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Thread: MA Reverse

  1. #11
    FXCreativity
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    Quote Originally Posted by funyoo View Post
    Hi FXCreativity and welcome,

    Good idea.

    Here is the MA Reverse Modified v1.3.
    Hey funyoo,

    Thanks a lot for the welcome and thanks a trillion for the modification and reposting the code!

    For some reason, the MA Reverse Modified v1.3 doesn't perform anywhere near as well as the MA Reverse (Modified). Why is that?

    I've tried making the same modifications to the MA Reverse (Modified), but I guess I really botched it up because it's not trading anymore. Silly me for trying to program.

    I'm really fond of your MA Reverse (Modified) strategy and it's working well with demo trading.

    Thanks again for sharing your hard work.

  2. #12
    Administrator funyoo's Avatar
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    Quote Originally Posted by FXCreativity View Post
    Hey funyoo,

    Thanks a lot for the welcome and thanks a trillion for the modification and reposting the code!

    For some reason, the MA Reverse Modified v1.3 doesn't perform anywhere near as well as the MA Reverse (Modified). Why is that?

    I've tried making the same modifications to the MA Reverse (Modified), but I guess I really botched it up because it's not trading anymore. Silly me for trying to program.

    I'm really fond of your MA Reverse (Modified) strategy and it's working well with demo trading.

    Thanks again for sharing your hard work.
    It works fine for me, I don't see what could be wrong.

  3. #13
    FXCreativity
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    Quote Originally Posted by funyoo View Post
    It works fine for me, I don't see what could be wrong.
    Hey funyoo, it works great, although it doesn't seem to produce the same stellar results as the (Modified) version.

  4. #14
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    I have backtested on all pairs using the deful settings that funyoo has given, however i get different results, no matter what settings i use the account always blows up in the end
    Attached Images Attached Images MA Reverse-reverse-gif 
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  5. #15
    FXCreativity
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    Quote Originally Posted by wannaberich View Post
    I have backtested on all pairs using the deful settings that funyoo has given, however i get different results, no matter what settings i use the account always blows up in the end
    With the 2nd release (Modified), I got great results, although I unfortunately can't seem to reproduce them with (Modified v1.2) or (Modified v1.3). And no action is taken with pairs quoted as 0.0000

    60622909 2009.02.05 14:07 balance Deposit 500 000.00
    60710718 2009.02.06 01:30 sell 1.00 gbpjpy 133.51 0.00 133.01 2009.02.06 02:19 133.01 0.00 0.00 0.00 550.18
    60710965 2009.02.06 01:35 sell 1.00 eurjpy 116.78 0.00 116.28 2009.02.06 02:40 116.28 0.00 0.00 0.00 549.94
    60712054 2009.02.06 02:01 buy 1.00 gbpjpy 133.38 0.00 133.79 2009.02.06 09:51 133.79 0.00 0.00 0.00 451.19
    60712132 2009.02.06 02:04 buy 1.00 eurjpy 116.60 0.00 117.06 2009.02.06 11:15 117.06 0.00 0.00 0.00 503.23
    60712329 2009.02.06 02:06 buy 1.00 audjpy 59.45 0.00 59.89 2009.02.06 10:19 59.89 0.00 0.00 0.00 483.30
    60720375 2009.02.06 03:50 sell 1.00 gbpjpy 133.17 0.00 132.67 2009.02.06 05:02 132.67 0.00 0.00 0.00 550.24
    60721805 2009.02.06 04:18 buy 1.00 eurjpy 116.32 0.00 116.78 2009.02.06 10:25 116.78 0.00 0.00 0.00 504.27
    60722113 2009.02.06 04:18 buy 1.00 gbpjpy 132.98 0.00 133.39 2009.02.06 09:24 133.39 0.00 0.00 0.00 450.90
    60722730 2009.02.06 04:34 buy 1.00 usdjpy 91.01 0.00 91.48 2009.02.06 12:04 91.48 0.00 0.00 0.00 513.77
    60724116 2009.02.06 04:53 buy 1.00 audjpy 59.26 0.00 59.70 2009.02.06 10:12 59.70 0.00 0.00 0.00 483.99
    60724253 2009.02.06 04:55 buy 1.00 eurjpy 116.23 0.00 116.69 2009.02.06 10:25 116.69 0.00 0.00 0.00 504.50
    60724872 2009.02.06 04:59 sell 1.00 euraud 1.9702 0.0000 1.9652 2009.02.06 05:08 1.9652 0.00 0.00 0.00 325.15
    60726034 2009.02.06 05:06 buy 1.00 usdjpy 90.88 0.00 91.35 2009.02.06 10:57 91.35 0.00 0.00 0.00 514.50
    60731501 2009.02.06 06:53 buy 1.00 audjpy 59.22 0.00 59.66 2009.02.06 10:03 59.66 0.00 0.00 0.00 483.83
    60732750 2009.02.06 07:14 sell 1.00 gbpjpy 133.07 0.00 132.57 2009.02.06 08:45 132.57 0.00 0.00 0.00 550.84
    60732872 2009.02.06 07:16 sell 1.00 eurjpy 116.41 0.00 115.91 2009.02.06 08:45 115.91 0.00 0.00 0.00 550.54
    60736647 2009.02.06 08:22 buy 1.00 eurjpy 116.23 0.00 116.69 2009.02.06 10:25 116.69 0.00 0.00 0.00 504.50
    60738270 2009.02.06 08:45 buy 1.00 eurjpy 115.94 0.00 116.40 2009.02.06 10:14 116.40 0.00 0.00 0.00 505.44
    60738692 2009.02.06 08:47 buy 1.00 gbpjpy 132.64 0.00 133.05 2009.02.06 09:03 133.05 0.00 0.00 0.00 451.05
    60739536 2009.02.06 08:53 buy 1.00 usdjpy 90.83 0.00 91.30 2009.02.06 10:47 91.30 0.00 0.00 0.00 514.79
    60742540 2009.02.06 09:13 buy 1.00 usdjpy 90.82 0.00 91.29 2009.02.06 10:26 91.29 0.00 0.00 0.00 514.84
    60742704 2009.02.06 09:14 buy 1.00 audjpy 59.28 0.00 59.72 2009.02.06 10:14 59.72 0.00 0.00 0.00 483.78
    60749135 2009.02.06 09:57 buy 1.00 eurjpy 116.10 0.00 116.56 2009.02.06 10:20 116.56 0.00 0.00 0.00 505.16
    0.00 0.00 0.00 11 449.93
    Closed P/L: 11 449.9

    Summary:
    Deposit/Withdrawal: 500 000.00 Credit Facility: 0.00
    Closed Trade P/L: 11 449.93 Floating P/L: -8 024.48 Margin: 12 909.24
    Balance: 511 449.93 Equity: 503 425.45 Free Margin: 490 516.21

    Details:
    Graph
    Gross Profit: 11 449.93 Gross Loss: 0.00 Total Net Profit: 11 449.93
    Profit Factor:
    Expected Payoff: 497.82
    Absolute Drawdown: 0.00 Maximal Drawdown: 0.00 (0.00%) Relative Drawdown: 0.00% (0.00)

    Total Trades: 23 Short Positions (won %): 6 (100.00%) Long Positions (won %): 17 (100.00%)
    Profit Trades (% of total): 23 (100.00%) Loss trades (% of total): 0 (0.00%)
    Largest profit trade: 550.84 loss trade: 0.00
    Average profit trade: 497.82 loss trade: 0.00
    Maximum consecutive wins ($): 23 (11 449.93) consecutive losses ($): 0 (0.00)
    Maximal consecutive profit (count): 11 449.93 (23) consecutive loss (count): 0.00 (0)
    Average consecutive wins: 23 consecutive losses: 0

  6. #16
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    I am glad it is working for you, however no matter which version i backtest or on what pair the account always seems to blow up for me

    Quote Originally Posted by FXCreativity View Post
    With the 2nd release (Modified), I got great results, although I unfortunately can't seem to reproduce them with (Modified v1.2) or (Modified v1.3). And no action is taken with pairs quoted as 0.0000

    60622909 2009.02.05 14:07 balance Deposit 500 000.00
    60710718 2009.02.06 01:30 sell 1.00 gbpjpy 133.51 0.00 133.01 2009.02.06 02:19 133.01 0.00 0.00 0.00 550.18
    60710965 2009.02.06 01:35 sell 1.00 eurjpy 116.78 0.00 116.28 2009.02.06 02:40 116.28 0.00 0.00 0.00 549.94
    60712054 2009.02.06 02:01 buy 1.00 gbpjpy 133.38 0.00 133.79 2009.02.06 09:51 133.79 0.00 0.00 0.00 451.19
    60712132 2009.02.06 02:04 buy 1.00 eurjpy 116.60 0.00 117.06 2009.02.06 11:15 117.06 0.00 0.00 0.00 503.23
    60712329 2009.02.06 02:06 buy 1.00 audjpy 59.45 0.00 59.89 2009.02.06 10:19 59.89 0.00 0.00 0.00 483.30
    60720375 2009.02.06 03:50 sell 1.00 gbpjpy 133.17 0.00 132.67 2009.02.06 05:02 132.67 0.00 0.00 0.00 550.24
    60721805 2009.02.06 04:18 buy 1.00 eurjpy 116.32 0.00 116.78 2009.02.06 10:25 116.78 0.00 0.00 0.00 504.27
    60722113 2009.02.06 04:18 buy 1.00 gbpjpy 132.98 0.00 133.39 2009.02.06 09:24 133.39 0.00 0.00 0.00 450.90
    60722730 2009.02.06 04:34 buy 1.00 usdjpy 91.01 0.00 91.48 2009.02.06 12:04 91.48 0.00 0.00 0.00 513.77
    60724116 2009.02.06 04:53 buy 1.00 audjpy 59.26 0.00 59.70 2009.02.06 10:12 59.70 0.00 0.00 0.00 483.99
    60724253 2009.02.06 04:55 buy 1.00 eurjpy 116.23 0.00 116.69 2009.02.06 10:25 116.69 0.00 0.00 0.00 504.50
    60724872 2009.02.06 04:59 sell 1.00 euraud 1.9702 0.0000 1.9652 2009.02.06 05:08 1.9652 0.00 0.00 0.00 325.15
    60726034 2009.02.06 05:06 buy 1.00 usdjpy 90.88 0.00 91.35 2009.02.06 10:57 91.35 0.00 0.00 0.00 514.50
    60731501 2009.02.06 06:53 buy 1.00 audjpy 59.22 0.00 59.66 2009.02.06 10:03 59.66 0.00 0.00 0.00 483.83
    60732750 2009.02.06 07:14 sell 1.00 gbpjpy 133.07 0.00 132.57 2009.02.06 08:45 132.57 0.00 0.00 0.00 550.84
    60732872 2009.02.06 07:16 sell 1.00 eurjpy 116.41 0.00 115.91 2009.02.06 08:45 115.91 0.00 0.00 0.00 550.54
    60736647 2009.02.06 08:22 buy 1.00 eurjpy 116.23 0.00 116.69 2009.02.06 10:25 116.69 0.00 0.00 0.00 504.50
    60738270 2009.02.06 08:45 buy 1.00 eurjpy 115.94 0.00 116.40 2009.02.06 10:14 116.40 0.00 0.00 0.00 505.44
    60738692 2009.02.06 08:47 buy 1.00 gbpjpy 132.64 0.00 133.05 2009.02.06 09:03 133.05 0.00 0.00 0.00 451.05
    60739536 2009.02.06 08:53 buy 1.00 usdjpy 90.83 0.00 91.30 2009.02.06 10:47 91.30 0.00 0.00 0.00 514.79
    60742540 2009.02.06 09:13 buy 1.00 usdjpy 90.82 0.00 91.29 2009.02.06 10:26 91.29 0.00 0.00 0.00 514.84
    60742704 2009.02.06 09:14 buy 1.00 audjpy 59.28 0.00 59.72 2009.02.06 10:14 59.72 0.00 0.00 0.00 483.78
    60749135 2009.02.06 09:57 buy 1.00 eurjpy 116.10 0.00 116.56 2009.02.06 10:20 116.56 0.00 0.00 0.00 505.16
    0.00 0.00 0.00 11 449.93
    Closed P/L: 11 449.9

    Summary:
    Deposit/Withdrawal: 500 000.00 Credit Facility: 0.00
    Closed Trade P/L: 11 449.93 Floating P/L: -8 024.48 Margin: 12 909.24
    Balance: 511 449.93 Equity: 503 425.45 Free Margin: 490 516.21

    Details:
    Graph
    Gross Profit: 11 449.93 Gross Loss: 0.00 Total Net Profit: 11 449.93
    Profit Factor:
    Expected Payoff: 497.82
    Absolute Drawdown: 0.00 Maximal Drawdown: 0.00 (0.00%) Relative Drawdown: 0.00% (0.00)

    Total Trades: 23 Short Positions (won %): 6 (100.00%) Long Positions (won %): 17 (100.00%)
    Profit Trades (% of total): 23 (100.00%) Loss trades (% of total): 0 (0.00%)
    Largest profit trade: 550.84 loss trade: 0.00
    Average profit trade: 497.82 loss trade: 0.00
    Maximum consecutive wins ($): 23 (11 449.93) consecutive losses ($): 0 (0.00)
    Maximal consecutive profit (count): 11 449.93 (23) consecutive loss (count): 0.00 (0)
    Average consecutive wins: 23 consecutive losses: 0

  7. #17
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    Quote Originally Posted by wannaberich View Post
    I have backtested on all pairs using the deful settings that funyoo has given, however i get different results, no matter what settings i use the account always blows up in the end
    I believe that you need to conduct your backtest when the market is closed. Basically what's happening is I noticed that your losses and mine too from performing a quick test are on 2/6. Friday close.

    Im going to put this on demo to see what happens.

  8. #18
    FXCreativity
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    BIG difference between backtesting and going demo or live for that matter.

    My previously posted results were from running demo and I'm pretty happy with them, although going live is a whole 'nother story!

  9. #19
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    I am live with this now and fairly happy with it. You still need to watch it though, if the market moves out of consolidation, it could get you in trouble. I use it as a supplement when I know the market is ranging.

  10. #20
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    Many come here to communicate

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