Swore2 Move Capture high ATR system - page 7
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
Would you share the "code-changed EA"?
I have no idea if its true about 1 minute backtesting, I am a novice at backtesting.
Es
My friend says 25% is max with 1min - is it true? Lot size can be anything - more the better
I have to say that the EA has it's max drawdown in the duration from 2006.11 to 2007.10. following is the test result from 2006.1 to 2007.10:
小朋友， 你要很小心。
任何智能 交易系统在 2006
年9月过后
不能拥有好
成绩的都会
有很大的 问题。
如过你想要你的交易
系统能够在未来为
你效劳，
你一定要把它调到
2004年8
月至现今都能拥有稳定表现。
因为这一段时期
货币交易市场的变
动很大。尤其是2006
年9月开始到今天。
同样的止损至06年9
月就变得不敷使用了。
真的要很小心。
希望你别介意。
Friend, you gotta becareful. Any EA that doesn't perform after Sept,2006 will have a big problem. If you wanted an EA that will work for you for a longer time, you must optimize it from Aug,2004 ~ present day with STABLE performance. Because these period, the entire market is having a big change. Especially since Sept,2006. The same parameter that work previously become no longer efficient. Must becareful. I hope you dont mind I comment about this issue.
Regards
David
model quality
Sometimes there can be confusion about what the "model quality" means, and it's then important to remember that it is not at all a measure of the EA, but it is a measure of how well the invented tick stream fed to the EA corresponds to an actual tick stream. I have no idea what 25% means, and why it is that number rather than, say, 27% or 21%, but in any case it means that most the ticks are invented. At a higher time frame, the invented mid-bar ticks are harnessed by the actual data of lower time frames, and therefore the "model quality" increases.
I believe it's true that M1 tests are stamped 25%.
小朋友， 你要很小心。
任何智能 交易系统在 2006
年9月过后
不能拥有好
成绩的都会
有很大的 问题。
如过你想要你的交易
系统能够在未来为
你效劳，
你一定要把它调到
2004年8
月至现今都能拥有稳定表现。
因为这一段时期
货币交易市场的变
动很大。尤其是2006
年9月开始到今天。
同样的止损至06年9
月就变得不敷使用了。
真的要很小心。
希望你别介意。
Friend, you gotta becareful. Any EA that doesn't perform after Sept,2006 will have a big problem. If you wanted an EA that will work for you for a longer time, you must optimize it from Aug,2004 ~ present day with STABLE performance. Because these period, the entire market is having a big change. Especially since Sept,2006. The same parameter that work previously become no longer efficient. Must becareful. I hope you dont mind I comment about this issue.
Regards
DavidWhat happened to the market since 2006.9?
What happened to the market since 2006.9?
Trading range changed. Thats all. Before 2006, market move mostly trending 200pips a day on GBPUSD. After 2006.9 , trading range changed to 150pips range up and down within the same day. Alot of whipsaw and noise. Before 2005, market will ONLY do trending. Only some whipsaw once in a while during important financial event, such as NFP, FOMC, rate hike. Before 2005, you can buy/sell based on bunny girl cross, and that already can make you a living. After 2005, all you get from WMA5,20,100 cross is BUY AT THE TOP, SELL AT THE BOTTOM , you tell me what happen. Market will continuosly change, its not your call, its not my call the market wont change for the rest of your life.
Meanwhile, why backtest only 25% on M1? 25% because of only have Open,High,Low,Close data on that single minute. Canot be magnify no more to see the smaller movement in between a minute
Regards
David
Trading range changed. Thats all. Before 2006, market move mostly trending 200pips a day on GBPUSD. After 2006.9 , trading range changed to 150pips range up and down within the same day. Alot of whipsaw and noise. Before 2005, market will ONLY do trending. Only some whipsaw once in a while during important financial event, such as NFP, FOMC, rate hike. Before 2005, you can buy/sell based on bunny girl cross, and that already can make you a living. After 2005, all you get from WMA5,20,100 cross is BUY AT THE TOP, SELL AT THE BOTTOM , you tell me what happen. Market will continuosly change, its not your call, its not my call the market wont change for the rest of your life.
Meanwhile, why backtest only 25% on M1? 25% because of only have Open,High,Low,Close data on that single minute. Canot be magnify no more to see the smaller movement in between a minute
Regards
DavidOK, thanks a lot! I've already modified it. and backtest it from 2004.8 to 2007.10, please check it at the beginning of the thread.
....(you changed the MinTradeATR to 0.00001 from 0.001)..is this the only change?
I got completely different results in a backtest (but I do not know how to backtest)......do you believe in a 24% modeling quality?
I do not really have a reason for changing the lotsize other than to try and mimic what I would do live with this EA...But since I do not know this EA yet...there really isn't a valid reason to change the lotsize...I notice you use 1...but I only demo with 1K.
ESI have to say, MinTradeATR is not the key setting in the expert. please use the newest expert and settings for testing.
I went to the opening post and downloaded the latest version on IBFX EUR/USD M1 with the defaults, bit I chaged lotsize to 0.3... and the last two trades were winners.
ES
Make that the last three trades were winners...but isn't that default stoploss a litte wide? (I will need to reduce this lotsize back to its default to 0.1 for a 1k demo balance)
ES
Improvement
OK, thanks a lot! I've already modified it. and backtest it from 2004.8 to 2007.10, please check it at the beginning of the thread.
Good going. Now left forward testing. If it perform consistantly on the forward testing, then we can put it on micro account and start live trading with minimal lot. When things are more confirm after a few months of live trading,
I think you guys should know what to do already. Congratulations on a good work.
Regards
David