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Macd Stochastic Fractal MA5/25 Daily Marylin
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Author:  phil_trade [ Fri Sep 13, 2013 9:09 am ]
Post subject:  Re: Macd Stochastic Fractal MA5/25 Daily Marylin

Hi all

after a liitle loss on GBPUSD and a little gain on CHFJPY, Marilyn continues to be astride on this good trend !

Hope it's the same for you :D
Marilyn running trend.PNG
Author:  bodleytunes [ Fri Sep 13, 2013 11:59 am ]
Post subject:  Re: Macd Stochastic Fractal MA5/25 Daily Marylin

Wow all those yummy green tomatoes! :-)
Author:  bodleytunes [ Fri Sep 13, 2013 1:56 pm ]
Post subject:  Re: Macd Stochastic Fractal MA5/25 Daily Marylin

When these trends end, it would be good to make use of the reversal, as there often is one afterwards. :)
Author:  phil_trade [ Fri Sep 13, 2013 2:11 pm ]
Post subject:  Re: Macd Stochastic Fractal MA5/25 Daily Marylin

bodleytunes wrote:When these trends end, it would be good to make use of the reversal, as there often is one afterwards. :)
Yes, it's automatic !
Author:  Mike [ Fri Sep 13, 2013 9:43 pm ]
Post subject:  Re: Macd Stochastic Fractal MA5/25 Daily Marylin

phil_trade wrote:...MarilynMonroe_0.36B.mq4...
why not continue 0.37-Version --> 0.37B
but step back to 0.36B with NbTradeMax instead of MaxUnprotctedTrades and MaxTrades?
Author:  phil_trade [ Sat Sep 14, 2013 6:52 am ]
Post subject:  Re: Macd Stochastic Fractal MA5/25 Daily Marylin

Mike wrote:
phil_trade wrote:...MarilynMonroe_0.36B.mq4...
why not continue 0.37-Version --> 0.37B
but step back to 0.36B with NbTradeMax instead of MaxUnprotctedTrades and MaxTrades?
Hey Mike

for me, V0.36 was the last "official" version. I don't want different module between my FT BackTest and My Live Windev/Empty4 version and the MQL one.

But I have given the source code of the new module, so you can easily modify and recompile your version

cheers

Philippe
Author:  phil_trade [ Sun Sep 15, 2013 3:41 pm ]
Post subject:  Re: Macd Stochastic Fractal MA5/25 Daily Marylin

Hi all

Marilyn V2 is born from FT backtest. Need some days to control all is ok in live and....

Compare old benchmark :
FT Benchmark 2009 2013 fixed lot 0.10.PNG
with new one :
New Benchmark 2009 08-2013 7 pairs (sans CHFJPY) +285 K$.PNG
both with fixe lot = 0.10. Better equity curve, with no DD in 2009. A little bit flat in 2012. My main interest isn't the result itself, but the equity curve quality.

Best improve is an added trade with fixe TP (yellow lines) open with the standard trade, to take profit of several good signals not turning in good trend and coming back touching SL = OpenPrice (red lines)
GBPUSD added trades examples.PNG
V2.b will add an added trade on retrace to MA25.

Any comment are welcome

Philippe
Author:  TonkaTuff [ Mon Sep 16, 2013 3:12 am ]
Post subject:  Re: Macd Stochastic Fractal MA5/25 Daily Marylin

Marilyn V2.b looks pretty excellent Philippe!!! Looking forward to the test frenzy!!! =]

All,

I've been running a few demo instances for a few weeks and have had differing results from all. I'm assuming it's because of version and broker differences. As such, I thought I'd concatenate all of the settings out there so we could see who's doing what with which version an discuss.

The attached Spreadsheet has all the settings from Post 1, OOTD 0.36b, OOTB 0.37b, Unified and Niepce's settings for 7 pairs. (GPDUSD is now recommended, but there are no unique settings for the pair)

I've compared everything to the OOTB settings and highlighted the delta as below:
Red outline: OOTB differs from Forum Post 1
Dark fill: OOTB 0.36b where one or more other settings are different.
Light fill: Setting is different to OOTB 0.36b.
Red fill: Setting is not present in that verion.

The settings are stored in tabs as per the tab name.
Columns B & C are show which version the variable is in.
The description of the each variable is contained in a comment.

Is anyone using any other variables, are they on a demo or live account, which broker and how is it going?

Cheers,
TT.
Author:  phil_trade [ Mon Sep 16, 2013 4:17 am ]
Post subject:  Re: Macd Stochastic Fractal MA5/25 Daily Marylin

phil_trade wrote:
Mike wrote:
phil_trade wrote:...MarilynMonroe_0.36B.mq4...
why not continue 0.37-Version --> 0.37B
but step back to 0.36B with NbTradeMax instead of MaxUnprotctedTrades and MaxTrades?
Hey Mike

for me, V0.36 was the last "official" version. I don't want different module between my FT BackTest and My Live Windev/Empty4 version and the MQL one.

But I have given the source code of the new module, so you can easily modify and recompile your version

cheers

Philippe
EDIT :

the RequiredMarginPercentile parameters is designed to limit the number of trades.
Author:  phil_trade [ Mon Sep 16, 2013 4:19 am ]
Post subject:  Re: Macd Stochastic Fractal MA5/25 Daily Marylin

TonkaTuff wrote:Marilyn V2.b looks pretty excellent Philippe!!! Looking forward to the test frenzy!!! =]

All,

I've been running a few demo instances for a few weeks and have had differing results from all. I'm assuming it's because of version and broker differences. As such, I thought I'd concatenate all of the settings out there so we could see who's doing what with which version an discuss.

The attached Spreadsheet has all the settings from Post 1, OOTD 0.36b, OOTB 0.37b, Unified and Niepce's settings for 7 pairs. (GPDUSD is now recommended, but there are no unique settings for the pair)

I've compared everything to the OOTB settings and highlighted the delta as below:
Red outline: OOTB differs from Forum Post 1
Dark fill: OOTB 0.36b where one or more other settings are different.
Light fill: Setting is different to OOTB 0.36b.
Red fill: Setting is not present in that verion.

The settings are stored in tabs as per the tab name.
Columns B & C are show which version the variable is in.
The description of the each variable is contained in a comment.

Is anyone using any other variables, are they on a demo or live account, which broker and how is it going?

Cheers,
TT.
Great job TT !
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