Topic: 65000 pips 1m-03.08.20011-23.08.2011 Max equity drawdown 23,11 %
ok
Create and Test Forex Strategies
You are not logged in. Please login or register.
Forex Software → Forex Strategies → 65000 pips 1m-03.08.20011-23.08.2011 Max equity drawdown 23,11 %
ok
Result
Jpeg
Hi,
thanks for posting but the strategy do not load on the trader. The error shows that there is no parabolic SAR (HTF)
The HTF indicators were full of bugs. Use the WTF indicators from this thread:-
)))
I have downloaded HTF Parabolic SAR.cs 14.99 kb but the error still appears. sry for the question. im new here
Put it in the custom indi folder.
))
))
Real-Test-invest
IBFX-MT4-Demo2
Login: 7054442
Investor : eha8peh (read only password)
Server: ibfx.com:443
Put it on the test. While the costs. Do not know how long it'll be tested. See as long as necessary.
http://www.fastbrokers.com
http://www.vantagefx.com
Els also suitable brokers rapid execution.
Did someone examine the indicator to find out if errors.
I recognize that some of those indicators had problems, perhaps this one is ok.
Kostefan:
Thanks for posting your research...!!
Good to find someone who will fix the indicator will correct the error if it is.
The real test for the indicator is your live testing on more than one platform......... if that is satisfactory for a few weeks, i think you can trust that the indicator is doing what you need to be done.
The real test for the indicator is your live testing on more than one platform......... if that is satisfactory for a few weeks, i think you can trust that the indicator is doing what you need to be done.
Faults of HTF come up pretty quickly, let it make ~10 trades, cross-reference with FSB and you've got an idea whether it's ok or not.
Well, he has done hundreds of trades on a volatile pair so it could be that the indicator is fine.
I hope it is.... looks like he has potential to retire by the end of next week. LOL
Hi Kostefan,
HTF bug -- the higher time frame is based on the number of bars, not the time of the bar. The cycle depends on the first bar of data in your data set.
Problem -- the Parabolic SAR HTF values will change most times you open Forex Strategy Trader. Real time trades may not match Forex Strategy Builder backtest trades on same time period (eg, Aug - Sept).
How to see bug:
1) run backtest in FSB, take screenshot of chart
2) open your data file
3) delete first 2 lines
4) run backtest in FSB again
5) compare time of bar for indicator values
ex: Run 1 -- 1:00, 1:05, 1:10, 1:15, 1:20, ... n
Run 2 -- 1:02, 1:07, 1:12, 1:17, 1:22 ... n
WTF fix -- higher time frames indicator values should be on time of the bar, not number of bars
How to verify fix:
1) run backtest in FSB, take screenshot of chart, or equity balance
2) open your data file
3) delete first 2 lines
4) run backtest in FSB again
5) compare time of bar for indicator values
ex: Run 1 -- 1:00, 1:05, 1:10, 1:15, 1:20, ... n
Run 2 -- 1:05, 1:10, 1:15, 1:20, ... n
This was the main problem with the HTF indicators. Users noticed the indicator values changed when they tested the same time period with a different data download. Or, the indicator values in FSB backtest at the end of the week did not match the values they saw during the week in live trading on FST. This happens if you open FST at different times of day varying around the 5-minute cycle -- ex, Monday at 9:03, Tuesday at 9:01, Wed at 9:09. It also appears if you lose a couple of bars of data, or if your data provider varies in giving last day's data at 16:00, 16:01, or 16:02, etc. Lots of problems going over holidays or half-days.
It is possible, on 1-minute, with 5-minute higher time frame, the time and bar sizes are small enough that this difference is not significant. But it is not good to depend on that for testing, for good testing it is best to eliminate inconsistency and unreliability even if it's small. If not you are hoping some random variability will balance out, but this will have unexpected results at sme time in the future since most time-based data have distributions with fat tails.
Thanks for the explanation..... apparently you have had a thorough look..... and tested carefully.
I hope it is.... looks like he has potential to retire by the end of next week. LOL
I know the feeling! And the emotion after that feeling is even more familiar. Long story short - demo it live.
Some time ago I went straight live with a strat similar to this, fortunately it won nearly 50% of trades, therefore I ended in a marginal loss when I found out that it was a buggy indi behind my retirement plan.
I have had similar experience and had to 'top up' more than once.
I am super cautious now, now matter how great the results are.
I use a lot of bars for testing and sometimes get impatient, it is a lot easier to deal with impatience than feeling the pain of huge losses.
Real-Test-invest
IBFX-MT4-Demo2
Login: 7054442
Investor : eha8peh (read only password)
Server: ibfx.com:443
+500 $
While growth. Today I have not included the entire day.
now started to VPS
Could you publish your strategy results via http://www.mt4i.com or http://www.myfxbook.com
Real-Test-invest
IBFX-MT4-Demo2
Login: 7054442
Investor : eha8peh (read only password)
Server: ibfx.com:443+500 $
Forex Software → Forex Strategies → 65000 pips 1m-03.08.20011-23.08.2011 Max equity drawdown 23,11 %
Powered by PunBB, supported by Informer Technologies, Inc.