Gogetter EA - page 7

 
Maji:
Aaragorn,

Aren't you proud of yourself to have learnt MQL and have worked on improving an EA's performance?

Congratulations on your tenacity and hard work.

it does feel good, thankyou!

I still have much to learn.

for example why the site says my .mqh file is invalid and won't upload?

what do you think of my ea now? any suggestions?

Bars in test 17642

Ticks modelled 688500

Modelling quality 89.82%

Initial deposit 500.00

Total net profit 1088150.46

Gross profit 6391745.35

Gross loss -5303594.89

Profit factor 1.21

Expected payoff 551.80

Absolute drawdown 310.70

Maximal drawdown 379170.00 (31.51%)

Relative drawdown 82.17% (2938.30)

Total trades 1972

Short positions (won %) 0 (0.00%)

Long positions (won %) 1972 (54.51%)

Profit trades (% of total) 1075 (54.51%)

Loss trades (% of total) 897 (45.49%)

Largest

profit trade 89100.00

loss trade -24750.00

Average

profit trade 5945.81

loss trade -5912.59

Maximum

consecutive wins (profit in money) 12 (126720.00)

consecutive losses (loss in money) 14 (-2239.79)

Maximal

consecutive profit (count of wins) 238590.29 (9)

consecutive loss (count of losses) -139590.26 (10)

Average

consecutive wins 2

consecutive losses 2

have I pushed it as far as it can go?

Files:
 

Thanks for Ea my friend,

But this Ea is not working on meta 4... need some indicator?

Fast_cris

 

Following are valid file extensions: bmp doc ex4 gif htm html jpe jpeg jpg mq4 mql pdf png psd rar txt zip

Thus, you will have to zip up your .mqh files and then upload. Better still, zip all the required files, the EA, the required indicator files, header files etc and then upload the zip file. That way, everything one needs to run the EA is in one place.

Again, good job and thanks for sharing.

 

geeze.....

I come back from lunch...run the test again and boom.....

I don't know what to make of this tester????

 

two tests, same ea, same settings, both of them say they are 89.82% modeling quality...if they are allowed to run one of them will make over a million dollars and the other one will go bankrupt.

oy

# Time Type Order Lots Price S / L T / P Profit Balance

1 2005.09.09 06:00 buy 1 0.25 1.8392 1.8376 1.8482

2 2005.09.09 06:00 modify 1 0.25 1.8392 1.8379 1.8482

3 2005.09.09 06:07 modify 1 0.25 1.8392 1.8380 1.8482

4 2005.09.09 07:00 s/l 1 0.25 1.8380 1.8380 1.8482 -30.00 470.00

5 2005.09.09 07:00 buy 2 0.24 1.8379 1.8367 1.8434

6 2005.09.09 07:30 s/l 2 0.24 1.8367 1.8367 1.8434 -28.80 441.20

7 2005.09.09 07:30 buy 3 0.22 1.8372 1.8365 1.8425

8 2005.09.09 07:30 s/l 3 0.22 1.8365 1.8365 1.8425 -15.40 425.80[/PHP]

[PHP]1 2005.09.09 06:00 buy 1 0.25 1.8394 1.8378 1.8484 0.00 500.00

2 2005.09.09 06:00 modify 1 0.25 1.8394 1.8379 1.8484 0.00 500.00

3 2005.09.09 06:07 modify 1 0.25 1.8394 1.8380 1.8484 0.00 500.00

4 2005.09.09 06:07 modify 1 0.25 1.8394 1.8382 1.8484 0.00 500.00

5 2005.09.09 06:52 s/l 1 0.25 1.8382 1.8382 1.8484 -30.00 470.00

6 2005.09.09 06:52 buy 2 0.24 1.8385 1.8373 1.8440 0.00 470.00

7 2005.09.09 07:13 s/l 2 0.24 1.8373 1.8373 1.8440 -28.80 441.20

8 2005.09.09 07:13 buy 3 0.22 1.8378 1.8362 1.8468 0.00 441.20

9 2005.09.09 07:15 modify 3 0.22 1.8378 1.8363 1.8468 0.00 441.20

10 2005.09.09 07:15 modify 3 0.22 1.8378 1.8364 1.8468 0.00 441.20

11 2005.09.09 07:19 modify 3 0.22 1.8378 1.8365 1.8468 0.00 441.20

12 2005.09.09 07:30 s/l 3 0.22 1.8365 1.8365 1.8468 -28.60 412.60

maybe I need to factor in the phases of the moon? and how much of a difference gravity plays between 6:00 am and 7:30 am??

what is the data telling me? doh?

 

Is it the same data?

 
Maji:
Is it the same data?

I'm using the same strategy tester with the same settings. I see no reason why the data file should have changed at all. I have confined the date range to what I have 1M data for.

what does modeling quality really mean?

 

well ya know being given to mess with this as I am...

I wondered if it was actually still reducing lot sizes following previous losers....

so I turned off three lines....

// Print("Order NUMBER: ",OrderTicket()+1," H=",highMatches," L=",lowMatches," Lots After Matching default & Before Wave Change =",Lots);

// Lots = Lots;

// Print("Order NUMBER: ",OrderTicket()+1, " WWWWWWWWWWWWWWWWWwinner default Lots After Wave Change=",Lots);

// FirstSignalInSeries = False;

// }

// }

// }

// }

// }//turned off

// else//turned off

// {turned off

//+--------lot adjustments if the last trade lost-------+

if( PreviousEquity != -1 && equity <= PreviousEquity )//Manipulates lot size to reduce equity drawdown from multiple consecutive losing positions

{

Print("Previous Loser TradeWave Equity=",equity," <= PreviousEquity=",PreviousEquity," Lots = ",Lots);

Lots = 0.01; //very effective at reducing drawdown but impacts gains negatively as well

Print("XXXXXXXXXXXx Equity=",equity," <= PreviousEquity=",PreviousEquity," Lots = ",Lots);

}

else

{

Print("Order NUMBER: ",OrderTicket()+1," H=",highMatches," L=",lowMatches," Lots After Matching loser default & Before Wave Change =",Lots);

Lots = Lots;

Print("Order NUMBER: ",OrderTicket()+1, " .....................loser default Lots After Wave Change=",Lots);

FirstSignalInSeries = False;

}

// }

}

}

//+----end of TradeWave code-----lot sizing calculated from previous trade---------------+

I wondered if that would force it to use it and this is what it did...

Files:
 
Bars in test 17690

Ticks modelled 684856

Modelling quality 89.99%

Initial deposit 500.00

Total net profit 2474.61

Gross profit 381935.19

Gross loss -379460.58

Profit factor 1.01

Expected payoff 1.27

Absolute drawdown 51.60

Maximal drawdown 78084.31 (96.33%)

Relative drawdown 96.33% (78084.31)

Total trades 1945

Short positions (won %) 0 (0.00%)

Long positions (won %) 1945 (48.23%)

Profit trades (% of total) 938 (48.23%)

Loss trades (% of total) 1007 (51.77%)

Largest

profit trade 14495.00

loss trade -5210.30

Average

profit trade 407.18

loss trade -376.82

Maximum

consecutive wins (profit in money) 11 (23871.60)

consecutive losses (loss in money) 17 (-108.90)

Maximal

consecutive profit (count of wins) 36879.60 (6)

consecutive loss (count of losses) -5210.30 (1)

Average

consecutive wins 2

consecutive losses 2

that's 2474.61 the hard way

 
Fast_cris:
Thanks for Ea my friend,

But this Ea is not working on meta 4... need some indicator?

Fast_cris

you're welcome! if you can make it work show me ok?