Macd Stochastic Fractal MA5/25 Daily Marylin

Locked
TraderDesk
Trader
Posts: 479
Joined: Wed Nov 16, 2011 2:12 pm
Location: Estonia

Re: Macd Stochastic Fractal MA5/25 Daily Marylin

Post by TraderDesk »

phil_trade » Thu Jan 09, 2014 9:56 am wrote:One thing I wonder to know about PT3 is :

Where data come from for Market depth with PT3 demo account ?
Same about data feed ?

Anyone knows ?

Philippe
When I was playing with they were using an LMAX feed as feed and market depth....
TraderDesk
phil_trade

Re: Macd Stochastic Fractal MA5/25 Daily Marylin

Post by phil_trade »

TraderDesk » 12 minutes ago wrote:
phil_trade » Thu Jan 09, 2014 9:56 am wrote:One thing I wonder to know about PT3 is :

Where data come from for Market depth with PT3 demo account ?
Same about data feed ?

Anyone knows ?

Philippe
When I was playing with they were using an LMAX feed as feed and market depth....
How to estimate the representativeness of the volumes and the market depth of order with regard to the global market ?
in other word, can we trust this information to confirm a trade entry or exit ?

I will work on this in 2014 ! What do you think about it?
Radar
Trader
Posts: 437
Joined: Fri Mar 23, 2012 5:39 pm
Location: Round the bend ;)

Re: Macd Stochastic Fractal MA5/25 Daily Marylin

Post by Radar »

Hey Zanzistor,

The only thing Empty4's slacktester is good for is testing code, and looking for bugs, (and it doesn't catch all the bugs that well, either).

If you ever get a good backtest result with that piece of crap, DO NOT use those settings for live trading, 'cos you'll lose your shirt.

I'm waiting for the next update of ProTrader3 so that I can continue backtesting MM with that, as the current version of PT3 has some minor inconsistencies in the backtester. The next version is due next week.

Have fun!
Radar =8^)
Check out my new, (well, old now), manual trade & automatic scale-in manager,
StackManV2
User avatar
milanese
TechAdmin
Posts: 3293
Joined: Wed Jan 09, 2013 9:02 am
Location: btr rdx, r8 +

Re: Macd Stochastic Fractal MA5/25 Daily Marylin

Post by milanese »

Yes it is the indicator will only work if you have almost 100 dailybars on the chart, needed for the calculations, seems that the data you use for backendtesting is not very accurate ;) This message warns you that the SR indicator is not working. And for sure you can't compare a Empty4 Backendtest to real live trading never..

Cheers :)

Tommaso
Global Prime is the official SHF broker :yahoo:
Searching for Servers and Workstations with individual configuration?
Just PM
:smile: Click here to go to the BoardKnowledgeBase
NOTE: Cookies and JavaScript are required for the using the board, with full functionality
User avatar
milanese
TechAdmin
Posts: 3293
Joined: Wed Jan 09, 2013 9:02 am
Location: btr rdx, r8 +

Re: Macd Stochastic Fractal MA5/25 Daily Marylin

Post by milanese »

zanzistor » Sun Jan 12, 2014 1:47 pm wrote:Tommaso thank for the update...
I do not know, is dukascopy feed, as you can see, zero errors!
i don't want to compare anything... the only thing i saw is that Empty4 version, opens differently from the windev version from phil..
So i tried to backtest, to see why open in different mode...
By the way, if someone can give some accurate backtest, could be appreciate,
or
let me understand where i failed in the backtest...
Thanks so much..

As Radar had responded, there will be never an accurate Empty4 backendtest, possible to compare to live results..
wait for him testing MM with the new Protrader version..;)

Cheers :)

Tommaso
Global Prime is the official SHF broker :yahoo:
Searching for Servers and Workstations with individual configuration?
Just PM
:smile: Click here to go to the BoardKnowledgeBase
NOTE: Cookies and JavaScript are required for the using the board, with full functionality
phil_trade

Re: Macd Stochastic Fractal MA5/25 Daily Marylin

Post by phil_trade »

zanzistor » Today, 15:47 wrote:Tommaso thank for the update...
I do not know, is dukascopy feed, as you can see, zero errors!
i don't want to compare anything... the only thing i saw is that Empty4 version, opens differently from the windev version from phil..
So i tried to backtest, to see why open in different mode...
By the way, if someone can give some accurate backtest, could be appreciate,
or
let me understand where i failed in the backtest...
Thanks so much..
"let me understand where i failed in the backtest..." Empty4 couldn't backtest multi-pairs and Marilyn IS a multi-pair EA. Minimum Free margin is for a basket of pairs not a single pair for example.

You can't trust Empty4 data...

and so on...

cheers

Philippe
hardpike
Posts: 3
Joined: Sat May 12, 2012 7:59 pm

Re: Macd Stochastic Fractal MA5/25 Daily Marylin

Post by hardpike »

Hi ZanZistor
my backtesting with 40B and the sets of the PDF are much better than this.... I got profit in eur/usd GBP/USD usd/chf I didnt backtest more yet.

your results are quite strange for me. be sure that the SETs are correct. something should be wrong with your backtesting.

do this trick

even if the bot is diary, as is harcoded in the code, try to backtest using 1 min or 5 min in Empty4. This is much more realistic, regarding this bot, than other tests.

check if you get different results in this way

regards
phil_trade

Re: Macd Stochastic Fractal MA5/25 Daily Marylin

Post by phil_trade »

Hi HardPike

Welcome on board !

Could you please publish you backtest results and setting for this 40B version !

cheers

Philippe
User avatar
mirador
Trader
Posts: 67
Joined: Thu Nov 14, 2013 1:00 pm

Re: Macd Stochastic Fractal MA5/25 Daily Marylin

Post by mirador »

Salut Phil,

Here is a backtest for EURUSD from 2008 to 2013. Results are good but the best settings I found are very different from the pdf. I have serious doubt about settings in pdf because I never get the same when optimazing other pairs.

I would like to know if I am in the right direction or not with these results. Are they looking like yours ?

If yes, just tell me wich pair, period and TF to test, and I will post my results.

Cheers
You do not have the required permissions to view the files attached to this post.
AGT
Trader
Posts: 889
Joined: Thu Nov 17, 2011 7:20 pm
Location: Germany

Re: Macd Stochastic Fractal MA5/25 Daily Marylin

Post by AGT »

ONLY: to make it sure - you all do the BT's using tick data ... and you do not simply BT's using the crappy Empty4 strategy tester as its own ?
Locked

Return to “Automated trading systems”