Aaragorn's EA workbench - page 5
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Creative thinkers wanted...
I have this version displaying support and resistance values and slopes along with averages.
What I want is people willing to carefully observe the test and see if we can deduce what might be appropriate filter rules using these support and resistance data which is now available. Rules which can both reduce drawdown and boost gains. any thing that uses the relationship of support and/or resistance and the slope of the various lines or their values.
What is "scalping" by the way? and is the EA above give good results? and with what settings?
Thanks
For those of you who really dig spreadsheets here is some numbers to crunch...
I improved the data dump code from in what's posted above...
I have attached some data from a test run of the program over about 4000 trades.
Two files one shows the test result which interestingly enough shows the system trading in the mid 80% win range on both short and long positions. That's better than a lot of systems I've tested so far. Kudos for win/loss ratios there without any tweaking and that is without really making use of the support/resistance data either. That is only based on the Logic already in the program which is keeping trades within a divergence range.
I ran this test only to collect the data on the support and resistance factors to see what the data itself might tell us about where winning and losing positions occur most within each data variable sampled.
Therefore I also have a data set in .txt file which tracks each variable of the 3 slopes an sup/res levels for each entry point of each trade along with the account equity at that point in time.
Together with the test printout we can see which trades were actually win or loss including those which closed at s/l or t/p.
I am doing what I can to analyze this data but I though I would share it with you in case anyone else is a data junkie like I am and wants to make your own analyais of what the data does and doesn't say. It may be possible to derive effective filter rules from this data with the current settings. That is my hope.
Happy analysis. Let me know what you find and we can see if it matches what I find from it.
Creative thinkers wanted...
I have this version displaying support and resistance values and slopes along with averages.
What I want is people willing to carefully observe the test and see if we can deduce what might be appropriate filter rules using these support and resistance data which is now available. Rules which can both reduce drawdown and boost gains. any thing that uses the relationship of support and/or resistance and the slope of the various lines or their values.Had this EA going all night and NO trades. How often does it trade?
Had this EA going all night and NO trades. How often does it trade?
What does the backtester tell you? I meant observe in backtest. I don't really know. It trades when it's within the range of it's filters. I have a whole bunch of data now that I don't know how to interpret.
Ok well...after some fiddling with possible filter combinations I've seen this work at least this well for the short side of the market only. I have not done more than this or done anything much to tailor filters for the long side.
What this does tell me is that it's possible to use the support and resistance to actual improve it.
Knowing this I want to see if I can enhance the CT program before I do any more with this. Feel free to do as you will with any of this always at your own discretion.
this tester report is from 2001.01.01 to present.
how do I code to return the highest high of the ATR for the previous 20 periods?
how do I code to return the highest high of the ATR for the previous 20 periods?
https://www.mql5.com/en/forum/175800 thanks asmdev!
here's one I cooked up this week. Called BasicTemplate, i like the idea of using the slope of the MA in connection with a highest high and/or lowest low for entry points.
I don't know what settings might give the best results but it's clear that the "inside slope" setting is critical. happy testing. please post whatever you discover about this back on the thread.
Also here are some EA's from InvestorMe that he and I have been working on together recently...
Looking for the tipping point on any of these, the small change that will make the big difference.
As always suggestions for upgrades or filters are welcome.
one more I worked on this week. Trendtrader.
I built jaketake EA for a friend who wanted to test his rsi triple double down theory.
It did make some money on the 5 year test on the 4H chart. I wouldn't trust it enough to actually trade it yet without some filtering of some kind.