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Thread: Sig_CCI EA

  1. #11

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    Ran some tests with Funy's first set, it seems less risky. Made it through 2008 fine, started with 5K. Really the bust or no bust depends on how much you have in the account. No matter how you look at it, when the market turns you are going to lose some money. This EA seems to make it through the beg market turn much better than say a Donchian ect... I like how it uses oposite trades to balance losers, great concept.

    started with 5K
    profit 29K, no bust out.

    Two questions --

    1) the average lot size does not seem to increase with the account size, like Funy's prior posts. Either way, seems to work good in Back Test Land.

    2) Why not use something like 'Williams %R' to make buy or sell orders? That is, above 80%, and above the curve you are using, sell, if below 80% undersold, and below the curve, then make the buy orders?

    The only way this thing bust out is if it makes way to many buys or sells on one side of the curve, Williams R will help limit the buys and sells to whent the price is under sold or bought??? Thoughts?
    Attached Images Attached Images Sig_CCI EA-m5-eu-2008-sig-cci-gif 
    Last edited by hunter6; 12-26-2009 at 16:02.

  2. #12

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    Nice idea Hunter6 !

    Funyoo can you add this filter ?

    D.

  3. #13

    Default

    Funyoo:

    Could you add a time filter to this EA, including a function to close all open positions when the time filter reaches it's end please ?

    Many Thanks !

    D.

  4. #14

    Default The Mysteries of GLFX

    Quote Originally Posted by Dutchess View Post
    Funyoo:

    Could you add a time filter to this EA, including a function to close all open positions when the time filter reaches it's end please ?

    Many Thanks !

    D.
    D, you were asking about GLFX, I can't figure out how to get it in email, so...... better here where others might figure it out. Very powerful, I've saved it with some decent pre-sets,,,,,,,but MUCH room for improvement here. I've also put in a preset.
    Attached Files Attached Files

  5. #15

    Default 'Trade Group TP'???

    Quote Originally Posted by Dutchess View Post
    Funyoo:

    Could you add a time filter to this EA, including a function to close all open positions when the time filter reaches it's end please ?

    Many Thanks !

    D.
    Dutchess, these are good ideas, but after watching it trade this week I think a 'group total' or a 'group TP' would be better. I can't seem to figure out how it closes group trades, or knows when to.

    I've watched groups of buys or sells be in the positive, why not an option to take at a pip level, something adjustable. This would raise profit as the lot size was increased, but stay after the low (or high depending on the trader) agregate group pip goal. I'd assume take profit every time a group was in the green insted of waiting around for two in the bush.

    This would also help to avoid large ass bust outs. I watched a back test with this bust out from 14K to 200 bucks in 2003. 2008 is also a bad year.
    r

  6. #16

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    Forget last, I found it. Already in the EA. Look for short and long pect or short and long pp. Very handy. Only problem? No matter how short I take it, I still cant' get it to make it through 2002 without a huge bust out.

  7. #17

    Default

    Hi Funyoo,

    Is it possible to add option manually define the next succeeding orders with x pips distance or pipstep ?

    Thanks.

  8. #18
    Junior Member
    Join Date
    Jan 2010
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    Default

    but the system in which you have a large drawdawn i donīt like. this system has a really large DD. i donīt like.

  9. #19
    Administrator funyoo's Avatar
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    7,003

    Default

    Quote Originally Posted by Dutchess View Post
    Thanks, got it working.......

    Where would you begin a larger optimization, on sensitivity ?.........What if we set sensitivity to current trends ?..........

    Thanks Funyoo !

    D.
    Hi Dutchess,

    The essential parameters to optimize are the percci and the targetpips.

    Quote Originally Posted by Dutchess View Post
    Funyoo:

    Could you provide us with a desription of each of the parameters and how the money management functions ?

    Thanks !

    D.
    I have added some explanations into the code.

    Quote Originally Posted by hunter6 View Post
    1) the average lot size does not seem to increase with the account size, like Funy's prior posts. Either way, seems to work good in Back Test Land.

    2) Why not use something like 'Williams %R' to make buy or sell orders? That is, above 80%, and above the curve you are using, sell, if below 80% undersold, and below the curve, then make the buy orders?

    The only way this thing bust out is if it makes way to many buys or sells on one side of the curve, Williams R will help limit the buys and sells to whent the price is under sold or bought??? Thoughts?
    Hi hunter6,

    1) The lots size depends on the distance between the last long/short signal and the current price. We will add to the lots an increment lots multiplied by this distance divided by sensitivity.

    2) What do you mean by above/below the curve. Maybe you mean sell if under -20, buy if over -80 ? I have added a such filter.

    Quote Originally Posted by Dutchess View Post
    Funyoo:

    Could you add a time filter to this EA, including a function to close all open positions when the time filter reaches it's end please ?

    Many Thanks !

    D.
    Time Filter options added.

    Quote Originally Posted by tamaraofx View Post
    Hi Funyoo,

    Is it possible to add option manually define the next succeeding orders with x pips distance or pipstep ?

    Thanks.
    Pipstep option added.

    Quote Originally Posted by davidforex View Post
    but the system in which you have a large drawdawn i donīt like. this system has a really large DD. i donīt like.
    Hi davidforex,

    That's right. The DD is too large for the moment. Unfortunately, set2 didn't survive to the last 500 pips movement. Set1 is still alive.
    Attached Files Attached Files

  10. #20
    Junior Member
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    2

    Default

    Hello Funyo,

    Excuse my bad English. I have a small request. I know lots varies depending the distance of the present signal and the last signal.... Is it possible to add an option for an progressive increase lots at each signal? The first lot of the first signal is 0.01 second = 0.02 = the third lots of the third signal = 0.03 (for micro account).... first signal = 1 lots, second signal = 2 lots, third signal = 3 lots (for standard account) It's for use on opposite close so it do it at every opposition... Thanks in advance...

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