SampleMACD!?!? Would you get a load of this!?

[Batchboy]

Rick,
Yes, I had a catastrophic level SL added to this EA.
Your TSing seems different, so not sure we're comparing apples to oranges now.
I have that wide SL in case of worser drawdowns, whole tenet thus far seems to be that any loser trades will be extremely rare in this apparent TA-like-discovery wherein a macd-impulse + ma-cross yield sign it WILL be a winning trade, thus the wide SL for those rare catastrophic SL -hits.
If your getting some losing trades and you've not included any SL perhaps your new TS means is doing something the original sample macd isn't. I recommend you start fresh from Sample MACD and do the optimizations around aforementioned region to see the mostly no losers deal. I had finally got one loser of 11 pips just before I swapped-out the new EA for the old, but before I did swap -out I made sure this new EA behaved like the original mothership of what basic style TAing we've found does this phenomenon. That's the whole precedent of following suit from Sample MACD, 1min periodicity in certain range setting is demonstrating phenomenal behavior, and this I found only after new unit that even for drawdown type trades it behaved predictively that such trades too will be recovered into a the winning side if not closed.
jb
ps: I wonder if you're having elongated optimization periods due to something you have in your EA slowing it down. Mine has the TAs placed in the EA to help speed things up, whole optimization for the 1200 or so possibilities yesterday was 2-3 hours.

[Batchboy]

BTW, new EA run live$ has had a few more trades since I swapped-it-out from the old SampleMACD, all winners once again:
http://206.71.180.236/statements/macd/statement.htm
jb

[rsmereka]

Originally Posted by Batchboy

Rick,
Yes, I had a catastrophic level SL added to this EA.
Your TSing seems different, so not sure we're comparing apples to oranges now.
I have that wide SL in case of worser drawdowns, whole tenet thus far seems to be that any loser trades will be extremely rare in this apparent TA-like-discovery wherein a macd-impulse + ma-cross yield sign it WILL be a winning trade, thus the wide SL for those rare catastrophic SL -hits.
If your getting some losing trades and you've not included any SL perhaps your new TS means is doing something the original sample macd isn't. I recommend you start fresh from Sample MACD and do the optimizations around aforementioned region to see the mostly no losers deal. I had finally got one loser of 11 pips just before I swapped-out the new EA for the old, but before I did swap -out I made sure this new EA behaved like the original mothership of what basic style TAing we've found does this phenomenon. That's the whole precedent of following suit from Sample MACD, 1min periodicity in certain range setting is demonstrating phenomenal behavior, and this I found only after new unit that even for drawdown type trades it behaved predictively that such trades too will be recovered into a the winning side if not closed.
jb
ps: I wonder if you're having elongated optimization periods due to something you have in your EA slowing it down. Mine has the TAs placed in the EA to help speed things up, whole optimization for the 1200 or so possibilities yesterday was 2-3 hours.

Hi Jb,

You could be right. I know the function-based order management that I am using from the MQL code base is slower than having the code inline with the EA. There is also a chance that I fu*ked something up when I added the order management code. Lets say that after I go back to the original, I get good results. The original EA code is completly unaware of other trading systems in the account and has no magic number. Then what? The EA is still useless to me on my live account because it won't 'play nice' with other EA's.

Rick

[Batchboy]

hi Rick,
I can let you be a beta tester in exchange for 1 unit you can use on demo or live$. As long as you don't pass it out freely and help with beta testing. I presume you will be ethical about this? I see struggle here so I want to assist, I pass the assist because I got assist from 1ka whom we make a good team in doing EAs, me as concept/engineer and him doing the programming, w/o him this "TripleHeaderMACD" wouldn't be, but at same time my making this find......well, you got the pix

If you're interested.

You have lots of demo back-data which would be of help to examine performance over 6 months worth of demo 1min.

Send me a message via pipcop with your e-address and we talk. No money or sales involved, just beta testing in exchange for a unit.

This unit goes at ok speed for optimizing, it has SL , and parameters for the MACD, plus it has same TS mechanism. It's all troubleshooted and flying ok. You would be trying optimization over the limited range of above post.

Here is optimization I just did with SL only, arrived at 150 being the best:
http://206.71.180.236/index/Strategy...0SL_6-4-09.htm
So it can run w/o being left wildly open to the wind, but this only got 1 loser with the other 54 as winners! Profit=$1327, dd=16.7% again. So naturally the more the SL is brought in the more it becomes a typical winners vs losers EA, just so happens SL left wide-open it has great exceptional winners to extreme few losers ratio.....er...ah......so it seems so far, admittedly
jb

[rsmereka]

Originally Posted by Batchboy

hi Rick,
I can let you be a beta tester in exchange for 1 unit you can use on demo or live$. As long as you don't pass it out freely and help with beta testing. I presume you will be ethical about this? I see struggle here so I want to assist, I pass the assist because I got assist from 1ka whom we make a good team in doing EAs, me as concept/engineer and him doing the programming, w/o him this "TripleHeaderMACD" wouldn't be, but at same time my making this find......well, you got the pix

If you're interested.

You have lots of demo back-data which would be of help to examine performance over 6 months worth of demo 1min.

Send me a message via pipcop with your e-address and we talk. No money or sales involved, just beta testing in exchange for a unit.

This unit goes at ok speed for optimizing, it has SL , and parameters for the MACD, plus it has same TS mechanism. It's all troubleshooted and flying ok. You would be trying optimization over the limited range of above post.

Here is optimization I just did with SL only, arrived at 150 being the best:
http://206.71.180.236/index/Strategy...0SL_6-4-09.htm
So it can run w/o being left wildly open to the wind, but this only got 1 loser with the other 54 as winners! Profit=$1327, dd=16.7% again. So naturally the more the SL is brought in the more it becomes a typical winners vs losers EA, just so happens SL left wide-open it has great exceptional winners to extreme few losers ratio.....er...ah......so it seems so far, admittedly
jb

Hi Jb,

Well my strat test with optimization just finished (it took almost 24hrs). I am attaching the optimization report and the strat test report. I have set my EA to the number one settings and we will see what happens. DD is good at 6.5%.

Rick

[Batchboy]

Hmmm, not too good profit in 6 months, hmmmm, since your dd is kinda low just double the lot size and you got in range of doubling an account every half year with still reasonable dd.
TripleHeader is doubling every 1/3rd of a year with 17% dd, no losers. So there is definitely something different in the mechanism running here that makes for such a descrepancy. But this does demonstrate sufficiently that this does its thing ok back half a year on demo, so this is relieving to see. It will be good when you can run TripleHeader on your half year back data though.
jerry

[rsmereka]

Originally Posted by Batchboy

Hmmm, not too good profit in 6 months, hmmmm, since your dd is kinda low just double the lot size and you got in range of doubling an account every half year with still reasonable dd.
TripleHeader is doubling every 1/3rd of a year with 17% dd, no losers. So there is definitely something different in the mechanism running here that makes for such a descrepancy. But this does demonstrate sufficiently that this does its thing ok back half a year on demo, so this is relieving to see. It will be good when you can run TripleHeader on your half year back data though.
jerry

Hi Jb,

At first, I put the unmodified EA on the settings from the strat test but then I decided to wait and see if TripleHeader can do better. BTW, where did you get that name from?

Rick

[Batchboy]

Originally Posted by rsmereka

Hi Jb,

At first, I put the unmodified EA on the settings from the strat test but then I decided to wait and see if TripleHeader can do better. BTW, where did you get that name from?

Rick

Someone gave me the notion it has a few macd's in this EA, so stuck with that idea for a brief while I "knocked-off" "TripleHeaderMACD", then I had a look and method was simply two identical macd's apart by 1 bar and an MA, so I kept the name 'cause it seemed catchy.
I got curious how many 50 to couple hundred pip size drawdown trades there were with SL set wide at 300, it's 19. There were 3 that had 3 or 4 days open around the weekend and only 2 that had 3 or 4 days open inside the week. All this is out of the total 56 trades thus far since 1/23 and includes 1 current open trade open for this weekend as a result of the impulse from NFP. I'm about to say "I'm afraid of such moments that can impulse and then keep a trade open with deep doo-doo (drawdown, tee-hee )" however, on second thought, with nearly $1,500 profit since 1/23 on back-test, "what's a little loser like 300 pips still at 1 mini between friends, LOL", so an MM would be either way, whence doubling an account don't double the lots quite yet, do a 1 to 3X THEN double it, allow padding in case the bigger loser arrives, orrrrrrr, as I found with Megadroid, do a risk money management style of 1mini/1000 equity, what this will do is if and when big loser comes, the power to dig a hole in an account is out-stripped by power the method has to dig itself out, that would work too (the general thread megadroid account of mine has more than doubled itself in 2-1/2 months as witness the my url in that thread), back-test have demonstrated this as successful deal.
jb

[rsmereka]

Originally Posted by Batchboy

Someone gave me the notion it has a few macd's in this EA, so stuck with that idea for a brief while I "knocked-off" "TripleHeaderMACD", then I had a look and method was simply two identical macd's apart by 1 bar and an MA, so I kept the name 'cause it seemed catchy.
I got curious how many 50 to couple hundred pip size drawdown trades there were with SL set wide at 300, it's 19. There were 3 that had 3 or 4 days open around the weekend and only 2 that had 3 or 4 days open inside the week. All this is out of the total 56 trades thus far since 1/23 and includes 1 current open trade open for this weekend as a result of the impulse from NFP. I'm about to say "I'm afraid of such moments that can impulse and then keep a trade open with deep doo-doo (drawdown, tee-hee )" however, on second thought, with nearly $1,500 profit since 1/23 on back-test, "what's a little loser like 300 pips still at 1 mini between friends, LOL", so an MM would be either way, whence doubling an account don't double the lots quite yet, do a 1 to 3X THEN double it, allow padding in case the bigger loser arrives, orrrrrrr, as I found with Megadroid, do a risk money management style of 1mini/1000 equity, what this will do is if and when big loser comes, the power to dig a hole in an account is out-stripped by power the method has to dig itself out, that would work too (the general thread megadroid account of mine has more than doubled itself in 2-1/2 months as witness the my url in that thread), back-test have demonstrated this as successful deal.
jb

I know the feeling. I got pinched in May with MM testing my GBPUSD mechanical system. I was up for the month counting only pips but way down in profit because the losers had a higher lot size.

I bought Forex Derivative today. In their manual, they explain the auto MM they use. Apparently, it floats the risk. The higher the balance, the less the risk on any one trade and the lower the account drawdown . I don't understand the math but it sounds interesting.

Rick

[Batchboy]

hi,
Just did optimization on an AlpariUS demo account platform, nice to see some place with abudanza 1min back-data! Slightly over 8 months of data. Results prove out method and new EA, 75 trades, and with money management on it got to $4,025 profit, no losers! http://206.71.180.236/index/Strategy...riUS6-9-09.htm
The IBFX live$ account has had since NFP impulse Friday morn a trade widely varying in 200 pip drawdown territory but it too (s 4 month back optimized yielded) is doing fine and is 20 pips from crossing where it opened, so again it seems dynamic & real, no over-curve-fit fluke. Says you can pick an impulse from a certain apart by 1 bar MACD + an MA cross indicating a trade upcoming that will 2/3rds the time close soon with a winner, and 1/3rd the time despite being wider drawdown will close too! So far w/o fail! (At certain optimized parameters) Amazing!
jb