MQL4 - automated forex trading   /  

Forum

Finally, my EA is working properly 90 % per month w/ med leverage !

Back to topics list  | 1 2 To post a new topic, please log in or register

avatar
32
csbueno 2008.08.20 03:56 
Finally, my EA is working properly.....the last few weeks had been terrible, choppy market is to blame, 




overall, Im quite happy with it.:)

Thats a 3 month period, w/ a 10K initial deposit

article

Meta COT Project - New Horizons for CFTC Report Analysis in MetaTrader 4

The article is about the use of CFTC report data (Open Interest) in MetaTrader. The article describes the proposed META COT project in details, shows how to load and process the necessary information. The Expert Advisor included into the project will help us analyze the effectiveness of the concept presented in the article. Finally, we'll draw some conclusions and offer useful suggestions.


avatar
304
doshur 2008.08.20 15:15 
care to share your code?

avatar
1
hmtbfr 2008.08.20 16:17 
csbueno wrote >>
Finally, my EA is working properly.....the last few weeks had been terrible, choppy market is to blame,













overall, Im quite happy with it.:)


Thats a 3 month period, w/ a 10K initial deposit



doshur wrote >>
care to share your code?

or maybe you photoshop it to show off :)


avatar
32
csbueno 2008.08.21 03:21 
hmtbfr wrote >>

or maybe you photoshop it to show off :)

Nah, no photshop!  its true, But Iam considering leasing it. 


avatar
1
FiboMan 2008.08.21 05:48 
If you do want to lease it, please contact me.

avatar
68
danielbambangws 2008.08.21 05:53 
csbueno wrote >>
Finally, my EA is working properly.....the last few weeks had been terrible, choppy market is to blame,




overall, Im quite happy with it.:)

Thats a 3 month period, w/ a 10K initial deposit

If your EA is very well 100% .. you will 100% be No.1 ATC 2008 hahahaha


avatar
68
danielbambangws 2008.08.21 07:26 
danielbambangws wrote >>

If your EA is very well 100% .. you will 100% be No.1 ATC 2008 hahahaha

Your EA backtest is great..

'One-Minute Data Modelling Quality Rating'

Examined are the most frequent mistakes that lead the first-time programmers to creation of a "super-moneymaking" (when tested) trading systems. Exemplary experts that show fantastic results in tester, but result in losses during real trading are presented.

Do you have run a forward test for your EA ?


avatar
23
jeffzie1 2008.08.21 08:17 
csbueno wrote >>
Finally, my EA is working properly.....the last few weeks had been terrible, choppy market is to blame,













overall, Im quite happy with it.:)


Thats a 3 month period, w/ a 10K initial deposit



Can you please share your EA with me ???? my email jeffhonfor@yahoo.com will be expecting you. Thanks


avatar
32
csbueno 2008.08.21 08:32 
danielbambangws wrote >>

If your EA is very well 100% .. you will 100% be No.1 ATC 2008 hahahaha

theres a chance,  but  the max allowed lots in the ATC is   five,  and  that  could limit its  performance,  anyway, using a fixed lot ( i.e  3 lots every 10 k)  gives good results anyway.

Im considering to participate in the ATC, though. 


avatar
32
csbueno 2008.08.21 09:14 
danielbambangws wrote >>

Your EA backtest is great..

'One-Minute Data Modelling Quality Rating'

Examined are the most frequent mistakes that lead the first-time programmers to creation of a "super-moneymaking" (when tested) trading systems. Exemplary experts that show fantastic results in tester, but result in losses during real trading are presented.

Do you have run a forward test for your EA ?

Been  there, once I developed  a "grial"  ea, incredible numbers... but it  really mess  my  real account;  Im testing this new EA  on  a demo,  and  so far, so good.  anyway,  the max drawdown  at  this profit level is quite high (35%),   but  very stable.   for a  live account ( after a test period on the  demo) I´d go half of that at  the most.  No  EA works   in all market conditions,  and  this one  doesnt like choppy markets.


Usually, EA´s  that perform good in the tester, but terrible in forward testing,  are very sensitive  to  the optimizarion process,   for example,an EA that in   the Optimization  makes 100 passes, but only 5  are profitable, means  its more of a "lucky EA", and certainly its not  gonna work in forward tests.  this EA  is more flexible,  around 85 % of its passes are profitable to a different degree.' A lot  has been   written here  in the forum regarding  Optimization,  so I  wont  go deeper  in to that because I know theres people who has more knowledge than me.


This  EA works  very good,  but its not a  "grial", 




avatar
32
csbueno 2008.08.21 23:48 

Heres  a  test  w/ .1 pip and no Money management(I erase  the parameters)







Strategy Tester Report
Simple
MIG-Demo (Build 217)

Symbol EURUSD (Euro vs US Dollar)
Period 1 Hour (H1) 2008.05.22 00:00 - 2008.08.21 21:00 (2008.05.22 - 2008.08.22)
Model Every tick (the most precise method based on all available least timeframes)
Parameters
Bars in test 2541 Ticks modelled 604910 Modelling quality 90.00%
Mismatched charts errors 0
Initial deposit 1000.00
Total net profit 1869.26 Gross profit 3799.13 Gross loss -1929.87
Profit factor 1.97 Expected payoff 16.69
Absolute drawdown 23.00 Maximal drawdown 412.17 (13.33%) Relative drawdown 18.37% (249.03)
Total trades 112 Short positions (won %) 68 (52.94%) Long positions (won %) 44 (40.91%)
Profit trades (% of total) 54 (48.21%) Loss trades (% of total) 58 (51.79%)
Largest profit trade 82.49 loss trade -48.09
Average profit trade 70.35 loss trade -33.27
Maximum consecutive wins (profit in money) 8 (639.60) consecutive losses (loss in money) 10 (-390.17)
Maximal consecutive profit (count of wins) 639.60 (8) consecutive loss (count of losses) -390.17 (10)
Average consecutive wins 2 consecutive losses 3









Back to topics list   | 1 2  

To add comments, please log in or register