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Thread: X-1 Macd Wave EA

  1. #1
    Administrator funyoo's Avatar
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    Default X-1 Macd Wave EA



    Long : the main macd goes up after two consecutive down bars (on the histogram) and the main is under signal and leveldn.

    Short : the main macd goes down after two consecutive up bars (on the histogram) and the main is over signal and levelup.

    EU M5. 2009.

    Total net profit : 746.44%
    RDD : 29.90%
    Attached Images Attached Images X-1 Macd Wave EA-strategytester-x-1-macd-wave-ea-eu-m5-gif 
    Attached Files Attached Files

  2. #2

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    Testing with the set file does not close opened transactions as oppositeclose is false. With default values I don't have the same result by a long shot. Not even the same number of transactions. First graph is for EU M5 2009, the other one is from 1999 on EU M5.
    I don't understand why such a wide difference.
    Attached Images Attached Images X-1 Macd Wave EA-strategytester2009-gif X-1 Macd Wave EA-strategytester-gif 
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  3. #3
    Administrator funyoo's Avatar
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    Quote Originally Posted by daxc View Post
    Testing with the set file does not close opened transactions as oppositeclose is false. With default values I don't have the same result by a long shot. Not even the same number of transactions. First graph is for EU M5 2009, the other one is from 1999 on EU M5.
    I don't understand why such a wide difference.
    Hi daxc,

    Yes, I had not uploaded the right settings.

    Set file updated.

  4. #4
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    Default

    can u uploaded the rigth setting

  5. #5
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    Default

    Quote Originally Posted by funyoo View Post
    Hi daxc,

    Yes, I had not uploaded the right settings.

    Set file updated.
    it is uploaded on the first post as funyoo said "Set file updated"

    thanks

  6. #6

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    I still don't have the same results with the new set file. Number of trades is similar but final result is way bellow that posted by Funyoo. It looks like money management doesn't increase lot size, maybe it's a different risk factor.
    I have tested over weekend and tested again today on a trading day. Different results as broker has updated currency spread. Funyoo please draw attention to everybody that testing outside of trading hours ,when spread is minimal, will affect the end result. I think that a sticky testing rules should be made.
    I will do more testing and post new results.

  7. #7

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    I rise the risk factor to 7 to have similar results with Funyoo. The only difference from Funyoo settings is that minimum lot size is 0.1 and lotdigits=1 as my broker does not accept microlots. Perhaps money management calculation of lot size gives different results depending on lotdigits.

  8. #8

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    Done some optimization on my on. Not as good as Funyoo but also smaller drawdown

    Symbol EURUSD (Euro vs US Dollar)
    Period 5 Minutes (M5) 2009.01.02 07:00 - 2009.12.04 23:55 (2009.01.01 - 2009.12.07)
    Model Every tick (the most precise method based on all available least timeframes)
    Parameters comment="EA"; magic=1234; moneymanagement="Money Management"; lots=0.1; mm=true; risk=7; minlot=0.1; maxlot=100; lotdigits=1; ordersmanagement="Order Management"; ecn=false; oppositeclose=false; reversesignals=false; maxtrades=100; tradesperbar=1; hidesl=false; hidetp=false; stoploss=90; takeprofit=8; trailingstart=0; trailingstop=0; trailingprofit=0; trailingstep=1; breakevengain=0; breakeven=0; maxspread=100; entrylogics="Entry Logics"; consbars=2; macdfast=8; macdslow=26; macdsma=9; macdlevelup=0.0021; macdleveldn=-0.0008; shift=1;
    Bars in test 69659 Ticks modelled 11930501 Modelling quality n/a
    Mismatched charts errors 116
    Initial deposit 10000.00
    Total net profit 43605.04 Gross profit 123568.45 Gross loss -79963.41
    Profit factor 1.55 Expected payoff 35.63
    Absolute drawdown 243.20 Maximal drawdown 6761.27 (17.63%) Relative drawdown 19.26% (6521.95)
    Total trades 1224 Short positions (won %) 169 (96.45%) Long positions (won %) 1055 (94.79%)
    Profit trades (% of total) 1163 (95.02%) Loss trades (% of total) 61 (4.98%)
    Largest profit trade 216.00 loss trade -2432.97
    Average profit trade 106.25 loss trade -1310.88
    Maximum consecutive wins (profit in money) 71 (11840.26) consecutive losses (loss in money) 2 (-4500.00)
    Maximal consecutive profit (count of wins) 11840.26 (71) consecutive loss (count of losses) -4500.00 (2)
    Average consecutive wins 21 consecutive losses 1
    Attached Images Attached Images X-1 Macd Wave EA-strategytesterx1tp8sl90-gif 
    Attached Files Attached Files

  9. #9

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    Enabled time filter on expert to filter out Friday as this is the day with important economic reports and most sl buster.
    Done some optimization from September.
    It will really help a time filter for economic reports. Lets say that I want all position closed by 8 am NY time and start trading again after 30 min or 2 hours to let the market calm down. This way we can filter Friday for 2-3 hours and not whole day, or filter Wednesday economic report for 2 hours.
    From this kind of time filter (by hour or minutes) will benefit all EA that prefer ranging markets.

    First one is for September to today with a lower risk (see attached htm file) the second one is for 2009 same settings as previous only risk is increased to 10 and initial amount to 5000.

    I have observed that will help entering the trade a few pips lower for long and higher for short. Funyoo could you make a modification for buy/sell order to be with some pips lower/higher. We can also optimize for this parameter and I am sure will lead to increased tp.

    Funyoo do you think you have some time for this variant of time filter?
    Attached Images Attached Images X-1 Macd Wave EA-strategytesterx1con1risk5_sept2009-gif X-1 Macd Wave EA-strategytesterx1con1risk10_2009-gif 
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  10. #10
    Administrator funyoo's Avatar
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    Default

    Quote Originally Posted by daxc View Post
    Enabled time filter on expert to filter out Friday as this is the day with important economic reports and most sl buster.
    Done some optimization from September.
    It will really help a time filter for economic reports. Lets say that I want all position closed by 8 am NY time and start trading again after 30 min or 2 hours to let the market calm down. This way we can filter Friday for 2-3 hours and not whole day, or filter Wednesday economic report for 2 hours.
    From this kind of time filter (by hour or minutes) will benefit all EA that prefer ranging markets.

    First one is for September to today with a lower risk (see attached htm file) the second one is for 2009 same settings as previous only risk is increased to 10 and initial amount to 5000.

    I have observed that will help entering the trade a few pips lower for long and higher for short. Funyoo could you make a modification for buy/sell order to be with some pips lower/higher. We can also optimize for this parameter and I am sure will lead to increased tp.

    Funyoo do you think you have some time for this variant of time filter?
    Hi daxc,

    Good job!

    Limitorders and basic newsfilter options added.
    Attached Files Attached Files

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