View Full Version : Sooner's EURGBP EA Comparison Testing
Sooner
02-11-2009, 11:37 AM
Those of you who followed my previous thread in which I proceeded to blow out one account twice in 7 weeks using FAPTurbo may recall that I stated I had been researching and testing a number of other EA's which were specifically targetted at the EURGBP and EURCHF pairs during the Asian Session.
First off what I am doing and why I am doing it that way.
1. FXPRO is being used as the broker for the demo account. Why? Because their demo data feed and spreads are exactly the same as their live data feed and spreads. I have never had an issue with offquotes or things of that nature so in my opinion this gives me the most realistic test lab because of the spread and price feed consistency.
2. All of these EA's are running on the same demo account at the same time.
Your_Lucky_EURGBP_v2b
FAP Turbo V36
!_rdb_THUNDER4WD_v2b
3. All of these EA's are trading the EURGBP and EURCHF pairs with mostly default settings, outside of spread which I have set at 6.0. Why did I set it so high? Well firstly to determine if the spread was why the performance was bad or if the entry point that was chosen was what caused the trades to run to SL.
4. Time Frame of Testing will be:
Standard GMT offset of 2 for FAPTurbo
22:00 - 06:00 FXPro time (GMT+2)
With all that being said, I do not wish to compare them based on simply the number of trades or the profit margin of trades but rather I want to see how closely the entry and exit points match as well as how reliablly they deal with the exact same spreads at the exact same time on the exact same platform. My preliminary testing shows me that both from a profit factor and a frequency of winning trades they are kicking FAPTurbo's tail on both pairs, however more testing is warranted and yes this is play money, my wife recently went nuclear after seeing the balance statement for my FXPRO account (even though none of that was her money). I do hope to go back live at some point but I want to do it at someplace that offers micro accounts and where the spreads are not crazy high like IBFX has become.
Here is what we have for a running total so far.
Live Stats of the account can be found here (http://soonerdemo.mt4stats.com)
Click the image file below to see a breakdown of profit or loss updated daily for each pair and each EA. This total is cumulative and I have filtered out all manual trades or items which are not specifically related to this test, hence the reason the total profit may differ from the MT4 stats link
Weekly Update 2/12-18/09
Historical data has been destroyed due to an MT4 error and a simple typo on my part during the last week of February for the LiteFX broker. I have setup a new demo there but I am now missing nearly a month of data that conincides with the FXPRO data that I already have. All of the EA's have performed fairly well so far, with FAPTURBO leading the contest based on the first couple of weeks of data in an average profit per trade measurement. Now, with just under two weeks of information, the numbers can and will change as the weeks go on we should get a better look at how things perform in the long run.
FAPT = $3.97 per trade average / $51.57 Total profit
Farhad Crab = $2.05 per trade average / $49.20 Total profit
Thunder4WD = $1.06 per trade average / $95.08 Total profit
Your_Lucky = $1.08 per trade average / $114.71 Total profit
FAP Turbo has the best profit per trade average right now, but appears to be less than half as profitable as YourLucky in total profit potential.
Update 3/5/09
Firstly let me apologize for not updating this in the past few weeks, some big things have happened that were out of my control and deserved my attentionn much more than this. However we have still be gathering data for the FXPRO broker during this time, so the good news is we have nearly a month of data available to us, soooo lets take a look at the numbers.
Row Labels Profit Trades Averge Profit Per Trade
FAPTurbo 41.51 34 $1.22
eurchf -32.35 18 $(1.80)
buy -10.64 11 $(0.97)
sell -21.71 7 $(3.10)
eurgbp 73.86 16 $4.62
buy 48.76 10 $4.88
sell 25.1 6 $4.18
Farhad Crab 49.2 24 $2.05
eurusd 49.2 24 $2.05
buy 23.4 13 $1.80
sell 25.8 11 $2.35
Thunder4WD -88.92 160 $(0.56)
eurchf 25.13 68 $0.37
buy 47.92 39 $1.23
sell -22.79 29 $(0.79)
eurgbp -114.05 92 $(1.24)
buy -221.09 58 $(3.81)
sell 107.04 34 $3.15
Your_Lucky -14.36 186 $(0.08)
eurchf -110.63 80 $(1.38)
buy -94.03 51 $(1.84)
sell -16.6 29 $(0.57)
eurgbp 96.27 106 $0.91
buy 4.76 57 $0.08
sell 91.51 49 $1.87
Grand Total -12.57 404 $(0.03)
Some things look really bad, namely the Thunder4WD and Your_Lucky don't look nearly as good as they did two weeks ago. It does look however like everyone has been taking a beating on the EURCHF which if removed from the equation would make Your_Lucky and FAPTurbo much more competitive. I have put together a color coded pivot table, green is good, red, is bad, yellow is somewhere in between. Take a look as the results are very interesting.
I am personally of the opinion that the same logic that allows an EA to trade the EURGBP cannot be applied to the EURCHF pair long term or it will gradually beat you down with the increased losses. More data is necessary but that is the trend I am beginning to see emerge.
Sooner
02-11-2009, 12:07 PM
Reserved for Future Information
Sooner
02-11-2009, 12:08 PM
reserving this post for later
Sooner,
What version of Lucky are you using???
If you put minuses in front of all those, that's about the results I received with FXDD...
Sooner
02-11-2009, 02:51 PM
Sooner,
What version of Lucky are you using???
If you put minuses in front of all those, that's about the results I received with FXDD...
v2b is the version I am using.
Sooner
02-11-2009, 02:52 PM
so the winner is free Your_Lucky. and most likely fapt is just customized its previous version (similar pairs, hours, entry/exit rules, etc.) :)
Miksa it is FAR to early to tell, that is only 24 hours worth of data you are looking at comparing the three systems. I would be interested to see them perform on another demo account but I can't seem to find one that runs from the live spreads and price feeds. Anyone have any suggestions?
Sooner
02-11-2009, 03:24 PM
what about alpari?
Can you verify that the spreads for Demo and live are exactly the same at all times of the day/night, specifically during the asian session.
xchaparro
02-11-2009, 04:52 PM
Can you verify that the spreads for Demo and live are exactly the same at all times of the day/night, specifically during the asian session.
Tadawulf fx have the same spread demo - real day/night Eur/GBP 3 and eurchf 3. i tested FXpro, interbankFX, FXDD and Alpari US, so far Alapari US the best results and spreads. EUR/GBP 5 EUR/CHF 3 live and demo during asian session.
nelson
02-11-2009, 05:13 PM
Now... *This* is interesting!
Actually, I've had some plans to do this type of analysis myself, but I've got too little time and on top of that I'm having some strange troubles getting the lucky to run on FxPro where I reside. Also, I haven't (yet) got the thunder.
Rest assured I'll follow your progress!
dynamo
02-12-2009, 05:09 AM
Hi
I am also running a test on Your_Lucky v2b. I am running it live on Alpari UK, but with the risk right down (set to 0.01 lot size), apart from that default settings. I never trust trust demo accounts entirely, so am willing to take a punt on live just to see how it goes.
Will let it run for a while and post the trades if you all want them. I will only stop it if I get a successive run of significant losses .
I must say, reading through the forum for that EA, people here are far more educated and civil. Don't think I will be taking part in that one.
Sooner
02-12-2009, 08:45 AM
Forex Nirvana has a thread about it as well. On average the TSD forums have a few core users who are nothing short of genius and the rest are those who are looking to get rich quick, I like the information on TSD but filtering out all the crap is hard at times.
hazelj80
02-12-2009, 07:39 PM
i know for a fact that thunder will out trade fap on a live account on just the euregbp itself!. but then again, when i was using fap, i was using a market maker mt4 they're aren't too many real mt4 ECN's. i only know of three. ATC, MBT (BETA) and Broco from st. peteresburg, Russia. they are pretty good with the spreads and commissions and fast execution. it's a MT4 bridged through currenex with 5 digits and 5.00 per 1 full lot commission. not bad my friend is using all 3 scalper pairs that people mostly trade with fap at MBT BETA demo and all three will trade because the spreads are soooo low! it would trade circled around fap!
limitup
02-12-2009, 08:55 PM
i know for a fact that thunder will out trade fap on a live account on just the euregbp itself!. but then again, when i was using fap, i was using a market maker mt4 they're aren't too many real mt4 ECN's. i only know of three. ATC, MBT (BETA) and Broco from st. peteresburg, Russia. they are pretty good with the spreads and commissions and fast execution. it's a MT4 bridged through currenex with 5 digits and 5.00 per 1 full lot commission. not bad my friend is using all 3 scalper pairs that people mostly trade with fap at MBT BETA demo and all three will trade because the spreads are soooo low! it would trade circled around fap!
I was told 5 bucks at MB and 8 bucks at ATC. When ever they decide to go live.:rolleyes:
hazelj80
02-12-2009, 08:59 PM
yeah, i could care less about ATC it, to me is an ECN-like mt4 platform. BroCo and MBT are the real deal. there are some little differences that they both have that ATC doesn't and needs to have. but yes, MBT needs to get it together!
Sooner
02-13-2009, 09:35 AM
i know for a fact that thunder will out trade fap on a live account on just the euregbp itself!. but then again, when i was using fap, i was using a market maker mt4 they're aren't too many real mt4 ECN's. i only know of three. ATC, MBT (BETA) and Broco from st. peteresburg, Russia. they are pretty good with the spreads and commissions and fast execution. it's a MT4 bridged through currenex with 5 digits and 5.00 per 1 full lot commission. not bad my friend is using all 3 scalper pairs that people mostly trade with fap at MBT BETA demo and all three will trade because the spreads are soooo low! it would trade circled around fap!
Right now it isn't a matter of one out trading the other in terms of either profit OR in number of trades, what I want to see and an compiling a couple of times each day is a running total of trades that each one puts out and what their cummulative total profit it. I am also in the process of breaking it down by the hour in which the trade was opened which presents some interesting data. First post updated with a new graphic to show what I mean.
hazelj80
02-13-2009, 01:28 PM
well here something that might help look at thunder and fap from 20:00-1:00 GMT +1 then watch both. that's when the asiian session starts and the trades start taking longer to pan on both so I shortened thunder's hrs to about half since it can put on a different types of trades because the theories are aboviusly quite different in terms of scalping
Sooner
02-13-2009, 02:24 PM
well here something that might help look at thunder and fap from 20:00-1:00 GMT +1 then watch both. that's when the asiian session starts and the trades start taking longer to pan on both so I shortened thunder's hrs to about half since it can put on a different types of trades because the theories are aboviusly quite different in terms of scalping
After sitting down with the data this morning I came to exactly the same conclusion, but 4 days worth of trade data is not what I would call a reasonable sample. I did cut off the last two hours of trading reducing the end time to 04:00 (GMT +2).
hazelj80
02-13-2009, 04:39 PM
also, with thunder4wd, you can trade from 1-5 gmt+1 sunday and it will pull down profits then as well. we have quite a bit of forward test showing what i say and my live account as well. Sunday has always been a good day from those times I posted
moneydream
02-14-2009, 02:34 AM
I think FAPTURBO will be leading in this test. The FAPTURBO team is always fine tweaking the EA and with the new pro44 version it shouldn't have problem on brokers with slight widen spread during Asian session. However the choice of the brokers do make a lot of impact on the final test result.
hazelj80
02-14-2009, 02:39 AM
hopefully so. the spreads do matter a lot. on borco, thunder can trade the eurchf as well. but live i only trade the pair it was designed for, the eurgbp. but yes, they try their best to be on top of the most current market conditions. i swear if MBT gets up and going, i could have a second account there!
zdewj
02-15-2009, 02:30 PM
also, with thunder4wd, you can trade from 1-5 gmt+1 sunday and it will pull down profits then as well. we have quite a bit of forward test showing what i say and my live account as well. Sunday has always been a good day from those times I posted
How do you set thunder to trade from 1-5 gmt?
Thanks!
forexample
02-17-2009, 12:41 AM
could someone please point me in the direction of where to get a copy of thunder please?
Sooner
02-17-2009, 09:47 AM
could someone please point me in the direction of where to get a copy of thunder please?
I believe that you can get a copy by making a small donation to the author. I stumbled across my copy while researching something else but given the demo results I hate to distribute that link because it does appear to be a reasonably reliable system.
dynamo
02-17-2009, 02:59 PM
Hi Sooner
How are you dealing with the no trade warning in Lucky? I have been turning the EA off when I notice it, but when I have been too late, that seems to be when I have taken losses. Wish there was an automatic stop built in, but I guess for the money then a visual flag is ok.
So far tonight it has made a few trades (I have had it turned off for a few nights due to draw downs on other trades), all have come in, but as I have restricted the total amount they are token indicators of success rather than the money management system.
Sooner
02-17-2009, 03:59 PM
Hi Sooner
How are you dealing with the no trade warning in Lucky? I have been turning the EA off when I notice it, but when I have been too late, that seems to be when I have taken losses. Wish there was an automatic stop built in, but I guess for the money then a visual flag is ok.
So far tonight it has made a few trades (I have had it turned off for a few nights due to draw downs on other trades), all have come in, but as I have restricted the total amount they are token indicators of success rather than the money management system.
Well to be honest, I don't turn it off, I just let it run. The lot sizes are conservative for the demo balance, although the demo balance is only $1000 and it is trading at $1 per pip. I do monitor it but I don't intervene at all unless something has happened that would not normally occur. If I intervene on the trade that kind of destroys the testing data.
hazelj80
02-17-2009, 09:12 PM
How do you set thunder to trade from 1-5 gmt?
Thanks!
1. there should be a setting for it in the start and stop hour
Hi Sooner
How are you dealing with the no trade warning in Lucky? I have been turning the EA off when I notice it, but when I have been too late, that seems to be when I have taken losses. Wish there was an automatic stop built in, but I guess for the money then a visual flag is ok.
So far tonight it has made a few trades (I have had it turned off for a few nights due to draw downs on other trades), all have come in, but as I have restricted the total amount they are token indicators of success rather than the money management system.
2. the do not trade is what you want. the indicator was designed to tell you when a market is trending or not so you want it to say no trade some of the time depending on the settings you have for the indicator itself.
and on another note, ATC's spreads have come down since their new feed today. now all i need is 3500! not far away with thunder and other scalper i have!
pavlus
02-18-2009, 01:42 AM
Hi Sooner,do you use default settings with your_lucky_EA?And which timeframe for EURGBP and EURCHF?Thanks.
Topgirl
02-18-2009, 02:07 AM
Hi Sooner,do you use default settings with your_lucky_EA?And which timeframe for EURGBP and EURCHF?Thanks.
Hello
I use also Your_Lucky V2b. Default is not so good. I use little other settings. Got advice on it “big” forums the thread. Finimej´s gave good starting point. Gives better results. I have used myself of his method in order to find my own good settings. Examines presently also with M15.
Finimej´s thread: http://www.forex-tsd.com/expert-advisors-metatrader-4/17341-_rdb_the-best-free-ea-172.html
dynamo
02-18-2009, 02:48 AM
Well to be honest, I don't turn it off, I just let it run. The lot sizes are conservative for the demo balance, although the demo balance is only $1000 and it is trading at $1 per pip. I do monitor it but I don't intervene at all unless something has happened that would not normally occur. If I intervene on the trade that kind of destroys the testing data.
I just let it run last night and it picked up 10 trades (one loss). The MM seems to work nicely on this one, I don't know if I am just going through a lucky streak with it, but it definitely seems to minimise the losses in this market.
Sooner
02-18-2009, 10:34 AM
I just let it run last night and it picked up 10 trades (one loss). The MM seems to work nicely on this one, I don't know if I am just going through a lucky streak with it, but it definitely seems to minimise the losses in this market.
There are still some settings that I don't quite understand but that TSD thread linked above has some good information if you can read through the 200 or so pages of the thread. What one did you let run last night Dynamo, Thunder or Lucky?
By the way, 2/18 update had been put into the first post in the thread as usual.
chazzmoney
02-19-2009, 10:58 PM
Sooner - this is awesome, exactly what I've been looking to do. I was interested in some other stats for each EA: ROR, ROI, % wins, % losses, and drawdown.
Could you add these in? If you need some help, let me know.
dynamo
02-20-2009, 04:45 AM
Just ran it on Lucky (haven't got thunder) here are the trades it picked up.
9159192 2009.02.19 21:12 sell 0.01 eurgbp 0.88770 0.00000 0.00000 2009.02.19 21:13 0.88702 0.00 0.00 0.00 0.68
777777 Your_Lucky_v2 EURGBP
9159421 2009.02.19 21:14 sell 0.01 eurgbp 0.88685 0.00000 0.00000 2009.02.19 21:17 0.88628 0.00 0.00 0.00 0.57
777777 Your_Lucky_v2 EURGBP
9159600 2009.02.19 21:16 sell 0.01 eurgbp 0.88700 0.00000 0.00000 2009.02.19 21:17 0.88622 0.00 0.00 0.00 0.78
777777 Your_Lucky_v2 EURGBP
9160192 2009.02.19 21:18 buy 0.01 eurgbp 0.88602 0.00000 0.00000 2009.02.19 22:01 0.88655 0.00 0.00 0.00 0.53
777777 Your_Lucky_v2 EURGBP
9160318 2009.02.19 21:19 buy 0.01 eurgbp 0.88588 0.00000 0.00000 2009.02.19 22:01 0.88640 0.00 0.00 0.00 0.52
777777 Your_Lucky_v2 EURGBP
9160424 2009.02.19 21:21 buy 0.01 eurgbp 0.88584 0.00000 0.00000 2009.02.19 22:01 0.88640 0.00 0.00 0.00 0.56
777777 Your_Lucky_v2 EURGBP
9165838 2009.02.19 23:08 sell 0.01 eurgbp 0.88695 0.00000 0.00000 2009.02.20 02:38 0.88702 0.00 0.00 -0.01 -0.07
777777 Your_Lucky_v2 EURGBP
9165886 2009.02.19 23:09 sell 0.01 eurgbp 0.88720 0.00000 0.00000 2009.02.20 01:47 0.88705 0.00 0.00 -0.01 0.15
777777 Your_Lucky_v2 EURGBP
9166011 2009.02.19 23:12 sell 0.01 eurgbp 0.88724 0.00000 0.00000 2009.02.20 01:08 0.88694 0.00 0.00 -0.01 0.30
777777 Your_Lucky_v2 EURGBP
9175249 2009.02.20 04:37 buy 0.01 eurgbp 0.88693 0.00000 0.00000 2009.02.20 08:40 0.88653 0.00 0.00 0.00 -0.40
777777 Your_Lucky_v2 EURGBP
9175310 2009.02.20 04:40 buy 0.01 eurgbp 0.88680 0.00000 0.00000 2009.02.20 08:26 0.88641 0.00 0.00 0.00 -0.39
777777 Your_Lucky_v2 EURGBP
9175361 2009.02.20 04:41 buy 0.01 eurgbp 0.88674 0.00000 0.00000 2009.02.20 08:26 0.88634 0.00 0.00 0.00 -0.40
777777 Your_Lucky_v2 EURGBP
Everything as standard with small lot size again, might start to increase it now it has posted a week of positives.
jolinsz
02-20-2009, 08:24 PM
I have been thinking about how to have a really profitable forex account. I am using fapturbo and other ea's in conjunction with it such as robominer and faps. I am going to test your lucky ea to see if it will fit into my portfolio. All ea's have a lost but if you can get 3 or 4 good ea's working together than they can compensate for each other losses. I am using very conservative settings on each ea and calculating my risk for extreme drawdowns if this was to happen. Is any one doing this or am I just barking up the wrong tree.:rolleyes:
pavlus
02-21-2009, 04:38 AM
I have been thinking about how to have a really profitable forex account. I am using fapturbo and other ea's in conjunction with it such as robominer and faps. I am going to test your lucky ea to see if it will fit into my portfolio. All ea's have a lost but if you can get 3 or 4 good ea's working together than they can compensate for each other losses. I am using very conservative settings on each ea and calculating my risk for extreme drawdowns if this was to happen. Is any one doing this or am I just barking up the wrong tree.:rolleyes:
It's good strategy in my opinion but I would suggest you to change faps with Zanwonton EA combined with Safeguard EA(both from this forum) and change fapturbo with YourLucky EA for eurgbp,and leave fapturbo for trading eurchf and gbpchf.
shawnp
02-21-2009, 11:33 AM
Sooner,
What are your settings for Mojo? The ones I tried made incredible profits one day, and the next blew the account up.
Also, in your opinion, which of these ea's is currently safer?
Sooner
02-23-2009, 02:29 PM
Sooner,
What are your settings for Mojo? The ones I tried made incredible profits one day, and the next blew the account up.
Also, in your opinion, which of these ea's is currently safer?
My settings for Mojo are pretty much default, I just stuck it on the demo and let it go, I need to put the data together for last week and get it posted so I can see how they are all doing. I made a mistake looking at the settings of Farhad Crab and put in a 12 pip SL which didn't perform so well so that data is kind of hosed right now.
I have tried the safeguard and what ends up happening is that it takes dozens of hedge trades and closes them at times which seem somewhat random thereby losing money. If anyone can tell me why this happens I would be interested to test it further as the idea is sound but the EA seems to still be a bit buggy.
Sooner
03-05-2009, 10:52 AM
Fresh data uploaded today, sorry for being MIA last week. Some interesting information in there namely the stark contrast between the EURCHF and EURGBP performance on all the EA's
dynamo
03-06-2009, 05:26 AM
Hi Sooner
After a week on profits last week, Your_Lucky has moved itself back to break even for me. I am running more optimisation today, but the best results seem to come back to the default settings so far on M5. Will try the M15 as well. Did you look at any other settings to move apart from the three mentioned in the other thread?
Update
I ran a morning of tests and came up with these settings for my best results on M5 EURGBP.
As normal, please test these for yourself if any of you want to apply them (I am not to blame if they go wrong for you), and let me know how your results work if you use them so I can optimise more. Thanks
** Just realised I am running v2 and not the current v2b. These settings are optimised for v2 only!
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