PipMaker v1 - Price action based EA - page 110

 
Enforcer:
You're welcome.

Backtest speed is not entirely dependent on EA tested, also count PC speed, available memory, amount of data to be tested..

Usually EAs using external indicators will run slower and also some indicators require more RAM and CPU cycles than others.

This is very strange indeed, as I'm running the backtest on some rather highend servers, using indicators that I have tested in other EAs that ran very quickly.

Anyone else noticing the fact that this EA takes a substantial long time to backtest? I wonder if it's just me.

Thanks Enforcer.

-dgv

 

montedoro, I have some questions...

You wrote

montedoro:
i_Trend is looking for main trend in H4 or H1.

Its true.

But

montedoro:
...but the orders will be placed in the direction of the main H4 (H1) trend because ReverseDirection = true.

This is not the case.

If i_Trend signals UP and ReverseDirection = true then EA will take the SELL position, because ReverseDirection = true! (if we take into account only i_Trend)

Here is the code:

int Direction= Direction();

if(ReverseDirection) Direction = -Direction;

So what you have done I don't fully understand.

As I have understood you've done something like this:

if( i_Trend(60 min)==UP && ARSI(1 min) == DOWN ) then SELL

AND

if( i_Trend(60 min)==DOWN && ARSI(1 min) == UP ) then BUY

Am I right?

Thanks.

 

Didn't had time to look into this but at first look may be a contradiction in indicators signals.

Better post your version to have overall view of code.

 
Lemyx:
montedoro, I have some questions...

As I have understood you've done something like this:

if( i_Trend(60 min)==UP && ARSI(1 min) == DOWN ) then SELL

AND

if( i_Trend(60 min)==DOWN && ARSI(1 min) == UP ) then BUY

Lemyx, I`ll explain again: The order must be placed in the direction of the main trend. So

if( i_Trend(60 min)==UP && ARSI(1 min) == DOWN ) then BUY

AND

if( i_Trend(60 min)==DOWN && ARSI(1 min) == UP ) then SELL

The easy way to make it just for test : change iTrendDecision() each other

if (B1_1 > B1_2 && B2_1 > B2_2) {tradeDirection=-1;} // it was =1

if (S1_1 < S1_2 && S2_1 < S2_2) {tradeDirection= 1;} // it was =-1

I mean we are looking for best position in the H1_trend_channel to place our order. The best result we can expect in pairs usualy in trend and we can play with more risk. The test with GBPUSD was not good example. I`ll test next week with other pairs.

erdenmensch, my changes are not a secret, but I have about 10 raw modified versions of PipMaker just for tests. They will be useless for you. Only I know all the mess I have done with the code inside (actualy my friend did it by my order, I`m not programer and he is already hiding from me because I`m eating all his free time . Untill now the only one sure result I`ve got is with the floating ARSI_trigger. The value of ARSI is rising faster than ATR so this is great way to grab the righ impuls of the price. If Enforcer agree with my tests I expect he to add this in the next versions.

 

If I'll get positive results, I'll add changes, sure.

 

Best way to seriously ponder what this EA is doing exactly is to look at it using a visual backtest. Sit there and spend an hour or two watching how the EA operates in various market conditions.

 

Hi!

I'm running forward test since last Thursday.

You can follow up here: Statement: 2019807 - Pipmaker v15

It is pipmaker v15 ; with all settings at default values.

I run it with the following pairs : EURUSD, USDJPY, GPBUSD, USDCHF, EURGPB, EURJPY, GPBJPY, AUDUSD, CHFJPY, EURCHF

I am quite impress by the result and the straight line of the equity curve.

On the other side it is quite scarying to see that the open positions are barely in profit; but finally this EA perfectly does what it name says : it makes pips!

I will run this test for a few weeks. To be honnest I am quite concern by the draw down. Even with the MM rules activated; I guess that the draw down can be very painful !

If in one month or two the test is successfuk , i will consider switching to live trading.

What are the brokers wich are known to be fully compatible with pipmaker and mini account ?

 

sorg

I would sugget to you to exclude from your test the EURUSD pair. EURUSD is trending pair and PipMaker on the trending market will loose all money sooner or later.

Thanks.

 
montedoro:
Lemyx, I`ll explain again: The order must be placed in the direction of the main trend. So

if( i_Trend(60 min)==UP && ARSI(1 min) == DOWN ) then BUY

AND

if( i_Trend(60 min)==DOWN && ARSI(1 min) == UP ) then SELL

The easy way to make it just for test : change iTrendDecision() each other

if (B1_1 > B1_2 && B2_1 > B2_2) {tradeDirection=-1;} // it was =1

if (S1_1 < S1_2 && S2_1 < S2_2) {tradeDirection= 1;} // it was =-1

I mean we are looking for best position in the H1_trend_channel to place our order. The best result we can expect in pairs usualy in trend and we can play with more risk. The test with GBPUSD was not good example. I`ll test next week with other pairs.

erdenmensch, my changes are not a secret, but I have about 10 raw modified versions of PipMaker just for tests. They will be useless for you. Only I know all the mess I have done with the code inside (actualy my friend did it by my order, I`m not programer and he is already hiding from me because I`m eating all his free time . Untill now the only one sure result I`ve got is with the floating ARSI_trigger. The value of ARSI is rising faster than ATR so this is great way to grab the righ impuls of the price. If Enforcer agree with my tests I expect he to add this in the next versions.

I ran some tests and here my results:

First image: your changes.

Second image: Changed just ARSI trigger, unchanged i-trend.

Third image: my results using ATR as trigger.

I'm looking for lowest DD even profit is not big. But doing this on multiple pairs resulting profit is considerable and risk of DD is split, unlikely all pairs will hit max DD at same time.

Files:
pm15f.jpg  191 kb
pm15g.jpg  185 kb
pm15h.jpg  186 kb
 
Enforcer:
I ran some tests and here my results:

First image: your changes.

Second image: Changed just ARSI trigger, unchanged i-trend.

Third image: my results using ATR as trigger.

I'm looking for lowest DD even profit is not big. But doing this on multiple pairs resulting profit is considerable and risk of DD is split, unlikely all pairs will hit max DD at same time.

Enforcer, what does it means "Second image: Changed just ARSI trigger, unchanged i-trend"? What changes were made for ARSI trigger?

Is third result recieved with original V15?

Thanks.

Reason: