1 Topic by Robinux (edited by Robinux 2011-08-14 16:20:10)

  • From: Slovakia
  • Registered: 2010-03-18
  • Posts: 63

Topic: 5digit_EURUSD_1M_FractalBarCloOsci of ROC_N BarExit_partialyOpti01

Hello,

Strategy Overview
Forex Strategy Builder v2.63.2.0 Beta
Strategy name: Alpari UK_5digit_EURUSD_1M_FractalBarCloOsci of ROC_N BarExit_partialyOpti01

Description

Automatically generated on 14.08.2011 15:44.
Out of sample testing, percent of OOS bars: 30%
Balance: 14996,00 USD (22.07.2011 15:37 Bar: 50869)

Environment
Market
Symbol - EURUSD
Time frame - 1 Minute
Tested bars  66963

Account
Initial account - 10000,00 USD
Lot size - 100000
Leverage - 1/100
Required margin - 1424,92 USD* for each open lot

Charges
Spread - 20 pips (20,00 USD*)
Swap number for a long position rollover - 0,5 USD (0,50 USD*)
Swap number for a short position rollover - -4,09999990463257 USD (4,10 USD*)
Commission per lot at opening and closing - 0 pips (0,00 USD*)
Slippage - 2 pips (2,00 USD*)



http://s3.postimage.org/lp3cfwck/Alpari_UK_5digit_EURUSD_1_M_Fractal_Bar_Clo_Osci_of_ROC_N_Bar_Exit_partialy_Opti01.jpg

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  • MrY
  • New member
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  • Registered: 2011-08-13
  • Posts: 9

Re: 5digit_EURUSD_1M_FractalBarCloOsci of ROC_N BarExit_partialyOpti01

Robinux wrote:

Hello,

Strategy Overview
Forex Strategy Builder v2.63.2.0 Beta
Strategy name: Alpari UK_5digit_EURUSD_1M_FractalBarCloOsci of ROC_N BarExit_partialyOpti01

Description

Automatically generated on 14.08.2011 15:44.
Out of sample testing, percent of OOS bars: 30%
Balance: 14996,00 USD (22.07.2011 15:37 Bar: 50869)

Environment
Market
Symbol - EURUSD
Time frame - 1 Minute
Tested bars  66963

Account
Initial account - 10000,00 USD
Lot size - 100000
Leverage - 1/100
Required margin - 1424,92 USD* for each open lot

Charges
Spread - 20 pips (20,00 USD*)
Swap number for a long position rollover - 0,5 USD (0,50 USD*)
Swap number for a short position rollover - -4,09999990463257 USD (4,10 USD*)
Commission per lot at opening and closing - 0 pips (0,00 USD*)
Slippage - 2 pips (2,00 USD*)



http://s3.postimage.org/lp3cfwck/Alpari_UK_5digit_EURUSD_1_M_Fractal_Bar_Clo_Osci_of_ROC_N_Bar_Exit_partialy_Opti01.jpg

No logic in this system, how its decide which fractal to use?
There are hundreds of them on 1M chart each day

3 Reply by Robinux (edited by Robinux 2011-08-14 20:59:04)

  • From: Slovakia
  • Registered: 2010-03-18
  • Posts: 63

Re: 5digit_EURUSD_1M_FractalBarCloOsci of ROC_N BarExit_partialyOpti01

Hi MrY,

http://forexsb.com/wiki/indicators/fractal
http://forexsb.com/forum/post/216/#p216

http://s4.postimage.org/29tj0xi78/Open_Point_of_the_Position_Fractal.jpg




smile

  • MrY
  • New member
  • Offline
  • Registered: 2011-08-13
  • Posts: 9

Re: 5digit_EURUSD_1M_FractalBarCloOsci of ROC_N BarExit_partialyOpti01

thanks, will give it a try
tried to understand entries logic but couldn't  big_smile

  • Registered: 2011-08-13
  • Posts: 3

Re: 5digit_EURUSD_1M_FractalBarCloOsci of ROC_N BarExit_partialyOpti01

This strategy should not work.

In properties of the Osciliator of ROC you need to use "use last bar value" to "true".
Otherwise the backtest gives wrong results I think.

  • From: Slovakia
  • Registered: 2010-03-18
  • Posts: 63

Re: 5digit_EURUSD_1M_FractalBarCloOsci of ROC_N BarExit_partialyOpti01

Hi fabfive,

Strategy Overview
Strategy name: Alpari UK_5digit_EURUSD_1M_FractalBarCloOsci of ROC_N BarExit_partialyOpti01
Forex Strategy Builder v2.63.3.0 Beta

Description
Automatically generated on 14.08.2011 15:44.
Out of sample testing, percent of OOS bars: 30%
Balance: 14996,00 USD (22.07.2011 15:37 Bar: 50869)

Environment
Market
Symbol - EURUSD
Time frame - 1 Minute

Account
Initial account - 10000,00 USD
Lot size - 100000
Leverage - 1/100
Required margin - 1424,92 USD* for each open lot

Charges
Spread - 20 pips (20,00 USD*)
Swap number for a long position rollover - 0,5 pips (0,50 USD*)
Swap number for a short position rollover - -4,09999990463257 pips (4,10 USD*)
Commission per lot at opening and closing - 0 pips (0,00 USD*)
Slippage - 3 pips (3,00 USD*)



http://s4.postimage.org/33e9jo3ms/Alpari_UK_5digit_EURUSD_1_M_Fractal_Bar_Clo_Osci_of_ROC_N_Bar_Exit_partialy_Opti01_Auto_Control_use_previous_bar_value.jpg


smile

  • Registered: 2011-08-13
  • Posts: 3

Re: 5digit_EURUSD_1M_FractalBarCloOsci of ROC_N BarExit_partialyOpti01

But on the screenshot I can still see "use of previous bar value": No  hmm

  • MrY
  • New member
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  • Registered: 2011-08-13
  • Posts: 9

Re: 5digit_EURUSD_1M_FractalBarCloOsci of ROC_N BarExit_partialyOpti01

this strategy works, just remove the N of bars to exit, i added standard deviation instead to exit trades.
it gives better results in back-testing.

  • krog
  • Licensed Member
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  • Registered: 2010-02-26
  • Posts: 407

Re: 5digit_EURUSD_1M_FractalBarCloOsci of ROC_N BarExit_partialyOpti01

fabfive wrote:

This strategy should not work.

In properties of the Osciliator of ROC you need to use "use last bar value" to "true".
Otherwise the backtest gives wrong results I think.

Since the first slot for close is "Bar Closing", it should be ok with "Use Previous Value" = false.
"Use Previous Value" = true is mostly for "Bar Opening" indicators, to avoid using info from the bar closing (bar close info is not knowable at the time of bar opening).

But if you find a bug and can screenshot a bug, please do, it would be a great help. N Bars Exit is a new feature added in the last FSB version. It passed testing and beta users, but there is always the possibility someone finds a particular case where it does not work.
thanks

  • zenoni
  • zenoni
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  • Registered: 2009-10-25
  • Posts: 339

Re: 5digit_EURUSD_1M_FractalBarCloOsci of ROC_N BarExit_partialyOpti01

I think that trading without a stop loss is extremely risky. Try your strategy with different stopp-loss values.