Topic: SATL Powah

Strategy name: SATL Powah v1
Forex Strategy Builder v2.72.0.0
Exported on: 21/10/2012 16:38:05

Description:
(This description might be outdated!)

Modified by the strategy generator on 21/10/2012 15:22.

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Modified by the strategy generator on 21/10/2012 16:05.

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Modified by the strategy generator on 21/10/2012 16:21.

Market: GBPUSD 15 Minutes
Spread in pips: 24.00
Swap Long in pips: 20.00
Swap Short in pips: -20.00
Commission per lot at opening and closing in pips: 0.00
Slippage in pips: 1

Maximum open lots: 1.00
Entry lots: 1.00

Intrabar scanning: Not accomplished
Interpolation method: Pessimistic scenario
Ambiguous bars: 2
Tested bars: 19804
Balance: 7076 pips (17076.00 USD)
Minimum account: 0 pips (10000.00 USD)
Maximum drawdown: 0 pips (0.00 USD)
Time in position: 6 %

[Strategy Properties]
     A same direction signal - Does nothing
     An opposite direction signal - Does nothing
     Permanent Stop Loss - 1000
     Permanent Take Profit - None
     Break Even - None

[Opening Point of the Position]
     SATL v2
     Enter the market at the Moving Average
     Base price  -  Close
     Use previous bar value  -  Yes

[Opening Logic Condition]
     SATL v2
     The bar opens above the Moving Average after opening below it
     Base price  -  Typical
     Use previous bar value  -  Yes

[Opening Logic Condition]
     SATL v2
     The Moving Average rises
     Base price  -  Close
     Use previous bar value  -  Yes

[Opening Logic Condition]
     Money Flow Index
     The MFI changes its direction downward
     Period  -  189
     Level  -  50
     Use previous bar value  -  Yes

[Opening Logic Condition]
     Gator Oscillator
     The Gator Oscillator contracts
     Smoothing method  -  Smoothed
     Base price  -  Open
     Jaws period  -  43
     Jaws shift  -  151
     Teeth period  -  16
     Teeth shift  -  150
     Lips period  -  161
     Lips shift  -  9
     Use previous bar value  -  No

[Closing Point of the Position]
     Take Profit
     Exit at the Take Profit level
     Take Profit  -  150

2 (edited by angat 2012-10-21 16:50:06)

Re: SATL Powah

Based on the data I have tested the win/loss ratio is 1.00.

Re: SATL Powah

No losing trades - something might be terribly wrong. I see you have one of the indis coded by me, I'll look into it to find the bug or error.

Re: SATL Powah

Well TP is set to 100 pips SL is set to 1000, perhaps nothing is wrong..lol

Re: SATL Powah

I hope so big_smile But seeing a diagonal equity curve sets my alarm off immediately, better safe than sorry.

By the way, how intensively did you optimize it?

6 (edited by angat 2012-10-21 17:39:13)

Re: SATL Powah

Well its optimised to the max I think, but it works on another timeframe too.

20-08-2010 - 10-06-2011  Win Ratio: 1.00 Drawdown: 6.84%
12-09-2012 - 12-10-2012 Win Ratio: 1.00 Drawdown: 4%

Please test it on your cable 15mins data. I need to get more data to test. Ideally 2009-present would be good. Im struggling to get that data from mt4 history center, keeps coming out with missing/bad data. Let me know what you find. thanks.

Re: SATL Powah

Luckily I didn't find anything out of ordinary, my equity looks like this:

http://s14.postimage.org/ca4dxohr1/image.jpg

Re: SATL Powah

angat wrote:

Im struggling to get that data from mt4 history center, keeps coming out with missing/bad data. Let me know what you find. thanks.

History center data is absolutely useless - it's from Metaquotes, not from your broker. Constructing all timeframes from one source of tick data would be a good option. If you can find some kind of data constructor for that purpose, data would then be excellent.

Re: SATL Powah

what data you test it on? from when to when? how many losers you get? is the strat still viable?

Re: SATL Powah

10 months of Alpari GU m15. Win-loss 0.91. Viable - for me no, I try to have at least 1:1 risk/reward.

Re: SATL Powah

footon wrote:

10 months of Alpari GU m15. Win-loss 0.91. Viable - for me no, I try to have at least 1:1 risk/reward.

You can have a very viable system with a less that 1:1 risk/reward if you have a high win/loss ratio.

Re: SATL Powah

SpiderMan wrote:
footon wrote:

10 months of Alpari GU m15. Win-loss 0.91. Viable - for me no, I try to have at least 1:1 risk/reward.

You can have a very viable system with a less that 1:1 risk/reward if you have a high win/loss ratio.

Define high.

This one showed me 0.91, I consider it high, but look how much it loses compared to wins... 2 consecutive losses means you need 20 consecutive wins to break even, do you still think it is viable wink ?

I know it is easier to get a strat working with a lesser RRR, but it just makes things so much harder in the end. Obviously that is also a matter of preference, so that's my opinion, not a judgement.

Re: SATL Powah

footon wrote:
SpiderMan wrote:
footon wrote:

10 months of Alpari GU m15. Win-loss 0.91. Viable - for me no, I try to have at least 1:1 risk/reward.

You can have a very viable system with a less that 1:1 risk/reward if you have a high win/loss ratio.

This one showed me 0.91, I consider it high, but look how much it loses compared to wins... 2 consecutive losses means you need 20 consecutive wins to break even, do you still think it is viable wink ?

No, not with a 10:1 R/R.  Mind you , some people trade forex for the "thrill". I think they would get it with this system.

Re: SATL Powah

Strategy name: SATL Powah v2 GBPUSD15
Forex Strategy Builder v2.72.0.0
Exported on: 22/10/2012 22:59:17

Description:
Modified by the strategy generator on 21/10/2012 15:22.

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Modified by the strategy generator on 21/10/2012 16:05.

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Modified by the strategy generator on 21/10/2012 16:21.

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Modified by the strategy generator on 22/10/2012 22:37.

Market: GBPUSD 15 Minutes
Spread in pips: 24.00
Swap Long in pips: 20.00
Swap Short in pips: -20.00
Commission per lot at opening and closing in pips: 0.00
Slippage in pips: 1

Maximum open lots: 1.00
Entry lots: 1.00

Intrabar scanning: Not accomplished
Interpolation method: Pessimistic scenario
Ambiguous bars: 0
Tested bars: 19810
Balance: 20638 pips (30638.00 USD)
Minimum account: 0 pips (10000.00 USD)
Maximum drawdown: 1046 pips (1046.00 USD)
Time in position: 18 %

[Strategy Properties]
     A same direction signal - Does nothing
     An opposite direction signal - Does nothing
     Permanent Stop Loss - 1000
     Permanent Take Profit - 750
     Break Even - None

[Opening Point of the Position]
     SATL v2
     Enter the market at the Moving Average
     Base price  -  Close
     Use previous bar value  -  Yes

[Opening Logic Condition]
     SATL v2
     The bar opens above the Moving Average after opening below it
     Base price  -  Typical
     Use previous bar value  -  Yes

[Opening Logic Condition]
     SATL v2
     The Moving Average rises
     Base price  -  Close
     Use previous bar value  -  Yes

[Opening Logic Condition]
     Money Flow Index
     The MFI changes its direction downward
     Period  -  189
     Level  -  50
     Use previous bar value  -  Yes

[Opening Logic Condition]
     Gator Oscillator
     The Gator Oscillator contracts
     Smoothing method  -  Smoothed
     Base price  -  Open
     Jaws period  -  15
     Jaws shift  -  151
     Teeth period  -  15
     Teeth shift  -  150
     Lips period  -  141
     Lips shift  -  9
     Use previous bar value  -  No

[Closing Point of the Position]
     Take Profit
     Exit at the Take Profit level
     Take Profit  -  750

Re: SATL Powah

A few small tweaks and you have:

Strategy name: SATL Powah v2 EURUSD15
Forex Strategy Builder v2.72.0.0
Exported on: 22/10/2012 23:06:17

Description:
Modified by the strategy generator on 21/10/2012 15:22.

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Modified by the strategy generator on 21/10/2012 16:05.

-----------
Modified by the strategy generator on 21/10/2012 16:21.

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Modified by the strategy generator on 22/10/2012 22:37.

Market: EURUSD 15 Minutes
Spread in pips: 20.00
Swap Long in pips: 2.00
Swap Short in pips: -2.00
Commission per lot at opening and closing in pips: 0.00
Slippage in pips: 1

Maximum open lots: 1.00
Entry lots: 1.00

Intrabar scanning: Not accomplished
Interpolation method: Pessimistic scenario
Ambiguous bars: 0
Tested bars: 19800
Balance: 17242 pips (27242.00 USD)
Minimum account: 0 pips (10000.00 USD)
Maximum drawdown: 1124 pips (1124.00 USD)
Time in position: 13 %

[Strategy Properties]
     A same direction signal - Does nothing
     An opposite direction signal - Does nothing
     Permanent Stop Loss - 1100
     Permanent Take Profit - 900
     Break Even - None

[Opening Point of the Position]
     SATL v2
     Enter the market at the Moving Average
     Base price  -  Close
     Use previous bar value  -  Yes

[Opening Logic Condition]
     SATL v2
     The bar opens above the Moving Average after opening below it
     Base price  -  Typical
     Use previous bar value  -  Yes

[Opening Logic Condition]
     SATL v2
     The Moving Average rises
     Base price  -  Close
     Use previous bar value  -  Yes

[Opening Logic Condition]
     Money Flow Index
     The MFI changes its direction downward
     Period  -  199
     Level  -  50
     Use previous bar value  -  Yes

[Opening Logic Condition]
     Gator Oscillator
     The Gator Oscillator contracts
     Smoothing method  -  Smoothed
     Base price  -  Open
     Jaws period  -  15
     Jaws shift  -  142
     Teeth period  -  16
     Teeth shift  -  150
     Lips period  -  141
     Lips shift  -  24
     Use previous bar value  -  No

[Closing Point of the Position]
     Take Profit
     Exit at the Take Profit level
     Take Profit  -  900

Re: SATL Powah

and again:

Strategy name: SATL Powah v2 USDCHF15
Forex Strategy Builder v2.72.0.0
Exported on: 22/10/2012 23:12:08

Description:
Modified by the strategy generator on 21/10/2012 15:22.

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Modified by the strategy generator on 21/10/2012 16:05.

-----------
Modified by the strategy generator on 21/10/2012 16:21.

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Modified by the strategy generator on 22/10/2012 22:37.

Market: USDCHF 15 Minutes
Spread in pips: 20.00
Swap Long in pips: 2.00
Swap Short in pips: -2.00
Commission per lot at opening and closing in pips: 0.00
Slippage in pips: 1

Maximum open lots: 1.00
Entry lots: 1.00

Intrabar scanning: Not accomplished
Interpolation method: Pessimistic scenario
Ambiguous bars: 0
Tested bars: 19799
Balance: 15552 pips (26474.00 CHF)
Minimum account: 0 pips (10000.00 CHF)
Maximum drawdown: 876 pips (897.90 CHF)
Time in position: 19 %

[Strategy Properties]
     A same direction signal - Does nothing
     An opposite direction signal - Does nothing
     Permanent Stop Loss - 850
     Permanent Take Profit - 850
     Break Even - None

[Opening Point of the Position]
     SATL v2
     Enter the market at the Moving Average
     Base price  -  Close
     Use previous bar value  -  Yes

[Opening Logic Condition]
     SATL v2
     The bar opens above the Moving Average after opening below it
     Base price  -  Typical
     Use previous bar value  -  Yes

[Opening Logic Condition]
     SATL v2
     The Moving Average rises
     Base price  -  Close
     Use previous bar value  -  Yes

[Opening Logic Condition]
     Money Flow Index
     The MFI changes its direction downward
     Period  -  200
     Level  -  50
     Use previous bar value  -  Yes

[Opening Logic Condition]
     Gator Oscillator
     The Gator Oscillator contracts
     Smoothing method  -  Smoothed
     Base price  -  Open
     Jaws period  -  25
     Jaws shift  -  153
     Teeth period  -  26
     Teeth shift  -  153
     Lips period  -  141
     Lips shift  -  26
     Use previous bar value  -  No

[Closing Point of the Position]
     Take Profit
     Exit at the Take Profit level
     Take Profit  -  850

Re: SATL Powah

Please can someone verify with uptodate, more relevant data, the win/loss ratios for the 3 pairs above. thank you.

Re: SATL Powah

angat wrote:

Please can someone verify with uptodate, more relevant data, the win/loss ratios for the 3 pairs above. thank you.

Can you please upload the xml file so we can be sure we have the same settings as you are using?

Re: SATL Powah

EURUSD15.xml

Post's attachments

SATL Powah v2 EURUSD15.xml 5.21 kb, 34 downloads since 2012-10-22 

You don't have the permssions to download the attachments of this post.

Re: SATL Powah

GBPUSD15.xml

Post's attachments

SATL Powah v2 GBPUSD15.xml 5.21 kb, 22 downloads since 2012-10-22 

You don't have the permssions to download the attachments of this post.

Re: SATL Powah

USDCHF15.xml

Post's attachments

SATL Powah v2 USDCHF15.xml 5.21 kb, 16 downloads since 2012-10-22 

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Re: SATL Powah

angat wrote:

EURUSD15.xml

http://s12.postimage.org/krqjexlnd/Snap_2012_10_23_10_14_38_003.jpg


18/10/11 to 23/10/12

Re: SATL Powah

angat wrote:

GBPUSD15.xml

http://s15.postimage.org/h416r1o6f/Snap_2012_10_23_10_13_52_002.jpg

14/02/12 to 23/10/12

Re: SATL Powah

angat wrote:

USDCHF15.xml


http://s17.postimage.org/kxgrjumnv/Snap_2012_10_23_10_15_29_004.jpg

24/02/12 to 23/10/12

This one shows the most promise!

Re: SATL Powah

angat wrote:

USDCHF15.xml

It hit margin call on TF Jun 09 - JUN 2012.
I slightly updated it to see below. Anyway i won't trust any strategy with closing logic take profit.
A. it can lead to total crash
B. even though it position will hit TP it will leave you with open loosing position for several months, making no profit
Strategy name: Generated
Forex Strategy Builder v2.72.0.0
Exported on: 10/23/2012 10:03:16 AM

Description:
Modified by the strategy generator on 21/10/2012 15:22.

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Modified by the strategy generator on 21/10/2012 16:05.

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Modified by the strategy generator on 21/10/2012 16:21.

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Modified by the strategy generator on 22/10/2012 22:37.

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Modified by the strategy generator on 10/23/2012 10:01 AM.

Market: USDCHF 15 Minutes
Spread in pips: 10.00
Swap Long in pips: 0.50
Swap Short in pips: -2.50
Commission per lot at opening in CHF: 10.00
Slippage in pips: 3

Maximum open lots: 1.00
Entry lots: 0.10

Intrabar scanning: Not accomplished
Interpolation method: Pessimistic scenario
Ambiguous bars: 3
Tested bars: 78220
Balance: 1744 pips (6735.87 CHF)
Minimum account: -140 pips (4871.54 CHF)
Maximum drawdown: 745 pips (816.98 CHF)
Time in position: 47 %

[Strategy Properties]
     A same direction signal - Does nothing
     An opposite direction signal - Reverses the position
     Permanent Stop Loss - 900
     Permanent Take Profit - None
     Break Even - None

[Opening Point of the Position]
     SATL v2
     Enter the market at the Moving Average
     Base price  -  Close
     Use previous bar value  -  Yes

[Opening Logic Condition]
     SATL v2
     [ A ]   The Moving Average rises
     Base price  -  Open
     Use previous bar value  -  No

[Opening Logic Condition]
     SATL v2
     [ A ]   The bar opens above the Moving Average after opening below it
     Base price  -  Close
     Use previous bar value  -  Yes

[Opening Logic Condition]
     Money Flow Index
     [ A ]   The MFI rises
     Period  -  64
     Level  -  50
     Use previous bar value  -  Yes

[Opening Logic Condition]
     Gator Oscillator
     [ A ]   The Gator Oscillator expands
     Smoothing method  -  Weighted
     Base price  -  Typical
     Jaws period  -  184
     Jaws shift  -  166
     Teeth period  -  95
     Teeth shift  -  40
     Lips period  -  109
     Lips shift  -  3
     Use previous bar value  -  Yes

[Closing Point of the Position]
     Take Profit
     Exit at the Take Profit level
     Take Profit  -  432