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Macd Stochastic Fractal MA5/25 Daily Marylin
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Author:  milanese [ Sat Sep 21, 2013 5:39 pm ]
Post subject:  Re: Macd Stochastic Fractal MA5/25 Daily Marylin
Hi all,

for all who are interested, here is v 0.37_d_xau
-changed: new Use_H1Patterncheck added, idea is not to trade if last h1 close was against trading direction, so not trading news spikes ecc as always optional, modified hardcoded setting for xau


Wish you all a nice weekend :)

Tommaso
Author:  phil_trade [ Sat Sep 21, 2013 6:16 pm ]
Post subject:  Re: Macd Stochastic Fractal MA5/25 Daily Marylin
milanese wrote:Hi all,

for all who are interested, here is v 0.37_d_xau
-changed: new Use_H1Patterncheck added, idea is not to trade if last h1 close was against trading direction, so not trading news spikes ecc as always optional, modified hardcoded setting for xau


Wish you all a nice weekend :)

Tommaso
Hi Tommaso

Did you backtest this idea ? What's the result ?

thanks to share

Philippe
Author:  milanese [ Sat Sep 21, 2013 6:22 pm ]
Post subject:  Re: Macd Stochastic Fractal MA5/25 Daily Marylin
Hi Philippe,

I made a backtest for 2013 and had a better result, as with my former version, will try it next week on one of my live accounts.

wish you a great weekend :)

Tommaso
Author:  phil_trade [ Sun Sep 22, 2013 7:05 am ]
Post subject:  Re: Macd Stochastic Fractal MA5/25 Daily Marylin
milanese wrote:Hi Philippe,

I made a backtest for 2013 and had a better result, as with my former version, will try it next week on one of my live accounts.

wish you a great weekend :)

Tommaso
Hi Tommaso

I add this filter in Delphi to backtest it with my 8 pairs benchmark with FT.As I thought, result is a little bit worse. Marilyn try to catch trend by anticipating reverse signal on a trend, catching good trade if retrace IS a reversal trend, or catching a bad trade if it's only a retrace. BUT, these very good and long trade, catched early, could be filter by this H1 test. I prefer trade small lot to accept more DD and have more profit.

My results :
Gold 2009/2013
with filter = +93.3 Profit / 3.07 Factor / 12.0 DD
no filter = +71.9 / 2.53 /11.1

Gold 2013 only :
with filter = +11.8 / 3.69 /8.0
without = +14.4 /4.04 /9.1

USDCHF 2009/2013
with filter = -1.1 !
without = +46.6 / 3.36 / 10.3

so less drawdown, but less profit ! of course, we have not the same parameters, but such a filter, to improve result, have to not filter good trade while filtering bad trade.They are so similar as it is far from being obvious.

Please share your paramaters and 2 backtest results then I can compare and understand why this improve your results.

cheers

Philippe
Author:  milanese [ Sun Sep 22, 2013 8:20 am ]
Post subject:  Re: Macd Stochastic Fractal MA5/25 Daily Marylin
Hi Philippe,

my settings are hardcoded I use this filter only for xau, not for other pairs and I wanted specially less DD, I use it in combination with the StatusCheck=true and Use_AssicurateWinOnRSI=true.

Cheers :)

Tommaso
Author:  phil_trade [ Sun Sep 22, 2013 8:46 am ]
Post subject:  Re: Macd Stochastic Fractal MA5/25 Daily Marylin
milanese wrote:Hi Philippe,

my settings are hardcoded I use this filter only for xau, not for other pairs and I wanted specially less DD, I use it in combination with the StatusCheck=true and Use_AssicurateWinOnRSI=true.

Cheers :)

Tommaso
Just read the StatusCheck Module. I think there's a little bloop with no consequence for you but if use in another way it could be :

you compare shift and 1 instead of shift and shift + 1

no matter for your test cause shift is always 0

Philippe

Code: Select all

bool StatusCheck(string symbol, int timeframe, int period, int period1, int mashift, int method, int applied, int type, int shift)
{
 //Idea from Andy (MrLong). Many thanks again, Andy
           //Check the moving averages are widening - the direction does not matter yet
  
       if (type == OP_BUY)
    {
        if (iMA(symbol, timeframe, period, mashift, method, applied, shift) > iMA(symbol, timeframe, period1, mashift, method, applied, shift) && 
        iMA(symbol, timeframe, period, mashift, method, applied, shift) > iMA(symbol, timeframe, period, mashift, method, applied, 1) &&
         iMA(symbol, timeframe, period1, mashift, method, applied, shift) > iMA(symbol, timeframe, period1, mashift, method, applied, 1))
            return(true);
            else return(false);
    }// (type == OP_BUY)

    if (type == OP_SELL)
    {
       if (iMA(symbol, timeframe, period, mashift, method, applied, shift) < iMA(symbol, timeframe, period1, mashift, method, applied, shift) && 
        iMA(symbol, timeframe, period, mashift, method, applied, shift) < iMA(symbol, timeframe, period, mashift, method, applied, 1) &&
        iMA(symbol, timeframe, period1, mashift, method, applied, shift) < iMA(symbol, timeframe, period1, mashift, method, applied, 1))
            return(true);
            else return(false);
    }//(type == OP_SELL)

   
   
    
 }//StatusCheck(string symbol, int timeframe, int period, int period1, int mashift, int method, int applied, int type,
Author:  phil_trade [ Sun Sep 22, 2013 8:50 am ]
Post subject:  Re: Macd Stochastic Fractal MA5/25 Daily Marylin
milanese wrote:Hi Philippe,

my settings are hardcoded I use this filter only for xau, not for other pairs and I wanted specially less DD, I use it in combination with the StatusCheck=true and Use_AssicurateWinOnRSI=true.

Cheers :)

Tommaso
Am I well understanding Use_AssicurateWinOnRSI=true.

You move SL on SecureProfit Price if RSI D1 decrease or increase ? For a BUY, you move SL if RSI goes higher 3 days in a row or > 75 ?

Code: Select all

		if (OrderType() == OP_BUY)
		{   if (OrderMagicNumber() == nMagic)
			if (OrderSymbol() == symbol)
		if((iRSI(symbol,PERIOD_D1,14,PRICE_CLOSE,0)> iRSI(symbol,PERIOD_D1,14,PRICE_CLOSE,1) && iRSI(symbol,PERIOD_D1,14,PRICE_CLOSE,1)> iRSI(symbol,PERIOD_D1,14,PRICE_CLOSE,2)
			&&iRSI(symbol,PERIOD_D1,14,PRICE_CLOSE,2)> iRSI(symbol,PERIOD_D1,14,PRICE_CLOSE,3)&& iRSI(symbol,PERIOD_D1,14,PRICE_CLOSE,3)> iRSI(symbol,PERIOD_D1,14,PRICE_CLOSE,4))||
			iRSI(symbol,PERIOD_D1,14,PRICE_CLOSE,0)>75)
did you run long term trade with this ? Don't they be cut too early ?
don't you cut too early and avoid retracement that allow added trades ?

thanks

Philippe
Author:  milanese [ Sun Sep 22, 2013 8:59 am ]
Post subject:  Re: Macd Stochastic Fractal MA5/25 Daily Marylin
Just read the StatusCheck Module. I think there's a little bloop with no consequence for you but if use in another way it could be :

you compare shift and 1 instead of shift and shift + 1

no matter for your test cause shift is always 0

Philippe
Hi Philippe,

this checks if the MA's are moving in the right direction, it compares the two MA Period 21 and 55 in TF H4, you are right that the comment is irritating I missed to delete this part of the comment, when I removed the widening check out of this modul.., so the shift is in my opinion right so..

Cheers :)

Tommaso
Author:  milanese [ Sun Sep 22, 2013 9:10 am ]
Post subject:  Re: Macd Stochastic Fractal MA5/25 Daily Marylin
phil_trade wrote:
milanese wrote:Hi Philippe,

my settings are hardcoded I use this filter only for xau, not for other pairs and I wanted specially less DD, I use it in combination with the StatusCheck=true and Use_AssicurateWinOnRSI=true.

Cheers :)

Tommaso
Am I well understanding Use_AssicurateWinOnRSI=true.

You move SL on SecureProfit Price if RSI D1 decrease or increase ? For a BUY, you move SL if RSI goes higher 3 days in a row or > 75 ?

Code: Select all

		if (OrderType() == OP_BUY)
		{   if (OrderMagicNumber() == nMagic)
			if (OrderSymbol() == symbol)
		if((iRSI(symbol,PERIOD_D1,14,PRICE_CLOSE,0)> iRSI(symbol,PERIOD_D1,14,PRICE_CLOSE,1) && iRSI(symbol,PERIOD_D1,14,PRICE_CLOSE,1)> iRSI(symbol,PERIOD_D1,14,PRICE_CLOSE,2)
			&&iRSI(symbol,PERIOD_D1,14,PRICE_CLOSE,2)> iRSI(symbol,PERIOD_D1,14,PRICE_CLOSE,3)&& iRSI(symbol,PERIOD_D1,14,PRICE_CLOSE,3)> iRSI(symbol,PERIOD_D1,14,PRICE_CLOSE,4))||
			iRSI(symbol,PERIOD_D1,14,PRICE_CLOSE,0)>75)
did you run long term trade with this ? Don't they be cut too early ?
don't you cut too early and avoid retracement that allow added trades ?

thanks

Philippe
Hi Philippe,

yes I have long term trades in GU with this since early august when I started to use this modul I lost not one trade with SL as you see in my hardcoded setting for GU it sets only a BE if MM if more than 150 pip in win and only with this distance it will made after that jumping stop. Philippe all this are ideas I am testing, I like testing ideas in forward test, and if they fail I learned a lot what not works and so I am going forward this is my way of trading in all time a make forex.
And yes you are understanding right I set BE if RSI goes higher 3 days in a row or > 75, this is taken from my manual longterm trading pratice

Cheers :)

Tommaso
Author:  phil_trade [ Sun Sep 22, 2013 9:30 am ]
Post subject:  Re: Macd Stochastic Fractal MA5/25 Daily Marylin
milanese wrote:
phil_trade wrote:
milanese wrote:Hi Philippe,

my settings are hardcoded I use this filter only for xau, not for other pairs and I wanted specially less DD, I use it in combination with the StatusCheck=true and Use_AssicurateWinOnRSI=true.

Cheers :)

Tommaso
Am I well understanding Use_AssicurateWinOnRSI=true.

You move SL on SecureProfit Price if RSI D1 decrease or increase ? For a BUY, you move SL if RSI goes higher 3 days in a row or > 75 ?

Code: Select all

		if (OrderType() == OP_BUY)
		{   if (OrderMagicNumber() == nMagic)
			if (OrderSymbol() == symbol)
		if((iRSI(symbol,PERIOD_D1,14,PRICE_CLOSE,0)> iRSI(symbol,PERIOD_D1,14,PRICE_CLOSE,1) && iRSI(symbol,PERIOD_D1,14,PRICE_CLOSE,1)> iRSI(symbol,PERIOD_D1,14,PRICE_CLOSE,2)
			&&iRSI(symbol,PERIOD_D1,14,PRICE_CLOSE,2)> iRSI(symbol,PERIOD_D1,14,PRICE_CLOSE,3)&& iRSI(symbol,PERIOD_D1,14,PRICE_CLOSE,3)> iRSI(symbol,PERIOD_D1,14,PRICE_CLOSE,4))||
			iRSI(symbol,PERIOD_D1,14,PRICE_CLOSE,0)>75)
did you run long term trade with this ? Don't they be cut too early ?
don't you cut too early and avoid retracement that allow added trades ?

thanks

Philippe
Hi Philippe,

yes I have long term trades in GU with this since early august when I started to use this modul I lost not one trade with SL as you see in my hardcoded setting for GU it sets only a BE if MM if more than 150 pip in win and only with this distance it will made after that jumping stop. Philippe all this are ideas I am testing, I like testing ideas in forward test, and if they fail I learned a lot what not works and so I am going forward this is my way of trading in all time a make forex.
And yes you are understanding right I set BE if RSI goes higher 3 days in a row or > 75, this is taken from my manual longterm trading pratice

Cheers :)

Tommaso
Good to know i'm not alone to test new concept :)
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