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Thread: Three moving averages EA

  1. #61
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    Quote Originally Posted by Roscoe View Post
    Hi Forum,

    Today I backtested this EA (first original version) on 2 currency pairs on 4 last months :

    EUR/USD 30M timeframe
    USD/JPY 1H timeframe

    The backtest show better result on EUR/USD 30M instead of the 1H in the same pair.
    Other pairs showed bad results.
    This backtests have no top quality model (90%) - I know but gives some idea where to look on.

    Roscoe.-


    sorry to say this, but backtests with less than 90% modeling quality are absolute worthless on mt4..

  2. #62
    Junior Member Roscoe's Avatar
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    Quote Originally Posted by onu View Post
    sorry to say this, but backtests with less than 90% modeling quality are absolute worthless on mt4..
    Hi onu,

    I know that, but that test although not made with 90% quality modelling was made using the every tick (most precise) so that gives a first quick sight.
    Anyway I made the backtest again to try to achieve the 90% modelling and downloaded accurate data from this site that is free (it covers data to 8 years before - till 2001):

    Forex Tester Software - Data Sources

    I attach here the tests made only on USD/JPY H1 in the following periods using 90% mod. quality :
    -last month
    -last 4 months
    -till 01/01/2001 up 06/01/2009

    The test that covers 8.5 years was not good.
    If you compare the test of the same period (4 month) with 53% and 90% mod. quality there´s not much difference (although there´s a difference in 16 days between the 2 tests).
    The previous test was made till 06/19 (53% mod) and the new one till 06/02 (90% mod.).

    I will post the test of 8.5 years in the next post compressed because not fit.

    Regards,
    Roscoe.-
    Attached Images Attached Images Three moving averages EA-strategytester3mh1ausd-jpy1month90-gif Three moving averages EA-strategytester3mausd-jpy4month90-gif Three moving averages EA-strategytester3mah1usd-jpy8-5years90-gif 
    Attached Files Attached Files

  3. #63
    Junior Member Roscoe's Avatar
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    Hi,

    Here´s test that covers 8.5 years.

    Roscoe.-
    Attached Images Attached Images Three moving averages EA-strategytester3mah1usd-jpy8-5years90-gif 
    Attached Files Attached Files

  4. #64
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    anyone tried in real this expert advisor?
    Last edited by extraneo; 09-26-2009 at 18:56.

  5. #65

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    Quote Originally Posted by funyoo View Post
    Yes you can.




    Yes you can.



    I suggest you to use the optimization tool of Metatrader to find the best settings for the different pairs.









    Don't forget that past performance is not a guarante for future results.



    No problem.










    Sir, I wish to learn optimization and backtesting EA, but seems that i still haven't get understood although reading the sticky thread that relevant.

    Anyway, I wish to keep learning and help to test EA, to find out better EA for myself (and also for the objective of this board)

    Hope Sir don't mind to explain some silly question 。。。



    Thanks



    Fairylord
    Attached Images Attached Images Three moving averages EA-optim1-gif Three moving averages EA-optim2-gif Three moving averages EA-optim3-gif 
    Last edited by fairylord; 09-27-2009 at 11:27.

  6. #66
    Administrator funyoo's Avatar
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    Hi fairylord,

    The check of the parameters depends on the rapidity of the backesting.

    Faster is the backtesting, bigger will be the number of boxes that you can check.

    Concerning the start, step and stop, you have first to use a high range with a large step, then you select a smaller step arround the value if this one seems good.

    In fact the Drawdown% is the relative drawdown. To know what is a good parameter value, you have to divide the "profit" by the "drawdown%", bigger is the result, better is the potential of the settings.

    The inputs on the right are the extern inputs of the EA available for the optimization. The first is the one that you are optimizing.

    Do a test, you will quickly assimilate how it works.

  7. #67
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    Hi I have a question how I can set time time frame? For exapmle 4h, I dont see such posibility on settings of expert adviser, so what just simple keep my chart open on time frame i disire?

    Many thanks

    Santa Klos

  8. #68
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    more question: SL TP BE TS ? are set up for zero what are the best parametrs to put , and how to set up time frame? Genaraly qestion how to set up the EA ?

    Many thanks

  9. #69
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    Quote Originally Posted by funyoo View Post


    It is at the close of the bar.

    I have verified the code, in fact the rules had been optimized.

    The expert advisor buys/sells also when the yellow MA crosses the orange MA at the condition that the orange MA and the yellow MA are over/under the red MA (see the picture above). And the exit is only made at the next opposite signal. The results are theorically better with these rules.

    Concerning your errors, you have not modified the first settings, the periods should be 5, 15 and 36. Also you have certainly set the MM on true, that explains the lot of 4.04.
    hello!
    i think that the first condition rules only will work better:

    "When the yellow MA is over the red MA, we go long, then we exit when the yellow MA is under the orange MA.

    When the yellow MA is under the red MA, we go short, then we exit when the yellow MA is over the orange MA."

    can you upload the first condition robot please?

    thanks alot!
    Arthur.

  10. #70
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    help please

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