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Supply & Demand EA
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Author:  DragosDanescu [ Sat Nov 19, 2011 10:06 am ]
Post subject:  Re: Supply & Demand EA
OldTrader wrote:I backtested on eu h1 tickdata as well, for past 6 months, very different from your test. Maybe you weren't using default settings? Got a set file?
Same here, results are deep in red...ideea seems really interesting, but I haven't got time to look at the code.
Author:  DING [ Sat Nov 19, 2011 12:59 pm ]
Post subject:  Re: Supply & Demand EA
Study your EA and did the initial test.
Thanks Ribelo , I have a good start ! :D

My backtest result, 2011/1/1~2011/9/1, EU,H1 TF, initial lot=0.1, Max DD=19%,JS=30
To avoid DD maybe in advance test with trend detection module,
or thinking to filter out some trading condition that should only for rally-base-drop or drop-base-rally,
or calculation trading threshold by seiden's Probability Evaluation table !
Author:  Ribelo [ Sat Nov 19, 2011 1:31 pm ]
Post subject:  Re: Supply & Demand EA
Damn.

This is incredibly frustrating when I well understand English, same time and unable to say practically anything.
I would like to here the supply and demand will be coding as a EA
I tried, but I really do not quite understand how in some places II_SubDem works. If only someone is interested and able to do it, it would be great.
or thinking to filter out some trading condition that should only for rally-base-drop or drop-base-rally
Currently II_SubDem rbd does not recognize and rbr. I have no idea how to make the EA tested the II_SubDem zone is RBR or RBD.
calculation trading threshold by seiden's Probability Evaluation table !
I do not know whether we are thinking about the same. Could you give a link, or explain?

.... forgive grammar mistakes.
Ribelo.
Author:  tex [ Sat Nov 19, 2011 1:33 pm ]
Post subject:  Re: Supply & Demand EA
Hi Ding,

which ea settings did u use for the backtest ?

thanks
Author:  Ribelo [ Sat Nov 19, 2011 1:36 pm ]
Post subject:  Re: Supply & Demand EA
I post ma EA settings in a moment.

I made a few changes in the code and is currently backtesting.

EDIT.

I checked the duration of each function in the code. There is nothing abnormal. Probably the only reason for which the backtest takes so long is the large number of objects drawn by II_SubDem.

EDIT.

Update in first post.
Author:  DING [ Sat Nov 19, 2011 3:45 pm ]
Post subject:  Re: Supply & Demand EA
Hi Ribelo,

I upload the Probability Enhancer document for you reference,
To coding these calculation should have some challenge.
I personally think to clarify RBR or RBD would be the key point.
Author:  Ribelo [ Sun Nov 20, 2011 8:41 pm ]
Post subject:  Re: Supply & Demand EA
Currently, I will try to code Probablity Enhencer. I should finish by the end of the next week.
Author:  Iamshakey [ Sun Nov 20, 2011 9:35 pm ]
Post subject:  Re: Supply & Demand EA
Hey, Thanks, Ribelo,

Am running on strat test now. Looks very promising. Thanks for sharing. Also, the supdem indie looks excellent. I haven't seen this before. It plays right into my own trading style. Have you traded this manually?

Thanks, Shake
Author:  Iamshakey [ Sun Nov 20, 2011 9:51 pm ]
Post subject:  Re: Supply & Demand EA
"As you can see, my English is not good. So I will not explain the details, because no one understands me .. probably" (from post 1)

Okay as I see it,
LONG;
1. The EA buys at support when price breaks out of supply and demand box.
2.If the trade goes your way, good for you.
3. If the trade goes wrong, and price moves short, the EA opens another long trade at the next S&D box, at an increased lot size. This pattern continues.
4. The Bot now has X number of losing trades open, and the final winner will cancel out the other losers, therefore accepting the smaller losses and keeping the bigger profit.

Opposite for SHORT.

Seems logical to me that this should work. Sooner or later, price WILL break out in your favor.

Is this basically correct?

Shake
Author:  Ribelo [ Sun Nov 20, 2011 10:19 pm ]
Post subject:  Re: Supply & Demand EA
If the trade goes wrong, and price moves short, the EA opens another long trade at the next S&D box, at an increased lot size. This pattern continues.
At the next S&D box above ReEntry Line.

The rest is correct.
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