Phoenix 6 - Development, Download, Bugs - See Post#1

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Ian Smith
1595
Ian Smith  

Phoenix6 Beta3 released

Phoenix6 Beta4 released Also attached to this message.

Phoenix6 Beta5 released Also attached to this message.

Post #1 will contain the most recent versions of each version of Phoenix.

Because so many features were added, the code has been split into two versions. The first version is Phoenix Simple and contains all of the signals, some of the order placement strategies, and some settings are hidden because you normally won't want to change them.

Phoenix Advanced has all of the tweakable settings exposed, a few extra exit strategies, and more advanced lot sizing management.

I have turned off and on most of the features in testing (especially exit systems) and they all seem to work. Parabolic SAR, Grace/Force exit and the hour based filter all need verification.

I'm not sure that the adjustment I made to EntrySignal1 (Old signal 4) is working as intended. If someone can backtest GBPUSD with the appropriate settings from Phoenix 5.7.x and compare the two, I would appreciate it. In order to convert P_DVBuySell and P_DVStayOut, multiply the old numbers by 10000. I noticed the settings appeared to be based on the number of digits in the currency and USDJPY tended to have a number 100 times greater than everything else. Now the final numbers should be relatively similar across currencies - allowing copy/paste based starting numbers.

The existing settings were the first round of a new optimization when it was about 1/5 of the way completed. Optimization Round1 was on 2007.02.03-2007.03.10. Out of 2,500,000,000,000 settings I only tested 2500. I think there are much better settings out there, but I thought it was time to hand out code.

Thanks to PContour for the debugging, reorganization and validation of code. I'm off to run PhoenixFund errands.

wujun122
57
wujun122  

Hi,Daraknor,

Does Phoenix 6 open one trade per one time?Does it not like Phoenix 5.7.2a (mode 3)opening 3 trades per one time?

Files:
snap1_3.jpg 14 kb
Ian Smith
1595
Ian Smith  

If you use P6 Simple, it will not be able to open multiple lots. If you use P6 Advanced, then you can make Phoenix perform the way mode3 did by using the following settings:

U_splitTradeOn=true

U_splitTrade1=80

U_splitTrade2=100

U_splitTrade3=120

U_splitTrade4=0

U_splitTrade5=0

U_splitTrade6=0

U_ExitStaticTSOn=true

U_BreakEvenSL= (U_splitTrade1*take profit/100) or (80*40/100)=32

U_DelayTS=(U_splitTrade2*take profit/100) or (100*40/100)=40

If you have a take profit of 40, this will make 3 trades. Trade1 will have TP 32, Trade2 will have TP 40, Trade will have TP 48. When the price hits 32 pips profit, Trade2 and Trade3 will have their stoploss moved up to the open price. When Trade2 exits, Trade3 will activate a trailing stop with the initial stop set to 30 pips, and move up every time the profit increases.

If you normally trade 3 lots, this will create 3 trades, with 1 lot each. I tested rounding of lots a long time ago, I believe it rounds down, with the minimum lotsize as a lower limit.

This is more complicated than "mode3" but it is much more advanced too. Instead of embedding the logic into code, now you can set up nearly any trading settings you desire. You could split the trades 50,75,100,100 which would create 1 lot at TP50%, 1 lot at TP75% and 2 lots 100% TP.

Ian Smith
1595
Ian Smith  

I've been debugging the beta, along with everyone else. Here are the (popular) ported settings over from Phoenix 5.7.2 for GBPUSD. Although the filename says P6 Simple, it will work with either Simple or Advanced mode.

I tried getting the two systems to perform the same, but I wasn't able to. Phoenix 6 enters a lot more trades, EntryFilter1 (old Signal4) seems to be not working. I'm going to troubleshoot it more in the morning.

I hope people don't mind, these settings would generate over an extra $400 over one month on GBPUSD trading 0.05 risk instead of the old Phoenix 5.7.2 code. (Identical settings, 35% more profit)

Feel free to release P6 settings files, P6 performance reports, etc.

Files:
wujun122
57
wujun122  
daraknor:
If you use P6 Simple, it will not be able to open multiple lots. If you use P6 Advanced, then you can make Phoenix perform the way mode3 did by using the following settings:
U_splitTradeOn=true

U_splitTrade1=80

U_splitTrade2=100

U_splitTrade3=120

U_splitTrade4=0

U_splitTrade5=0

U_splitTrade6=0

U_ExitStaticTSOn=true

U_BreakEvenSL= (U_splitTrade1*take profit/100) or (80*40/100)=32

U_DelayTS=(U_splitTrade2*take profit/100) or (100*40/100)=40

If you have a take profit of 40, this will make 3 trades. Trade1 will have TP 32, Trade2 will have TP 40, Trade will have TP 48. When the price hits 32 pips profit, Trade2 and Trade3 will have their stoploss moved up to the open price. When Trade2 exits, Trade3 will activate a trailing stop with the initial stop set to 30 pips, and move up every time the profit increases.

If you normally trade 3 lots, this will create 3 trades, with 1 lot each. I tested rounding of lots a long time ago, I believe it rounds down, with the minimum lotsize as a lower limit.

This is more complicated than "mode3" but it is much more advanced too. Instead of embedding the logic into code, now you can set up nearly any trading settings you desire. You could split the trades 50,75,100,100 which would create 1 lot at TP50%, 1 lot at TP75% and 2 lots 100% TP.

I will try it. Thank you.

m6m6
147
m6m6  

Update confirmation

I would like to know for sure if P6 files in the first post are updated every time you guys debug something so I can start helping on my side with the latest version.

Thank you !

Ian Smith
1595
Ian Smith  

Yes, Post #1 of this thread will always contain the most recent files. I'll be posting a link from the main dev thread soon as well.

m6m6
147
m6m6  

Backtesting results

No good settings yet. I just finish two runs of backtesting P6 advance with a wide variety of settings on 1 year of data (2006). 20 hours of cpu and not a single profit set. I am waiting for the next version and will resume.

Ian Smith
1595
Ian Smith  

What signals were you using?

m6m6
147
m6m6  

Signals

daraknor:
What signals were you using?

I inspired myself from the settings you post in a previous tread but unfortunately, I did not save it and played around after. I will remember for next time.

cockeyedcowboy
524
cockeyedcowboy  
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