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Coin-Flip EA v2.0
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Author:  zhengzuodong [ Tue Aug 26, 2014 1:06 am ]
Post subject:  Coin-Flip EA v2.0

trader689 » Tue Aug 26, 2014 5:46 am wrote:zhengzudong,

many thanks for the EA. looks to have potential.


you said that london stock market opens at 8am but forex opens at 9am. are you sure? i cant seem to find any other source that states this. every source i read seems to think london forex open is 8am (8am BST - ie gmt+1) / 7am GMT

eg:
#3 on this list:
http://www.tradersbulletin.co.uk/six-da ... -and-traps


also see the table here:

http://www.forexfactory.com/showthread. ... ost3690977


sorry if this contributes to the noise. ultimately we will go with whatever setting works, and you seem to be on overall winners.


trader

EDIT: also can you also share your risk settings from the demo you have in your screenshots? thanks
trader689,thanks

Thank you for your feedback.
London foreign exchange market opening time opinions, I just use the original post author's opinion.
Now, I think the theory for the coin flip, it does not matter。

my risk setting still testing, for you
extern string RiskSetup = "---Setup Risk Reward ratio";
extern double MinFreeMarginRatio = 5.0;
extern double EquityPercent = 0.2;
extern double ProfitPercent = 0.4;
extern bool Use_ATR = true;
extern double HardTP = 0.0;
extern double HardSL = 40.0;
extern bool DynamicLots = true;
extern double FixedLots = 0.1;
Author:  zhengzuodong [ Tue Aug 26, 2014 1:18 am ]
Post subject:  Coin-Flip EA v2.0

Hi, everyone, morning

This attachment is devoted to the time setting combination test indicators。

Welcome to the test, there may be bug, but please feedback good advice.

Thanks.

zzd
CoinFlip_Indi Test.mq4
Author:  zhengzuodong [ Tue Aug 26, 2014 4:05 am ]
Post subject:  Coin-Flip EA v2.0

The attachment is part of the test results on another platform

The following table is the results of testing based on the original post rules,
2012.11.14--now, profit = 438 pips.

Other results in the annex to the compressed file.
The same time period, the profit from -1000 to +1000 pips.
I hope you will be able to test other currency pairs and time combinations, etc.
And feedback on your results.
many thanks

zzd
  • Coin Flip Indi Test SETTING:Total Candles in Chart = 10751
    LondonOpenTime = 9 //London session open in London time
    LOTinBroker = 10 //London session open in broker time
    TraddeStartBarShift= 2 //Trade bar to LOTinBroker bar offset
    TradeDirecBarCombo = 1 //1~3 bars before TraddeStartBarShift
    TradeCloseBarShift = 1 //Close order bar to TraddeStartBarShift
    OrderTime Direction OpenPrice ClosePrice Profit/Loss
    1 2012.11.14 13:00 SELL 1.274 1.2759 -19
    2 2012.11.15 13:00 BUY 1.2764 1.2731 -33
    3 2012.11.16 13:00 BUY 1.2735 1.2735 0
    4 2012.11.23 13:00 BUY 1.29 1.2965 65
    5 2012.11.26 13:00 SELL 1.2966 1.2944 22
    6 2012.11.27 13:00 BUY 1.2951 1.292 -31
    7 2012.11.28 13:00 SELL 1.2892 1.2986 -94
    8 2012.11.29 13:00 SELL 1.2985 1.3 -15
    9 2012.11.30 13:00 BUY 1.3005 1.3034 29
    10 2012.12.03 13:00 SELL 1.3028 1.3075 -47
    11 2012.12.04 13:00 BUY 1.3081 1.3087 6
    12 2012.12.05 13:00 SELL 1.3078 1.3074 4
    13 2012.12.06 13:00 SELL 1.3064 1.2925 139
    14 2012.12.07 13:00 BUY 1.2928 1.2909 -19
    15 2012.12.10 13:00 SELL 1.2909 1.2958 -49
    16 2012.12.11 13:00 BUY 1.2992 1.3027 35
    17 2012.12.12 13:00 SELL 1.3027 1.3056 -29
    18 2012.12.13 13:00 BUY 1.3062 1.3086 24
    19 2012.12.14 13:00 SELL 1.3087 1.3156 -69
    20 2012.12.17 13:00 SELL 1.3151 1.3182 -31
    21 2012.12.18 13:00 SELL 1.3178 1.3273 -95
    22 2012.12.19 13:00 SELL 1.3272 1.3244 28
    23 2012.12.20 13:00 BUY 1.3257 1.3209 -48
    24 2012.12.21 13:00 SELL 1.32 1.3217 -17
    25 2012.12.24 13:00 BUY 1.322 1.3183 -37
    26 2012.12.26 13:00 BUY 1.3213 1.3265 52
    27 2012.12.27 13:00 SELL 1.326 1.3173 87
    28 2012.12.28 13:00 BUY 1.318 1.3189 9
    29 2012.12.31 13:00 SELL 1.3183 1.3217 -34
    30 2013.01.02 13:00 BUY 1.3249 1.3095 -154
    31 2013.01.03 13:00 BUY 1.3112 1.3007 -105
    32 2013.01.04 13:00 SELL 1.3002 1.304 -38
    33 2013.01.07 13:00 SELL 1.3033 1.3124 -91
    34 2013.01.08 13:00 SELL 1.3123 1.3067 56
    35 2013.01.09 13:00 SELL 1.305 1.3099 -49
    36 2013.01.10 13:00 BUY 1.3103 1.3266 163
    37 2013.01.11 13:00 SELL 1.3252 1.3365 -113
    38 2013.01.14 13:00 SELL 1.3362 1.335 12
    39 2013.01.15 13:00 SELL 1.3347 1.331 37
    40 2013.01.16 13:00 SELL 1.3308 1.3366 -58
    41 2013.01.17 13:00 SELL 1.3363 1.3364 -1
    42 2013.01.18 13:00 SELL 1.3352 1.3308 44
    43 2013.01.21 13:00 BUY 1.3313 1.3349 36
    44 2013.01.22 13:00 SELL 1.3346 1.3335 11
    45 2013.01.23 13:00 BUY 1.3336 1.3326 -10
    46 2013.01.24 13:00 SELL 1.3323 1.3419 -96
    47 2013.01.25 13:00 BUY 1.3431 1.345 19
    48 2013.01.28 13:00 SELL 1.3436 1.3426 10
    49 2013.01.29 13:00 BUY 1.3429 1.3555 126
    50 2013.01.30 13:00 SELL 1.3544 1.3555 -11
    51 2013.01.31 13:00 SELL 1.3552 1.3665 -113
    52 2013.02.01 13:00 SELL 1.3639 1.3567 72
    53 2013.02.04 13:00 SELL 1.3558 1.3546 12
    54 2013.02.05 13:00 BUY 1.3555 1.3543 -12
    55 2013.02.06 13:00 SELL 1.353 1.357 -40
    56 2013.02.07 13:00 SELL 1.3564 1.3408 156
    57 2013.02.08 13:00 BUY 1.3412 1.3385 -27
    58 2013.02.11 13:00 SELL 1.3381 1.3436 -55
    59 2013.02.12 13:00 BUY 1.3446 1.348 34
    60 2013.02.13 13:00 BUY 1.3489 1.3332 -157
    61 2013.02.14 13:00 SELL 1.3325 1.3327 -2
    62 2013.02.15 13:00 BUY 1.3331 1.3352 21
    63 2013.02.18 13:00 SELL 1.3351 1.3334 17
    64 2013.02.19 13:00 BUY 1.3335 1.3393 58
    65 2013.02.20 13:00 SELL 1.3376 1.3185 191
    66 2013.02.21 13:00 SELL 1.3181 1.3204 -23
    67 2013.02.22 13:00 SELL 1.3169 1.3268 -99
    68 2013.02.25 13:00 SELL 1.3267 1.3083 184
    69 2013.02.26 13:00 SELL 1.3076 1.3092 -16
    70 2013.02.27 13:00 BUY 1.3106 1.3106 0
    71 2013.02.28 13:00 BUY 1.3117 1.3031 -86
    72 2013.03.01 13:00 SELL 1.3018 1.2997 21
    73 2013.03.04 13:00 BUY 1.2999 1.3032 33
    74 2013.03.05 13:00 BUY 1.3035 1.3028 -7
    75 2013.03.06 13:00 BUY 1.3042 1.3017 -25
    76 2013.03.07 13:00 BUY 1.3017 1.3119 102
    77 2013.03.08 13:00 SELL 1.3111 1.3 111
    78 2013.03.11 13:00 SELL 1.3 1.3012 -12
    79 2013.03.12 13:00 SELL 1.301 1.3004 6
    80 2013.03.13 13:00 SELL 1.3004 1.2933 71
    81 2013.03.14 13:00 SELL 1.2921 1.3059 -138
    82 2013.03.15 13:00 BUY 1.3059 1.2945 -114
    83 2013.03.18 13:00 SELL 1.2945 1.2931 14
    84 2013.03.19 13:00 BUY 1.2942 1.2915 -27
    85 2013.03.20 13:00 SELL 1.2909 1.2916 -7
    86 2013.03.21 13:00 SELL 1.2916 1.2935 -19
    87 2013.03.22 13:00 BUY 1.2948 1.2993 45
    88 2013.03.25 12:00 SELL 1.2993 1.2865 128
    89 2013.03.26 12:00 BUY 1.2871 1.2801 -70
    90 2013.03.27 12:00 SELL 1.2791 1.2771 20
    91 2013.03.28 12:00 BUY 1.2798 1.2817 19
    92 2013.03.29 12:00 SELL 1.2816 1.2809 7
    93 2013.04.01 12:00 BUY 1.2815 1.2844 29
    94 2013.04.02 12:00 SELL 1.2842 1.2816 26
    95 2013.04.03 12:00 BUY 1.2827 1.2792 -35
    96 2013.04.04 12:00 BUY 1.2795 1.2923 128
    97 2013.04.05 12:00 SELL 1.292 1.3009 -89
    98 2013.04.08 12:00 BUY 1.3012 1.3028 16
    99 2013.04.09 12:00 BUY 1.304 1.3099 59
    100 2013.04.10 12:00 SELL 1.3094 1.3079 15
    101 2013.04.11 12:00 BUY 1.3095 1.3064 -31
    102 2013.04.12 12:00 SELL 1.3045 1.3054 -9
    103 2013.04.15 12:00 BUY 1.3063 1.3047 -16
    104 2013.04.16 12:00 BUY 1.3072 1.3189 117
    105 2013.04.17 12:00 SELL 1.3159 1.3047 112
    106 2013.04.18 12:00 BUY 1.3067 1.3092 25
    107 2013.04.19 12:00 BUY 1.3093 1.3045 -48
    108 2013.04.22 12:00 SELL 1.3044 1.2982 62
    109 2013.04.23 12:00 BUY 1.2984 1.3009 25
    110 2013.04.24 12:00 BUY 1.3024 1.3064 40
    111 2013.04.25 12:00 SELL 1.3061 1.3018 43
    112 2013.04.26 12:00 BUY 1.3024 1.3086 62
    113 2013.04.29 12:00 SELL 1.3078 1.3059 19
    114 2013.04.30 12:00 BUY 1.3076 1.3191 115
    115 2013.05.01 12:00 SELL 1.3191 1.3171 20
    116 2013.05.02 12:00 SELL 1.3167 1.3126 41
    117 2013.05.03 12:00 SELL 1.3121 1.3107 14
    118 2013.05.06 12:00 SELL 1.3106 1.3078 28
    119 2013.05.07 12:00 SELL 1.3079 1.3122 -43
    120 2013.05.08 12:00 SELL 1.3124 1.3153 -29
    121 2013.05.09 12:00 SELL 1.3143 1.3 143
    122 2013.05.10 12:00 BUY 1.3005 1.297 -35
    123 2013.05.13 12:00 BUY 1.2975 1.3001 26
    124 2013.05.14 12:00 SELL 1.2985 1.2901 84
    125 2013.05.15 12:00 SELL 1.2882 1.286 22
    126 2013.05.16 12:00 BUY 1.2872 1.2862 -10
    127 2013.05.17 12:00 BUY 1.2882 1.2871 -11
    128 2013.05.20 12:00 SELL 1.2865 1.2868 -3
    129 2013.05.21 12:00 SELL 1.2868 1.2935 -67
    130 2013.05.22 12:00 BUY 1.2935 1.2894 -41
    131 2013.05.23 12:00 SELL 1.2879 1.2978 -99
    132 2013.05.24 12:00 SELL 1.2959 1.294 19
    133 2013.05.27 12:00 BUY 1.2945 1.2909 -36
    134 2013.05.28 12:00 BUY 1.2929 1.2888 -41
    135 2013.05.29 12:00 BUY 1.289 1.2962 72
    136 2013.05.30 12:00 BUY 1.2996 1.3015 19
    137 2013.05.31 12:00 SELL 1.2979 1.3019 -40
    138 2013.06.03 12:00 BUY 1.3023 1.3069 46
    139 2013.06.04 12:00 BUY 1.3076 1.3062 -14
    140 2013.06.05 12:00 SELL 1.3063 1.3126 -63
    ......
    440 2014.08.01 12:00 BUY 1.3393 1.3426 33
    441 2014.08.04 12:00 SELL 1.3419 1.339 29
    442 2014.08.05 12:00 BUY 1.339 1.3364 -26
    443 2014.08.06 12:00 SELL 1.3357 1.3372 -15
    444 2014.08.07 12:00 BUY 1.3378 1.3386 8
    445 2014.08.08 12:00 BUY 1.339 1.3385 -5
    446 2014.08.11 12:00 BUY 1.3388 1.3353 -35
    447 2014.08.12 12:00 SELL 1.334 1.3348 -8
    448 2014.08.13 12:00 BUY 1.3355 1.336 5
    449 2014.08.14 12:00 BUY 1.3379 1.3382 3
    450 2014.08.15 12:00 SELL 1.336 1.3383 -23
    451 2014.08.18 12:00 BUY 1.3392 1.3352 -40
    452 2014.08.19 12:00 SELL 1.3344 1.3292 52
    453 2014.08.20 12:00 SELL 1.3282 1.3269 13
    454 2014.08.21 12:00 SELL 1.3264 1.3281 -17
    455 2014.08.22 12:00 SELL 1.3275 1.3199 76
    456 2014.08.25 12:00 BUY 1.3201 1.3198 -3
    438
EURUSD.rar
Author:  acs [ Tue Aug 26, 2014 4:33 am ]
Post subject:  Coin-Flip EA v2.0

I'm sorry about this but we have to agree on the true open time for London open regardless of what candle we use to start the trade because London Open is the datum for all in the forum.

is ForexFactory wrong about London open time ?, I have always used them as a benchmark for times and
yes I do understand the exchange is open for more hours than is traded which is why I posted the times
showing other activities while the exchange is open. here they are again in case it was missed.

Trade Reporting 07:15 - 07:50
Opening Auction 07:50 - 08:00
Continuous Trading 08:00 - 16:30 ................. as I see it this is Forex London trading hours.
Closing Auction 16:30 - 16:35
Order Maintenance 16:35 - 17:00
Trade Reporting Only 17:00 - 17:15

I already showed you a picture showing Forexfactory matching up to my 10am TimeInBroker candle and
FF is synchronized with my local time. there are also a number of other places you can check LOTime
all of witch have it listed the same as FF, why would they list a time that is not trading time.
Just to put another fly in the ointment LOL what about Frankfurt, this opens 1 hour before London and comes under the European trading session which includes London !!

The original poster of the strategy selected a time at London market where it was THOUGHT that the stop hunting (fake moves or whatever) would be over and the true direction of the market maker would be in play, this was his reason for say 1 hour late entry into London market ... BUT !!!

It was also said you could select any 1 hour candle you want and stick to that same candle each day, so as long as we as a group can settle on the same starting point so as we are all on the same page then we should be fine

by the way a lot of the confusion was because this chap would not post pictures so how do we know for sure he had the time right, he could have been starting from Frankfurt which would make sense to me as in start late after Frankfurt to miss the franky fake then one more hour after London open giving market time for true direction, his/her London open could have been in fact Frankfurt for all I know hmmm, I do recall seeing one or 2 pictures I think were from Original Poster so I will check into that and see what I can find out.

that being said I would not like to see the starting point so far away from the London open that we have missed the momentum of the daily move so when we agree what is the true London open time (or what we will Call the true open time) we can all move forward on the same page and switch candle offsets in tests to find what works best.

so here is what I do to ensure my charts are in sync with the markets, I log into Forexfactory and ensure the time with them is in sync with my local time (in your FF settings) or if you prefer you could sync it with your platform clock

Then I check to ensure the platform I'm using does comply in relation to London open, simple enough don't ya think ?

I would like to just point out that I am aware of all the other threads talking about this method and I see people come and go in here from the other threads/forums so we are watching them and they are watching us LOL

this discussion regarding London open or for that matter all the open times has been ongoing in forums for many many years and it strikes me we are asking the wrong Question, perhaps we should ask what is the candle open price at London Open, Frankfurt, Tokyo or perhaps what Time does the Opening bell ring at London stock exchange ?
I'm sure I have looked into this many many time myself in the past and in the end decided Forexfactory was as good as you get but if anyone can find the open candle price of L S E then let me know where it is published that would be great

Ok I found all I need to confirm London Open time, here is a little extract, if you want to read more you will have to search for it as my post is way longer than I would like

LSE unwraps Rolet's globe
When the clock hit 8am, the blue screen on the ball flashed ‘Market Open’ before revealing a slowing turning globe showing index data from financial centres around the world.

A display above the lobby revealed a moving stock ticker, financial headlines and, crucially for the Brits in the room, the weather forecast for London.
Kit Chellel
10 May 2011

I hope you find this helpful

acs

ps
I have not done any quoting from others because my post is long enough and I don't want to muddy the water to much but I do thank you all for your interaction, it's good to see you all getting involved even though the subject is so basic at the moment
Author:  acs [ Tue Aug 26, 2014 4:55 am ]
Post subject:  Coin-Flip EA v2.0

zhengzuodong » Tue Aug 26, 2014 1:18 am wrote:Hi, everyone, morning

This attachment is devoted to the time setting combination test indicators。

Welcome to the test, there may be bug, but please feedback good advice.

Thanks.

zzd
Downloaded and looking forward to testing

thanks for all your work :)

acs
Author:  xmess7 [ Tue Aug 26, 2014 5:09 am ]
Post subject:  Coin-Flip EA v2.0

Don't worry about it this for now. When the EA is completed I'll go into more details and I promise it will be well explained.

Jess
zhengzuodong » Mon Aug 25, 2014 10:38 am wrote:
The one that comes to mind is a the TRO Buzzard trade. How many times do we see a combination of 4 candles where the first 3 are of the same color and the 4th is of a different color? This is just an example. What I am suggesting is to look for events that aren't neccessarily price driven and come up with a countable quantity and see what kind of probabilites we get. Then pick the best probability and forward test it. Like I said this takes out of the box observations. Stuff that doesn't necessarily depend on tradional observations lije: price, buyers/sellers, resistance/support, volume, etc.

Food for some thought....
I do not understand what you mean。
Author:  zhengzuodong [ Wed Aug 27, 2014 4:38 am ]
Post subject:  Coin-Flip EA v2.0

zhengzuodong » Tue Aug 26, 2014 12:05 pm wrote:The attachment is part of the test results on another platform

The following table is the results of testing based on the original post rules,
2012.11.14--now, profit = 438 pips.

Other results in the annex to the compressed file.
The same time period, the profit from -1000 to +1000 pips.
I hope you will be able to test other currency pairs and time combinations, etc.
And feedback on your results.
many thanks
Analysis of test results(only 8 time settings):

Time combination profit
EURUSD8211 -1313
EURUSD8221 917
EURUSD9111 -1313
EURUSD9121 913
EURUSD9131 127
EURUSD9211 438
EURUSD9221 -136
EURUSD9231 1330

As can be seen from the above, "EURUSD9231" is the most profitable time setting combination scheme。
Therefore, we should give priority to the following settings in EA's variable settings:
LondonOpenTime=9;
TradeInOpenBarShift =2;
Trading direction depends on bull or bear of the front 3 candles, rather than 1 candle.
Close order time is 23h.
Author:  zhengzuodong [ Wed Aug 27, 2014 4:55 am ]
Post subject:  Coin-Flip EA v2.0

Oh, sorry, forgot to explain the filename used to store test results
1 file name is automatically created;
2. File name consists of the following components(eg. EURUSD9231):
Currency pairs + LondonOpenTime + TradeStartBarShift + TradeDirecBarCombo + TadeCloseBarShift.
The last four digits of the file name just composed of the time setting.
Author:  acs [ Wed Aug 27, 2014 1:26 pm ]
Post subject:  Coin-Flip EA v2.0

#results.PNG
Author:  zhengzuodong [ Wed Aug 27, 2014 2:29 pm ]
Post subject:  Coin-Flip EA v2.0

Hello, acs.
This is probably my fault. Because each broker's platform is different, historical data is differenton on each Empty4 terminal. Maybe I should be "counted_bars" is set to a fixed number, or set an external variable。

Are you sure your settings and the following conditions are the same for "EURUSD9211"?

Coin Flip Indi Test SETTING: Total Candles in Chart = 10751
LondonOpenTime = 9 //London session open in London time
LOTinBroker = 10 //London session open in broker time
TraddeStartBarShift = 2 //Trade bar to LOTinBroker bar offset
TradeDirecBarCombo = 1 //1~3 bars before TraddeStartBarShift
TradeCloseBarShift = 1 //Close order bar to TraddeStartBarShift

thanks acs
zzd
All times are UTC Page 18 of 19