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Thread: Need ideas 2 tweak Sure Trader 1999-2013: 813% Avg Annual Profit, 96.11% Profit Trade

  1. #1
    Junior Member
    Join Date
    Oct 2013
    Posts
    1

    Lightbulb Need ideas 2 tweak Sure Trader 1999-2013: 813% Avg Annual Profit, 96.11% Profit Trade

    Hi guys,

    Before I begin, I want to ask that you do NOT sell this EA but rather we should work together to make it better over time and maintain the spirit of sharing. Anyways, back to the message...

    I have been back-testing this EA for quite some time. With the data I have, an initial deposit of $5000, and constant size of 0.5 lot, I was able to make around 660 thousand dollars from 1999 - 2007 which averages to about 1466% Profit every year. However, in 2008, my trade started to lose and have since dropped down to 610 thousand as of Oct 7, 2013 making my average profit per year from 1999 - 2013 only 813%.

    Do you guys have any ideas as to what may have changed since 2008 other than the financial crisis. If so, how do you think I should fix this? Is my data before 2008 just junk?

    These are my test settings:
    Currency: EURUSD
    Timeframe: 15 min
    Spread: 10
    Model: Every Tick

    to change extern variables: click "Expert Properties" --> Inputs --> change "values" in the first column
    SL = 0.004
    TP = 0.0003
    ADX_Val = 30

    My philosophy really is to try to win small but win all the time.

    Indicators:
    Bollinger Band (20, 2)
    ADX(14)

    System:
    1. Trade only Monday - Thursday
    2. Close trade at the end of the day...no holding past market close.

    Long Entry:
    If Previous bar close and open below middle of Bollinger Band and ADX > 30, place a buy stop order at the middle of bollinger band
    If Previous bar close and open above middle of Billinger Band and ADX < 30, place a buy stop order at the middle of the bollinger band

    Short Entry:
    If Previous bar close and open above middle of Bollinger Band and ADX > 30, place a sell stop order at the middle of bollinger band
    If Previous bar close and open below middle of Billinger Band and ADX < 30, place a sell stop order at the middle of the bollinger band

    Key part of the code you want to look at:
    if(OrdersTotal() < 1 && !(DayOfWeek()==0 || DayOfWeek()==6 || DayOfWeek()==5) && MarketInfo("EURUSD", MODE_SPREAD) < 16)
    {
    if(Open[1] < BBM1 && Close[1] < BBM1 && ADX1 >= ADX_Val)
    OrderSend(Symbol(),OP_BUYSTOP, 0.5, NormalizeDouble(BBM0,4), 3, NormalizeDouble(BBM0,4) - SL, NormalizeDouble(BBM0,4) + TP, "LALA", 444, TimeCurrent() + 900, Green);
    if(Open[1] > BBM1 && Close[1] > BBM1 && ADX1 >= ADX_Val)
    OrderSend(Symbol(),OP_SELLSTOP, 0.5, NormalizeDouble(BBM0,4), 3, NormalizeDouble(BBM0,4) + SL, NormalizeDouble(BBM0,4) - TP, "LALA", 444, TimeCurrent() + 900, Red);

    if(Open[1] < BBM1 && Close[1] < BBM1 && ADX1 < ADX_Val)
    OrderSend(Symbol(),OP_SELLSTOP, 0.5, NormalizeDouble(BBM0,4), 3, NormalizeDouble(BBM0,4) + SL, NormalizeDouble(BBM0,4) - TP, "LALA", 444, TimeCurrent() + 900, Red);
    if(Open[1] > BBM1 && Close[1] > BBM1 && ADX1 < ADX_Val)
    OrderSend(Symbol(),OP_BUYSTOP, 0.5, NormalizeDouble(BBM0,4), 3, NormalizeDouble(BBM0,4) - SL, NormalizeDouble(BBM0,4) + TP, "LALA", 444, TimeCurrent() + 900, Green);

    }

    Results (Jan 1, 1999-October 7, 2013):
    see attached picture.

    Attachments:
    1. Surefire Trader EA code

    If you doubt my data, please download the history file (in .csv) from this link because it is way too big to upload here:
    https://docs.google.com/file/d/0ByES...it?usp=sharing

    Looking forward to hearing your ideas!

    Thanks

    Ps. Note that my code isn't really super clean yet but it should be legible. If you have questions, don't hesitate to correspond here.
    Attached Images Attached Images Need ideas 2 tweak Sure Trader 1999-2013: 813% Avg Annual Profit, 96.11% Profit Trade-surefire-graph-lr-jpg Need ideas 2 tweak Sure Trader 1999-2013: 813% Avg Annual Profit, 96.11% Profit Trade-surefire-report-lr-jpg 
    Attached Files Attached Files

  2. #2
    Junior Member
    Join Date
    Jan 2016
    Posts
    4

    Cool whats up

    hi Joekaew,

    How are you going with this one and where have you gone.

  3. #3
    Junior Member
    Join Date
    Jan 2016
    Posts
    4

    Cool Are you out there?

    I have made some tweeks and it seems to be going better

  4. #4
    Junior Member
    Join Date
    Feb 2016
    Posts
    5

    Default

    Hi hossy, what's your modification to the code? I can not reproduce the original result. Thanks!

  5. #5
    Junior Member
    Join Date
    Jan 2016
    Posts
    4

    Lightbulb

    Hello,

    I have been playing around with time frames and pairs. Sometimes good, sometimes bad. I think the amount of stop loss needs to be modified.
    What are your results?

  6. #6
    Junior Member
    Join Date
    Feb 2016
    Posts
    5

    Default

    I can't make this EA really work, I got 130 and 4107 errors during backtest.

  7. #7
    Junior Member
    Join Date
    Jan 2016
    Posts
    4

    Default

    Hello,

    I had trouble on back test as well.
    How is it working on forward testing, and what pairs are you using?

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