I9-5M

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ok you have EA and make backtest but any fowardtest?

Foward test on demo then on mini live account?

When you think EA works on demo on live account sometimes dont works or never works and i sugest to test it on small account(mini account)

I know many want EA for live trading but i really dont trust in EA and i never see EA to works on almost brokers.

but who knows maybe we will find it in future and for that we have a forum..

Have the best and i hope to see something new

Happy trading and many + pips

 
 
 

Test of 2006

2006

 

The favorite entrance (my)... But changing BUY/SELL

This is my entrance favorite that use in the I9-5M. He is of many of the EAs here (Terminator for example).

int fTrendRsiSto()

{

int myOrderType =0;

double Sinal1_1 = iCustom(NULL, 0, "i9_Trend", 0, 0, 0, 20, 2, 13, 300, 0, 0);

double Sinal1_2 = iCustom(NULL, 0, "i9_Trend", 0, 0, 0, 20, 2, 13, 300, 1, 0);

double Sinal2_1 = iCustom(NULL, 0, "i9_Trend", 0, 0, 0, 20, 2, 13, 300, 0, 0);

double Sinal2_2 = iCustom(NULL, 0, "i9_Trend", 0, 0, 0, 20, 2, 13, 300, 0, 1);

double Sinal3_1 = iStochastic(NULL, 0, 8, 3, 4, MODE_EMA, 1, MODE_MAIN, 0);

double Sinal3_2 = iStochastic(NULL, 0, 8, 3, 4, MODE_EMA, 1, MODE_SIGNAL, 0);

double Sinal4_1 = iStochastic(NULL, 0, 8, 3, 4, MODE_EMA, 1, MODE_MAIN, 0);

double Sinal4_2 = iStochastic(NULL, 0, 8, 3, 4, MODE_EMA, 1, MODE_MAIN, 1);

double Sinal5_1 = iStochastic(NULL, 0, 8, 3, 4, MODE_EMA, 1, MODE_MAIN, 0);

double Sinal5_2 = 70;

double Sinal6_2 = 20;

double Sinal7_1 = iRSI(NULL, 0, 5, PRICE_CLOSE, 0);

double Sinal7_2 = iRSI(NULL, 0, 5, PRICE_CLOSE, 1);

if (Sinal1_1 > Sinal1_2 && Sinal2_1 > Sinal2_2 && Sinal3_1 > Sinal3_2 &&

Sinal4_1 > Sinal4_2 && (Sinal5_1 > Sinal5_2 || Sinal5_1 < Sinal6_2) &&

Sinal7_1 > Sinal7_2) { myOrderType = 1; } // Sell

if (Sinal1_1 < Sinal1_2 && Sinal2_1 < Sinal2_2 && Sinal3_1 < Sinal3_2 &&

Sinal4_1 Sinal5_2 || Sinal5_1 < Sinal6_2) &&

Sinal7_1 < Sinal7_2) { myOrderType = 2; } // Buy

return(myOrderType);

}

It is optimized in relation to the original below that it has code repetitions.

int OpenOrdersBasedOni_TrendRSISto()

{

int myOrderType=3;

double Buy1_1 = iCustom(NULL, 0, "i_Trend", 0, 0, 0, 20, 2, 13, 300, 0, 0);

double Buy1_2 = iCustom(NULL, 0, "i_Trend", 0, 0, 0, 20, 2, 13, 300, 1, 0);

double Buy2_1 = iCustom(NULL, 0, "i_Trend", 0, 0, 0, 20, 2, 13, 300, 0, 0);

double Buy2_2 = iCustom(NULL, 0, "i_Trend", 0, 0, 0, 20, 2, 13, 300, 0, 1);

double Buy3_1 = iStochastic(NULL, 0, 8, 3, 4, MODE_EMA, 1, MODE_MAIN, 0);

double Buy3_2 = iStochastic(NULL, 0, 8, 3, 4, MODE_EMA, 1, MODE_SIGNAL, 0);

double Buy4_1 = iStochastic(NULL, 0, 8, 3, 4, MODE_EMA, 1, MODE_MAIN, 0);

double Buy4_2 = iStochastic(NULL, 0, 8, 3, 4, MODE_EMA, 1, MODE_MAIN, 1);

double Buy5_1 = iStochastic(NULL, 0, 8, 3, 4, MODE_EMA, 1, MODE_MAIN, 0);

double Buy5_2 = 80;

double Buy6_1 = iStochastic(NULL, 0, 8, 3, 4, MODE_EMA, 1, MODE_MAIN, 0);

double Buy6_2 = 20;

double Buy7_1 = iRSI(NULL, 0, 5, PRICE_CLOSE, 0);

double Buy7_2 = iRSI(NULL, 0, 5, PRICE_CLOSE, 1);

double Sell1_1 = iCustom(NULL, 0, "i_Trend", 0, 0, 0, 20, 2, 13, 300, 0, 0);

double Sell1_2 = iCustom(NULL, 0, "i_Trend", 0, 0, 0, 20, 2, 13, 300, 1, 0);

double Sell2_1 = iCustom(NULL, 0, "i_Trend", 0, 0, 0, 20, 2, 13, 300, 0, 0);

double Sell2_2 = iCustom(NULL, 0, "i_Trend", 0, 0, 0, 20, 2, 13, 300, 0, 1);

double Sell3_1 = iStochastic(NULL, 0, 8, 3, 4, MODE_EMA, 1, MODE_MAIN, 0);

double Sell3_2 = iStochastic(NULL, 0, 8, 3, 4, MODE_EMA, 1, MODE_SIGNAL, 0);

double Sell4_1 = iStochastic(NULL, 0, 8, 3, 4, MODE_EMA, 1, MODE_MAIN, 0);

double Sell4_2 = iStochastic(NULL, 0, 8, 3, 4, MODE_EMA, 1, MODE_MAIN, 1);

double Sell5_1 = iStochastic(NULL, 0, 8, 3, 4, MODE_EMA, 1, MODE_MAIN, 0);

double Sell5_2 = 80;

double Sell6_1 = iStochastic(NULL, 0, 8, 3, 4, MODE_EMA, 1, MODE_MAIN, 0);

double Sell6_2 = 30;

double Sell7_1 = iRSI(NULL, 0, 5, PRICE_CLOSE, 0);

double Sell7_2 = iRSI(NULL, 0, 5, PRICE_CLOSE, 1);

if (Buy1_1 > Buy1_2 && Buy2_1 > Buy2_2 && Buy3_1 > Buy3_2 && Buy4_1 > Buy4_2 && Buy5_1 Buy6_2 && Buy7_1 > Buy7_2) { myOrderType = 2; } // BUY

if (Sell1_1 < Sell1_2 && Sell2_1 < Sell2_2 && Sell3_1 < Sell3_2 && Sell4_1 < Sell4_2 && Sell5_1 Sell6_2 && Sell7_1 < Sell7_2) { myOrderType = 1; } // SELL

return(myOrderType);

}

But this is not important.

What I want to point out is that use changing BUY/SELL that becomes it much more effective for a short strategy (scalp ?).

and changing BUY/SELL:

i9-5m.zip

 

afernandes

After much evaluation I have come to the conclusion that 5 min and higher timeframe backtests on MT4 are very inaccurate, even with 90% modelling quality -

i.e M5, M15, M30, H1, H4, D1, W1 and MN have a tendency to produce highly inaccurate backtests even with 90% modelling quality!

Try backtesting your system on the 1min timeframe. If it produces good results here then the chances are that you may have a good system.

 

I don't think the picture of the backtest is realistic at all due to the following:

1. The balance line is very linear in its appreciation.

2. There is litle deviation from the balance and the equity line. If you analyse Martinage sytle EAs in forward or live testing you would know that as your lots start increasing then your equity starts decreasing. In the MT4 backtester the Balance line is the blue line and the Equity line is green. We can see no green line in your backtest picture. I am not saying that this is your fault, just pointing out a flaw in the mt4 backtester.

Do you have any forward testing results?

Files:
2006-i9-5m.jpg  117 kb
 
 
 

2000 to 2006 in M1 and M5

i9-5M de 2000 a 2006

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