PacMan (my first hybrid) - page 10
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One thing I built in for Phoenix 6 was incrementing magic numbers. I also had a delayed or secondary order call (ChainEntry) but removed it for aesthetic purposes (present in earlier releases). Selecting results by magic number makes sense using the event history.
The program used to generate the report summaries is open source, and so we can compute Profit Factor for each trade.
Pips would be much easier if not for Swap calculations. Swap can be looked up with MarketInfo(), and my broker calculates swap at 00:00 broker time. (FXDD) I think we should probably collaborate if you don't already have a working solution. You may have the edge in the trades already
One thing I built in for Phoenix 6 was incrementing magic numbers. I also had a delayed or secondary order call (ChainEntry) but removed it for aesthetic purposes (present in earlier releases). Selecting results by magic number makes sense using the event history.
The program used to generate the report summaries is open source, and so we can compute Profit Factor for each trade.
Pips would be much easier if not for Swap calculations. Swap can be looked up with MarketInfo(), and my broker calculates swap at 00:00 broker time. (FXDD) I think we should probably collaborate if you don't already have a working solution. You may have the edge in the trades alreadyI am thinking of using Magic=BaseMagic+FirstTicket*10+TradeCode, where FirstTicket is the ticket of the first order opened in a trade and TradeCode serves for coding additional information (ordinary trade, hedge trade etc.)
A coding scheme like this allows simple decoding from a trade history and to do all statistics calculations.
I haven't implemented anything yet, I would start with the article describing summaries computation that you mention. In addition to the trades you need the TP and Pipsteps values for every order level to compute the reference random probabilities.
OK. As promised.
Here is a back test of this year from Jan 1st to mar. 17th. 82% 8 pip equity target.
I wrote the code that "should" close trades based on S_Profit and L_Profit as the equity target. It compiles, ordersend function is good, but it don't work on back test. I'll be forward testing this version soon as I tweek entry signal little more. Hopefully the new target equity will work on forward running. I use the old target equity for back tests.
Soon as I see the new target equity works I'll update the first post with the new version.
I cann't code that trailing stop into this ea like you guys are talking about. So if you want to wait untill I get the %wins/signal/equity target done, then you guys can add the new trailing s/l feature. I'll test and re-optimise settings befor we give it to the public. I'd like to avoid having 5 versions, with 5 different mods. Just 2-3 versions with the best mods properly tweeked all in the final edition.
I am thinking in the way of mabe max trades =2, and a trailing s/l. Or 3 not sure till I can see it in action.
With high win% it might be able to have max trades 1 and a trailing s/l. And get rid of the subsequent orders.
just thinking out loud.
DaveDave the latest backtest looks very promising.
40% in 3 months on a 5000$ using 3 trades max (0.2/0.4/0.8) is good enough IMHO. Even if it only gives 10% profit a month consistenly I would use it on a live account without hesitation.
I can't see myself using EA that makes 50% profit with high risk. Wouldn't be able to sleep at night.
When you decide to let it loose to the public, I will gladly forward test it on different brokers to see how it behaves.
Sada
Dave the latest backtest looks very promising.
40% in 3 months on a 5000$ using 3 trades max (0.2/0.4/0.8) is good enough IMHO. Even if it only gives 10% profit a month consistenly I would use it on a live account without hesitation.
I can't see myself using EA that makes 50% profit with high risk. Wouldn't be able to sleep at night.
When you decide to let it loose to the public, I will gladly forward test it on different brokers to see how it behaves.
SadaI am trying to get good returns (20-25% per month) and not have to jack the risk way up.
So far the best looking results with 79% wins, and almost 1k per month. But I have to have 2% risk with the starting position. And 2% is too much to be running with out a safety net.
DO NOT RUN THIS ON LIVE MONEY!!!
There is a problem some have seen. Zero divide with jma_volume_option...
2007.03.28 15:58:35 2006.11.06 14:34 Volume JMA Option EURUSD,H1: zero divide
I put it on 2 demos and it made 1 buy order on each, and then headed south, with out opening any subsequent orders. And suddenly its not back testing. It was just fine last night and this morning.
I took out the jma parts and now it back tests.
I dunno whats up. I am running pacman live ( first version) in place of bipoler. (2 weeks now)Because I want the benefit of the volume filter. So far the real account is doing just fine. Opening orders just like its suppost to.
But untill I figure out what is going on with the demo's and back tests I don't recomend it.
Is there any one that can look into this zero divide thing with jma option volume indicator located in the zip on the first post?
Dave
Is this ea making any real money yet?
I have it running on real account. But last week and a half has been a large wipsaw on euro$. So I have been able to see it open 5 trades and held over weekend, and 4 trades opened first of the week and closed with equity target.
4 open orders closed in anticipated profits. And 5 orders closed for only 60 something $ loss.( by 4 and 5 orders, I mean subsequent orders as it moves against you)
As the euro moves in the established range, it should taper into a wedge, giving pacman opportunity to capitalize.
But yes I am in small profits. Probably wait for end of next week to post some results.
Dave
Zip File Update
I have updated the zip file on first post with a volumeMA indicator used in place of JMA option. Until I can get the zero divide thing figured out. Somethings trying to be divided by zero, and that can't be done.
Also took away the RSX that was close to a random entry signal, and added it into the main signaling process. And if the CCI moves above or below the 200 levels, trades in that direction will stop. This helps alot in not opening an order at the peak turning point of a major trend.
defaults are my live settings.
Dave
I will try to figure out the zero divide issue, but it will take me a little while to get my feet wet. (learning curve on coding style)
I will try to figure out the zero divide issue, but it will take me a little while to get my feet wet. (learning curve on coding style)
Cool thanks. I like the JMA option volume. Bluto's code is nice to learn on, but the code in the indicator is not so easy.
Dave
Count me in to forward test when dbz error gets solved
Hallo David,
your work is great-I modified your EA with other - Entry-Signal.
here the result
60% in last 3 month
Profit Faktor 2.61
Profit Trades 80%
Lot 0.2.-0.4-0.8
max 3 Position
But your Ea has 1 mistake in programming - is closed when more than 2 opend long-position and 1 opend short-position - and the Profit is o.k all "Opend Position" with "SHORT"position!
Only on Long-Goblin!
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