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Thread: Stat_Euclidean_Metric

  1. #101
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    Dec 2008
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    Default changed EA and backtesting result

    I changed this EA so that it may run for multiple crosses at the same time. I fixed some bugs and did some backtesting. Find attached a Zip-file with modified EA, Dat-Files for GBPJPY and EURUSD and the settings for these crosses.
    Also attached the backtesting results for april 2009 so that frankalde might compare. I started Live-Testing with Demo account on Friday 1st May.
    (my accounts are with Alpari UK and the settings are for this broker)
    Attached Files Attached Files

  2. #102
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    Default

    Hi guys,

    If that could helps, I took a look at the code and here is a summary of how the EA works.

    Base at "true":
    - run a simulation based on historical data
    - the ea store for each BUY trades (winner and looser) 5 MA values + a six value indicating if it's a win 1 or a loss 0

    Conditions for the EA to detect an entry is based on MACD, but the beauty of the thing is that you can build a .dat files for any conditions you want!

    Base at "false"
    - when an entry is detected (using MACD here), before placing the order, the EA lookup in the database (.dat files) the 10 nearest vectors of the current 5 MA values (Euclidean Metric). It sums value number six (0 or 1, see above) of each neareast vector and divide by ten. It's a simple mean. 10 wins (10 times the 1 value) on the 10 nearest vectors means that the current MA values are 100% sure (based on what happen in the history data) to be a good entry point for a buy (or a sell). The threshold value parameter for buy and win is the probability you accept to consider as ok. The default is 0.6, means that on the 10 nearest vectors, 6 of them should at least have been a winner (profitable).

    More resume: the ea test MACD conditions (you can use your conditions too) to find an entry for a buy or a sell and if found, just compare the present situation (5 current MA values) to the past same MA values and finds the 10 nearest situations where theses MA values were there and check if at least 6 of the 10 nearest situation were profitable. If yes, the order is place.

    I don't know for you, but this EA gives me a lot of ideas

    Hope that helps.

    Cheers

    Mart

  3. #103

    Default

    Hi guys,
    can you explain me step by step how can I run this EA?
    I don't understand very well which are the manual operations that I must to do.
    Thanks for your help.
    Davide

  4. #104
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    Feb 2009
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    25

    Default

    I knew the strategy of this EA
    The EA look at the last orders won or lost then it calculate the pro-win
    This Indicator can Know How many White Candles from last ten candles(Depend on the same idea that the EA use)
    Attached Files Attached Files

  5. #105
    Junior Member Forexpal's Avatar
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    Mar 2009
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    Default Inconsistent operations, and results

    EA sometimes trades like a devil, opening short and long trades which hedge each other. Other times it is a slow trader. Can not identify a pattern for this behavior.

    This EA is a very sophisticated piece of work, which needs an experienced programmer to deduct its logic as a whole and be able to synthesize it for a normal user to understand. In the past I tried to contact the manufacturer, but no success on it.

    What I can confirm as a fact from forward testing is that as it opens many trades, both ways, once a big trend movement appears, EA makes a huge profit whatever the direction of the trend. But, when market is in channel, EA looses.

  6. #106
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    May 2009
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    Default Result

    i got this on backtest, too good to be true
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  7. #107
    Junior Member Forexpal's Avatar
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    Mar 2009
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    Question I got similar

    If you check my back posts, I got the same incredible curves. Backesting shows the potential of an EA, and it is great.

    Only forward testing it on demo account will tell...............

  8. #108
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    Feb 2009
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    Default

    Quote Originally Posted by Forexpal View Post
    If you check my back posts, I got the same incredible curves. Backesting shows the potential of an EA, and it is great.

    Only forward testing it on demo account will tell...............
    Hi forexpal

    I think the weather of this EA on the backtest is not like on Demo ,I followed the code and I found the EA enter trade with an exact Macd conditions when base=true ,Then it store potential of win from last orders(from Account History) .
    It enter trade with the same Macd conditions and use potential of win when we change base from true to false (It read data from files)
    The problem the data stored into files on Demo is not like on backtest when we set base =true ,The EA store potential of win for orders which have Macd conditions with potential of win when it work on Demo and it store potential of win for orders which have Macd conditions without potential of win before the second backtest
    I think this EA will be another EA when it work on Demo and live account
    Last edited by trader12; 05-20-2009 at 08:49.

  9. #109
    Junior Member Forexpal's Avatar
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    Mar 2009
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    Default I agree with you

    EA has not a consistent behavior; and the FX activity requires consistency to achieve success on the long run.

    I believe some reprogramming might be needed, done by someone who is an expert in the field.

  10. #110
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    Feb 2009
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    Default

    yes all Evidence say It's not Impossible This EA work on real account and I am sure there are some programmers are trying to find a solution without we know

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