OddevenEA : Based on pure probability :) and luck.... - page 7

 

see late edit David

Longs would double > 55

Shorts would double < 45

No Entries (exits ok) at 45-55 inclusive

 
ElectricSavant:
David,

Yes

Longs would double > 55

Shorts would double < 45

No Trades at 45-55 inclusive

I do not know if this would yield more but if compared to the performance on post #5 (not the opening post) if it does the test would be worth it. I do not want to use up my favors with you David as there may be some important stuff needed here.

David I wish I knew how to code. I would be all over testing secondary filters to hone this puppy. It's just that you have done so much and I am embarrassed to ask you to do so much.

ES

Well, if the EA turn up to be good, then its my pleasure to work with you. Even if it ended up just a piece of shit, I still having good time contribute to the community. Here you go. Above 55 buy ; below 45 sell. Added decrease factor cut and paste from Moving average.mq4 provided by MetaQuotes. So it will cut down the lot size during lossing streak

Regards

David

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Can somebody backtest this?

What we have works and I am reluctant to load it and forward test it, until I hear from this great bunch of folks in this thread.

I am not a backtester as I can never get them to work or get the modelling quality correct. I simply do not know how to code or to backtest. I rely on the threads here that I read and the most excellent contributers.

If this latest version that David posted improves post #5 please share, so that I may download it on a new 8-pair 1K IBFX demo without MM...meanwhile the existing demo runs at a balance of $933.20 with a minus 50 buck float...all pairs involved.

Run your test on USD/JPY ...try to mimick post #5 inputs

ES

davidke20:
Well, if the EA turn up to be good, then its my pleasure to work with you. Even if it ended up just a piece of shit, I still having good time contribute to the community. Here you go. Above 55 buy ; below 45 sell. Added decrease factor cut and paste from Moving average.mq4 provided by MetaQuotes. So it will cut down the lot size during lossing streak

Regards

David
 
ElectricSavant:
Can somebody backtest this?

What we have works and I am reluctant to load it and forward test it, until I hear from this great bunch of folks in this thread.

I am not a backtester as I can never get them to work or get the modelling quality correct. I simply do not know how to code or to backtest. I rely on the threads here that I read and the most excellent contributers.

If this latest version that David posted improves post #5 please share, so that I may download it on a new 8-pair 1K IBFX demo without MM...meanwhile the existing demo runs at a balance of $933.20 with a minus 50 buck float...all pairs involved.

Run your test on USD/JPY ...try to mimick post #5 inputs

ES

Well, I guess there is only 2 1/2 person are working on this system. You, me... where is the other half? - the author I think Demam.Emas wasn't expecting we're running that fast. Ofcourse, if you dont backtest I'll have to do it. But I couldn't do it at the moment. My computer is currently having overheat issue. Dont know why, changed the processor fan, larger heat sink, but it still got up to 72'c everytime I run backtest for more then 3 minutes. Until I settle these issue, all the codings are done without optimization. All I can do is ensure the EA is functioning, and its doing what it should. But trading philosophy is needed to be optimize, such as RSI value, no trade zone value, etc

Regards

David

 

While I am waiting for some equity curves, I want to say that this improvement is excellent in concept as again we do not remove any randomness from this gambler...

It still enters based on time or time shift...we are only tinkering with bet size....ok the no entry zone is very slight in affecting randomness...I will give you that.

ES

demam emas...can you change the name of this EA to "Gambler"...you can encrypt it later...but I am a fan of open source projects and I hope you do not ? I know..I know I am a fool as someone will just copy this and sell it. There are honest people like David in the world still...but I am afraid sometimes the good guys lose.

davidke20:
Well, if the EA turn up to be good, then its my pleasure to work with you. Even if it ended up just a piece of shit, I still having good time contribute to the community. Here you go. Above 55 buy ; below 45 sell. Added decrease factor cut and paste from Moving average.mq4 provided by MetaQuotes. So it will cut down the lot size during lossing streak

Regards

David
 

David,

I hate that when it happens...

Wifey leaves the State when I have computer problems...being the manic-personality that I am...its like I cannot breathe when some equipment goes down.

Is anybody here that can backtest the latest V0.06 (post #63) and post the numbers and the graph here? (modelling >=90% please)

ES

P.S. I am going to alert newdigital of this thread and maybe he can note the helpfulness of David

davidke20:
Well, I guess there is only 2 1/2 person are working on this system. You, me... where is the other half? - the author I think Demam.Emas wasn't expecting we're running that fast. Ofcourse, if you dont backtest I'll have to do it. But I couldn't do it at the moment. My computer is currently having overheat issue. Dont know why, changed the processor fan, larger heat sink, but it still got up to 72'c everytime I run backtest for more then 3 minutes. Until I settle these issue, all the codings are done without optimization. All I can do is ensure the EA is functioning, and its doing what it should. But trading philosophy is needed to be optimize, such as RSI value, no trade zone value, etc

Regards

David
 

Version 2 (original plus rsi) for comparison purposes

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version 6 atr off for better comparison with version 2

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This is why I do not understand backtesting..post#5 disagrees with these results...buy a huge amount..

Symbol USDJPY (US Dollar vs Japanise Yen)

Period 5 Minutes (M5) 2007.04.30 18:55 - 2007.10.19 00:00 (2007.01.01 - 2007.10.19)

Model Every tick (based on all available least timeframes with fractal interpolation of every tick)

Parameters StopLoss=35; TakeProfit=40; Lot=0.1; RSI.Period=9; Money.Management="--------MONEY MANAGEMENT--------------"; Use.MM=false; Risk.Percent=1; MinLot=0.1; MaxLot=10;

Bars in test 33079 Ticks modelled 665108 Modelling quality 85.28%

Initial deposit 10000.00

Total net profit 1585.64 Gross profit 10292.54 Gross loss -8706.89

Profit factor 1.18 Expected payoff 3.96

Absolute drawdown 67.55 Maximal drawdown 1083.04 (9.31%) Relative drawdown 9.31% (1083.04)

Total trades 400 Short positions (won %) 265 (49.81%) Long positions (won %) 135 (51.85%)

Profit trades (% of total) 202 (50.50%) Loss trades (% of total) 198 (49.50%)

Largest profit trade 82.30 loss trade -65.25

Average profit trade 50.95 loss trade -43.97

Maximum consecutive wins (profit in money) 13 (745.29) consecutive losses (loss in money) 8 (-364.28)

Maximal consecutive profit (count of wins) 745.29 (13) consecutive loss (count of losses) -364.28 (8)

Average consecutive wins 2 consecutive losses 2

ES

saintmo:
Version 2 (original plus rsi) for comparison purposes
 

version 6 with atr = true

all 3 tests run using IBFX--none with positive results.

if you want specific options let me know but even with optimization I have few combinations that were positive and those only minimally so.

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