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| Multi 10:4 Trader EA https://www.stevehopwoodforex.com/phpBB3/viewtopic.php?t=1619 |
Page 127 of 160 |
| Author: | 6y588 [ Thu May 16, 2013 2:05 pm ] |
| Post subject: | Re: Multi 10:4 Trader EA |
I am using Dukascopy tick data to backtest. But looking at the code and iCustom, this may take a long while. I will start with YTD data on GU, but any reason why we use M5 for period? |
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| Author: | KevinT [ Thu May 16, 2013 2:09 pm ] |
| Post subject: | Re: Multi 10:4 Trader EA |
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| Author: | MrLong [ Thu May 16, 2013 2:22 pm ] |
| Post subject: | Re: Multi 10:4 Trader EA |
No need to block anything from YAD, should run ootb. |
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| Author: | 6y588 [ Thu May 16, 2013 2:35 pm ] |
| Post subject: | Re: Multi 10:4 Trader EA |
Backtested GbpUsd, M5, Every Tick, 1Jan13 -10May13 ------------------------------------------------------- Bars in test 27535 Ticks modelled 5275211 Modelling quality 90% Mismatched charts errors 0 Initial deposit 10000.00 Total trades 0 My results are different with no trades (using default settings). 1) If I want to test various pairs, for example do I set TestSymbol1=EURUSD? |
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| Author: | snailbeard [ Thu May 16, 2013 3:25 pm ] |
| Post subject: | Re: latest update |
Hello dear Brian, very interesting your different backtesting. As there are so many variables in this EA and some of them are not "strict trading 10.4 rules" if activated, can you please post your set-file? All the best to you and yours, Dietmar[/quote] Hi Dietmar, I haven't used a set file, most of the settings are OOTB from the official version. In the code directly I have changed: useCSS=false If we have enough volunteers we could share experimenting with different parameters, but some of them would be pair dependent and unless we can run the tests over several years of data (as you know) we might be curve fitting anyway. Not sure that I want to put much effort into back-testing and tweaking parameters as I have some derivative ideas for a new EA in my head which I would like to work on with modern s/w development tools... I can't say that I enjoy working with Empty4 and MQL. We could perhaps be much more productive in say Java/Netbeans and JForex and use the Empty4 bridge. However, if enough people are interested I could produce a performance optimised version for faster back-testing. It would be useful to have parameters specific to either each pair or group of pairs. NZD pairs, for example, have often turned into losers for me, so there is an argument for more analysis. The current settings are quite conservative, so draw-down is reduced but some trades are either missed or cut short by profit protection and some of those could be potential winners. As you say there are so many possible tweaks it would be hard to find out which set works best when and on which pairs. Are there enough people interested sharing the search for better configurations? Do we have a shared repository of historical data? Cheers Brian |
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| Author: | snailbeard [ Thu May 16, 2013 3:31 pm ] |
| Post subject: | Re: Multi 10:4 Trader EA |
Yes that should work, with the same pair selected in StrategyTester. M5 is a compromise because of the time it takes to do every tick, M15 produced significantly different results Every tick takes so much longer to run than M5. |
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| Author: | 6y588 [ Thu May 16, 2013 3:50 pm ] |
| Post subject: | Re: Multi 10:4 Trader EA |
I am getting zero divide during backtesting ... a) Changing the tester period to see if that resolves the error (Note: changing the start date seemed to have solved it) b) Using Dukascopy tick data from 2007 Apr to 2013 May c) Historical data for several pairs UsdChf, EurUsd, AudUsd d) My computer is sitting idle at the moment, so.... |
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| Author: | forextrader-radioman [ Thu May 16, 2013 4:51 pm ] |
| Post subject: | Re: latest update |
Brian, thank you for the reply. I would prefer JForex as I have my real money account @ Dukascopy  , Dietmar |
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| Author: | snailbeard [ Thu May 16, 2013 6:47 pm ] |
| Post subject: | couple of issues |
I am getting 100% CPU usage when the dash board is enabled sometimes and lock up on the GP demo account, could be an infinite loop. CPU usage is much lower with the dashboard disabled. *** dangerous lot size *** *** oversized lot size: sell stop on gbpcad on one account is 1.09 *** Other accounts are giving lot sizes of 0.04, 0.20 for same sell stop It is consistently repeatable on one account Tried: removing the expert, delete the pending order, then attaching the expert: result: same order and lot size again then removing the expert, delete the pending order, restarting Empty4, then attaching the expert: result:same order and lot size again The minimum lot size on this account appears to be 0.10, could be anything to do with it? |
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| Author: | KevinT [ Thu May 16, 2013 8:17 pm ] |
| Post subject: | Re: Multi 10:4 Trader EA |
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