10p3 - Multi currency pair - page 10

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:: Did some testing with the standard version 0.04, EURUSD, 1H, begin 2008 till now, best settings that came out, with not much drawdown and safe, this is tested on a standard account, so adjust if needed for a mini.
 

Oh yea? I just done another test on v1.01. Spend me a few hours playing around with the settings, and this is the result on EURUSD H1. Testing on Metaquotes platform, Metaquotes feed. Minimum 0.10 standard lot on 1000 initial deposit. Modelling quality 89.99% with 0 mismatch errors. How impossible to make it profitable? Can you guys help me to play around the settings so it will not blow up on some other currency pair? That is all I concern of. By the way, it has already turned into a true scalper as it continuously make 90% accuracy.

Regards

David

Files:
10p3.gif  6 kb
10p3.htm  550 kb
 

V0.04 Optimization GBPUSD H1 3.5 years

Hi David and friends,

Here is an optimization of V.0.4 as follows:

GBPUSD

H1

Alpari history centre data

3.5 years (July 2004-Dec31 2007)

Type 1 account

The results seem fairly convincing. However, I would urge other members to repeat the backtest on the same or similar data using the attached settings file for v0.04 in order to validate the results. I will not believe it until it can be reproduced.

David, I posted optimization results for v0.04 on a Type 2 account a few days ago. Please verify that this result is valid and make suggestions to correct the problem of large upswings and downswings. Thank you especially for your generosity in developing this EA.

I am now optimizing V1.00 on EURUSD H1, same time period (3.5 years). Will post results as soon as possible.

autumn

 
autumnleaves:
Hi David and friends,

Here is an optimization of V.0.4 as follows:

GBPUSD

H1

Alpari history centre data

3.5 years (July 2004-Dec31 2007)

Type 1 account

The results seem fairly convincing. However, I would urge other members to repeat the backtest on the same or similar data using the attached settings file for v0.04 in order to validate the results. I will not believe it until it can be reproduced.

David, I posted optimization results for v0.04 on a Type 2 account a few days ago. Please verify that this result is valid and make suggestions to correct the problem of large upswings and downswings. Thank you especially for your generosity in developing this EA.

I am now optimizing V1.00 on EURUSD H1, same time period (3.5 years). Will post results as soon as possible.

autumn

I have tested it on Standard account with AccoutType=0 on MetaQuotes platform + MetaQuotes data. Due to inflexible lot size, my progression somehow unable to resemble your's in total equity. But the equity growth VS drawdown are pretty similar if we factor in the difference between the lot size VS profit.

Regards

David

 

Here is the standard account with 2 decimal places. It seems not possible to replicate the result created by autumn in FXDD. I'm doing this 1 on InterbankFX. This is the best I can get.

Regards

David

Files:
standard_ibfx.gif  8 kb
standard_ibfx.htm  1160 kb
 

On InterbankFX micro account with nano lot. Tested on same period. Be remind I tested it on IBFX instead of FXDD, so I have advanced the StopHour and StartHour +3 to emulate FXDD. I guess thats all on my side. I've done enough verification for now. I'm removing all the history data so it doesn't eat up my CPU resources.

Regards

David

Files:
ibfx_micro.gif  7 kb
ibfx_micro.htm  1085 kb
 

Optimization question

Hi David,

Very interesting result. Did you use the same settings I used (except for the Start/Stop times)?

The curves are nearly identical, but I do not understand why the volume levels are so different. Your volumes increase at a steady pace, whereas in my test they stayed constant for a long time and then jumped.

I am running an optimization of v1.01 on EURUSD for 3.5 years. Will post as soon as results available.

I think we are making progress. Thanks again to David for great work.

What do you think of the optimization I did on type 2 account? Is this result valid or just a fluke?

autumn

 
autumnleaves:
Hi David,

Very interesting result. Did you use the same settings I used (except for the Start/Stop times)?

The curves are nearly identical, but I do not understand why the volume levels are so different. Your volumes increase at a steady pace, whereas in my test they stayed constant for a long time and then jumped.

I am running an optimization of v1.01 on EURUSD for 3.5 years. Will post as soon as results available.

I think we are making progress. Thanks again to David for great work.

What do you think of the optimization I did on type 2 account? Is this result valid or just a fluke?

autumn

Not much changes. I have to twist around the Risk and Start,StopHours to fit in MetaQuotes and InterbankFX. If you look at my Standard Account test, you'll recon that my lot volume is somehow resemble your test. The lot size is jumping due to broker's limittation on lot size. Whereas the InterbankFX test allowed 2 decimal places round on the lot volume, the lot size can be adjust accordingly to the balance. So the lot size is increasing steadily. Eg.

AccountType=0; Risk=0.4(Bracket reflect the lot size on AccountType=1)

Balance=10,000 Lot Size=0.10(supposed to be 0.04)

Balance=20,000 Lot Size=0.10(supposed to be 0.08)

Balance=30,000 Lot Size=0.20(supposed to be 0.12)

Balance=40,000 Lot Size=0.20(supposed to be 0.16)

Balance=50,000 Lot Size=0.20

Balance=60,000 Lot Size=0.30(supposed to be 0.24)

Now, about your previous test. The stop loss is too near. 20 doesn't sound. At the same time, a lot of down side is causes by the trailing 26. On the bright side, it is safer to trade because it close trade even the overall equity is in a loss. On the other hand, it also lose your ass off because it closes trades prematurely. Give and take. Either margin call 1 shot or keep your capital for the next run. Generally, I think the test is still legit. IMO with that kind of performance, try to reduce the risk below 10% drawdown, that will be an acceptable level.

Regards

David

 

Optimization plan

Hi David,

Thank you for your comments and analysis. I am happy to continue optimizing, but perhaps we should decide whether the time is better spent on v0.04 or v1.01. Of course, I can do both, but it will take longer, obviously. Maybe the best way to approach this is to set up a program. If we have 4 or 5 people who can do optimization, we need to have coordination. You need to tell each of us which version to optimize, with currency pair, timeframe, length of optimization, parameters and their ranges. It may take a few minutes to set up, but with a little effort we can accomplish a great deal.

I began optimizing v1.01 on EURUSD 1H on 3.5 years of Alpari data, but had to restart when the computer crashed. I hope that I will have more results by tomorrow.

After a bit more optimization/backtesting I will be feel confident to do forward demo testing. Thanks again David for your efforts.

autumn

 

optimizing...I volunteer

hey Daivd and automn, I am new in this forum and i want to help with this EA.

I think it has great potential! I have two computers so I can do twice as much...

bring it on....

cheers to our success

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