Waddah Attar Win Expert - page 15

 
dunhill:
here is backtest on GJ for 2008 - note settings

i recommend you spend some time to look into strategy tester

it is not as difficult as you will think.

quick note on this backtest result: the modelling quality is only at 25% (because it was ran on M1 data) and is therefore not the most reliable. ideally a modelling quality of 90% should be required for the data to be considered "reliable" (although of course, backtesting is never all that "reliable"). nonetheless, at 25% the data should not be considered at all. perhaps run the test on M5 or M15 data for a more reliable backtest?

 

Wow, I guess my step blows up heheh..but I have 100% forward quality on a lesser ATR pair...maybe I will reduce the startlot to 0.01.

dunhill:
here is backtest on GJ for 2008 - note settings

i recommend you spend some time to look into strategy tester

it is not as difficult as you will think.
 

Dunhill, great job!

Would you please post the combined strategy?

Thanks, Kris

dunhill:
ES, would you like to backtest this strategy?

i know many swear backtest is only to test if codes work

but definitely no-no for strategy

but i still think metaquotes did not call it "strategy tester" for nothing

i have a combined ea, if you're interested.
 

ok...I increased the reverse side to a 0.02 increment & a 5 buck minprofit. Because I need to weight heavier over there and build a position to equalize on this big down move..the fade side is really building a position! (and when it takes its 1 buck minprofit a lot of that position will still be left over)

This is like a teeter-totter...

ES

Start Balance of this test: $1,078.73. Balance Now: $1,081.40, EA's from post #137

 

dunhill,

I need to see exposure of both sides to make my discretionary weighting decisions ...

Do you have any ideas?

ES

P.S. dunhill, I would like to thank you for giving me the tools to feel in complete control with.

 

ok back to equal weighting, I am in balance...anyways...you folks can get the idea..I will not post each move here...but will report my balance every once in a while...

Start Balance of this test: $1,078.73. Balance Now: $1,086.44, step=5 start=0.05, increment=0.01, profit = $1. Mirrored approach started at the same time. Profit removel separated per EA and a close all script can be utilized to interuppt at anytime. EA's from post #137

 

Here is what the screen looks like....

Files:
waddah.jpg  301 kb
 
ElectricSavant:
dunhill,

I need to see exposure of both sides to make my discretionary weighting decisions ...

Do you have any ideas?

ES

P.S. dunhill, I would like to thank you for giving me the tools to feel in complete control with.

we can comment on the chart the CurrentProfits (positive or negative) for both legs (original and mirror)

in fact we can comment any pointer you need, just let me know

can i also post the combined ea (which is based on your idea)

for other members?

 

It would be nice to know:

Total lots long & Total lots short (each pair)

Open Profit and Loss (each pair)

X and Y axis for position (default upper right corner)

ES

P.S. By all means post the combined EA for them to test with and trade with. I prefer it to be separated so that I can apply weighting, but others may like it to be combined.

dunhill:
we can comment on the chart the CurrentProfits (positive or negative) for both legs (original and mirror)

in fact we can comment any pointer you need, just let me know

can i also post the combined ea (which is based on your idea)

for other members?
 

You might want to put in a weighting input for each pair in the combined EA version that changes the min profit amount.

Like:

MinProfit A

MinProfit B

and maybe:

IncLotA

IncLot B