used to get that result (I can't call that an EA because it works only in the backtest) makes great results which I can't beat. Only in backtest though.

I'm posting here the new EA I wrote. Yes, its a new EA, it doesn't use any indicators. I'm posting .ex4 so you can play around with settings, optimal ones for 2006 are defaults (optimals I found, using SL of 200 makes things even better but thats almost a suicide)

If you have any problems with it, let me know.

Dominic-chan you rock! Thanks for noticing! And sorry for being that sarcastic but thats exactly how experts work If every time we got a new tick we tested if we crossed EMA and all other conditions, it would take years to backtest such an EA.

Instead we can use a veeeery simple thing:

if(prev_time==Time[0])

return(0);

prev_time=Time[0];

this way we would only work (open new positions, close old positions ect ect) once per bar, on the start of the new bar (seems to be the best solution I've found)

Files:
tenchi_v1.ex4  14 kb
 

Especially for MiniMe

2006.08.18 - now

Results for Tenchi_v1:

risk 0,1

Drawdown 17.76%

Profit 56k

Profit factor 2.38 risk 0,08

Drawdown 14.35%

Profit 37,5k

PF 2.49

85% winning, 8 wins in a row, 1 loss in a row (average)

 

I backtested DIN_KusKus_EA for GBPUSD using the same period as MrPip and got similar results as him. But using other periods and other currencies, EURUSD, USDCAD, the EA did not perform profitably.

Shinigami

----------------

If you look at the image I attached, it shows where the EA can make mistakes (Circled entrance). While the conditions may still be true, it was no longer a good entrance.

Sorry in advance if I may seem rude. Just trying to contribute with my findings?

 

I like it when someone writes somethingis specailly for me , thanks Shinigami , great results, but only ex4 LOL. I will put it on eBay.

Welcome DomChan ... good to have you here and have your input and comments.

I will answer the picture , b4 Mrpip give you an answer in BOLD font ...

that entry point is because the EA is set to trade on Assian session and Europe sessions, the NY session is disabled by default, as per tests it shows most losses, so its not a mistake what happened is that when Asian market opened and the rules are met the trade was placed.

I hope my answer is correct or Mrpip will correct me

Don't be sorry, your comments are really valiable and we respect everyone here, as said in the first post we are trying to find a good system and help each other so keep on running the tests pls share with us your comments

 

i am using Interbank demo server to test DIN_KusKus_EA 2.4. The backtest is not giving any good result. What server do u guys use? Can the EA be done in such way, like the buy or sell will only be executed when Kuskus Starlight changes from negative to positive or vice versa? And there will be only one trade when the signal occur?tq. I found out that Kuskus is very accurate in 1 hour tf, and if you only buy or sell when Kuskus starlight just changes from negative to positive or another way round, basically u will have more than 80% winning trades. I only look at Kuskus starlight and Stepma_stoch.

 
yan7181:
i am using Interbank demo server to test DIN_KusKus_EA 2.4. The backtest is not giving any good result. What server do u guys use? Can the EA be done in such way, like the buy or sell will only be executed when Kuskus Starlight changes from negative to positive or vice versa? And there will be only one trade when the signal occur?tq. I found out that Kuskus is very accurate in 1 hour tf, and if you only buy or sell when Kuskus starlight just changes from negative to positive or another way round, basically u will have more than 80% winning trades. I only look at Kuskus starlight and Stepma_stoch.

EA version 1.6 is pure Isakas mode , ver 1.8 and 2.4 have more than Isakas rules... all the rules are met or no trade will occur and please read Mrpip comments.

Tests are done on database collected over time, which you can download from alpari site, there is a procedure to run backtests to achive 90% you can find it somewhere on forex-tsd.com, so running interbank demo server or any other server does not matter for backtest, as they are done offline, although the data from one broker to another may differ but the end reults will not be very big difference

 

Trading hours for IBFX

yan7181:
i am using Interbank demo server to test DIN_KusKus_EA 2.4. The backtest is not giving any good result. What server do u guys use? Can the EA be done in such way, like the buy or sell will only be executed when Kuskus Starlight changes from negative to positive or vice versa? And there will be only one trade when the signal occur?tq. I found out that Kuskus is very accurate in 1 hour tf, and if you only buy or sell when Kuskus starlight just changes from negative to positive or another way round, basically u will have more than 80% winning trades. I only look at Kuskus starlight and Stepma_stoch.

To test on IBFX you need to change the trading times to match your server times. The tests I run are all with FXDD server times which are 2 hours different than IBFX.

So you need to subtract 2 hours from the tradining hours settings.

Robert

 

Backtesting

MiniMe:
EA version 1.6 is pure Isakas mode , ver 1.8 and 2.4 have more than Isakas rules... all the rules are met or no trade will occur and please read Mrpip comments. Tests are done on database collected over time, which you can download from alpari site, there is a procedure to run backtests to achive 90% you can find it somewhere on forex-tsd.com, so running interbank demo server or any other server does not matter for backtest, as they are done offline, although the data from one broker to another may differ but the end reults will not be very big difference

One of the biggest issues with backtesting is that markets change. You must remember that during 2005 and most of 2006 the feds kept raising the interest rate. In 2005 I had an ea that traded on the daily cross of lsma 7 and 16. No take profit and a very large safety stop loss. Starting with $5000 on Jan 2 ended the year with over $140,000. In 2006 it failed big time and continues to fail.

Another EA I wrote ran on GBPUSD 15 minute chart and had 0 losses from March 2006 til October 2006. It only traded at most 2 times a week because of the filter I used to enter trades. Since then it has about 50% wins. When I run the backtest the trades match almost to the pip.

A more recent EA started with $3000 on Aug 20, 2006 and reached a high of $45000 on Feb 6, 2007. Maximum drawdown at that point was only 10%. The balance is currently $31,000 with only losses since Feb 6 and now drawdown is 32%.

The reason I run the backtest on lower timeframes is for greater accuracy of exits. Trades are entered on closed candles but when stoploss or takeprofit is hit the backtester is more accurate running on lower timeframes. The signals from the indicators are still from the time frame set for SignalTimeFrame input. When I display the chart and switch to the 30 minute the signals look correct for entry.

I have run backtest on alpari and fxcm data and often get different results.

This is even more true with IBFX where there are often spikes that are not found with FXDD or Alpari. Stop hunting??

Sorry for the long post but when an ea fails for 2005 that does not mean it will fail for 2007. And because an ea is great in 2005 does not mean it will continue to be profitable.

Robert

Reason: