Holy-Grail!! At-Last - page 2

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Yeah, I know Phillip. I had one too many lemonade. I was gonna title it "My First Grail" but wanted more controversy. Can't believe it toke me this long to come up with such a Pseudo system. I'm not the type to get excited about any amount of money, much less monopoly money. Just taught I'd play a lil devils advocate.
 

Ubzen,

Is this real? For your sake, I hope so!

Namaste,

John

 

It's all good fun ubzen, you have a great attitude about this!

For me I get the same pleasure out of coding and playing around with strategy tester as I do from playing strategy-based games on the computer. It is all fantasy and about maximizing the fortunes of some fictitous version of ourself in another lifetime.

It gets stressful when we have unreasonable expectations and too much money on the line...just like gambling :P

 
jmamsler:

Ubzen,

Is this real? For your sake, I hope so!

Namaste,

John


Nah, jmamsler. I wish it was real money. It's actually back-testing results. There's someone posting one like this every week.
 
1005phillip:

Not impossible, there are work-arounds (gordon has the links) using a prior version MT4 (211 or some such) with tick files that produces the much sought after 99% modeling quality score.

https://www.mql5.com/en/forum/120787
 
ubzen:

Sure thing lol - I haven't done it yet so I'll be the first to see it. Come on baby..make daddy proud.

Bars in test 3757843
Ticks modelled 7348544
Mismatched charts errors 0
Initial deposit 5000.00
Total net profit 1709821.30
Gross profit 8587085.90
Gross loss -6877264.60
Profit factor 1.25
Expected payoff 160.86
Absolute drawdown 260.00
Maximal drawdown 60810.00 (10.20%)
Relative drawdown 30.59% (8085.00)
Total trades 10629
Short positions (won %) 5591 (83.13%)
Long positions (won %) 5038 (84.26%)
Profit trades (% of total) 8893 (83.67%)
Loss trades (% of total) 1736 (16.33%)
Maximum
consecutive wins (profit in money) 45 (49440.00)
consecutive losses (loss in money) 5 (-22180.00)
Maximal
consecutive profit (count of wins) 49440.00 (45)
consecutive loss (count of losses) -22180.00 (5)
Average
consecutive wins 6
consecutive losses 1

how many indicators did you use? is it self-optimizing?
 

Oh, my-first-grail. At the time, I had about 4 different indicators and a total of about 7 systems. Each system was optimized separately over a period of 10-years. The biggest criteria I had at the time was that each sub-system showed a nice equity curve during back-tests. Meaning I wanted systems which were at worse break even or better for any particular year. I selected the ones that did better when others broke-even and mixed them together kinda like a diversification. Sure, it looks good form a distance but when you zoom in, you can see order bouncing up and down for 5 months at a time at break even. This lead me to archive that system in search for something better, say something that could do within a month what that was doing in 5 months, in terms of equity curve. But nothing worked, I've tried combining indicators as filter but to no avail. Finally, I've returned back to that particular system and time-frame selected them/optimized them based mostly on how they are performing recently and just living with the results in forward tests.

 

Congrats ubZen (< 8)

What are your forward tests looking like ?

 
The forward tests looks like the back tests Zoomed in. Give me 10 years and we'll know for sure :))
 

interesting... so are the buy / sell orders based on any indicator or you created a new method ? i'm building my ea, but i couldn't find a good method to open orders. i can use money management to lower the losses and i know the moment to close positions based on a trailing stop (moving stop loss) i developed, but it is still really hard to know the right time to open positions!

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