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Thread: TrendCapture

  1. #51

    Default Optimization proceedure needed! .SET project

    I was at Russian site MQ4. They are much more advanced there in doing optimizations. They developed optimization procedures:
    1. Determine standard minimum data set req. for the next week optimization (usually 6months to 4 month of data for intraday systems for optimizing above 1min time frame). Data has to be collected tick by tick on the server for best results or expect inconsistencies. So start saving and collecting tick by tick data.
    2. Determine numeric optimization ranges for each variable. Narrowing target range by running preliminary optimization on one or two variables at a time with wide ranges.
    3. Develop optimization presets for groups of variables. For instance: indicators are being optimized first with basic MM. and there is a separate .set published for that. Then Money Management variables being optimized at second run and there is a separate .set template.
    That could be broken down into more optimization cycles depending on the complexity of the EA and cpu power available. I 've seen optimization .set(s) with 5 .set templates.
    4. Optimization data processing: selection on max profit/lowest DD criteria within top 30% of the results. At this point discretion and the common sense is adviced - making sure results aren't over optimized and realistic (examine optimization charts, most stable vars are in the midst of top 30%).

    Speed depends on CPU power and the number of variables optimized in each cycle. Even this EA optimization job can be broken down into 4-5 cycles optimizing 2 vars at a time, so even average computer can crunch it relatively fast.
    So the real objective is to develop a standard optimization procedure with the best backtest/forward test ratio and the optimization template:
    MM targetsStops.set
    MM trail.set
    I outlined the overall concept so everyone can start running effective tests.
    Otherwise we are shooting in the dark. I just explained what Russians are doing and they are getting terrific results on forward tests. Actually they got to the point when their forward tests are better then back tests. And yes, that's for real.
    All EAs need some tweaking and optimization for specific broker. Some EAs need weekly optimizations or quarterly or every 6 months, because marketplace is constantly evolving.
    Last edited by Metatrader7; 06-24-2009 at 23:02.

  2. #52

    Default Quality Data Awarenness project

    Main ingredient in system optimization and ultimately YOUR TRADING SUCCESS is Realism of your Market Data. There is no tick data in MT4, but there is big difference between 1min data being collected tick by tick in real time and data history downloaded from your broker. DOWNLOADED history is being optimized and is different from the COLLECTED by you. Data downloaded from MQ site is even more optimized and different from real market data. That explains latest EA Scam when they sell back optimized EAs that under perform on forward tests. So if you buy a commercial EA that is optimized on MQ data - it's a scam. If EA has fixed and hidden variables that can't be optimized - it's a bigger scam.

    Also best data comes from your live trading account and that's the data you want to collect. Demo runs on the same data, but brokers care less about demo servers connectivity, so demo data can have gaps and be inconsistent that way, but it is still better then downloaded demo data.

    What's important - simply become Aware of the fact and spread the word as much as possible.
    When enough traders become Aware, Realistic Data will become an extra desirable service brokers willing to provide to attract customers. Otherwise they have no incentive to keep and provide accurate historical data, just good enough data to make your orders filled, but care less about your ability to test and forecast. So the only solution right now is to run 1min charts on all currency pairs and whatever markets you might trade. That will ensure quality of your data and perhaps overload brokers servers, thus urging them to maintain and provide quality historical data. Know, Brokers are cheating on Historical data and you have to find the way or loose.

    Ideally each broker has to keep and provide at least 6 month of M1 quality gap free non optimized market data for back testing in csv format. As of right now you can get only 3-4 month with fresh MT4 install and it's of poor quality. It is additional expense to keep and maintain data on server. So what they can do as a low cost win win solution - provide quality historical data in csv format for download. Perhaps enough traders should simply ask for that.
    Last edited by Metatrader7; 06-26-2009 at 22:50.

  3. #53

    Default Please Help Mr. Funyoo!


    they may ask the ea with a reverse and hedge program?


    Thank you very much!
    best regards

  4. #54
    Junior Member
    Join Date
    Jul 2009


    Hi, this EA looks so cool ! I am using micro account, 1pip in 1 lot = 10 cents, can this EA be use with this account too ? the captital unit is in cents, 25 USD = 2500 cents, Please i wish to know and thank you very much for your effort on making this EA !

  5. #55
    Junior Member
    Join Date
    Aug 2009


    oops i actually meant taking only buy signals if price is above the 40ema and selling orders only if price is below the 40ema.
    please funyoo what sl ,tp and trl settings did you use to achieve the 729%gain and 29.9% dd in your two years test.
    Can you please also include a money management to make this ea start increase lot size by 2,3,4,5 etc till it wins after any 4 cosecutive lossess i beleive this will improve its recovery from lossing streaks.
    Thanks a million
    i hope to get your usual quick response

  6. #56
    Junior Member
    Join Date
    Nov 2008

    Default Lot Size

    Been trading this on demo for some time.. on IBFX 1 Hr EUR and GBP.

    Not many trades, but 80% profitable.

    Would like to move to a live account....

    Can some one either help me with determining lot size in this EA or help me add that capability to this EA?


  7. #57
    Junior Member
    Join Date
    Jun 2009

    Default added Recovery

    i tried to add some kind of recovery. Maybe @funyoo .. you could review it .. and improve it.

    You can also use it to pimp all the other good stuff you programmed .

    The best EA for this recovery strategy is one with a TP/SL-Ratio of 3+, for example TP=90, SL=30 and you should have a winner in 1 of 10 Trades.

    regards Rob.
    Attached Files Attached Files

  8. #58

    Question Is there a limit on the deposit Size on Trend Capture?

    Quote Originally Posted by RConcu View Post
    i tried to add some kind of recovery. Maybe @funyoo .. you could review it .. and improve it.

    You can also use it to pimp all the other good stuff you programmed .

    The best EA for this recovery strategy is one with a TP/SL-Ratio of 3+, for example TP=90, SL=30 and you should have a winner in 1 of 10 Trades.

    regards Rob.
    Good dau ll I am having problems getting Trendcature (from the ru site) to work on a $5M, $50K demo. Is there something thta bloks it from woking if account is larger than a certain value
    this part of the code perhans?

    /---- select lot size
    lot=NormalizeDouble(AccountFreeMargin()*MaximumRis k/1000.0,1);
    //---- return lot size
    if (lot > 100) lot = 100;
    if(lot < 0.1) lot = 0.1;
    //+----------------- ----------------+

    I have been able to get it to work on accounts that have active trades on iit but here seems to be an issie with running from a fresh account. nay assitance here would be appreciated.

    thank you.

  9. #59
    Junior Member
    Join Date
    Jan 2009


    this ea sounds nice will check it out

  10. #60
    Junior Member
    Join Date
    Jun 2009


    hey guys,
    thank you all for working on this, especially funnyoo.
    By the way funnyoo I just read your russian comments on the verision 1 of the script - you are indeed a funny man, they are hillarious but also good to learn from for a newbie to mql i love your style, keep it up!

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