PacMan (my first hybrid) - page 34

 
mlollar:
Is anyone running PacmanJr on GBPJPY? I backtested on FXDD from 1/1/7 to 5/18/7 and the results are amazing. Mike

Really??

I always am scared of gbpjpy. That pair has robbed me of alot of cash manually I won't touch it.

My back test busts in the current year. Quickly too.

Definatly run it on demo first. But it can move 300 pips in a day and rape an account if orders are the wrong way. On the current pairs you get about a days warning befor disaster, and usually obvious that you need to close out orders. I avoided disaster on ausie$ and $ jpy so far. $jpy took nothing but a weeks trades. But the ausie took back my first 900$ bipoler made. But still got out with 50$ in the black over initial deposit.

Dave

 
guernica:
All right. Best Regards.

Thanks for the testing efforts to you and every one here. Much appreciation.

Dave

 

The 2 accounts combined including the spring bonuses have 1010$ above combined initial deposit. And about 922$ worth of trade winnings.

So with the first 1k made time to make a withdrawl. This will be placed in an AMDirect 5.41% high intrest savings account. (very liquid) From there I can move money around with a click of the mouse.

After the next 1k withdrawl. I take 1500 of the 2k and open account #3. I repete this untill I have 5. Then each 5500$ made I add 1k to each account untill there all at 5k. Always withdrawing each 1k made.

This is my current MM and account risk management. I will also be implementing this into a clients account apon his request.(sry cannt post that statement, much ,much larger account and he said not too)

But anyways...

Heres the current statements. The next time you see them they'll be back to the initial deposit level, or just above.

Dave

 

Was a fan of bipolar... awesome stuff going on here. Time to do some testing mrs pac man looks very solid! nice work

 

These are the backtest results I get. Couldn't upload html.

Mike

xxDavidxSxx:
Really??

I always am scared of gbpjpy. That pair has robbed me of alot of cash manually I won't touch it.

My back test busts in the current year. Quickly too.

Definatly run it on demo first. But it can move 300 pips in a day and rape an account if orders are the wrong way. On the current pairs you get about a days warning befor disaster, and usually obvious that you need to close out orders. I avoided disaster on ausie$ and $ jpy so far. $jpy took nothing but a weeks trades. But the ausie took back my first 900$ bipoler made. But still got out with 50$ in the black over initial deposit.

Dave
 
mlollar:
These are the backtest results I get. Couldn't upload html. Mike

Hey Mike,

Man I hate to tell you this but I recognise those kind of results. What you have is overlapping history data.

That kind of equity curve on pacman or bipoler will never happen. I had tests like that too untill I deleted all my history, and reloaded new history. Alpari data is corrupt alot too.

But its the chart data that corrupts it most of the time.

If you delete all data, (off line) and load new data on the weekend, and test off line, you'll get more realistic results. But soon as you log on and server history finds its way into the history folder, it will be corrupt again.

Or delete all history, and (on line) pulll up m1 chart, auto scroll back as far as it will go. (early feb, late jan) and do this with each chart up to daily, and then run the test from the piont where m1 went back to. You'll get good acurats tests with your brokers data that was comming through your charts that was saved on the server. Tests can be 89% modeling.

I test both ways. Just to be sure.

The graph that the equity line don't touch the balance line 3/4 of the way. It makes it look like theres a working hedge in there and there isn't. That chart definatly cann't happen in real life with the ea's I released.

Dave

 

Well, this is backtest using data I copied from my live install of MT4 to another install of MT4 that I'm using for demo. I have M1 charts open all the time to gather M1 data. I don't know what you mean by overlapping data.

Scrolling would take forever, even for a couple months worth of m1 data. I'll try it with one currency pair and compare with downloaded data.

I don't know how you can start MT4 and not logon unless I pull the plug on my internet connection. I also have downloaded m1 data from FXDD but havn't done any testing other than with the copied history I had.

I'll try a couple ways and see what' happens and post. If I don't get 90%, I throw out the results as being invalid.

Thanks,

Mike

xxDavidxSxx:
Hey Mike,

Man I hate to tell you this but I recognise those kind of results. What you have is overlapping history data.

That kind of equity curve on pacman or bipoler will never happen. I had tests like that too untill I deleted all my history, and reloaded new history. Alpari data is corrupt alot too.

But its the chart data that corrupts it most of the time.

If you delete all data, (off line) and load new data on the weekend, and test off line, you'll get more realistic results. But soon as you log on and server history finds its way into the history folder, it will be corrupt again.

Or delete all history, and (on line) pulll up m1 chart, auto scroll back as far as it will go. (early feb, late jan) and do this with each chart up to daily, and then run the test from the piont where m1 went back to. You'll get good acurats tests with your brokers data that was comming through your charts that was saved on the server. Tests can be 89% modeling.

I test both ways. Just to be sure.

The graph that the equity line don't touch the balance line 3/4 of the way. It makes it look like theres a working hedge in there and there isn't. That chart definatly cann't happen in real life with the ea's I released.

Dave
 
mlollar:
Well, this is backtest using data I copied from my live install of MT4 to another install of MT4 that I'm using for demo. I have M1 charts open all the time to gather M1 data. I don't know what you mean by overlapping data.

Scrolling would take forever, even for a couple months worth of m1 data. I'll try it with one currency pair and compare with downloaded data.

I don't know how you can start MT4 and not logon unless I pull the plug on my internet connection. I also have downloaded m1 data from FXDD but havn't done any testing other than with the copied history I had.

I'll try a couple ways and see what' happens and post. If I don't get 90%, I throw out the results as being invalid.

Thanks,

Mike

Yes unplug internet.

But when 90% data produces results the ea is totaly incapable of doing, you gotta know somethings wrong. Look at the trades and see if you don't have more than one trade opening and closeing in the same second.

E-mail me the html I want to see the actual trades, if you don't mind.

I'd like to be wrong and it really be able to do that. But not likely.

thanks

Dave

 

Goblin Bipolar and PacMan use what I call "pseudo-hedging." With pseudo-hedging, you are attempting to open orders on both sides of the market at the same time (except it doesn't always work that way which is why I call it "pseudo"). What I have never understood is that if you are trying to open positions on both sides, what is the importance of the indicators you use for determining an entry? One side will take the indicator's advice and the other side will do the opposite of what the indicator says, so does it really matter what kind of indicators are used when doing pseudo-hedging?

 
ryanklefas:
Goblin Bipolar and PacMan use what I call "pseudo-hedging." With pseudo-hedging, you are attempting to open orders on both sides of the market at the same time (except it doesn't always work that way which is why I call it "pseudo"). What I have never understood is that if you are trying to open positions on both sides, what is the importance of the indicators you use for determining an entry? One side will take the indicator's advice and the other side will do the opposite of what the indicator says, so does it really matter what kind of indicators are used when doing pseudo-hedging?

"Bipolar" EAs don't use "pseudo-hedging", they simply utilize all entry signals and that is why accurate entry conditions are so important. What bipolars do is break up the entry/exit engine into to "pseudo-threads". Each "pseudo-thread" (one for BUY signals and one for SELL signals) takes the adequate signals and manages them to the END (literally). Sometimes (mostly by coincidence) they hedge each other and prevent large equity drawdowns common to all exponential progressions.

I suggest that hedging should be performed in a separate (third) pseudo thread. This is also what I'm currently working on and I'm very close to success. It is easy to setup a hedge (exact opposite) order - the tricky part is to have an exit procedure (this is what I meant in my last post).

I will keep you posted. I should find some more free time during the weekend to catch up on my project, so I'll let you know how this turns out.

If anyone here has some suggestions on hedging, please let me know. The coding part is easy.

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