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3 Little Pigs System Automation
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Author:  SpiderX [ Wed Dec 25, 2013 1:59 pm ]
Post subject:  Re: 3 Little Pigs System Automation

Hi Tommaso,

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

Cheers
Author:  SpiderX [ Thu Dec 26, 2013 1:36 am ]
Post subject:  Re: 3 Little Pigs System Automation

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
Author:  fxdaytrader [ Thu Dec 26, 2013 9:56 am ]
Post subject:  Re: 3 Little Pigs System Automation

ops, i forgot to explain that.

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

H1 is different, same system but for h1, h4, d1 ...
Author:  SpiderX [ Mon Dec 30, 2013 4:20 am ]
Post subject:  Re: 3 Little Pigs System Automation

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
Author:  SpiderX [ Mon Dec 30, 2013 5:33 am ]
Post subject:  Re: 3 Little Pigs System Automation

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

Cheers
Author:  milanese [ Mon Dec 30, 2013 8:23 am ]
Post subject:  Re: 3 Little Pigs System Automation

Hi Spider,

many thanks for your backtesting with Protrader ..

Cheers :)

Tommaso
Author:  SpiderX [ Mon Dec 30, 2013 8:26 am ]
Post subject:  Re: 3 Little Pigs System Automation

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
Author:  SpiderX [ Mon Dec 30, 2013 1:05 pm ]
Post subject:  Re: 3 Little Pigs System Automation

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
Author:  milanese [ Mon Dec 30, 2013 1:41 pm ]
Post subject:  Re: 3 Little Pigs System Automation

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
Author:  SpiderX [ Mon Dec 30, 2013 2:52 pm ]
Post subject:  Re: 3 Little Pigs System Automation

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
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