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Ronald Raygun replied Aug 17, 2010No When backtesting, the EA holds trades open the maximum amount of bars, by default, 1440 (one day)
Old Dog with New Tricks
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Ronald Raygun replied Aug 17, 2010The EA doesn't quite do that now. It shows you the highest values that exceed your criteria.
Old Dog with New Tricks
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Ronald Raygun replied Aug 16, 2010Hrmn. I think for the next version of this EA I'll have it post the highest values gained for that permutation so you can manually compare against desired values.
Old Dog with New Tricks
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Ronald Raygun replied Aug 15, 2010If you right click on the chart and click "refresh", what happens?
Old Dog with New Tricks
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Ronald Raygun replied Aug 14, 2010I don't see anything too abnormal... The trades are ending either in 1440 bars, or in < 100 bars
Old Dog with New Tricks
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Ronald Raygun replied Aug 14, 2010Your stoploss value is the gross stoploss and your takeprofit value is the gross takeprofit. The profit column is the net profit. I am curious to know why the gross profit is negative. I think those were the tested trades where the entry bar is the ...
Old Dog with New Tricks
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Ronald Raygun replied Aug 14, 2010You can if you want. I don't see too many bad strings, but then again, I use super-long optimization periods. You can also consider the possibility of a string of wins. The EA is fairly accurate in predicting its own success. You can also consider ...
Old Dog with New Tricks
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Ronald Raygun replied Aug 14, 2010The issue I'm concerned with is the backtest. 5M bars are generally larger than 1M bars and thus an increased likelihood of unsure trades--trades where any two of the entry price, takeprofit, or stoploss are on the same bar. And RFKing, did you do ...
Old Dog with New Tricks
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Ronald Raygun replied Aug 14, 20101M or smaller. Basically the more granular the timeframe the better. I'm trying to generate some sizable 5 tick bars. I have about a month's worth of data. There's some promise but nothing conclusive yet.
Old Dog with New Tricks
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Ronald Raygun replied Aug 13, 2010Yes, it's possible. Take a look in the master copy file and see how frequently trades happen. That's largely why I backtest against longer periods. I'm more likely to catch both a long up trend and a long downtrend.
Old Dog with New Tricks
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Ronald Raygun replied Aug 13, 2010The column headings are the same as the optimized settings file. Difference is this is every possible permutation. If you see something there that you like, replace the corresponding hour with the new line.
Old Dog with New Tricks
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Ronald Raygun replied Aug 13, 2010Doesn't look like it. What does All Permutations say?
Old Dog with New Tricks
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Ronald Raygun replied Aug 13, 2010The backtest takes all trade opportunities regardless of whether or not there are other simultaneous trades open. The reason why is in the nature of how the TP/SL optimization works as I explained in the webinar.
Old Dog with New Tricks
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Ronald Raygun replied Aug 13, 2010If your bar count was relatively low, then that would be expected. Why? This week was the first down week in awhile. As for those asking about spread, yes, I'm working on putting in a more realistic spread model to put in. Sunday spreads tend to be ...
Old Dog with New Tricks
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Ronald Raygun replied Aug 12, 2010I can't solve power/usage. But what I do have are rented closets around the US (literally, closets) and I put my own custom-built servers there. I pay something like $100 / month for the space, electricity, and internet connection. It's far cheaper ...
Old Dog with New Tricks
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Ronald Raygun replied Aug 12, 2010For 'just' $720 (Plus tax) You can get the one of the exact same servers I'm running. Just remove one hard disk, and bump the processor up one.
Old Dog with New Tricks
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Ronald Raygun replied Aug 12, 2010Here's my MultiDoji EA. When defining a doji, negative values represent infinity.
Doji Strategy Needs an EA for thorough Testing
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Ronald Raygun replied Aug 12, 2010If the pair's optimization results leave me with no trade options, then I don't bother. I know what sort of results I expect from the market and if the market won't give me what I want, I won't trade it.
Old Dog with New Tricks