Phoenix 2007 (new thread) - page 67

 

thats so smart!

daraknor:
You can get the same behavior without any programming at all. Rename (in windows) the file to PhoenixBuy, and a copy as PhoenixSell. Attach PhoenixBuy to a chart where the settings on 'Common' = Long only. Attach PhoenixSell to an identical but separate chart where the settings on 'Common' = Short only. Adjust the settings for PhoenixBuy separately from PhoenixSell, in the EA properties. And please do follow Hendricks request about no forked versions of Phoenix in this thread that is a horrible problem in programming projects. Common on forums, bad practice in general.

thats so smart!

 

Hi all

can any one help me ?

i try this EA, at interbank mq4.

i use for G/U TF15, after 1 day have not open any posision.

at my chart already have nice smile, so where i do wrong ??

sori my English, i'm from Indonesia

 
Hendrick:
Please read the first post!!! I asked not to post any other versions of Phoenix than the original one! Will you please be so kind to remove this one?. I'm really pissed of by this!

sorry. just trying to help.

 
fikko:

I think Phoenix must have DIFFERENT SETTING for BUY and SELL. For example:

Buy: We keep TP = 42 SL = 84

Sell We have new setting TP = 35 SL = 60

Not only TP/SL, but also all of these ( SMAPeriod, SMA2Bars, OSMAFast, OSMASlow, OSMASignal, Fast_Period, Slow_Period, DVBuySell, DVStayOut ) must be reconsider.

So Hendrick, if you can increase each of buy/sell with winning possibility to 80%, I believe when combining them, your Phoenix can reach 95% winning probability.

In short word: "DIFFERENT SETTINGS FOR BUY AND SELL".

Any comments from you or other people here?

removed per request

 
fikko:
Hi Hendrick,

Here is another idea to improve Phoenix. A long story I must tell.

As we all know that Phoenix run well in USDJPY. Here I forward the backtest result again. It is using TP=42, SL=84, TS=0. No Breakeven. It is same with Phoenix 4.2 settings. Risk=0.3 and DecreaseFactor=0. Testing Data: May 2006 - October 2006

The result is converting $1000 to $154,953

It has created:

buy = 47 trades with 89% win

sell = 62 trades with 79% win

and overall winning probability is up to 83%

I use the same setting, but I only allow for BUY trade. Here is the result:

buy = 79 trades with 70% win

Converting $1000 to $716 (only!!)

And when I allow SELL, the result as follow:

Sell = 83 trades with 63% win

Converting $1000 to -$912 (LOSS!!)

...............

IImprovement Possibility:

------------------------

I think Phoenix must have DIFFERENT SETTING for BUY and SELL. For example:

Buy: We keep TP = 42 SL = 84

Sell We have new setting TP = 35 SL = 60

Not only TP/SL, but also all of these ( SMAPeriod, SMA2Bars, OSMAFast, OSMASlow, OSMASignal, Fast_Period, Slow_Period, DVBuySell, DVStayOut ) must be reconsider.

So Hendrick, if you can increase each of buy/sell with winning possibility to 80%, I believe when combining them, your Phoenix can reach 95% winning probability.

In short word: "DIFFERENT SETTINGS FOR BUY AND SELL".

Any comments from you or other people here?

Hi fikko,

Just have done a statistic based on your half year back test (Excel file after unzip).

From that, for buy order, best time to open order 07:00~17:00, 18:00~20:00, 00:00~01:00.

For sell order, best time to open order 17:00~22:00, 23:00~02:00. Does it make sense?

So, is it possbile to have some add-in for Phoenix such that it will open buy order for certain period and sell order for some other period?

Sorry, I am just a newbie to MQL4!

[attach]18623[/attach]

 
wilson1668:
Hi fikko,

Just have done a statistic based on your half year back test (Excel file after unzip).

From that, for buy order, best time to open order 07:00~17:00, 18:00~20:00, 00:00~01:00.

For sell order, best time to open order 17:00~22:00, 23:00~02:00. Does it make sense?

So, is it possbile to have some add-in for Phoenix such that it will open buy order for certain period and sell order for some other period?

Sorry, I am just a newbie to MQL4!

[attach]18623[/attach]

Hi,

I made similar summaries earlier for one of the previous versions of Phoenix and noticed just like you that there was a correlation between winning/loosing trades and the time the order was opened. What is your time-zone? (I'm at GMT+2). I would like to compare your results with the results I had earlier.

 
wilson1668:
Hi fikko,

Just have done a statistic based on your half year back test (Excel file after unzip).

From that, for buy order, best time to open order 07:00~17:00, 18:00~20:00, 00:00~01:00.

For sell order, best time to open order 17:00~22:00, 23:00~02:00. Does it make sense?

So, is it possbile to have some add-in for Phoenix such that it will open buy order for certain period and sell order for some other period?

Sorry, I am just a newbie to MQL4!

[attach]18623[/attach]

Yes, it could be a time filter as well. It is signal 5 in Phoenix. The time filter exists in Phoenix, only it is not separated by sell and buy. We need further test to refine the signal.

Hi Hendrick,

If He is referring to my half year back test, it should be Alpari time, GMT+2

 
wilson1668:
Hi fikko,

Just have done a statistic based on your half year back test (Excel file after unzip).

From that, for buy order, best time to open order 07:00~17:00, 18:00~20:00, 00:00~01:00.

For sell order, best time to open order 17:00~22:00, 23:00~02:00. Does it make sense?

So, is it possbile to have some add-in for Phoenix such that it will open buy order for certain period and sell order for some other period?

Sorry, I am just a newbie to MQL4!

[attach]18623[/attach]

Following your time filter, here is the result:

SELL increased from 63% to 75%, now it is a profit!

BUY decreased from 70% to 67%, now it is a loss!

We may be able to use SELL time filter 17:00~22:00, 23:00~02:00.

If we can tune both of them to 80%, that will be great.

 

First thank u Harry for sharing your knowledge !

It's a very interesting point of view about overfitting.

Second a question from a newbie for all the seniors of thread and mt4.

How can I backtest with phoenix?

i explain, i've read user guide for optimization , i've set phoenix prefset = false and MM = false,but the tester seems not working.No results.

How have i set the tester?

Sorry for the question and for my english !

I trust in you!!!

 

test result

Hendrick:
Hi, I made similar summaries earlier for one of the previous versions of Phoenix and noticed just like you that there was a correlation between winning/loosing trades and the time the order was opened. What is your time-zone? (I'm at GMT+2). I would like to compare your results with the results I had earlier.

HI

pls see backtest results

i am using InterbankFX

i am at GMT +5.5