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304	doshur 2008.09.15 16:53 anyone can try to improve this ScalpBot another version using stochastic Attached files: ScalpBot.mq4 (2.54 KB) ScalpBot_Stochastic.mq4 (3.20 KB)

Interview with Karol Przybytkowski (karolp)

I decided to maximize my risk in order to have a better chance at getting to the top. I guess that many participants did the same, because someone is going to get lucky and get a high balance. In order to compete with these people, it is necessary to increase risk.

304	doshur 2008.09.15 16:53 the indicator Attached files: RangerEA.mq4 (2.11 KB)

Kengen 2008.09.15 23:28

Hmm!! always thinking. 1 hour of tweaking and thinking through produced this result. Not too good for a modelling quality. email me for the final code. kafoatyahoodotcom.

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Strategy Tester Report

ScalpBot

MetaQuotes-Demo (Build 218)

Symbol		GBPUSD (Great Britain Pound vs US Dollar)
Period		5 Minutes (M5) 2008.02.27 19:35 - 2008.09.15 21:05 (2008.01.01 - 2008.09.16)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		Scalp=20; StopLoss=75;

Bars in test	40359	Ticks modelled	1523087	Modelling quality	69.58%
Mismatched charts errors	0

Initial deposit	10000.00
Total net profit	18886.37	Gross profit	18995.41	Gross loss	-109.04
Profit factor	174.21	Expected payoff	572.31
Absolute drawdown	6067.70	Maximal drawdown	15362.42 (56.98%)	Relative drawdown	63.39% (6807.70)

Total trades	33	Short positions (won %)	24 (95.83%)	Long positions (won %)	9 (100.00%)
		Profit trades (% of total)	32 (96.97%)	Loss trades (% of total)	1 (3.03%)
Largest		profit trade	1000.00	loss trade	-109.04
Average		profit trade	593.61	loss trade	-109.04
Maximum		consecutive wins (profit in money)	29 (16253.97)	consecutive losses (loss in money)	1 (-109.04)
Maximal		consecutive profit (count of wins)	16253.97 (29)	consecutive loss (count of losses)	-109.04 (1)
Average		consecutive wins	16	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2008.02.28 08:23	buy	1	1.80	1.9795	0.0000	1.9815
2	2008.02.28 09:48	t/p	1	1.80	1.9815	0.0000	1.9815	360.00	10360.00
3	2008.02.28 12:37	buy	2	1.90	1.9797	0.0000	1.9817
4	2008.02.28 13:08	t/p	2	1.90	1.9817	0.0000	1.9817	380.00	10740.00
5	2008.03.24 20:05	sell	3	1.90	1.9846	0.0000	1.9826
6	2008.03.31 13:31	t/p	3	1.90	1.9826	0.0000	1.9826	132.62	10872.62
7	2008.04.02 22:13	sell	4	2.00	1.9888	0.0000	1.9868
8	2008.04.03 01:03	t/p	4	2.00	1.9868	0.0000	1.9868	288.40	11161.02
9	2008.04.03 05:09	sell	5	2.00	1.9862	0.0000	1.9842
10	2008.04.03 09:30	t/p	5	2.00	1.9842	0.0000	1.9842	400.00	11561.02
11	2008.04.03 19:21	sell	6	2.10	1.9959	0.0000	1.9939
12	2008.04.03 20:20	t/p	6	2.10	1.9939	0.0000	1.9939	420.00	11981.02
13	2008.04.03 22:20	sell	7	2.20	1.9949	0.0000	1.9929
14	2008.04.04 14:56	t/p	7	2.20	1.9929	0.0000	1.9929	399.08	12380.10
15	2008.04.04 16:03	sell	8	2.20	1.9966	0.0000	1.9946
16	2008.04.04 16:37	t/p	8	2.20	1.9946	0.0000	1.9946	440.00	12820.10
17	2008.04.04 19:00	sell	9	2.30	1.9933	0.0000	1.9913
18	2008.04.04 21:00	t/p	9	2.30	1.9913	0.0000	1.9913	460.00	13280.10
19	2008.04.04 22:00	sell	10	2.40	1.9928	0.0000	1.9908
20	2008.04.07 02:58	t/p	10	2.40	1.9908	0.0000	1.9908	435.36	13715.46
21	2008.04.08 02:12	sell	11	2.50	1.9918	0.0000	1.9898
22	2008.04.08 02:52	t/p	11	2.50	1.9898	0.0000	1.9898	500.00	14215.46
23	2008.04.29 10:00	buy	12	2.60	1.9849	0.0000	1.9869
24	2008.04.30 20:26	t/p	12	2.60	1.9869	0.0000	1.9869	552.50	14767.96
25	2008.05.02 01:27	buy	13	2.70	1.9775	0.0000	1.9795
26	2008.05.02 09:21	t/p	13	2.70	1.9795	0.0000	1.9795	540.00	15307.96
27	2008.05.02 18:00	buy	14	2.80	1.9757	0.0000	1.9777
28	2008.05.05 08:21	t/p	14	2.80	1.9777	0.0000	1.9777	595.00	15902.96
29	2008.05.28 06:01	buy	15	2.90	1.9751	0.0000	1.9771
30	2008.05.28 08:00	t/p	15	2.90	1.9771	0.0000	1.9771	580.00	16482.96
31	2008.05.29 10:14	buy	16	3.00	1.9707	0.0000	1.9727
32	2008.05.29 11:07	t/p	16	3.00	1.9727	0.0000	1.9727	600.00	17082.96
33	2008.05.29 15:06	buy	17	3.10	1.9761	0.0000	1.9781
34	2008.05.30 07:23	t/p	17	3.10	1.9781	0.0000	1.9781	658.75	17741.71
35	2008.06.05 23:06	sell	18	3.20	1.9588	0.0000	1.9568
36	2008.06.06 07:00	t/p	18	3.20	1.9568	0.0000	1.9568	580.48	18322.19
37	2008.06.06 15:00	sell	19	3.30	1.9610	0.0000	1.9590
38	2008.06.06 15:18	t/p	19	3.30	1.9590	0.0000	1.9590	660.00	18982.19
39	2008.06.06 15:18	sell	20	3.40	1.9587	0.0000	1.9567
40	2008.06.10 11:43	t/p	20	3.40	1.9567	0.0000	1.9567	553.52	19535.71
41	2008.06.11 16:00	sell	21	3.50	1.9638	0.0000	1.9618
42	2008.06.12 02:46	t/p	21	3.50	1.9618	0.0000	1.9618	504.70	20040.41
43	2008.06.24 00:50	buy	22	3.60	1.9646	0.0000	1.9666
44	2008.06.24 07:33	t/p	22	3.60	1.9666	0.0000	1.9666	720.00	20760.41
45	2008.07.09 22:11	sell	23	3.70	1.9821	0.0000	1.9801
46	2008.07.10 07:16	t/p	23	3.70	1.9801	0.0000	1.9801	533.54	21293.95
47	2008.07.10 08:03	sell	24	3.80	1.9801	0.0000	1.9781
48	2008.07.10 09:12	t/p	24	3.80	1.9781	0.0000	1.9781	760.00	22053.95
49	2008.07.11 02:06	sell	25	4.00	1.9781	0.0000	1.9761
50	2008.07.11 07:50	t/p	25	4.00	1.9761	0.0000	1.9761	800.00	22853.95
51	2008.07.11 09:20	sell	26	4.10	1.9788	0.0000	1.9768
52	2008.07.11 09:50	t/p	26	4.10	1.9768	0.0000	1.9768	820.00	23673.95
53	2008.07.11 22:26	sell	27	4.30	1.9882	0.0000	1.9862
54	2008.07.14 01:57	t/p	27	4.30	1.9862	0.0000	1.9862	780.02	24453.97
55	2008.07.14 04:38	sell	28	4.40	1.9849	0.0000	1.9829
56	2008.07.14 08:20	t/p	28	4.40	1.9829	0.0000	1.9829	880.00	25333.97
57	2008.07.14 09:01	sell	29	4.60	1.9844	0.0000	1.9824
58	2008.07.14 10:32	t/p	29	4.60	1.9824	0.0000	1.9824	920.00	26253.97
59	2008.07.14 11:03	sell	30	4.70	1.9851	0.0000	1.9831
60	2008.07.24 14:53	t/p	30	4.70	1.9831	0.0000	1.9831	-109.04	26144.93
61	2008.07.25 22:52	sell	31	4.70	1.9917	0.0000	1.9897
62	2008.07.28 00:20	t/p	31	4.70	1.9897	0.0000	1.9897	852.58	26997.51
63	2008.07.28 17:00	sell	32	4.90	1.9913	0.0000	1.9893
64	2008.07.29 12:22	t/p	32	4.90	1.9893	0.0000	1.9893	888.86	27886.37
65	2008.07.31 15:00	sell	33	5.00	1.9876	0.0000	1.9856
66	2008.07.31 16:18	t/p	33	5.00	1.9856	0.0000	1.9856	1000.00	28886.37

304	doshur 2008.09.16 10:45 Kengen wrote >> Hmm!! always thinking. 1 hour of tweaking and thinking through produced this result. Not too good for a modelling quality. email me for the final code. kafoatyahoodotcom. can email me the source code at dyrws at yahoo dot com

belgarion 2008.09.16 11:10

I have some questions, wonder if anyone can clarify:

How does one related modelling quality of a EA vs its results when running live ?

Does it mean that 90% modelling quality means u will likely get the same result when running live?

Often than not, i get discouraged when the results is a big difference while running on different platforms.

It means that you are spending precious time to fine tune the codings, yet when u run it on live server, it is going in a different direction.

1235

BarrowBoy 2008.09.16 14:25

belgarion

1) You must back-test & optimise on the data of the account you are going to live-trade on, do not 'Download History' or use demo data to prepare for a live account, even of same broker

2) If you are running an EA that opens trades during a bar, there will be significant differences to the back testing as 'every tick mode' does not contain every tick,

see 'Strategy Tester: Modes of Modeling during Testing'

3) If your EA opens on first tick of a bar and you have the actual history data of the account you live trade on then back-test & optimise results are extremely virtually identical to the live trades you would have got

I back-test every EA every month to see same trades as made live

FWIW

-BB-

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