Phoenix 6 Expert vs Simple - page 4

 

I'm looking more for "bug reports" than "test results". No point in optimizing or confirming bugs. The settings I put into Phoenix 6 are just a placeholder and not really worth trading live.

I didn't make a .set file, the information is built into the EA. I only made "enough room for one currency" rather than have 6+ currencies built into the EA. On the other hand, the EA will confirm the settings are relevant to the chart.

The trend filtering indicator was chosen to be visually optimized. I picked settings so it won't fight a trend for the day based on looking at charts, finding a strong trend, and then altering my values to match. If someone wanted to focus on trends that last several days, increasing both the period and the pip filter would be necessary.

I had an idea while working on Phoenix 6. In many cases we have settings with weird decimal places that when multiplied by specific values, correspond to pips. This doesn't mean much in general, but it would make settings for USDJPY more compatible with settings from other currencies. It will also help us as people by trying to optimize with 0.5 pip or 0.1 pips. We can optimize for each pip. I did relevant and related research in optimization thread, but the results were currency specific. A few settings changes, and the numbers should be more portable.

I'm also going to play with the variable names a lot by the time beta is released. Optimization takes 3x longer than it should right now due to unnecessary code running each loop. Beta will have a lot more speed increases.

Here are some early optimization results (I started this slightly before Phoenix Alpha1 was released.) Of course a lot of variable names will change, signals will change type, etc. Now that I'm no longer exercising personal restraint about changing Phoenix signals, I will do so

USDJPY Phoenix6 optimizations

S1=2006.09.02-2007.02.03

S2=2007.02.03-2007.03.15

S3=2006.06.03-2006.09.02

S2 1088 S3 4046

3112 19049.56 125 2.72 152.40 2783.55 21.54% SignalsConsec=20 P_Percent=0.01 P_EnvelopePeriod=2 P_SMAPeriod=8 P_SMA2Bars=10 P_OSMAFast=15 P_OSMASlow=14 P_OSMASignal=2 P_Fast_Period=20 P_Slow_Period=18 P_DVBuySell=0.004 P_DVStayOut=0.05 staticTP=35 staticSL=50 maxtrades=5 U_Lots=1 U_MaxRisk=0.05 U_DecreaseFactor=0 U_MinLot=0.01 U_MaxLot=99 exitParAccel=0.2 staticTS=20 splitTrade1=50 splitTrade2=60 splitTrade3=70 splitTrade4=80 splitTrade5=90 splitTrade6=100 signalsRequired=3

S2 458 S3 2493

3083 19003.42 136 2.47 139.73 2410.24 20.31% SignalsConsec=60 P_Percent=0.018 P_EnvelopePeriod=2 P_SMAPeriod=8 P_SMA2Bars=9 P_OSMAFast=20 P_OSMASlow=10 P_OSMASignal=22 P_Fast_Period=17 P_Slow_Period=15 P_DVBuySell=0.001 P_DVStayOut=0.05 staticTP=35 staticSL=50 maxtrades=5 U_Lots=1 U_MaxRisk=0.05 U_DecreaseFactor=0 U_MinLot=0.01 U_MaxLot=99 exitParAccel=0.2 staticTS=20 splitTrade1=50 splitTrade2=60 splitTrade3=70 splitTrade4=80 splitTrade5=90 splitTrade6=100 signalsRequired=3

S2 1012 S3 -2226

2932 18489.77 175 1.92 105.66 3535.02 18.52% SignalsConsec=30 P_Percent=0.019 P_EnvelopePeriod=2 P_SMAPeriod=3 P_SMA2Bars=10 P_OSMAFast=20 P_OSMASlow=10 P_OSMASignal=6 P_Fast_Period=17 P_Slow_Period=15 P_DVBuySell=0.001 P_DVStayOut=0.05 staticTP=35 staticSL=50 maxtrades=5 U_Lots=1 U_MaxRisk=0.05 U_DecreaseFactor=0 U_MinLot=0.01 U_MaxLot=99 exitParAccel=0.2 staticTS=20 splitTrade1=50 splitTrade2=60 splitTrade3=70 splitTrade4=80 splitTrade5=90 splitTrade6=100 signalsRequired=3

S2 174

3141 17116.17 93 3.64 184.04 2013.46 12.60% SignalsConsec=100 P_Percent=0.018 P_EnvelopePeriod=2 P_SMAPeriod=8 P_SMA2Bars=10 P_OSMAFast=15 P_OSMASlow=10 P_OSMASignal=22 P_Fast_Period=20 P_Slow_Period=18 P_DVBuySell=0.001 P_DVStayOut=0.05 staticTP=35 staticSL=50 maxtrades=5 U_Lots=1 U_MaxRisk=0.05 U_DecreaseFactor=0 U_MinLot=0.01 U_MaxLot=99 exitParAccel=0.2 staticTS=20 splitTrade1=50 splitTrade2=60 splitTrade3=70 splitTrade4=80 splitTrade5=90 splitTrade6=100 signalsRequired=3

S2 523 S3 -7509

3026 16133.89 82 4.24 196.75 2564.47 14.57% SignalsConsec=30 P_Percent=0.02 P_EnvelopePeriod=2 P_SMAPeriod=8 P_SMA2Bars=4 P_OSMAFast=20 P_OSMASlow=38 P_OSMASignal=10 P_Fast_Period=14 P_Slow_Period=27 P_DVBuySell=0.005 P_DVStayOut=0.01 staticTP=35 staticSL=50 maxtrades=5 U_Lots=1 U_MaxRisk=0.05 U_DecreaseFactor=0 U_MinLot=0.01 U_MaxLot=99 exitParAccel=0.2 staticTS=20 splitTrade1=50 splitTrade2=60 splitTrade3=70 splitTrade4=80 splitTrade5=90 splitTrade6=100 signalsRequired=3

S2 523 S3 -7506

3051 15542.19 85 3.66 182.85 2564.47 14.57% SignalsConsec=30 P_Percent=0.02 P_EnvelopePeriod=2 P_SMAPeriod=8 P_SMA2Bars=4 P_OSMAFast=19 P_OSMASlow=38 P_OSMASignal=18 P_Fast_Period=14 P_Slow_Period=27 P_DVBuySell=0.005 P_DVStayOut=0.01 staticTP=35 staticSL=50 maxtrades=5 U_Lots=1 U_MaxRisk=0.05 U_DecreaseFactor=0 U_MinLot=0.01 U_MaxLot=99 exitParAccel=0.2 staticTS=20 splitTrade1=50 splitTrade2=60 splitTrade3=70 splitTrade4=80 splitTrade5=90 splitTrade6=100 signalsRequired=3

S2 200

2551 14121.35 68 4.79 207.67 1713.69 10.85% SignalsConsec=40 P_Percent=0.019 P_EnvelopePeriod=2 P_SMAPeriod=8 P_SMA2Bars=4 P_OSMAFast=20 P_OSMASlow=38 P_OSMASignal=10 P_Fast_Period=14 P_Slow_Period=27 P_DVBuySell=0.005 P_DVStayOut=0.01 staticTP=35 staticSL=50 maxtrades=5 U_Lots=1 U_MaxRisk=0.05 U_DecreaseFactor=0 U_MinLot=0.01 U_MaxLot=99 exitParAccel=0.2 staticTS=20 splitTrade1=50 splitTrade2=60 splitTrade3=70 splitTrade4=80 splitTrade5=90 splitTrade6=100 signalsRequired=3

S2 507 S3 -7510

2013 8675.09 48 3.55 180.73 880.74 4.73% SignalsConsec=75 P_Percent=0.018 P_EnvelopePeriod=2 P_SMAPeriod=8 P_SMA2Bars=4 P_OSMAFast=2 P_OSMASlow=38 P_OSMASignal=22 P_Fast_Period=14 P_Slow_Period=27 P_DVBuySell=0.004 P_DVStayOut=0.01 staticTP=35 staticSL=50 maxtrades=5 U_Lots=1 U_MaxRisk=0.05 U_DecreaseFactor=0 U_MinLot=0.01 U_MaxLot=99 exitParAccel=0.2 staticTS=20 splitTrade1=50 splitTrade2=60 splitTrade3=70 splitTrade4=80 splitTrade5=90 splitTrade6=100 signalsRequired=3

S2 126

2360 9074.75 53 3.23 171.22 816.90 5.82% SignalsConsec=60 P_Percent=0.02 P_EnvelopePeriod=2 P_SMAPeriod=3 P_SMA2Bars=10 P_OSMAFast=20 P_OSMASlow=10 P_OSMASignal=22 P_Fast_Period=20 P_Slow_Period=15 P_DVBuySell=0.001 P_DVStayOut=0.05 staticTP=35 staticSL=50 maxtrades=5 U_Lots=1 U_MaxRisk=0.05 U_DecreaseFactor=0 U_MinLot=0.01 U_MaxLot=99 exitParAccel=0.2 staticTS=20 splitTrade1=50 splitTrade2=60 splitTrade3=70 splitTrade4=80 splitTrade5=90 splitTrade6=100 signalsRequired=3

S2 81

2355 10550.95 54 4.13 195.39 864.55 5.82% SignalsConsec=65 P_Percent=0.018 P_EnvelopePeriod=2 P_SMAPeriod=8 P_SMA2Bars=5 P_OSMAFast=20 P_OSMASlow=38 P_OSMASignal=6 P_Fast_Period=14 P_Slow_Period=27 P_DVBuySell=0.004 P_DVStayOut=0.01 staticTP=35 staticSL=50 maxtrades=5 U_Lots=1 U_MaxRisk=0.05 U_DecreaseFactor=0 U_MinLot=0.01 U_MaxLot=99 exitParAccel=0.2 staticTS=20 splitTrade1=50 splitTrade2=60 splitTrade3=70 splitTrade4=80 splitTrade5=90 splitTrade6=100 signalsRequired=3

S2 329 S3 -8026

685 11113.52 51 5.40 217.91 864.55 5.94% SignalsConsec=65 P_Percent=0.018 P_EnvelopePeriod=2 P_SMAPeriod=8 P_SMA2Bars=4 P_OSMAFast=19 P_OSMASlow=38 P_OSMASignal=6 P_Fast_Period=14 P_Slow_Period=27 P_DVBuySell=0.005 P_DVStayOut=0.01 staticTP=35 staticSL=50 maxtrades=5 U_Lots=1 U_MaxRisk=0.05 U_DecreaseFactor=0 U_MinLot=0.01 U_MaxLot=99 exitParAccel=0.2 staticTS=20 splitTrade1=50 splitTrade2=60 splitTrade3=70 splitTrade4=80 splitTrade5=90 splitTrade6=100 signalsRequired=3

S2 329 S3 -8031

1654 8922.81 44 4.55 202.79 854.52 6.13% SignalsConsec=65 P_Percent=0.018 P_EnvelopePeriod=2 P_SMAPeriod=10 P_SMA2Bars=4 P_OSMAFast=20 P_OSMASlow=38 P_OSMASignal=6 P_Fast_Period=14 P_Slow_Period=27 P_DVBuySell=0.005 P_DVStayOut=0.01 staticTP=35 staticSL=50 maxtrades=5 U_Lots=1 U_MaxRisk=0.05 U_DecreaseFactor=0 U_MinLot=0.01 U_MaxLot=99 exitParAccel=0.2 staticTS=20 splitTrade1=50 splitTrade2=60 splitTrade3=70 splitTrade4=80 splitTrade5=90 splitTrade6=100 signalsRequired=3

Files:
 

Darak

a/ Should I stay with P570 on FXDD as "trailing base"?

Or I go directly with P 6 ?

b/ Statements : no statement for the moment : only bugs reporting here for Darak during at least one week (right HHSM to many statements bothers !)

c/ Autunm : you do what you want as a "free electron" here coz you are involved in a lot of things : code, setting, backward and forward test. Pls report immediatly here.

d/ for all the others : post results in Live report : with mention P6 and brooker coz we are all on USD/CHF, TF 15, inside settings. No comments : it's for Darak help and purpose( only strange things)

e/ Testers : please also check Experts and Journal boxes on your Terminal window. Pls copy past here any things.

f/ For multiple account testers pls report each configuration

Hope like every one we will work in a good "spirit"...

See you guys

AZBO : always "stuck" with your mother in law ????

 

Hi,Daraknor,

If I set "Enablelogging" and "EnableSignalDebug" to ture,where Could I find the logs?

 

You can find the logs in [metatrader folder]\tester\files if you are doing backtesting and [metatrader folder]\experts\files if you are doing live trading. Metatrader also makes a logs folder next to files, critical errors I don't trap with GetLastError() go there. (File handler issues, serious garbage in environment, etc)

 

wow, just popped in to check how things are going... what a surprise. don't have much time on my hands right now but i'll be back in a couple of weeks.

will keep on posting my weekly trading results with 5.7.0 though.

bertbin:
AZBO : always "stuck" with your mother in law ????

actually i am stuck with my father in law. when i get home from work he's already ready to hit the bar for happy hour. today is margarita time... let's shake it baby !!!

have a good one

AZBOfin

 

Computer problems

Sorry for being out of the loop. I have visitors until Monday and a computer problem that is making life miserable. Windows keeps going into Standby when I work for any length of time. Will try to report back on Tuesday.

Great work by Bert, Darak, Azbo and the others!!

 
AZBOfin:
wow, just popped in to check how things are going... what a surprise. don't have much time on my hands right now but i'll be back in a couple of weeks.

will keep on posting my weekly trading results with 5.7.0 though.

actually i am stuck with my father in law. when i get home from work he's already ready to hit the bar for happy hour. today is margarita time... let's shake it baby !!!

have a good one

AZBOfin

Ha ! Ha !

Have good time !!!!! But carefull : Margarita "hurts" badly !!!!!

Will post on Live reports P570 statements... not good this week, not good at all...

See you

 
autumnleaves:
Sorry for being out of the loop. I have visitors until Monday and a computer problem that is making life miserable. Windows keeps going into Standby when I work for any length of time. Will try to report back on Tuesday. Great work by Bert, Darak, Azbo and the others!!

Have a great WE...

But come back soon and fix BS Window... You are a "key" tester here

See you

 

Bertbin

I am runing Phoenix 6 Alpha and Phoenix 6 Alpha Easy

I just post Expert and Journal report regard today in Live post.

It is ok or ...? Tell me please.

Good weekend

 
ejlamarque:
I am runing Phoenix 6 Alpha and Phoenix 6 Alpha Easy

I just post Expert and Journal report regard today in Live post.

It is ok or ...? Tell me please.

Good weekend

Yes and have a good we...

Reason: