Topic: How about this one EURUSD 1minute strategy

http://s23.postimg.org/9ivtjlbvr/ads_z.jpg


Strategy name: EURUSD1-2
Forex Strategy Builder v3.0.0.0
Exported on: 16.08.2013 02:58:54


Market: EURUSD 1 Minute
Spread in points: 44,00
Swap Long in Points: -3,00
Swap Short in Points: 0,00
Commission per lot at opening and closing in Points: 0,00
Slippage in points: 0

Use account % for margin round to whole lots
Maximum open lots: 20,00
Entry lots: 30,00% of the account for margin
Adding lots: 5,00% of the account for margin
Reducing lots: 10,00% of the account for margin

Intrabar scanning: Not accomplished
Interpolation method: Pessimistic scenario
Ambiguous bars: 0
Tested bars: 65369
Balance: 6732 points (7231,96 USD)
Minimum account: 0 points (500,00 USD)
Maximum drawdown: 90 points (89,89 USD)
Time in position: 87 %

[Strategy Properties]
     A same direction signal - Adds to the position
     An opposite direction signal - Reduces the position
     Permanent Stop Loss - None
     Permanent Take Profit - None
     Break Even - None

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

[Opening Logic Condition]
     EmaPredictive Moving Averages Crossover
     The Fast MA crosses the Slow MA upward
     Fast LongPeriod  -  57,4
     Fast ShortPeriod  -  195,4
     Fast ExtraTimeForward  -  13,0
     Slow LongPeriod  -  13,8
     Slow ShortPeriod  -  62,6
     Slow ExtraTimeForward  -  13,3
     Use previous bar value  -  Yes

[Opening Logic Condition]
     ALF
     ALF rises
     Base price  -  Median
     Lookback  -  24
     Median  -  10
     Shift  -  0
     Use previous bar value  -  Yes

[Opening Logic Condition]
     Bollinger Bands
     The bar opens below Upper Band
     Smoothing method  -  Simple
     Base price  -  Close
     MA period  -  17
     Multiplier  -  1,95
     Use previous bar value  -  Yes

[Closing Point of the Position]
     Week Closing 2
     Exit the market at the end of the day
     Base price  -  Close
     Day close hour  -  18
     Day close min  -  59
     Friday close hour  -  23
     Friday close min  -  54

[Closing Logic Condition]
     Intra-Day Momentum Oscillator
     The slow line changes its direction upward
     Smoothing method  -  Exponential
     Period  -  8
     Level  -  0,000
     Use previous bar value  -  No

[Closing Logic Condition]
     Relative Vigor Index
     RVI line changes its direction upward
     RVI period  -  37
     Use previous bar value  -  No

[Closing Logic Condition]
     Donchian Channel
     The bar closes above Upper Band
     Base price  -  High & Low
     Period  -  60
     Shift  -  2
     Use previous bar value  -  No

[Closing Logic Condition]
     Oscillator of Trix
     Oscillator changes its direction upward
     Smoothing method  -  Simple
     Base price  -  Open
     First Trix period  -  147
     Second Trix period  -  185
     Use previous bar value  -  No

[Closing Logic Condition]
     Market Facilitation Index
     The Market Facilitation Index rises
     Use previous bar value  -  No

Re: How about this one EURUSD 1minute strategy

You have some nice results.....!!

My 'secret' goal is to push EA Studio until I can net 3000 pips per day....

3 (edited by aysamatik 2013-08-16 02:52:24)

Re: How about this one EURUSD 1minute strategy

if the results are very good,i cant trust it.
Something must be wrong,i think.
Whats your opinion.

Re: How about this one EURUSD 1minute strategy

Run it on a demo account. As it is based on a 1 minute chart you should know if it it a winner pretty quickly.

Re: How about this one EURUSD 1minute strategy

SpiderMan wrote:

Run it on a demo account. As it is based on a 1 minute chart you should know if it it a winner pretty quickly.

I agree...... just get it on a chart for a few weeks and you will soon see the reality. The generator tells one story and we confirm it with using a forward test on a demo.... optimize frequently to stay with the current market...

As long as you have good data for your testing. all will be good. If you have inferior data.... future results could be a disaster.

I hope this one goes really well for you..!

My 'secret' goal is to push EA Studio until I can net 3000 pips per day....

Re: How about this one EURUSD 1minute strategy

I tried it on demo account nearly 2 weeks,it gains same on the chart.

Re: How about this one EURUSD 1minute strategy

If demo is showing a good result........ try it with a small position on a real account....

You have to satisfy yourself that you have tried it on demo for long enough, everyone has their own preferences for testing

My 'secret' goal is to push EA Studio until I can net 3000 pips per day....

Re: How about this one EURUSD 1minute strategy

With results like that I had to check it out. When I run a test on actual data between 01/07/13 and 16/08/13 it loses 50% of the equity, I don't know what is wrong. Here are my results:-

Strategy name: EURUSD1-2
Forex Strategy Builder v3.0.0.0
Exported on: 17/08/2013 1:20:22 PM

Market: EURUSD 1 Minute
Spread in points: 44.00
Swap Long in Points: -3.00
Swap Short in Points: 0.00
Commission per lot at opening and closing in Points: 0.00
Slippage in points: 0

Use account % for margin round to whole lots
Maximum open lots: 20.00
Entry lots: 30.00% of the account for margin
Adding lots: 5.00% of the account for margin
Reducing lots: 10.00% of the account for margin

Intrabar scanning: Not accomplished
Interpolation method: Random execution
Ambiguous bars: 0
Tested bars: 48818
Balance: -253 points (247.41 USD)
Minimum account: -253 points (247.41 USD)
Maximum drawdown: 300 points (299.81 USD)
Time in position: 92 %

[Strategy Properties]
     A same direction signal - Adds to the position
     An opposite direction signal - Reduces the position
     Permanent Stop Loss - None
     Permanent Take Profit - None
     Break Even - None

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

[Opening Logic Condition]
     EmaPredictive Moving Averages Crossover
     The Fast MA crosses the Slow MA upward
     Fast LongPeriod  -  57.4
     Fast ShortPeriod  -  195.4
     Fast ExtraTimeForward  -  13.0
     Slow LongPeriod  -  13.8
     Slow ShortPeriod  -  62.6
     Slow ExtraTimeForward  -  13.3
     Use previous bar value  -  Yes

[Opening Logic Condition]
     ALF
     ALF rises
     Base price  -  Median
     Lookback  -  24
     Median  -  10
     Shift  -  0
     Use previous bar value  -  Yes

[Opening Logic Condition]
     Bollinger Bands
     The bar opens below Upper Band
     Smoothing method  -  Simple
     Base price  -  Close
     MA period  -  17
     Multiplier  -  1.95
     Use previous bar value  -  Yes

[Closing Point of the Position]
     Week Closing 2
     Exit the market at the end of the day
     Base price  -  Close
     Day close hour  -  18
     Day close min  -  59
     Friday close hour  -  23
     Friday close min  -  54

[Closing Logic Condition]
     Intra-Day Momentum Oscillator
     The slow line changes its direction upward
     Smoothing method  -  Simple
     Period  -  8
     Level  -  0.000
     Use previous bar value  -  No

[Closing Logic Condition]
     Relative Vigor Index
     RVI line changes its direction upward
     RVI period  -  37
     Use previous bar value  -  No

[Closing Logic Condition]
     Donchian Channel
     The bar closes above Upper Band
     Base price  -  High & Low
     Period  -  60
     Shift  -  2
     Use previous bar value  -  No

[Closing Logic Condition]
     Oscillator of Trix
     Oscillator changes its direction upward
     Smoothing method  -  Simple
     Base price  -  Open
     First Trix period  -  147
     Second Trix period  -  185
     Use previous bar value  -  No

[Closing Logic Condition]
     Market Facilitation Index
     The Market Facilitation Index rises
     Use previous bar value  -  No

9 (edited by aysamatik 2013-08-17 06:46:33)

Re: How about this one EURUSD 1minute strategy

You do something wrong,its my results in same data horizon
http://s10.postimg.org/r35jg8v5h/ads_z.jpg

Be sure begining trade start,begining of the week.otherwise reduces signals may cause problem.

Here,xml file. try with this.

Post's attachments

EURUSD1-2.xml 16.07 kb, 49 downloads since 2013-08-17 

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Re: How about this one EURUSD 1minute strategy

http://s16.postimg.org/5w55iy7lt/FSBeurusd.jpg

I wish I could get your results!

Your XML file is identical to mine, the difference must be the data. What is the source of your data and what is the GMT offset?

Re: How about this one EURUSD 1minute strategy

maybe digits for the broker is in err.

My 'secret' goal is to push EA Studio until I can net 3000 pips per day....

Re: How about this one EURUSD 1minute strategy

SpiderMan wrote:

http://s16.postimg.org/5w55iy7lt/FSBeurusd.jpg

I wish I could get your results!

Your XML file is identical to mine, the difference must be the data. What is the source of your data and what is the GMT offset?


GMT +3 Turkey hour.

EURUSD1 minute destekfx data.
Here is the data link,you may download
http://www.mediafire.com/download/ayv5ftfcld14tch/EURUSD1.csv

Re: How about this one EURUSD 1minute strategy

Thanks for the link, I downloaded the data and it looks fairly similar except that the destekfx data has hundreds of gaps everywhere. I started to compare the missing gaps with my data but there are just too many. FSB has an option to fill in data gaps in the Market drop down menu.  If you use this it degrades the performance significantly but not to the extent of mine. Given the excellent performance of your strategy it would be good if some other forum members can test it with their data and post results.

Re: How about this one EURUSD 1minute strategy

I think its more useful for you,the other one is reducing when opposite signals given.if you trade in a wrong time,everything is different.
This ones is not have the same problem
http://s23.postimg.org/mx9tigvvr/ads_z.jpg

Post's attachments

EURUSD1-digeri.xml 15.69 kb, 41 downloads since 2013-08-17 

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15 (edited by aysamatik 2013-08-18 00:08:55)

Re: How about this one EURUSD 1minute strategy

SpiderMan wrote:

Thanks for the link, I downloaded the data and it looks fairly similar except that the destekfx data has hundreds of gaps everywhere. I started to compare the missing gaps with my data but there are just too many. FSB has an option to fill in data gaps in the Market drop down menu.  If you use this it degrades the performance significantly but not to the extent of mine. Given the excellent performance of your strategy it would be good if some other forum members can test it with their data and post results.

İ cant understand,the problem is my data or your data.if mine ,another corp. data i can use.Sorry for the mistake,its not destekfx,its trademasterfx data.

Re: How about this one EURUSD 1minute strategy

aysamatik wrote:

I think its more useful for you,the other one is reducing when opposite signals given.if you trade in a wrong time,everything is different.
This ones is not have the same problem
http://s23.postimg.org/mx9tigvvr/ads_z.jpg

That works well and the data gaps don't seem to be a problem. When you develop these strategies do you restrict the modelling data so you can then test it on new data the strategy hasn't seen before? If you don't then you run the risk of over optimising the strategy of curve fitting. The problem is then that when you run the strategy in real time it doesn't work.

Re: How about this one EURUSD 1minute strategy

The data I use is from Axitrader. I have uploaded the 1 min EURUSD data here:-
http://www.mediafire.com/view/vakd474an976mnk/EURUSD1.csv

Also I have put the 2 sets of data together in a spreadsheet to show the gaps:-
http://www.mediafire.com/view/bxcr3a4b46x4d65/EURUSD1axicompare.csv

Re: How about this one EURUSD 1minute strategy

SpiderMan wrote:

The data I use is from Axitrader. I have uploaded the 1 min EURUSD data here:-
http://www.mediafire.com/view/vakd474an976mnk/EURUSD1.csv

Also I have put the 2 sets of data together in a spreadsheet to show the gaps:-
http://www.mediafire.com/view/bxcr3a4b46x4d65/EURUSD1axicompare.csv

Thank you very much,i am trying it with that data

19 (edited by aysamatik 2013-08-18 03:46:38)

Re: How about this one EURUSD 1minute strategy

Hmm,why are they so different?
So we cant trust our data,can we?


http://s10.postimg.org/l1l3w5g39/ads_z.jpg

Re: How about this one EURUSD 1minute strategy

Yes,i finally got it.

http://s10.postimg.org/iotoell05/ads_z.jpg

I tried 4 different corp data, destekfx,trademasterfx,axitrader and oanda. Only Oanda gives different result. But it is not the same gmt with me.(nearly 7 hours).The others are the same.

Here xml file.
Expert friends could you tell me your opinion about strategy.

Post's attachments

EURUSD1-digeri-2.xml 16.12 kb, 46 downloads since 2013-08-19 

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Re: How about this one EURUSD 1minute strategy

It looks fine but I would want to see how it performs on new data it hasn't seen in a walkforward test.