PacMan (my first hybrid) - page 12

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rainx:
Alassio,

Did you use H4 Charts and the default-settings? I've been backtesting 2006 and 2007 without any large drawdowns. COuld you please post the statement and chart and point me to any errors that I might have made?

thanks for your time

Sorry to disappoint you, it simply steadily looses until 90% is gone ...

Statements enclosed for your verification. I have no clue what's wrong.

 
rainx:
my forward testing statement looks exactly like my backtests. Slow but steady profits. The statement isn't large enough to be representative so I won't post it yet - in 2 weeks I will. The default settings are just fine (If your broker supports 0.01-lots!)

Hi Heiko,

From the source:

// Ajust TakeProfit and Initialstoploss according to Risk

double MyTakeProfit = NormalizeDouble(TakeProfit-OpenOrders*MaxTrades,2);

If TP=25, MaxTrades=6, when OpenOrders reach 5, then MyTakeProfit value will be 25 - 30 = -5. Is this correct? So, in your ea, once the number of trade growing up to certain level, it starts taking loss?

Cheers,

 
rainx:
Hi Omelette,

did you use it on H4 charts and a Broker that does support 0.01 Lot-sizes? (Micro/Minilots) If not then it won't work for you with the default settings. You have to set "Lots" to 0.1 then.

Please try again

rainx, first a correction to my first post - there are NO errors generated. My backtesting setup is with the Alpari platform and yes, I tried different lot sizes but it still opens only 1 order, lot size 1. I also am testing on H4. It's probably something simple but as I'm trying to work on about 3 other MT projects atm, I don't need another distraction

 
matrixebiz:
Hey David, here are my results so far. Looks great Just wondering if your working on the fixes this weekend and will have the fixed version by Sunday so I can forward test again. Can you let me know what settings I should change from the default so I can test the EA on a $500 account size? Thanks

Nice job.

Thanks for helping me test.

My real money weathered the euro$'s sharp reversals, opening 4 and 5 trades 2-3 times. So I am actually at the same place as I started after closing the ausie when it was bipoler. (3,651) 51$ in the black. We needed to see it handle that kind of price action.

Yea I'm working on it this weekend. But not the current version. I have the next version under way. The posted pacman is a good start. I will add a couple things to it but not yet. What the posted pacman needs is cleaned up and debugged. Something I am not experienced enough to do.

Dave

 

xxDavidxSxx,

can I please ask what Tick-Data you used for your backtest of Pacman? I tried to reproduce your results using your low-risk settings but during backtest (H1 timeframe, EURUSDm) the account got wiped after a few trades. My own system which was working very nicely on my old data wiped very fast too when using the Apari-Dataset [1], that has been referenced alot in this Forum. Where did you get your data from please? I tried to improve modelling quality in order to adress a possible bug.

Thanks alot,

Heiko

[1] = http://www.alpari-idc.ru/ru/quote-archives/

 

Hi All,

Here is my first week forward testing result of Pacman. So far so good. I am using the maximum trade of 12 to see how far this ea could handle any price action. Here is the parameters:

SystemWideParms=** PacMan Systemwide Parameters **

PacManSuperCell=0

SuperCellnumber=increase progression to 250%

SuperCell=3.00000000

SuperPacManSettings=Full Time SuperPacMan 210% or 225%

SuperPacMan2.25=0

SuperPacMan2.1=1

LotSize=0.75000000

UseFiboLotSizeProgression=0

UseMoneyMgmt=0

EquityProtectionLevel=0.00000000

TargetEquityToCloseAndReset=0.23000000

RiskPercent=0.70000000

UseConservativeRSX_Signals=0

JMA_Volumefilter=No trades taken when market volume is below this

JMA_Volume=160

RSX_Setting=Set RSX to 14 if using UseconsertiveRSX_Signal=true

RSX_Period=50

RSX_Timeframe=60

JVEL_Peroid=28

CCI_Peroid=14

cci_buy=150

cci_sell=-150

LongTradeParms=** PacMan Buy Side Parameters **

LongTakeProfit=28.00000000

LongInitialStop=100.00000000

LongTrailingStop=0.00000000

LongMaxTrades=12

LongPips=18

LongAccountProtection=0

LongOrderstoProtect=0

ShortTradeParms=** PacMan Sell Side Parameters **

ShortTakeProfit=28.00000000

ShortInitialStop=100.00000000

ShortTrailingStop=0.00000000

ShortMaxTrades=12

ShortPips=18

ShortAccountProtection=0

ShortOrderstoProtect=0

Cheers,

Files:
pacman_ch.gif  14 kb
pacman.gif  6 kb
pacman.htm  19 kb
 

I see a 30.20 lots trade in there. damn big time lots

 
KillerKhan:
I see a 30.20 lots trade in there. damn big time lots

It is However, it's actually only the 6th order. Since I started with 0.74 lot, so 30.20 lot is where I end up. And that one was caused by news ... news again

Cheers,

 
rainx:
xxDavidxSxx,

can I please ask what Tick-Data you used for your backtest of Pacman? I tried to reproduce your results using your low-risk settings but during backtest (H1 timeframe, EURUSDm) the account got wiped after a few trades. My own system which was working very nicely on my old data wiped very fast too when using the Apari-Dataset [1], that has been referenced alot in this Forum. Where did you get your data from please? I tried to improve modelling quality in order to adress a possible bug.

Thanks alot,

Heiko

[1] = http://www.alpari-idc.ru/ru/quote-archives/

I am using alpari m1 data. But your on ibfx. And ibfx/fxdd are very different for an ea. They have different price filter. So although its the same data, the filter is different. Ibfx allows alot more market noise through and could be triggering signals too soon.

Test the same ea and same settings on 2 demos. 1 ibfx and 1 fxdd.

I recomend fxdd.

Dave

 
xxDavidxSxx:
I am using alpari m1 data. But your on ibfx. And ibfx/fxdd are very different for an ea. They have different price filter. So although its the same data, the filter is different. Ibfx allows alot more market noise through and could be triggering signals too soon.

Test the same ea and same settings on 2 demos. 1 ibfx and 1 fxdd.

I recomend fxdd.

Dave

I think its not a price-filter issue but I know what you're talking about. I think its because brokers don't use ALL available banks in the Interbank-System as their liquidity provider. If you get a "compound" signal (from most of the Interbank-Connected Banks) you have ALOT of noise - in contrast to some russian brokers that have only a very limited number of banks... possibly just 1 ..... rats I was aware of this problem but I thought that It would only affect me when using scalping strategies...

Thanks for now I'll try with FXDD

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