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nonlinear replied Jul 31, 2016I have been busy and let optimizer run to play around with EJ. I know some of these ATR settings don't make sense because they will not trigger, but one can work off decent settings from this (there are many settings that produce similar results). ...
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nonlinear replied Jul 29, 2016Okay so after some testing on multiple pairs, I must say that this EA is very pair dependent and it is highly unlikely that one setting or even range will work across multiple pairs. Of course, this is typical, hence the labor in trying to trade ...
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nonlinear replied Jul 29, 2016Does not work as well on NJ as GJ. It does not lose money, but NJ is very spikey whereas GJ likes to runs. Same settings on different pairs seems unlikely.
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nonlinear replied Jul 28, 2016Something odd going on. Testing on NJ and am getting too many trades. Will look further. I think it's this: The pip value is off for min max pips ATR.
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nonlinear replied Jul 28, 2016Would be interesting to test this with no TP, just a trailing stop based on the ATR -- should work well to get some runners witha really high RR but lower WR in pairs that trend. Will try later
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nonlinear replied Jul 28, 2016One more, with straight TP/SL to confirm the theory. Excellent job Kahlil. Going to try on other pairs now, which will be the real test. image
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nonlinear replied Jul 27, 2016Keep in mind that I am testing with a 1:1 RR at 3ATR on the D, which are classic safe settings. Looks like it has an edge.
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nonlinear replied Jul 27, 2016Now lets only take shorts during the above reversal with a fixed TP and SL. If our theory is correct, it should gain right: image Heck yeah. Seems pretty logical.
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nonlinear replied Jul 27, 2016For further effect, here is another test where we only use a fixed TP and SL. The equity gain stalls and reverses exactly when GJ reverses. Makes sense, right. image
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nonlinear replied Jul 27, 2016Here is a test of just longs. You can see the dip in equity when GJ reverses direction on D or W from long to short. image
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nonlinear replied Jul 27, 2016One can see if you only took longs when price was above the 200 sma and even only shorts below the 200 sma, the expert would have killed it. image
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nonlinear replied Jul 27, 2016So we know that GJ was trending up over most of my test window. Lets try a test over the last year when it was trending down and see what happens to the win % for shorts versus longs. Short win rate goes up of course, but long win rate is still ...
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nonlinear replied Jul 27, 2016Notice the dramatic difference in the win % for shorts versus longs.
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nonlinear replied Jul 27, 2016Fixed lots, it is a realistic looking curve over a decent window of varied market conditions. One can see that the period right before the recent run up would have been difficult to trade. image
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nonlinear replied Jul 27, 2016No, not with those settings, but it had a good start. Will run with fixed lots to get a better look.
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nonlinear replied Jul 27, 2016BTW,the above M15 test used time_frame=240 and atr_tf=1440
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