stevehopwoodforex.com
https://www.stevehopwoodforex.com/phpBB3/
Print view

Macd Stochastic Fractal MA5/25 Daily Marylin
https://www.stevehopwoodforex.com/phpBB3/viewtopic.php?t=1448
Page 21 of 141
Author:  alex_forex [ Tue Mar 12, 2013 2:52 pm ]
Post subject:  Re: MACD STOCHASTIC FRACTAL MA5/25 DAILY EA

phil_trade wrote:
alex_forex wrote:All pairs available !
It is on demo after all ;)

Cheers
Alex
trader689 wrote:wow amazing..... can you tell us what pairs you are running this 'beast' on? thanks
alex_forex wrote:Hi FT :)

Not sure about the Money Management for the moment but banked 1800 pips from the 2013-03-05 and got +260 pips floating at 12:00 GMT.
Balance +21.7% --- Max DD = 1.7 %..................!
Need more time time to tune this beast.

Cheers
Alex

:lol: it will be interesting to see your param/broker selection and pairs managed.

for all : Don't forget that my 4 years backtests give good and smooth results with only 5 pairs EURUSD/XAUUSD/CHFJPY/EURJPY/AUDUSD and from 2011/2013 for AUDJPY/USDCHF.

Others pairs may give good results just now...and very bad later !

it also depend a lot of the tweaking you've done with Param/Broker selection.

Philippe
Critical test so ....

Alpari UK
All pairs with OOTB settings trading 0.10 lots (partial close on Friday).
I am closing on a %profit over equity....time will tell if this method has legs.

Cheers
Alex
Author:  niepce [ Tue Mar 12, 2013 3:03 pm ]
Post subject:  Re: MACD STOCHASTIC FRACTAL MA5/25 DAILY EA

alex_forex wrote: Critical test so ....

Alapri UK
All pairs with OOTB settings trading 0.10 lots (partial close on Friday).
I am closing on a %profit over equity....time will tell if this method has legs.

Cheers
Alex
Marilyn HAS legs. S'pour ça qu'Alapri.
:arrow:
Author:  Pippa [ Tue Mar 12, 2013 3:20 pm ]
Post subject:  Re: MACD STOCHASTIC FRACTAL MA5/25 DAILY EA

niepce wrote:
alex_forex wrote: Critical test so ....

Alapri UK
All pairs with OOTB settings trading 0.10 lots (partial close on Friday).
I am closing on a %profit over equity....time will tell if this method has legs.

Cheers
Alex
Marilyn HAS legs. S'pour ça qu'Alapri.
:arrow:
Plus de jambes!

Image

8-) Pippa
Author:  alex_forex [ Tue Mar 12, 2013 3:27 pm ]
Post subject:  Re: MACD STOCHASTIC FRACTAL MA5/25 DAILY EA

Corrected my post because this thread is going mad ahah :lol:
Author:  Henric [ Tue Mar 12, 2013 4:21 pm ]
Post subject:  Re: MACD STOCHASTIC FRACTAL MA5/25 DAILY EA

Pippa,

is that you ?!!


U really looks lovely !


Cheers,

Henric
Author:  Pippa [ Tue Mar 12, 2013 5:09 pm ]
Post subject:  Re: MACD STOCHASTIC FRACTAL MA5/25 DAILY EA

Henric wrote:Pippa,

is that you ?!!


U really looks lovely !


Cheers,

Henric
Image

8-) Pippa
Author:  niepce [ Tue Mar 12, 2013 5:16 pm ]
Post subject:  Re: MACD STOCHASTIC FRACTAL MA5/25 DAILY EA

Let's try 0.33 version. It implements a security feature on the CloseOnMACD from Phil (by doing some additionnal checks on the fourth bar in history). A bug in iRSI call was corrected, thanks to NMSS for spotting it. Made some improvement in iCustom calls on Phil's advices to reduce CPU.
MarilynMonroe_0.33.mq4
Important changes :
RSI Weekly range filter and RSI Trade range close routine are now enabled by default.
All W1 RSI value ranging between 48/52 will either prevent from trading, either close your already opened trade, in profit or not.
You can disable this feature using the EA settings.

As we are speaking of the settings here are some sum-up of things I never explained clearly before :


MACDMiniLevelToTrade=0.0; Absolute minimum MACD value to allow a trade. Kind of range filter.
SL_MAX=300; The virtual initial stop loss. Use this for risk sizing when using manual lots.
StochLevelMaxToTrade=70; Upper stoch boundary to allow a long order. Automatically revert for shorts.
StochH4LevelMax=70; Upper stoch boundary if using the H4 stoch option. More reactive. Probable more false positives, tough.
UseStochH4ToTakeTrade=false; Enable Stoch H4 instead of D1.
StochOBOSToMoveSL=90; Upper stoch boundary to set SL to BE if crossed, for long orders. Automatically revert for shorts.
UseCloseFriday=true; Close trade parts on friday option.
UseTakeProfitOn3MACD=true; Take profit parts, when reverse MACD condition occurs.
UseFractalFilterToOpenTrades=false; Only take orders in the direction of the last fractal signal.
UseStochD1slowToFilterTrade=true; Only take orders if immediate slow stoch slope in agreement.

UseStochToConfirmCloseOn3MACD=true; For a long order, MACD close will only occur if stoch has crossed down.
UseHighLowCalcForMoveSLOnStoch=true; Will only move SL to the lowest open price (for longs) of a group of trades for the given pair, when enabled. If disabled, SL will be put on the highest open price (for longs), when stoch enter the overbought zone. Revert rules for shorts.
DeltaPipsFromSRZoneToTakeTrade=250; How near is the next most-hit SR zone. Below this value, trade won't occur.
NbHitMaxSRZoneToTakeTrade=4; Under this hit value, don't consider SR zone to be a real one.
DeltaPipsInterMacdToClose=5; Delta in pips between 48h-ago MACD value and current value, to consider a close condition. Overriden if 4 MACD bars align against you.
UseRSI_W1_ToTrade=true; Weekly range filter toggle.
ValeurRSI_W1_ToTrade=52; Upper boundary. Lower is computed internally.
UseRSI_W1_ToCloseTrade=true; Weekly range filter trade closure toggle. Will close open trades if market start to range again.
ValeurRSI_W1_ToCloseTrade=52;See above, same idea.


DeltaPipsMA25=10; Delta min in pips between today and yesterday EMA to allow trade.
DeltaTimeLiveTrades=86400; 24H min between two live trades.
DeltaTimeHistoTrades=14400; 4H min between last closed trade and the new one.
BrokerHasSundayCandle=true; Set to true or false, accordingly. GMT brokers should have this set to true. GMT+2 brokers probably not.
DistanceInterTrade=10; Don't trade again if less than x pips from previous trade open price.
RequiredMarginPercentile=1000; Required margin percent available. Won't trade under.
slippage = 1;
AdvertisedSpread=5.0;Spread Advertised by broker for this pair. In Pips. You must put 150% of the advertised spread. Exemple : if EURUSD advertised spread is 1.0, put 1.5 here.
UseFixedLot=true; Don't use auto lotsize, input manual lotsize.
FixedLot=0.1; Input here.
NbTradeMax=3;Max number of unprotected (no SL) trade for a given pair at a given moment.

Following values should be tweaked only if you intend to use this on another TF than D1 :
PERIOD_FRACTAL=PERIOD_D1; Period for fractal calculation
PERIOD_OSC=PERIOD_D1; Oscillators periods
PERIOD_OSC_SMALL=PERIOD_H4; Lower periods for oscillators
PERIOD_RSI=PERIOD_W1; RSI period
MagicNumber=199;

I also attach a sample setfiles I use on demo.
xauusd.set
audjpy.set
audusd.set
chfjpy.set
eurjpy.set
eurusd.set
usdchf.set
Author:  phil_trade [ Tue Mar 12, 2013 5:26 pm ]
Post subject:  Re: MACD STOCHASTIC FRACTAL MA5/25 DAILY EA

Good job Niepce !

some adds :

UseHighLowCalcForMoveSLOnStoch=true; Will only move SL to the lowest open price (for longs) when enabled. If disabled, SL will be put on the lowest open price (for longs), when stoch enter the overbought zone.

Must be set to False if UseStochH4ToTakeTrade = true otherwise you will have some inconvenient close trade.

SL_MAX=300; The virtual initial stop loss. Use this for risk sizing when using manual lots.

very important setting to protect you against big quick mouvement in one candle cause CloseOnMACD couldn't see it.

Have fun..and some pips !
Author:  Henric [ Tue Mar 12, 2013 5:44 pm ]
Post subject:  Re: MACD STOCHASTIC FRACTAL MA5/25 DAILY EA

Thanks Pippa!

U really gave me a lot of LOL LOL LOL !!

Henric
Author:  Henric [ Tue Mar 12, 2013 5:57 pm ]
Post subject:  Re: MACD STOCHASTIC FRACTAL MA5/25 DAILY EA

Phil and Niepce,

Thanks for the update, the detailed explanations, (now a lot more clear and more insight how she is working (ladies remaines and stays un-understandable ofcourse)) and the setfiles.

MM 032 works already fine, i'll publish friday evening my results of the week.

Bonne soirée,

Henric
All times are UTC Page 21 of 141