1. Hi Dustin,

WOW…….you did a lots of home work…..you made it complicated……I hope it works. I believe in simplicity……….KISS……let’s give it a try.

I just came back from my long weekend…….I will start tomorrow….but first; I need to understand your strategy before I jump. Just give me couple days.

Cheers,
Shahram

2. Actually, the concept is pretty simple.. SAR signal is like an internet where the info goes in and out, and our job is to make a firewall and Filter all these information, and make sure that we let in (open a long/short) the trades with all these indicators (which measures the psychology of peoples).
And I would make a change in point a..
For part 1, point a. should be changed to = [0.001 < previous standard deviation < 0.004] OR [ RSI of previous 1 and 2 and 3 < 45] instead of only 0.001 < previous standard deviation < 0.006
For part 4, point a. should be changed to = [0.001 < previous standard deviation < 0.004] OR [ RSI of previous 1 and 2 and 3 > 55]

So by doing this, I'm making an updates to my Firewall.. =) It's a buy/sell firewall..hehe.. Think of it as blocking online viruses..

3. Hi Dustin,
I just summarized you strategy, please see the Excel file. Will you check and correct it if needed.
I try to finish it by the end of the week.
Cheers,
Shahram

4. ## Case 1 and Case 4

Attached is the excel doc. I added the case 4 part.

We need to include the maximum open trade: for now it's probably best to use only 1 trade.

Also we can not trade more than once on the same SAR series - we can trade again if sar has change direction. This is to see how our EA performs.

We have not covered the "when to close" part..This is only "when to open trades"

For the part 3 and 4, I think we should only trade when the slope of MA2 (MA2 current - MA2 previous) is small enough to ensure that we're not confronting the trend.. This is just my idea, but I will try analyzing soon..

Any suggestions from the reader of this thread is welcomed.. Because we are making a SAR Firewall here, so if you find any "potential virus or bad trades", you are welcome to give suggestions and solutions to it (submit the virus), and we are more than welcome to invite you to our team..

Thanks,

Dustin

5. Sorry Typos..
"For the part 2 and 3, I think we should only trade when the slope of MA2 (MA2 current - MA2 previous) is small enough to ensure that we're not confronting the trend.."
But we have not covered this yet. It's just a future plan for myself..

XD

6. ## Dustin EA

Hi Dustin,

Take a look…it’s done. It was easier than I though.

Unfortunately I can’t do back testing because right now I’m forward testing an EA on 5 different account and my CPU can’t handle back testing. I will try it on Friday night when the markets are closed.
I did not add the mmlot. First I will to know if its really working. One thing at a time.

Let me know how it goes and publish the back results. I can’t wait to see the results.

Good luck
Shahram

7. Hi Shahram,

I was trying to backtest the EA, and I was stuck in this Standard deviation part. I could not modify expert properties for the standard deviation 1,2, 3, and 4 part.. and it is supposed to be standard deviation previous 1 with left and right boundary, and STdev previous 2,3,4 with only left boundary..
Will back test soon..=)

Thanks,

Dustin

8. Also, I could not input a decimal values for the Standard deviation.. For example, I tried to type 0.001 but it shows 0001 when I typed it.. maybe it was set as an integer instead of double..

9. Hi Dustin,
Your are correct. Didn’t paid good attention. Now it’s fixed.
I hoop this one works.
Cheers
Shahram

10. ## Back Test

I backtested the EA from 2001- to 2010, this is the results

1. Considering that the Standard Deviation filter did not work (since I could not insert decimals into the STDEV expert properties, so I set it as 0). The stdev filter is very important to filter fake breakouts and the psychology..
2. Considering that we have not develop a "when to close" system,

1. It does not depend on time, it could be 2001, 2002, or 2007.
2. Very easy to improve since we just need to add filters (like a firewall), and we could add hundreds if we want, but we have to make sure the filter does not block the good trades.
3. If we see the loss part, there are a lot of -100s to -500s, it could be due to the STDev filter was not used, or lack of filter (which we need to add more later).
4. If we see the profit part, there are a lot of 200s to 1000s profit. So this EA trades the high gain trades, and it is quite long term.
5. We could tune so it is short term, but for now we'll stick with the H4.