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| Macd Stochastic Fractal MA5/25 Daily Marylin https://www.stevehopwoodforex.com/phpBB3/viewtopic.php?t=1448 |
Page 134 of 141 |
| Author: | phil_trade [ Thu Jan 02, 2014 7:26 am ] |
| Post subject: | Re: Macd Stochastic Fractal MA5/25 Daily Marylin |
Hello all Marilyn's followers ! I Whish you happy new year 2014 and plenty of Marilyn green pips ! And a staunch health  Please all live Marilyn's traders, could you publish your 2013 results, setting and/or special intervention with Marilyn cheers Philippe |
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| Author: | gmandoki [ Sat Jan 04, 2014 10:40 pm ] |
| Post subject: | Re: Macd Stochastic Fractal MA5/25 Daily Marylin |
Hi Philippe, I would also lilke to wish you a happy and successfull 2014! One of my new year's resolution is that I am putting a lot of work into understanding, optimizing and running Marylin. Sooo I have started and read the full thread, set-up a demo account and ran a few backtesting trying to understand how this wonderful EA works. I would like to ask a few questions and possibly others will follow. Question 1: I ran a few backtests on EURUSD with version 0.40b and also checked your trades on myfxbook, and what I found out is that most of your first trades were opened on new candle open and after a certain period of time (depending on DeltaTimeLiveTrades and the signal parameters I guess) in many cases 2nd and 3rd trades were opened intrabar. In my backtesting however, in most of the cases the first trade was opened intrabar (and 2nd and 3rd also depending on DeltaTimeLiveTrades and signal parameters) and not on new bar open. Is this difference in opening the first trade at bar open/intrabar intentional or is there a parameter which controls it? Question 2: My other question refers to the UseTakeProfitOn3MACD parameter (and related parameters). I tried to understand the logic from the program, but it proved a bit too difficult to me. Could you please sum up how/when(intrabar/bar open) Marylin decides that which open positions it closes based on the TakeProfitOn3Macd and related parameters? It seems that it behaves differently for trades that are in negative PnL and for trades that are in Profit. Question 3: Just for reference for my future optimization runs, could you give a hint what profit factor it is achievable with Marilyn. In my very first rough backtesting profit factor was 1.44 (no optimization yet), which is not bad, but I have the impression that it can be much higher than that. |
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| Author: | phil_trade [ Sun Jan 05, 2014 7:05 am ] |
| Post subject: | Re: Macd Stochastic Fractal MA5/25 Daily Marylin |
Hello gmandoki and Welcome on board ! and congrats for reading all thread Q1 : First, don't forget that my live version is a Windev development, not MQL. So minor difference could occurs. So in this windev version : First trade are often taken on new bar, as Daily indicators change on new bars (and are recalculated on new bars). There is no special intention or parameters for this. Q2 : UseTakeProfitOn3MACD should only intervene when trade is in profit as its name show you ? Tommaso will surely explain the MQL logic of this function. I'm not using this module in my live trading. Q3 : Profit factor is very dependant of your backtest period. Also, be careful with optimisation to improve profit factor, as you could quickly run into curve fitting disaster ! I preferred to favour smooth equity curve, and more important, smooth equity curve Independently of the date of starting up ! You should run forward test with different dates as much as possible to control smooth equity curve and avoid curve fitting ! Hope this help your good 2014 resolution cheers Philippe |
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| Author: | zee123 [ Sun Jan 05, 2014 1:22 pm ] |
| Post subject: | Re: Macd Stochastic Fractal MA5/25 Daily Marylin |
I notice Marylin is no longer availible on Myfxbook's autotrade. And just when I wanted to give it a try. It is very simple since I already have account linked with autotrade. Any plans to enable autotrade again? |
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| Author: | phil_trade [ Sun Jan 05, 2014 1:33 pm ] |
| Post subject: | Re: Macd Stochastic Fractal MA5/25 Daily Marylin |
Hi Zee and welcome on board ! no, cause autotrade only paid manager by spread rebate... and more, forbid us to receive post from subscribers ! You can subscribe to my services, see email below. cheers Philippe |
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| Author: | phil_trade [ Wed Jan 08, 2014 7:20 am ] |
| Post subject: | Re: Macd Stochastic Fractal MA5/25 Daily Marylin |
Hi Radar No problem to comment PT3 Marilyn version here ! you're welcome ! how are your backtest and forward tests ? Could you also publish your PT3 translated version of Marilyn please ? cheers Philippe |
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| Author: | Radar [ Wed Jan 08, 2014 5:19 pm ] |
| Post subject: | Re: Macd Stochastic Fractal MA5/25 Daily Marylin |
Hey Phil, I thought it best to move that conversation over to the PT3 thread, as it was more about PT3 issues than Marilyn ones  As you know, I've been trying to get Marilyn to work on lower timeframes (the lower the better, considering my overall goal), but had absolutely no luck with Empty4's slacktester. When I saw PT3, I thought I'd be able to come in here and say, "Oohh! Look what I've got!" but at the moment, it's more like "Eeeww! What the hell have I got??" due to some inconsistencies in the backtesting results. Since I am unable to determine whether those inconsistencies are due to my PC, an error when importing roughly 10 years' worth of Dukascopy tick data, or a bug in PT3's backtester, I posted 3 sets of backtest results (same EA & test settings, with vastly different results), as well as the mql version of Marilyn & set file on the PT3 forum. I guess I'll find out in a few days where the error lies. Since I'm not sure whether my PC is causing the errors or not, I won't upload the PT3 version of Marilyn, but it's a simple process to import mql EA's and indicators into PT3. It saves them as a pair of files, a DLL, and a file with the extension .asl, which appears to be just a text file, with the path to the original mql file. There is no intermediate C# source file. When I have something useful to bring in, I'll bring it Until then, I'll just sit back and watch the progress, as I've done for most of the past year Take care, & Have fun! Radar =8^) |
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| Author: | skoda2008 [ Thu Jan 09, 2014 2:08 am ] |
| Post subject: | Re: Macd Stochastic Fractal MA5/25 Daily Marylin |
Actually, there is, so you could use it to convert an MQL file to C# and then enahnce it in C#. If you're in debug mode you can see the translated C# file in the MyScripts/bin/Strategies directory. |
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| Author: | Radar [ Thu Jan 09, 2014 7:41 am ] |
| Post subject: | Re: Macd Stochastic Fractal MA5/25 Daily Marylin |
Hey Skoda, Handy to know Thanks for that Have fun! Radar =8^) |
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| Author: | phil_trade [ Thu Jan 09, 2014 7:56 am ] |
| Post subject: | Re: Macd Stochastic Fractal MA5/25 Daily Marylin |
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 |
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