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Bears'n'Bulls EA - V1.05g - in forward- & live-test
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Author:  fxau [ Tue Jan 15, 2013 8:38 pm ]
Post subject:  Re: Bears'n'Bulls

banzak wrote:
fxau wrote:Hi Baznak

I ran V1.02 through the strategy tester with tick data 99% quality (2012-present). Please see attached pdf. Set file used was as per the 1st post (5-digit)

Not sure why there were no trades during Jan or Feb. If I use control point method then trades start from Jan.

A number of hedge trades were opened and generally closed for a BE trade (one exception). The major draw-down periods occurred as a result of no hedging trades being opened. Not sure why they were not opened.

A stop loss order would help minimise the draw down, both in terms of duration and severity. This I believe is the major 'next step' that needs to be addressed.

I like the fact that the ea trades quite infrequently. When the conditions are right it opens multiple trades in a day and then has periods of multiple days where it will not open a trade.

Hope this is of some assistance in developing this EA.
Hi fxau,

thank you for your help, I will release the V1.03 with the S/L or BreakEven for the Basket (optional), the results are looking very good at the moment. I also changed the closing-strategy and the result is amazing.. :)

so, stay tuned for the V1.03.

regards,
Banzak
Sounds great. Looking forward to it.
Author:  Lazar83 [ Fri Jan 18, 2013 9:15 am ]
Post subject:  Re: Bears'n'Bulls

Any news on this,the whole concept is interesting, entry on positions is very good but closing is a different story.
Author:  banzak [ Fri Jan 18, 2013 11:30 am ]
Post subject:  Re: Bears'n'Bulls

Lazar83 wrote:Any news on this,the whole concept is interesting, entry on positions is very good but closing is a different story.
Hi,
last night I tried to get a working setfile and I'm still on bugfixing. The still existing problems are when to hedge a position and when to close the basket.
I can upload the actual "buggy" version and I'm very grateful for some ideas on these subjects.

actual Changes:
  • complete implementation all indicators - no more external file necessary
  • added ema as indicator
  • complete rewrite and exchange of the order-open and modifiy-functions
regards,
Banzak
Bears'n'Bulls_V103.ex4
bears'n'bulls_v103_eu_m15_v1.set

...........
Author:  cuzgeorge [ Fri Jan 18, 2013 11:39 am ]
Post subject:  Re: Bears'n'Bulls

Banlzak,
take your time, it will take months of demo testing until we can get to your level of undersatnding. Dont rush and let the updates come when they ready as you feel. You sound like you're putting yourself under pressure unnecessarily, unless you need help with some feedback for now.

For me, v101 is doing fine, but i see the benefit of v102. The closure looks right and i cant complain at all.If it seems like the trend is changing its getting out of the positions and i like that it doesnt close until its in profit. Both seem to do this. Both versions running your OOTB set file on 15m EURUSD.
Then, i first noticed the large lot size based on the settings and didnt fancy that, but now, i realise that the EA doesnt overtrade and sticks to those positions only. The only thing that i find strange is that the 'extra' position comes in at the same time as the first on v102. thats it. I'm really enjoying your releases.
thankyou again and keep up the great quality of work.
cuz
Author:  banzak [ Fri Jan 18, 2013 12:01 pm ]
Post subject:  Re: Bears'n'Bulls

cuzgeorge wrote:Banlzak,
take your time, it will take months of demo testing until we can get to your level of undersatnding. Dont rush and let the updates come when they ready as you feel. You sound like you're putting yourself under pressure unnecessarily, unless you need help with some feedback for now.

For me, v101 is doing fine, but i see the benefit of v102. The closure looks right and i cant complain at all.If it seems like the trend is changing its getting out of the positions and i like that it doesnt close until its in profit. Both seem to do this. Both versions running your OOTB set file on 15m EURUSD.
Then, i first noticed the large lot size based on the settings and didnt fancy that, but now, i realise that the EA doesnt overtrade and sticks to those positions only. The only thing that i find strange is that the 'extra' position comes in at the same time as the first on v102. thats it. I'm really enjoying your releases.
thankyou again and keep up the great quality of work.
cuz
hi cuz,
on the actual version 1.03, I added a function to set 'only' the first trades to Breakeven or set a Stoploss, but as you mentioned before, the results don't look good... :).

The only help at the moment I need is:
  • to get an idea when to confirm the hedge-signal
  • when to confirm the closure of the basket.
At the moment I use an ema period 5 and a ema period 20 - on crossing the robot close the basket. Last night I also tried an old concept to close the basket when the actual profit-Percentage < Highest Profit, but this isn't looking good for me too.. :?

I will release the V1.03 when I get a better result than the previous versions.

The idea of the extra is only to double the trades, when you have a working setfile you can try to double the trades only with the Extra-Option, without the risk to running into a reversal.

best regards,
Banzak
Author:  cuzgeorge [ Fri Jan 18, 2013 12:16 pm ]
Post subject:  Re: Bears'n'Bulls

Hi Banzak, i dont really trade baskets , i tr to avoid them but sometimes a system lends itself more to a basket system than others.
Your method is working well for me, i dont think i have had anything to add other than what you are doing already. I have only had winners so far, you can check the demos for that, like where and when, are all showing. Sometimes a trade comes in too early, but the EA waits until the reversal comes.
I like to trade with-out SL or TP's and let the market action dictate when to close or open a position. Whether this is what you are coding, i dont know, but it sure looks like it. The basket closure can sometimes come in too early and thats why i like to trade the pair until it seems the movement is over, no-one can tell where that is , until the chart shows us the trend has stopped/changed.
No complaints at all so far.

I understand what you mean by 'extra' but i assumed it would come in a while after the first position, just seems to come in most of the times at the same time as the first.

I havent had any hedge trades yet, so i cant say anything about that, i can only see what the demo shows and when it comes to coding, i'm not good at that at all.

Heres the link that is up to dat and shows the comments correctly, no hedging positions yet and look at the time opened and the time closed. All winners, just ignore the first position, that was me getting a date and time to start this system and to seperate from the previous EA on the platform.

http://www.myfxbook.com/members/cuzgeor ... 02-/460837

the second demo is up and running but doesnt show the comments yet, i will get to those PCs soon and get them running properly.
thank you again,
cuz
Author:  banzak [ Sat Jan 19, 2013 7:13 pm ]
Post subject:  Re: Bears'n'Bulls

Hi all,

if you're backtesting my robot, this might be useful. I made an indicator from my source code to make it easier to compare the results.

BnB - EMA.ex4
(EMA-Indicator with Arrows marking the reversal-points)


Comment:
I improved the precision of the arrows, you can now set the precision in the setttings

regards,
Banzak
Author:  cuzgeorge [ Sun Jan 20, 2013 7:09 am ]
Post subject:  Re: Bears'n'Bulls

Hi Banzak,
in your demo myfxbook portfolio, please see if you can find the 'comments' section in the settings page for your demos. Allow this to be viewed and then we can tell which EA took what position.

I'm very interested to see how your demo plays out and cannot tell which EA is taking the positions without the comments tab.
Thank you for sharing this again,
cuz
Author:  Lazar83 [ Sun Jan 20, 2013 8:27 pm ]
Post subject:  Re: Bears'n'Bulls

I have been testing this baby a whole weekend, and the thing is , the ea is easily getting in a right positions most of the time, but i juts can figure out when ea is closing positions properly, and some times its hedges the losing trade when its in almost 200 pips in loss, which is not good thing.
Btw does this version 103 opens a basket trades? I havent noticed that on my basket testing.
Author:  fxshadow [ Tue Jan 22, 2013 1:35 am ]
Post subject:  Re: Bears'n'Bulls

Just want to make sure. Are the time settings in local time?
All times are UTC Page 4 of 16