Bears'n'Bulls EA - V1.05g - in forward- & live-test

[banzak]

I'm going to start some forward & back testing for Bulls & Bears..

Can you tell me what input variables can be adjusted? Day Range, Bulls Period, EMA Settings etc!!

JP

Hi JP,

you can play around with the following variables:
------------------- Basket ----------------
BasketMaxTrades = 5 // max. Trades in the Basket <--- try 5-10 here
BasketLotFaktor = 1.5 // Lotfactor for the next Trades <-- after you have a working setfile to max the profit

------------------- DayRange-Limiter ----------------
PercentageForRange = 80 // percentage when no trading is allowed <-- you can try here 90%

-------------------Timingsection----------------
Here you can adjust the trading-time

==========Bears/Bulls-Settings===========
BothValid = true <-- both signals have to go in the same direction

===============EMA-Settings==============
EMA_MinPipsDiff = 1 // min Pips-diff in H1 between ema5&ema20 for signal
EMA_MaxPipsDiff = 3 // max Pips-dif in H1 between ema5&ema20 for signal

All others can stay like in the working setfiles.

Regards,
Banzak

[theforexedge]

Banzak

Thank you for the suggestions...

I've run a back test using 99% Tick Data on both the EURUSD Strategies and get good results using Strategy 2, but the Drawdown was 34%, so any suggestions?

Strategy 1 has a big stop loss in December...I will run the test again, as I didnt save the report.

Next i will start some forward testing, based on your suggestions, but I'm finding the testing is very slow..so it might take a few days to complete.

JP

[banzak]

Banzak

Thank you for the suggestions...

I've run a back test using 99% Tick Data on both the EURUSD Strategies and get good results using Strategy 2, but the Drawdown was 34%, so any suggestions?

Strategy 1 has a big stop loss in December...I will run the test again, as I didnt save the report.

Next i will start some forward testing, based on your suggestions, but I'm finding the testing is very slow..so it might take a few days to complete.

JP

Hi JP,

great news! the drawdown is normal for this strategy, so I didn't find any solution yet. my best drawdown was something around 20%.

the V1.02 had different entry & exit-points so the DD wasn't so high... but maybe I will find a solution one day..

Stav01 asked if it's good to use NonLag Bull_Bear_mtf+alerts.mq4 for the entry&exit and I think I will give it a try and use only this indicator for all. lets see whats happening.

And yes, the BT's are very slow and I really don't know how to make it faster. if anybody has an idea please share it.

Regards,
Banzak

[theforexedge]

Banzak...

I will back test the GBPUSD strategy overnight, and then will run a forward test over this weekend to see if we can reduce the drawdown.

It's a shame that Empty4 Crap Tester only utilises 1 CPU Core...!

Anyway I hope I can help as much as I can with the testing..

JP

[banzak]

Banzak...

I will back test the GBPUSD strategy overnight, and then will run a forward test over this weekend to see if we can reduce the drawdown.

It's a shame that Empty4 Crap Tester only utilises 1 CPU Core...!

Anyway I hope I can help as much as I can with the testing..

JP

JP

thanks for your effort... Yes it's really a shame... I also thought about of porting the EA to MT5, but there are not enough criminals supporting that. and I don't know how many features (=bugs) there hidden...

You really help in finding the right settings, so I have more time to code.

ps. as I wrote my vision is to find 5 symbols working, then we can put them all together on one demo and give it a try.

Regards,
Banzak

[Wiggy1965]

DESCRIPTION OF THE SETTINGS:
---------------- Common Settings ----------------
EANumber = 1 // Nr. for EA
TradePrefix="Bears'n'Bulls-#" // Comment-Prefix for Trades
AllowTrade=true // Trading allowed?
CanPrint=false // Print Debug-Messages?
CriminalIsECN=true // Criminal is 5-digits
------------------- Basket ----------------
Basket = false // enable Basket?
BasketMaxTrades = 5 // max. Trades in the Basket
BasketLotFaktor = 1.5 // Lotfactor for the next Trades
-------------- Close-Conditions ----------------
BasketMinProfit = 1.00 // min. Profit in Currency to Close the Basket
BasketCloseAllWithProfit = false // Close Basket only if all Trades are profitable?
EntryDelayAfterClose = 5 // Entrydelay in minutes for the next Baskettrade
-------------- Open-Conditions ----------------
BasketOpenTradeOnProfit = true // only open trades on profit
BasketHedge = false // open hedge-trade
BasketMinMargin = 500 // min. Margin of the account to open any Trades
BasketTimeBetweenOrders = 5 // Delay in minutes between each Basket
-------------- Emergency-Close ----------------
EMCloseBasket = false // Emergency-Close of the Basket?
BasketCloseLevel = 75 // Percentage of DD when the Basket will be closed

---------------- Settings ----------------
------------------- DayRange-Limiter ----------------
UseDayRangeLimiter = false // limit DayRange for trading
CandlesUsedForRange = 50 // candles used to calculate the dayrange
PercentageForRange = 80 // percentage when no trading is allowed
------------------- NFP-Lock ----------------
CheckNFP = false // Check for NFP-Day?
NFP_TimeToStop = 12 // Time to stop on this day in Hours
-------------------Risk and Moneymanagement----------------
MoneyManagement = true // Use Money-Management?
EQClusterLevel = 50.0 // Percentage of equity used for calc
Risk = 2 // Risk-Level
Lots=0.1 // Lotsize if MM=false
MaxLots=7 // max. Lotsize
Slippage=1
-------------------Definition of ExtraLots----------------
ExtraLots=1 // Factor for the Lotsize of the Extra-Trade
-------------------Timingsection----------------
MondayOpenTime="00:00"
FridayCloseTime="20:00"
// Format for Time1-Time5 must be e.g. 08:00 22:00, when you want to trade every day from 8-22.
// when you want to exclude 9:00 on every day it must be for
// Time1: 08:00 8:45 Time2-Time5:09:15 22:00
StartStop_Time1="00:00 23:59"
StartStop_Time2="00:00 23:59"
StartStop_Time3="00:00 23:59"
StartStop_Time4="00:00 23:59"
StartStop_Time5="00:00 23:59"
Exclude_day1="2009.09.04 15:00 18:00" // Here you can exclude special days
Exclude_day2="2009.09.04 15:00 18:00"
Exclude_day3="2009.09.04 15:00 18:00"
Exclude_day4="2009.09.04 15:00 18:00"
Exclude_day5="2009.09.04 15:00 18:00"
NotifyDateFormat="Just to notify: YYYY.MM.DD"

---------------- Indicators ----------------
==========Bears/Bulls-Settings===========
UseBearsBulls = false // Use Indicator
Bears_Period = 5 // Period2Use
Bulls_Period = 5 // Period2Use
===============EMA-Settings==============
UseEMA = false // use EMA
EMA_Short = 5 // period for 1st ema
EMA_Long = 20 // period for 2nd ema
EMA_MinPipsDiff = 1 // min Pips in H1 for signal
EMA_MaxPipsDiff = 3 // max Pips in H1 for signal

Banzak,

Are these your recommended setting, as they dont seem to be the same settings that are in the two set files you provided on post 1....

http://www.stevehopwoodforex.com/phpBB3 ... 706#p36706

Also, I beleive i have the EA running now, however i see "Server-Time" and "Local-Time" don't appear to be correct....Are these meant to represent the actual tiems of server and local, or are they some kind of time variation indication....a little confusing...

I'm getting the following:-
Server-Time: 00:00:02
Local-Time: 00.00.11

Regards
Wiggy

[banzak]

Banzak,

Are these your recommended setting, as they dont seem to be the same settings that are in the two set files you provided on post 1....

http://www.stevehopwoodforex.com/phpBB3 ... 706#p36706

Also, I beleive i have the EA running now, however i see "Server-Time" and "Local-Time" don't appear to be correct....Are these meant to represent the actual tiems of server and local, or are they some kind of time variation indication....a little confusing...

I'm getting the following:-
Server-Time: 00:00:02
Local-Time: 00.00.11

Regards
Wiggy

Hi Wiggy,

the settings in the Post are not the recommended settings, the recommended settings you get from Post #1.
The Server-Time and Local-time is a bug that I have to fix, but don't worry the robot is working correctly, this will be fixed in the next version.

Regards,
Banzak

[Wiggy1965]

OK, I have the EA running on Pound and Euro, should it have traded today....? as i have no trades...?

I have the BnB EMA_v02 indicator running on a 1H Euro charge and it does have a down arrow at 12:00 (GMT +2) is this a trade indication that the EA should have picked up on...?

Just to be clear, i have the EA running on both a 15M Pound and Euro charts, no other indicators, apart from a Exposure indicator...I then have just a standalone chart described above with the BnB_EMA_v02 indi and a Bears and Bulls indicator, just to try and understand what the trade setup looks like...

Does the above seem or, what am i missing...?

Oh, i have attached the SET file....

My broker (Crim) is FXTG and i have a 10k demo ECN account...

Thanks again Banzak...

Regards
Wiggy

[banzak]

OK, I have the EA running on Pound and Euro, should it have traded today....? as i have no trades...?

On my demo at HotForex, you can take a look at my signature, there was a trade today on EURUSD and yesterday on GBPUSD. I will post my setfiles later when I'm coming home.

I have the BnB EMA_v02 indicator running on a 1H Euro charge and it does have a down arrow at 12:00 (GMT +2) is this a trade indication that the EA should have picked up on...?

This indicator is only a guide if you are trying to understand what the robot is doing. The signals are not the same, cause I'm not programming all of the changes also in the indicator. The arrows are only for help with manual trading. Also the Bulls&Bears are only a guide, cause I implemented all indicator direct to the EA.

Just to be clear, i have the EA running on both a 15M Pound and Euro charts, no other indicators, apart from a Exposure indicator...I then have just a standalone chart described above with the BnB_EMA_v02 indi and a Bears and Bulls indicator, just to try and understand what the trade setup looks like...

I'm on a manual to describe how to manage to get a setfile. There I try to describe whats in my head and the EA for all to better understand what's going on.

Yes, this sounds impossible, but I'm trying it..

Does the above seem or, what am i missing...?
Oh, i have attached the SET file....
My broker (Crim) is FXTG and i have a 10k demo ECN account...
Thanks again Banzak...
Regards
Wiggy

On the weekend I will take a look at your setfile and give it a run, when I have something I will post it here.

Regards,
Banzak

[banzak]

Hi all,

I decided to program a MT5-Version of my EA. I hope I will get next week the 1st-alpha-release..

Wish you all a nice weekend.

Regards,
Banzak