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Monday Zone Break Out EA
https://www.stevehopwoodforex.com/phpBB3/viewtopic.php?t=3282		 Page 11 of 22
Author:  nonlinear [ Tue Feb 25, 2014 4:57 am ]
Post subject:  Monday Zone Break Out EA
Hey Tammaso, I have to check my data (having just loads of fun trying to import solid data in the new build), but at first glance, it looks like something (perhaps the indicator) is not working off of open prices in H1. When I run tests on H1 open prices, I don't get any trades like I do on tick data. If I can get a quick open price test to match a 99% tick data test on H1, even over a month, then I know it is working correctly off of bar open. I will try again in the morning -- too much wine at the moment :)
Author:  milanese [ Tue Feb 25, 2014 6:54 am ]
Post subject:  Monday Zone Break Out EA
nonlinear » Tue Feb 25, 2014 4:57 am wrote:Hey Tammaso, I have to check my data (having just loads of fun trying to import solid data in the new build), but at first glance, it looks like something (perhaps the indicator) is not working off of open prices in H1. When I run tests on H1 open prices, I don't get any trades like I do on tick data. If I can get a quick open price test to match a 99% tick data test on H1, even over a month, then I know it is working correctly off of bar open. I will try again in the morning -- too much wine at the moment :)
Hi,

it is coded to check the closed and the open price ( at the new candle open), as we need candle must close > the pending price or < and than it opens at the open of the next candle (if spread ok ecc), so testing without tick data makes no sense..

Cheers :)

Tommaso
Author:  nonlinear [ Tue Feb 25, 2014 12:46 pm ]
Post subject:  Monday Zone Break Out EA
Hmmm, I see. Is it possible to have it conduct all the checks at candle open?
Author:  milanese [ Tue Feb 25, 2014 12:51 pm ]
Post subject:  Monday Zone Break Out EA
nonlinear » Tue Feb 25, 2014 12:46 pm wrote:Hmmm, I see. Is it possible to have it conduct all the checks at candle open?
It will only trade at candle open and the checks for the trade are made at candle open in this version, but it will not trade direct at candle open if the spread not is meeting the conditions..
using only opendata in backtest will not work, too because of the zone building process, that needs in every case all data.
But I will later look to do some modifications that it meets more the idea you have..
Cheers :)

Tommaso
Author:  milanese [ Tue Feb 25, 2014 1:08 pm ]
Post subject:  Monday Zone Break Out EA
nonlinear » Tue Feb 25, 2014 12:46 pm wrote:Hmmm, I see. Is it possible to have it conduct all the checks at candle open?
Ok here you go, this version should do what you want..
MondayBreakoutSR_NLa_6xx.mq4
Cheers :)

Tommaso
Author:  nonlinear [ Tue Feb 25, 2014 1:42 pm ]
Post subject:  Monday Zone Break Out EA
That didn't do it. Still getting trades with every tick, but none with open only prices. Also, getting these errors too in craptestgenerator (in tick mode):

unmatched data error (low value 141.30200 at 2013.12.11 04:00 is not reached from the least timeframe, low price 141.36500 mismatches), followed by repeated unmatched data errors (volume limit 6999 at 2014.02.25 15:00 exceeded).

Hope I am not clogging the thread. Thanks Tommaso.
Author:  milanese [ Tue Feb 25, 2014 1:55 pm ]
Post subject:  Monday Zone Break Out EA
nonlinear » Tue Feb 25, 2014 1:42 pm wrote:That didn't do it. Still getting trades with every tick, but none with open only prices. Also, getting these errors too in craptestgenerator (in tick mode):

unmatched data error (low value 141.30200 at 2013.12.11 04:00 is not reached from the least timeframe, low price 141.36500 mismatches), followed by repeated unmatched data errors (volume limit 6999 at 2014.02.25 15:00 exceeded).

Hope I am not clogging the thread. Thanks Tommaso.
This means that the historical data in your history center can not be matched between different timeframes, a problem caused of bad history data..
You can't backendtest with only open data, as for the zone building will in every case (!) needed full tick data, please test it on demo or with full tick data..
This version opens only at candle open..

Cheers :)

Tommaso
Author:  nonlinear [ Tue Feb 25, 2014 1:56 pm ]
Post subject:  Monday Zone Break Out EA
Ahh, I should have figured. Let me fix the crap data first. :arrrg:
Author:  mirador [ Wed Feb 26, 2014 12:38 am ]
Post subject:  Monday Zone Break Out EA
Here is a result for TP3X2 with EJ. Profitability is much better then TP3. Optimized settings are different.

Profit factor: 2.37
DD: 15%
Win Short: 81%
Win Long: 67 %

MZBO is starting to be a serious contender...

Considering the great win %, don't you think MZBO could grab more profit if we could have the choice to close profitable trade on Friday (let say 4 hours before closing time where spread is not too high), in order to be ready on Monday to open new trades. I am curious about it. I think we should be able to pick the mimimum profit percentage to close trade. Like if trade don't make at least 20% profit, don't close it on Friday.

What do you think ?

...now working on SR_6xx version but tests are much longer to achieve.

Cheers,
Author:  milanese [ Wed Feb 26, 2014 12:52 am ]
Post subject:  Monday Zone Break Out EA
mirador » Wed Feb 26, 2014 12:38 am wrote:Here is a result for TP3X2 with EJ. Profitability is much better then TP3. Optimized settings are different.

Profit factor: 2.37
DD: 15%
Win Short: 81%
Win Long: 67 %

MZBO is starting to be a serious contender...

Considering the great win %, don't you think MZBO could grab more profit if we could have the choice to close profitable trade on Friday (let say 4 hours before closing time where spread is not too high), in order to be ready on Monday to open new trades. I am curious about it. I think we should be able to pick the mimimum profit percentage to close trade. Like if trade don't make at least 20% profit, don't close it on Friday.

What do you think ?

...now working on SR_6xx version but tests are much longer to achieve.

Cheers,

Thank you very much for your testing, looks very interesting! And your ideas are always a very good pool for the development of the EA :good:
The friday close module is already inside look this settingextern bool UseCloseFriday=false; if you set it to true it should work (I must say I have it never tested out with this EA but in general it should work)

Cheers :)

Tommaso
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