3 Little Pigs System Automation

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SpiderX
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Re: 3 Little Pigs System Automation

Post by SpiderX »

Hi Tommaso,

That was lightning fast speed which you came out with this bot. :clap:
Thanks !

Cheers
"Love is patient, love is kind. It does not envy, it does not boast, it is not proud. It does not dishonor others, it is not self-seeking, it is not easily angered, it keeps no record of wrongs.Love does not delight in evil but rejoices with the truth. It always protects, always trusts, always hopes, always perseveres."
-Corinthians 13:4-8
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SpiderX
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Re: 3 Little Pigs System Automation

Post by SpiderX »

Hi,

Have got a question:

Code: Select all


void AdjustTFforH4() {
 HighTF = 240;
 MedTF  = 240;
 LowTF  = 240;
 HighTfMaPeriod = 1650;//55;//if you would like to craptest the ea, change it to 1650 (which is weekly 55 x 5 x 6) //for d1-h4-h1 change it to 1320
 MedTfMaPeriod = 126;//21;//if you would like to craptest the ea, change it to 126 (which is daily 21 x 6) //for d1-h4-h1 change it to 84
}

void AdjustTFforH1() {
 HighTF = 60;
 MedTF  = 60;
 LowTF  = 60;
 HighTfMaPeriod = 1320;//55;//if you would like to craptest the ea, change it to 1650 (which is weekly 55 x 5 x 6) //for d1-h4-h1 change it to 1320
 MedTfMaPeriod = 84;//21;//if you would like to craptest the ea, change it to 126 (which is daily 21 x 6) //for d1-h4-h1 change it to 84
}
Why is the period shorter for H1 compared to H4 ?
Shouldnt it be 4 times of H4 ?

Cheers
"Love is patient, love is kind. It does not envy, it does not boast, it is not proud. It does not dishonor others, it is not self-seeking, it is not easily angered, it keeps no record of wrongs.Love does not delight in evil but rejoices with the truth. It always protects, always trusts, always hopes, always perseveres."
-Corinthians 13:4-8
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fxdaytrader
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Re: 3 Little Pigs System Automation

Post by fxdaytrader »

ops, i forgot to explain that.

H4 is the system-rules (h4, d1, w1).

H1 is different, same system but for h1, h4, d1 ...
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SpiderX
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Re: 3 Little Pigs System Automation

Post by SpiderX »

Hi,

Just for fun backtesting on Protrader 3, Dukascopy 1 minute candle data from 01 Dec 2011-01 Dec 2013.
Have to commend Tommaso/fxdaytrader for writing the code well so the backtesting of this EA does not take a ridiculous amount of time. (around 30 minutes, so still pretty alright :D )

Have set the take profit and stoploss as suggested, and didnt set Adjust H4 or H1 as true.
End result: The EA worked well for the beginning of the period then seem to gave up on the gains from probably around mid-late 2012 onwards.
2013 was not a good year.

Cheers
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"Love is patient, love is kind. It does not envy, it does not boast, it is not proud. It does not dishonor others, it is not self-seeking, it is not easily angered, it keeps no record of wrongs.Love does not delight in evil but rejoices with the truth. It always protects, always trusts, always hopes, always perseveres."
-Corinthians 13:4-8
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SpiderX
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Re: 3 Little Pigs System Automation

Post by SpiderX »

Extended back another 2 years.
Overall flat over 4 years.

Cheers
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"Love is patient, love is kind. It does not envy, it does not boast, it is not proud. It does not dishonor others, it is not self-seeking, it is not easily angered, it keeps no record of wrongs.Love does not delight in evil but rejoices with the truth. It always protects, always trusts, always hopes, always perseveres."
-Corinthians 13:4-8
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milanese
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Re: 3 Little Pigs System Automation

Post by milanese »

Hi Spider,

many thanks for your backtesting with Protrader ..

Cheers :)

Tommaso
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SpiderX
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Re: 3 Little Pigs System Automation

Post by SpiderX »

milanese wrote:Hi Spider,

many thanks for your backtesting with Protrader ..

Cheers :)

Tommaso

Hi Tommaso,

Thanks for making the bot "testable".
Wouldnt have done it if the projected simulation time was a day or two :)
Hopefully, someone else can conduct the same test and come to the same conclusion.

Cheers
"Love is patient, love is kind. It does not envy, it does not boast, it is not proud. It does not dishonor others, it is not self-seeking, it is not easily angered, it keeps no record of wrongs.Love does not delight in evil but rejoices with the truth. It always protects, always trusts, always hopes, always perseveres."
-Corinthians 13:4-8
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SpiderX
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Re: 3 Little Pigs System Automation

Post by SpiderX »

btw Tommaso,

Would you like to take the challenge and make a "slimmer" version of BASA ?
The current version takes wayyyy too long to backtest.

Cheers
"Love is patient, love is kind. It does not envy, it does not boast, it is not proud. It does not dishonor others, it is not self-seeking, it is not easily angered, it keeps no record of wrongs.Love does not delight in evil but rejoices with the truth. It always protects, always trusts, always hopes, always perseveres."
-Corinthians 13:4-8
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milanese
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Re: 3 Little Pigs System Automation

Post by milanese »

Hi Spider,

did you try it to backtest in Protrader? How long has it taken?
BASA is very well programmed what you can see in the cpu use... even if you run a lot of instances parallel.

Cheers :)

Tommaso
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SpiderX
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Re: 3 Little Pigs System Automation

Post by SpiderX »

milanese wrote:Hi Spider,

did you try it to backtest in Protrader? How long has it taken?
BASA is very well programmed what you can see in the cpu use... even if you run a lot of instances parallel.

Cheers :)

Tommaso

Yes. Tried.
6 month backtest on 1 min candles.....Protrader estimates it takes 5 days 2 hours and it stopped there....processing not continued.


Cheers
"Love is patient, love is kind. It does not envy, it does not boast, it is not proud. It does not dishonor others, it is not self-seeking, it is not easily angered, it keeps no record of wrongs.Love does not delight in evil but rejoices with the truth. It always protects, always trusts, always hopes, always perseveres."
-Corinthians 13:4-8
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