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View Full Version : Take the faps backtest challenge


Earl
11-08-2008, 06:43 PM
Beat my results on 1 trade with your own settings... or just post your own back test anyways...

HERE IS MINE! CAN YOU COME UP WITH SOMETHING BETTER??



Symbol EURUSD (Euro vs. United States Dollar)
Period 5 Minutes (M5) 2008.01.02 10:00 - 2008.11.07 23:00 (2008.01.01 - 2008.11.08)
Model Every tick (the most precise method based on all available least timeframes)
Parameters Lots=0; LotsRiskReductor=10; MaxOrders=1; MaxLots=3; StopTime=0; aaa=20; bbb=8; TakeProfit=10; StopLoss=0; TrailingStop=170; UseMAControl=1; PeriodMA=100; PriceMA_0_6=0; TypeMA_0_3=0; SpanGator=0.5; SlipPage=3; OrderMagic=231313; SafetyGapDemarker=0.2; SafetyGapWPR=0; StartWorkTimeHour=7; StartWorkTimeMin=0; EndWorkTimeHour=22; EndWorkTimeMin=30; KEY="167586131";

Bars in test 63628 Ticks modelled 2650847 Modelling quality 90.00%
Mismatched charts errors 1

Initial deposit 10000.00
Total net profit 67157.82 Gross profit 115858.92 Gross loss -48701.11
Profit factor 2.38 Expected payoff 161.83
Absolute drawdown 6930.78 Maximal drawdown 24614.77 (29.43%) Relative drawdown 72.44% (8067.31)

Total trades 415 Short positions (won %) 220 (97.73%) Long positions (won %) 195 (96.92%)
Profit trades (% of total) 404 (97.35%) Loss trades (% of total) 11 (2.65%)
Largest profit trade 801.30 loss trade -12689.54
Average profit trade 286.78 loss trade -4427.37
Maximum consecutive wins (profit in money) 125 (36947.18) consecutive losses (loss in money) 1 (-12689.54)
Maximal consecutive profit (count of wins) 36947.18 (125) consecutive loss (count of losses) -12689.54 (1)
Average consecutive wins 37 consecutive losses 1

Big Toe
11-08-2008, 08:13 PM
Hey Earl I cant seem to get your settings to work in my backtest... Am I doing something wrong the version I use had the 5 places after the decimal so I dont know if I need to change the inputs.
anyway using what you have here I have a blowout after 18 trades.

Earl
11-08-2008, 08:58 PM
here is a better one...easily beat myself...this is with 10% risk tp20


Symbol EURUSD (Euro vs. United States Dollar)
Period 5 Minutes (M5) 2008.01.02 10:00 - 2008.11.07 23:00 (2008.01.01 - 2008.11.08)
Model Every tick (the most precise method based on all available least timeframes)
Parameters Lots=0; LotsRiskReductor=10; MaxOrders=1; MaxLots=3; StopTime=0; aaa=20; bbb=8; TakeProfit=20; StopLoss=0; TrailingStop=0; UseMAControl=1; PeriodMA=100; PriceMA_0_6=0; TypeMA_0_3=0; SpanGator=0.5; SlipPage=3; OrderMagic=231313; SafetyGapDemarker=0.2; SafetyGapWPR=0; StartWorkTimeHour=0; StartWorkTimeMin=0; EndWorkTimeHour=0; EndWorkTimeMin=0; KEY="190216131";

Bars in test 63628 Ticks modelled 2650847 Modelling quality 90.00%
Mismatched charts errors 1

Initial deposit 10000.00
Total net profit 107930.18 Gross profit 165606.83 Gross loss -57676.65
Profit factor 2.87 Expected payoff 365.87
Absolute drawdown 6490.84 Maximal drawdown 28664.77 (22.62%) Relative drawdown 72.52% (9258.45)

Total trades 295 Short positions (won %) 163 (97.55%) Long positions (won %) 132 (95.45%)
Profit trades (% of total) 285 (96.61%) Loss trades (% of total) 10 (3.39%)
Largest profit trade 1101.30 loss trade -16349.54
Average profit trade 581.08 loss trade -5767.67
Maximum consecutive wins (profit in money) 74 (43370.19) consecutive losses (loss in money) 1 (-16349.54)
Maximal consecutive profit (count of wins) 43370.19 (74) consecutive loss (count of losses) -16349.54 (1)
Average consecutive wins 29 consecutive losses 1

Earl
11-08-2008, 09:02 PM
Hey Earl I cant seem to get your settings to work in my backtest... Am I doing something wrong the version I use had the 5 places after the decimal so I dont know if I need to change the inputs.
anyway using what you have here I have a blowout after 18 trades.
Man... hhhmmm? I don't know can I get a screen shot??

1 bottle of 75 year old single malt scotch to the winner...who gets the best resullts...LOL:D

Willsell
11-08-2008, 09:37 PM
if your take profit is 10 why would you have a traling stop of 170? You will never exceed 10 pips profit.

mystikdragon7
11-08-2008, 09:49 PM
1 bottle of 75 year old single malt scotch to the winner...who gets the best resullts...LOL:D

I'll take that challenge!!! You got yourself a deal!!!

Earl
11-08-2008, 10:32 PM
if your take profit is 10 why would you have a traling stop of 170? You will never exceed 10 pips profit.
ts doesn't work unless you have a s/l of more than zero.. I just didn't bother to take it out..\


hey wheres your post can't you beat it without a stop out...and you can't use my setting either...come up with your own

Earl
11-08-2008, 10:34 PM
ok will that last test with the 170 ts is no good...how about this one...LOL

Symbol EURUSD (Euro vs. United States Dollar)
Period 5 Minutes (M5) 2008.01.02 10:00 - 2008.11.07 23:00 (2008.01.01 - 2008.11.08)
Model Every tick (the most precise method based on all available least timeframes)
Parameters Lots=0; LotsRiskReductor=10; MaxOrders=1; MaxLots=6; StopTime=0; aaa=20; bbb=8; TakeProfit=20; StopLoss=0; TrailingStop=0; UseMAControl=1; PeriodMA=100; PriceMA_0_6=0; TypeMA_0_3=0; SpanGator=0.5; SlipPage=3; OrderMagic=231313; SafetyGapDemarker=0.2; SafetyGapWPR=0; StartWorkTimeHour=0; StartWorkTimeMin=0; EndWorkTimeHour=0; EndWorkTimeMin=0; KEY="191141131";

Bars in test 63628 Ticks modelled 2650847 Modelling quality 90.00%
Mismatched charts errors 1

Initial deposit 10000.00
Total net profit 190232.92 Gross profit 304403.30 Gross loss -114170.38
Profit factor 2.67 Expected payoff 644.86
Absolute drawdown 6490.84 Maximal drawdown 57329.54 (26.32%) Relative drawdown 75.25% (47839.64)

Total trades 295 Short positions (won %) 163 (97.55%) Long positions (won %) 132 (95.45%)
Profit trades (% of total) 285 (96.61%) Loss trades (% of total) 10 (3.39%)
Largest profit trade 2030.06 loss trade -32699.08
Average profit trade 1068.08 loss trade -11417.04
Maximum consecutive wins (profit in money) 74 (86740.38) consecutive losses (loss in money) 1 (-32699.08)
Maximal consecutive profit (count of wins) 86740.38 (74) consecutive loss (count of losses) -32699.08 (1)
Average consecutive wins 29 consecutive losses 1

Willsell
11-08-2008, 10:37 PM
Busy back testing with 3,000
I'm hoping I can display a chart ...may have to do it with an attachment
The chart will show results with different variables and constants.

Earl
11-08-2008, 10:40 PM
Busy back testing with 3,000
I'm hoping I can display a chart ...may have to do it with an attachment
The chart will show results with different variables and constants.I've been testing everyday and all night for a month willsell....I haven't found anything better

Earl
11-08-2008, 10:49 PM
Busy back testing with 3,000
I'm hoping I can display a chart ...may have to do it with an attachment
The chart will show results with different variables and constants.post those results when your finished..I would love to see them:D

mystikdragon7
11-08-2008, 11:40 PM
1 bottle of 75 year old single malt scotch to the winner...who gets the best resullts...LOL:D

Hey Earl are you ready to part with that scotch? I've got the overall win percentage just above 98%

mystikdragon7
11-08-2008, 11:43 PM
I'll try posting it later tonight. I'm still messing with a few adjustments.

Willsell
11-09-2008, 12:04 AM
But Earl

wasn't it you that asked for fresh eyes ....lol
Weird thing happened to me I have two demo accounts so logic has it that I can conduct two back test at a time. But I can not get oje account to work. I did download the history.

Error messages in journal.

2008.11.09 00:02:28 2008.01.02 08:01 ForexAutoPilot EURUSD,M5: dll calls are not allowed; 'Kernel32.dll'-'CreateFileA'
2008.11.09 00:02:28 ForexAutoPilot inputs: Lots=0; LotsRiskReductor=1; MaxOrders=2; MaxLots=4; StopTime=8; aaa=20; bbb=8; TakeProfit=10; StopLoss=0; TrailingStop=0; UseMAControl=1; PeriodMA=100; PriceMA_0_6=0; TypeMA_0_3=0; SpanGator=0.5; SlipPage=3; OrderMagic=231313; SafetyGapDemarker=0.2; SafetyGapWPR=0; StartWorkTimeHour=7; StartWorkTimeMin=0; EndWorkTimeHour=22; EndWorkTimeMin=30;
2008.11.09 00:02:24 TestGenerator: unmatched data error (high value 1.5806 at 2008.03.30 23:00 is not reached from the least timeframe, high price 1.5790 mismatches)

Earl
11-09-2008, 01:01 AM
But Earl

wasn't it you that asked for fresh eyes ....lol
Weird thing happened to me I have two demo accounts so logic has it that I can conduct two back test at a time. But I can not get oje account to work. I did download the history.

Error messages in journal.

2008.11.09 00:02:28 2008.01.02 08:01 ForexAutoPilot EURUSD,M5: dll calls are not allowed; 'Kernel32.dll'-'CreateFileA'
2008.11.09 00:02:28 ForexAutoPilot inputs: Lots=0; LotsRiskReductor=1; MaxOrders=2; MaxLots=4; StopTime=8; aaa=20; bbb=8; TakeProfit=10; StopLoss=0; TrailingStop=0; UseMAControl=1; PeriodMA=100; PriceMA_0_6=0; TypeMA_0_3=0; SpanGator=0.5; SlipPage=3; OrderMagic=231313; SafetyGapDemarker=0.2; SafetyGapWPR=0; StartWorkTimeHour=7; StartWorkTimeMin=0; EndWorkTimeHour=22; EndWorkTimeMin=30;
2008.11.09 00:02:24 TestGenerator: unmatched data error (high value 1.5806 at 2008.03.30 23:00 is not reached from the least timeframe, high price 1.5790 mismatches)hey those are my settings....:p

does anyone know why aaa = 20 or bbb = 8 ?????

how did I come up with those numbers????

why not stay with the default???

Short14
11-09-2008, 11:28 AM
Earl,,,,, I have no Idea where you came up with those settings.... I have been testing for hours and havent been able to get over 90%

xixkko
11-09-2008, 12:23 PM
Hi earl

i really would to know how you came up with those settings and how they help you.

Once i learn more about the fap settings i will share it too.

Thank a lot for sharing with us

Earl
11-09-2008, 01:51 PM
that single malt scotch is still ups for grabs.

cmon guys push push push

Willsell
11-09-2008, 03:10 PM
This represents over 40 hours non stop testing (getting as bad as Earl).
I would also like to acknowledge Ear's contribution to the settings.

Earl
11-09-2008, 03:21 PM
Thanks man for remembering me...I'm really happy to help..

your max lots should be 1 untill you hit 10k + you get better results

willsell we are all working together..thank you soooooooooo much for your input. Positive inputs are going to help us all do well!!!

next year the group of us will be doing better...and we must all get together

Willsell
11-09-2008, 05:34 PM
Thanks man for remembering me...I'm really happy to help..

your max lots should be 1 untill you hit 10k + you get better results

willsell we are all working together..thank you soooooooooo much for your input. Positive inputs are going to help us all do well!!!

next year the group of us will be doing better...and we must all get together

From my testing I discovered that max lots has no impact if you are using max orders. Guess I will test this some more on 10K. but for now I am tested out ....lol. Wifey is threatening me with bad looks....lol

I was having some doubts about FAPS (especially the no S/L/) but 40 hours later thanks to you and other members of this forum I am convinced that FAPS will do well for me (now where is that rent money....lol )

Earl
11-09-2008, 05:51 PM
From my testing I discovered that max lots has no impact if you are using max orders. Guess I will test this some more on 10K. but for now I am tested out ....lol. Wifey is threatening me with bad looks....lol

I was having some doubts about FAPS (especially the no S/L/) but 40 hours later thanks to you and other members of this forum I am convinced that FAPS will do well for me (now where is that rent money....lol )max orders just stops faps from making your lot size tooo big...faps does that..

try it test for a whole year...with 10k don't touch max order and use auto lots..

the problem is by the 10 or 11th month you are using a lots size of 14+ then you get one big fat massive loss.. that kills your whole account.

when you set your max lots to 6 using autolots....when you get to that 11th month your loss is why less.

it really only helps you if your going to leave your 10k investment for a year. It also takes away the fear of losing your whole account when doing a backtest.


on a 1k account I think the max order should be set at 1 until your investment reaches 10k

confusing..even to me

do the back test and see for yourself

mystikdragon7
11-09-2008, 05:58 PM
that single malt scotch is still ups for grabs.

cmon guys push push push

So what do you think Earl, are we going for overall winning percentage or total net profit?

Madbear
11-09-2008, 09:22 PM
I wont make a claim for the single malt as I have just been tinkering with Earl's settings - thanks Earl and everyone else for sharing. These results also represent some serious curve fitting for the time period but here they are for a bit of fun. :)

Symbol EURUSD (Euro vs. United States Dollar)
Period 5 Minutes (M5) 2008.01.02 10:00 - 2008.11.06 23:55 (2008.01.01 - 2008.11.07)
Model Every tick (the most precise method based on all available least timeframes)
Parameters Lots=0; LotsRiskReductor=10; MaxOrders=1; MaxLots=7; StopTime=0; aaa=20; bbb=8; TakeProfit=22; StopLoss=0; TrailingStop=0; UseMAControl=1; PeriodMA=75; PriceMA_0_6=0; TypeMA_0_3=1; SpanGator=0.5; SlipPage=3; OrderMagic=231313; SafetyGapDemarker=0.2; SafetyGapWPR=0; StartWorkTimeHour=6; StartWorkTimeMin=0; EndWorkTimeHour=22; EndWorkTimeMin=0;
Bars in test 64009 Ticks modelled 2674238 Modelling quality n/a
Mismatched charts errors 452
Initial deposit 10000.00
Total net profit 231821.70 Gross profit 322959.54 Gross loss -91137.83
Profit factor 3.54 Expected payoff 881.45
Absolute drawdown 6450.25 Maximal drawdown 58624.87 (24.91%) Relative drawdown 70.93% (8662.39)
Total trades 263 Short positions (won %) 149 (97.99%) Long positions (won %) 114 (94.74%)
Profit trades (% of total) 254 (96.58%) Loss trades (% of total) 9 (3.42%)
Largest profit trade 1704.05 loss trade -22231.86
Average profit trade 1271.49 loss trade -10126.43
Maximum consecutive wins (profit in money) 65 (98560.51) consecutive losses (loss in money) 1 (-22231.86)
Maximal consecutive profit (count of wins) 98560.51 (65) consecutive loss (count of losses) -22231.86 (1)
Average consecutive wins 25 consecutive losses 1

Earl
11-09-2008, 09:28 PM
daaaaaaaaaaaaaaaaaaaaaaaayyyyymmmmnnnn....

max lots works great doesn't it!!!!!!!

I'm not sure the MA feature work for backtesting...

I love those numbers...I'm impressed I was going to do the same thing...LOL

when I saw your numbers I was about to call ups to ship out a 75 year old malt....:D

Madbear
11-09-2008, 09:55 PM
Unfortunately those settings didnt work that well for the first 7 or 8 months of 2007 but you would be reaping the rewards now for sticking with it!! Perhaps these settings are more appropriate for a falling volatile market and different settings might be appropriate in a low volatile environment. I played around with only trading in the direction of the trend but the results were not as good. Still plenty of room to play with the backtesting feature. :D

Earl
11-09-2008, 10:17 PM
Unfortunately those settings didnt work that well for the first 7 or 8 months of 2007 but you would be reaping the rewards now for sticking with it!! Perhaps these settings are more appropriate for a falling volatile market and different settings might be appropriate in a low volatile environment. I played around with only trading in the direction of the trend but the results were not as good. Still plenty of room to play with the backtesting feature. :Dyeah..I know...but I think my backtest doesn't have enough ticks...I just got to hope this is what it is...

I hope we all make some money...and if we monitor the situation maybe someone will catch the turn around and we can adjust:o

Madbear
11-09-2008, 11:25 PM
Perhaps the challenge should be to find some settings which were profitable between January and August 2007! Or maybe what happened 18 months ago is irrelevant and the goal should be to make as much cash now before these settings stop working as effectively as they are now!! :D

Earl
11-09-2008, 11:33 PM
back testing back years the settings didn't bomb out...I think there is not enough downloaded data.... so it only gives an idea of the direction...

and the direction is up....

only 76000 ticks for a whole year...no way so you know something is wrong

Earl
11-09-2008, 11:35 PM
So what do you think Earl, are we going for overall winning percentage or total net profit?
net profit

Madbear
11-10-2008, 05:31 AM
The following was my first attempt at backtesting using the trailing stop so there is probably plenty of room there for improvement. This year was probably an ideal one for a trailing stop but may not work quite as well in other years. Looks interesting though.

Symbol EURUSD (Euro vs. United States Dollar)
Period 5 Minutes (M5) 2008.01.02 10:00 - 2008.11.06 23:55 (2008.01.01 - 2008.11.07)
Model Every tick (the most precise method based on all available least timeframes)
Parameters Lots=0; LotsRiskReductor=10; MaxOrders=1; MaxLots=6; StopTime=0; aaa=20; bbb=8; TakeProfit=500; StopLoss=0; TrailingStop=40; UseMAControl=1; PeriodMA=75; PriceMA_0_6=0; TypeMA_0_3=1; SpanGator=0.5; SlipPage=3; OrderMagic=231313; SafetyGapDemarker=0.2; SafetyGapWPR=0; StartWorkTimeHour=6; StartWorkTimeMin=0; EndWorkTimeHour=22; EndWorkTimeMin=0;
Bars in test 64009 Ticks modelled 2674238 Modelling quality n/a
Mismatched charts errors 452
Initial deposit 10000.00
Total net profit 251115.01 Gross profit 332583.00 Gross loss -81467.99
Profit factor 4.08 Expected payoff 1599.46
Absolute drawdown 6126.91 Maximal drawdown 51840.70 (19.92%) Relative drawdown 69.42% (8793.91)
Total trades 157 Short positions (won %) 85 (95.29%) Long positions (won %) 72 (93.06%)
Profit trades (% of total) 148 (94.27%) Loss trades (% of total) 9 (5.73%)
Largest profit trade 17444.82 loss trade -22900.91
Average profit trade 2247.18 loss trade -9052.00
Maximum consecutive wins (profit in money) 41 (114175.80) consecutive losses (loss in money) 1 (-22900.91)
Maximal consecutive profit (count of wins) 114175.80 (41) consecutive loss (count of losses) -22900.91 (1)
Average consecutive wins 15 consecutive losses 1

mystikdragon7
11-10-2008, 07:01 PM
net profit

OK how about this one?
Symbol EURUSD (Euro vs. United States Dollar)
Period 5 Minutes (M5) 2008.01.01 10:00 - 2008.11.06 23:55 (2008.01.01 - 2008.11.07)

Parameters Lots=0; LotsRiskReductor=15; MaxOrders=3; MaxLots=10; StopTime=0; aaa=20; bbb=8; TakeProfit=22; StopLoss=300; TrailingStop=0; UseMAControl=1; PeriodMA=75; PriceMA_0_6=0; TypeMA_0_3=1; SpanGator=0.5; SlipPage=5; OrderMagic=231313; SafetyGapDemarker=0.2; SafetyGapWPR=0; StartWorkTimeHour=0; StartWorkTimeMin=0; EndWorkTimeHour=0; EndWorkTimeMin=0;

Model Every tick (the most precise method based on all available least timeframes)
Bars in test 32486
Ticks modelled 1765422
Modelling quality 37.73%
Mismatched charts errors 4
Initial deposit 10000.00
Total net profit 562528.59
Gross profit 1107780.12
Gross loss -545251.53
Profit factor 2.03
Expected payoff 656.39
Absolute drawdown 8154.37
Maximal drawdown 185982.00 (31.96%)
Relative drawdown 92.03% (185245.52)
Total trades 857
Short positions (won %) 672 (95.83%)
Long positions (won %) 185 (95.14%)
Profit trades (% of total) 820 (95.68%)
Loss trades (% of total) 37 (4.32%)
Largest
profit trade 2285.00
loss trade -30690.00
Average
profit trade 1350.95
loss trade -14736.53
Maximum
consecutive wins (profit in money) 168 (365066.00)
consecutive losses (loss in money) 3 (-91482.00)
Maximal
consecutive profit (count of wins) 365066.00 (168)
consecutive loss (count of losses) -91482.00 (3)
Average
consecutive wins 55
consecutive losses 3

Earl
11-10-2008, 07:06 PM
I just fell off my chair!!!!!!!!!!!!!!!!!!!!!!! daaaaayyyymmmmm

amazing!!! how much...LOL

mystikdragon7
11-10-2008, 07:10 PM
I know amazing right!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!

mystikdragon7
11-10-2008, 07:13 PM
We can call these settings "The Dragon"

Earl
11-10-2008, 07:13 PM
I'm working on a topper!!!!...I don't think I can top that

Earl
11-10-2008, 07:16 PM
it must be the fact that the modelling is only at 27%

how the hell did you get away with 45% risk and a 300 s/l

you got to respect that!!!!:D

mystikdragon7
11-10-2008, 07:21 PM
it must be the fact that the modelling is only at 27%

how the hell did you get away with 45% risk and a 300 s/l

you got to respect that!!!!:D

Took three days of non stop toying with the numbers and the silent treatment from my better half becuase I ignored her.:D

Nelstradamus
11-10-2008, 07:26 PM
Very impressive numbers but the one concern I have about the results are the Modeling quality 37.73% on one test and n/a on the other. Any comments about this? I'm still trying to figure out what's most important with all these numbers.

Earl
11-10-2008, 07:28 PM
I can't even get that when I put the inputs u used in...LOL

I get stopped out jan 15th

Willsell
11-10-2008, 07:55 PM
Took three days of non stop toying with the numbers and the silent treatment from my better half becuase I ignored her.:D

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mystikdragon7
11-10-2008, 09:40 PM
I can't even get that when I put the inputs u used in...LOL

I get stopped out jan 15th

I wonder if using a different broker could be the reason? Just because each broker can have such different numbers.

mystikdragon7
11-10-2008, 09:53 PM
when I saw your numbers I was about to call ups to ship out a 75 year old malt....:D

Have you called UPS yet? lol:D:D I sure do love a good scotch on the rocks!!:rolleyes:

Earl
11-10-2008, 10:23 PM
Have you called UPS yet? lol:D:D I sure do love a good scotch on the rocks!!:rolleyes:working on a comeback...you must have deleted some bad ticks in your back test...LOL

mystikdragon7
11-10-2008, 10:28 PM
working on a comeback...you must have deleted some bad ticks in your back test...LOL

Nope swear to God!!!

Earl
11-10-2008, 10:43 PM
LOLOL I still can't beat it...I have all four comps backtesting...

so far you are the champ!!!!

I better go pack up that malt...LOL

Earl
11-11-2008, 01:19 AM
Symbol EURUSD (Euro vs. United States Dollar)
Period 5 Minutes (M5) 2008.01.02 10:00 - 2008.11.07 23:04 (2008.01.01 - 2008.11.10)
Model Every tick (the most precise method based on all available least timeframes)

Parameters Lots=0; LotsRiskReductor=12; MaxOrders=1; MaxLots=18; StopTime=0; aaa=20; bbb=8; TakeProfit=400; StopLoss=0; TrailingStop=0; UseMAControl=1; PeriodMA=100; PriceMA_0_6=0; TypeMA_0_3=0; SpanGator=0.5; SlipPage=3; OrderMagic=231313; SafetyGapDemarker=0.2; SafetyGapWPR=0; StartWorkTimeHour=0; StartWorkTimeMin=0; EndWorkTimeHour=0; EndWorkTimeMin=0; KEY="19114116131";

Bars in test 63629 Ticks modelled 126090 Modelling quality 90%
Mismatched charts errors 0

Initial deposit 10000.00
Total net profit 586712.50 Gross profit 720904.69 Gross loss -134192.19
Profit factor 5.37 Expected payoff 26668.75
Absolute drawdown 5382.90 Maximal drawdown 175549.73 (49.30%) Relative drawdown 71.98% (112077.54)

Total trades 22 Short positions (won %) 13 (92.31%) Long positions (won %) 9 (66.67%)
Profit trades (% of total) 18 (81.82%) Loss trades (% of total) 4 (18.18%)
Largest profit trade 71774.47 loss trade -82309.73
Average profit trade 40050.26 loss trade -33548.05
Maximum consecutive wins (profit in money) 10 (577829.51) consecutive losses (loss in money) 2 (-29429.48)
Maximal consecutive profit (count of wins) 577829.51 (10) consecutive loss (count of losses) -82309.73 (1)
Average consecutive wins 5 consecutive losses 1

Earl
11-11-2008, 01:21 AM
he he:D didn't beat your gross profit but I go home with more money and my bottle of scotch

Money Munchies
11-11-2008, 01:39 AM
When you punch in values do you have to make the start, step, stop columns all the same or just leave them. Will it affect the results?

Thanks for putting up with a newbie query :rolleyes:

alan
11-11-2008, 05:58 AM
Greetings curve fitting extraordinaires.....tis a good day to fit that curve, yes no?

Don't mind me, I think I got drunk on Earl's scotch...

Earl
11-11-2008, 07:20 AM
all in good fun to envoke thought:D

mystikdragon7
11-11-2008, 07:37 PM
he he:D didn't beat your gross profit but I go home with more money and my bottle of scotch

Alright!!! It's on!!! I'm going to beat that!!! I'm going to drink scotch!!!

mystikdragon7
11-11-2008, 07:40 PM
When you punch in values do you have to make the start, step, stop columns all the same or just leave them. Will it affect the results?

Thanks for putting up with a newbie query :rolleyes:

Just leave them, the only thing that matter is the value.

Earl
11-11-2008, 07:42 PM
Alright!!! It's on!!! I'm going to beat that!!! I'm going to drink scotch!!!
please don't....LOLOL

I know I won't beat you the next time

mystikdragon7
11-11-2008, 09:03 PM
please don't....LOLOL

I know I won't beat you the next time

Uh oh Earl:eek: Don't open that bottle of scotch yet.....

clintNZD
11-12-2008, 04:13 AM
please don't....LOLOL

I know I won't beat you the next time
Symbol EURUSD (Euro vs. United States Dollar)
Period 5 Minutes (M5) 2008.09.10 08:50 - 2008.11.11 23:59 (2008.01.01 - 2008.11.12)
Model Open prices only (only for Expert Advisors that explicitly control bar opening)
Parameters Lots=0; LotsRiskReductor=6; MaxOrders=1; MaxLots=8; StopTime=5; aaa=13; bbb=16; TakeProfit=33; StopLoss=0; TrailingStop=500; UseMAControl=1; PeriodMA=100; PriceMA_0_6=0; TypeMA_0_3=0; SpanGator=0.5; SlipPage=3; OrderMagic=231313; SafetyGapDemarker=0.02; SafetyGapWPR=0; StartWorkTimeHour=0; StartWorkTimeMin=0; EndWorkTimeHour=0; EndWorkTimeMin=0; KEY="206517050";

Bars in test 12851 Ticks modelled 25592 Modelling quality n/a
Mismatched charts errors 0

Initial deposit 10000.00
Total net profit 37664.07 Gross profit 41112.83 Gross loss -3448.76
Profit factor 11.92 Expected payoff 597.84
Absolute drawdown 6995.49 Maximal drawdown 17034.57 (82.83%) Relative drawdown 82.83% (17034.57)

Total trades 63 Short positions (won %) 53 (96.23%) Long positions (won %) 10 (90.00%)
Profit trades (% of total) 60 (95.24%) Loss trades (% of total) 3 (4.76%)
Largest profit trade 1485.00 loss trade -1270.01
Average profit trade 685.21 loss trade -1149.59
Maximum consecutive wins (profit in money) 32 (15682.44) consecutive losses (loss in money) 1 (-1270.01)
Maximal consecutive profit (count of wins) 23659.05 (22) consecutive loss (count of losses) -1270.01 (1)
Average consecutive wins 20 consecutive losses 1

Haha! Its the best I could do...Hey Earl maybe you could send me the bottle cap.

clintNZD
11-12-2008, 04:46 AM
Symbol EURUSD (Euro vs. United States Dollar)
Period 15 Minutes (M15) 2008.03.17 05:00 - 2008.11.11 23:59 (2008.01.01 - 2008.11.12)
Model Open prices only (only for Expert Advisors that explicitly control bar opening)
Parameters Lots=0; LotsRiskReductor=12; MaxOrders=1; MaxLots=10; StopTime=5; aaa=13; bbb=23; TakeProfit=33; StopLoss=0; TrailingStop=500; UseMAControl=1; PeriodMA=100; PriceMA_0_6=0; TypeMA_0_3=0; SpanGator=0.5; SlipPage=3; OrderMagic=231313; SafetyGapDemarker=0.02; SafetyGapWPR=0; StartWorkTimeHour=0; StartWorkTimeMin=0; EndWorkTimeHour=0; EndWorkTimeMin=0; KEY="206517050";

Bars in test 16467 Ticks modelled 32827 Modelling quality n/a
Mismatched charts errors 0

Initial deposit 10000.00
Total net profit 263055.55 Gross profit 328894.02 Gross loss -65838.48
Profit factor 5.00 Expected payoff 1992.85
Absolute drawdown 7340.30 Maximal drawdown 98311.24 (31.16%) Relative drawdown 74.11% (7612.10)

Total trades 132 Short positions (won %) 83 (96.39%) Long positions (won %) 49 (93.88%)
Profit trades (% of total) 126 (95.45%) Loss trades (% of total) 6 (4.55%)
Largest profit trade 3595.18 loss trade -56720.88
Average profit trade 2610.27 loss trade -10973.08
Maximum consecutive wins (profit in money) 51 (162169.65) consecutive losses (loss in money) 1 (-56720.88)
Maximal consecutive profit (count of wins) 162169.65 (51) consecutive loss (count of losses) -56720.88 (1)
Average consecutive wins 18 consecutive losses 1

clintNZD
11-12-2008, 04:54 AM
Symbol EURUSD (Euro vs. United States Dollar)
Period 15 Minutes (M15) 2008.03.17 05:00 - 2008.11.11 23:59 (2008.01.01 - 2008.11.12)
Model Open prices only (only for Expert Advisors that explicitly control bar opening)
Parameters Lots=0; LotsRiskReductor=12; MaxOrders=1; MaxLots=10; StopTime=5; aaa=13; bbb=23; TakeProfit=33; StopLoss=0; TrailingStop=500; UseMAControl=1; PeriodMA=100; PriceMA_0_6=0; TypeMA_0_3=0; SpanGator=0.5; SlipPage=3; OrderMagic=231313; SafetyGapDemarker=0.02; SafetyGapWPR=0; StartWorkTimeHour=0; StartWorkTimeMin=0; EndWorkTimeHour=0; EndWorkTimeMin=0; KEY="206517050";

Bars in test 16467 Ticks modelled 32827 Modelling quality n/a
Mismatched charts errors 0

Initial deposit 10000.00
Total net profit 263055.55 Gross profit 328894.02 Gross loss -65838.48
Profit factor 5.00 Expected payoff 1992.85
Absolute drawdown 7340.30 Maximal drawdown 98311.24 (31.16%) Relative drawdown 74.11% (7612.10)

Total trades 132 Short positions (won %) 83 (96.39%) Long positions (won %) 49 (93.88%)
Profit trades (% of total) 126 (95.45%) Loss trades (% of total) 6 (4.55%)
Largest profit trade 3595.18 loss trade -56720.88
Average profit trade 2610.27 loss trade -10973.08
Maximum consecutive wins (profit in money) 51 (162169.65) consecutive losses (loss in money) 1 (-56720.88)
Maximal consecutive profit (count of wins) 162169.65 (51) consecutive loss (count of losses) -56720.88 (1)
Average consecutive wins 18 consecutive losses 1

These settings seem to work best on m15 period. They also seem to work ok on small deposit 1500 with risk less than LRR 3.

Earl
11-12-2008, 06:32 AM
Looks good!!!!!!!!!!!!!!!!!finally another setting Great Job Clint!:D

john225
11-12-2008, 07:37 AM
Are the settings from clintNZD better then the settings from Earl?

Earl
11-12-2008, 07:55 AM
it doesn't look bad...It's another option on the M15 chart...

the more weapons we have the better

:D

joames
11-12-2008, 09:17 AM
SafetyGapDemarker=0.02?? By default is 0.2

Its a error, or you change this setting?

Thanks

SafetySymbol EURUSD (Euro vs. United States Dollar)
Period 15 Minutes (M15) 2008.03.17 05:00 - 2008.11.11 23:59 (2008.01.01 - 2008.11.12)
Model Open prices only (only for Expert Advisors that explicitly control bar opening)
Parameters Lots=0; LotsRiskReductor=12; MaxOrders=1; MaxLots=10; StopTime=5; aaa=13; bbb=23; TakeProfit=33; StopLoss=0; TrailingStop=500; UseMAControl=1; PeriodMA=100; PriceMA_0_6=0; TypeMA_0_3=0; SpanGator=0.5; SlipPage=3; OrderMagic=231313; SafetyGapDemarker=0.02; SafetyGapWPR=0; StartWorkTimeHour=0; StartWorkTimeMin=0; EndWorkTimeHour=0; EndWorkTimeMin=0; KEY="206517050";

Bars in test 16467 Ticks modelled 32827 Modelling quality n/a
Mismatched charts errors 0

Initial deposit 10000.00
Total net profit 263055.55 Gross profit 328894.02 Gross loss -65838.48
Profit factor 5.00 Expected payoff 1992.85
Absolute drawdown 7340.30 Maximal drawdown 98311.24 (31.16%) Relative drawdown 74.11% (7612.10)

Total trades 132 Short positions (won %) 83 (96.39%) Long positions (won %) 49 (93.88%)
Profit trades (% of total) 126 (95.45%) Loss trades (% of total) 6 (4.55%)
Largest profit trade 3595.18 loss trade -56720.88
Average profit trade 2610.27 loss trade -10973.08
Maximum consecutive wins (profit in money) 51 (162169.65) consecutive losses (loss in money) 1 (-56720.88)
Maximal consecutive profit (count of wins) 162169.65 (51) consecutive loss (count of losses) -56720.88 (1)
Average consecutive wins 18 consecutive losses 1

clintNZD
11-12-2008, 01:15 PM
Oh yes I changed the safety demarker setting

clintNZD
11-12-2008, 01:22 PM
it doesn't look bad...It's another option on the M15 chart...

the more weapons we have the better

:D

Yes thats right. I have tested these on other time frames and they blow out pretty quickly. The margin for volitility is very tight. There is room for movement between the aaa and bbb settings, but profit level slips a little. I have found by keeping aaa at 13 you move the bbb setting up as high as 28. However the graph on the m15 setting seem very smooth.

Any thoughts on this view?

Earl
11-12-2008, 01:33 PM
I think this is a very good option....I'm out of my office today or I would have tested it already...I love the idea of the 15min chart.

have you tried it with any other currency pairs??

clintNZD
11-12-2008, 01:49 PM
I think this is a very good option....I'm out of my office today or I would have tested it already...I love the idea of the 15min chart.

have you tried it with any other currency pairs??


Well I feel that this forum has really prompted alot of people to test and share different numbers. I think Earls fap tester is a great way to explore new ideas.

Currency pairs...No, not as yet have a go at it. Keen to see what happens, I'll have a go later this eve.

joames
11-12-2008, 02:43 PM
Is posible open same system with diferent settings in EURUSD, three graphic by example in Metatrader?, example settings of earl, other graphic with settings of other people? I have it, but it doesnt work..!! Only the first pair, but other dont open positions.

clintNZD
11-12-2008, 03:56 PM
Have not tried that as yet. Sounds interesting.

mystikdragon7
11-12-2008, 08:48 PM
Hey Earl, are you ready to pack up that scotch?

mystikdragon7
11-12-2008, 09:05 PM
Symbol EURUSD (Euro vs US Dollar)
Period 5 Minutes (M5) 2008.06.03 07:20 - 2008.11.10 23:55 (2008.01.01 - 2008.11.11)
Model Every tick (the most precise method based on all available least timeframes)
Parameters Lots=0; LotsRiskReductor=15; MaxOrders=3; MaxLots=10; StopTime=1; aaa=20; bbb=8; TakeProfit=22; StopLoss=300; TrailingStop=0; UseMAControl=1; PeriodMA=40; PriceMA_0_6=0; TypeMA_0_3=0; SpanGator=0.5; SlipPage=5; OrderMagic=231313; SafetyGapDemarker=0.2; SafetyGapWPR=0; StartWorkTimeHour=0; StartWorkTimeMin=0; EndWorkTimeHour=0; EndWorkTimeMin=0; KEY="675871600";
Bars in test 32724 Ticks modelled 1789784 Modelling quality 47.21%
Mismatched charts errors 42
Initial deposit 10000.00
Total net profit 648028.71 Gross profit 1222965.12 Gross loss -574936.41
Profit factor 2.13 Expected payoff 747.44
Absolute drawdown 5385.56 Maximal drawdown 206578.48 (88.61%) Relative drawdown 88.61% (206578.48)
Total trades 867 Short positions (won %) 727 (95.87%) Long positions (won %) 140 (93.57%)
Profit trades (% of total) 828 (95.50%) Loss trades (% of total) 39 (4.50%)
Largest profit trade 2200.00 loss trade -30592.00
Average profit trade 1477.01 loss trade -14741.96
Maximum consecutive wins (profit in money) 228 (494250.00) consecutive losses (loss in money) 3 (-91482.00)
Maximal consecutive profit (count of wins) 494250.00 (228) consecutive loss (count of losses) -91482.00 (3)
Average consecutive wins 59 consecutive losses 3

How about that?

Earl
11-12-2008, 09:24 PM
I ask you...would you put those settings on your account???LOL:D with only 42% Modelling

I guess the scotch is back up for grabs...I was just about to open it today!

I was feeling good!

Ok I'll be back!:cool:

mystikdragon7
11-12-2008, 09:30 PM
I ask you...would you put those settings on your account???LOL:D with only 42% Modelling

I guess the scotch is back up for grabs...I was just about to open it today!

I was feeling good!

Ok I'll be back!:cool:

Maybe, maybe not lol. I guess it would depend on making adjustments as needed.

n1ghtnday
11-12-2008, 09:44 PM
The scotch has feelings too ya' know. You can't just keep passing her back and forth like a beach ball.

Or maybe you can.

mystikdragon7
11-12-2008, 09:49 PM
guess that depends on what kinda she is:D:D

clintNZD
11-13-2008, 01:38 AM
I guess the bottle cap is still mine! Any other takers or settings out there?

Earl
11-21-2008, 12:50 AM
any one like Johnny Walker???? How about some JW BLUE!


beat this...


Symbol EURUSD (Euro vs. United States Dollar)
Period 5 Minutes (M5) 2008.01.02 10:00 - 2008.11.19 23:55 (2008.01.01 - 2008.11.20)
Model Every tick (the most precise method based on all available least timeframes)
Lots=0; LotsRiskPercent=7.3; MaxLotsAllowed=30; TakeProfit=20; TrailingStop=0; StopLoss=0; aaa=20; bbb=8; PeriodMA=75; SpanGator=0.5; Slippage=3; OrderMagic=343131; StartWorkTimeHour=0; StartWorkTimeMin=0; EndWorkTimeHour=0; EndWorkTimeMin=0;

Bars in test 66587 Ticks modelled 2897190 Modelling quality 90.00%
Mismatched charts errors 0

Initial deposit 10000.00
Total net profit 1084421.59 Gross profit 1622168.66 Gross loss -537747.07
Profit factor 3.02 Expected payoff 1960.98
Absolute drawdown 5460.54 Maximal drawdown 201923.10 (24.74%) Relative drawdown 85.26% (52102.83)

Total trades 553 Short positions (won %) 306 (98.04%) Long positions (won %) 247 (94.74%)
Profit trades (% of total) 534 (96.56%) Loss trades (% of total) 19 (3.44%)
Largest profit trade 7754.08 loss trade -130149.18
Average profit trade 3037.77 loss trade -28302.48
Maximum consecutive wins (profit in money) 91 (544903.61) consecutive losses (loss in money) 2 (-255343.07)
Maximal consecutive profit (count of wins) 544903.61 (91) consecutive loss (count of losses) -255343.07 (2)
Average consecutive wins 53 consecutive losses 2



I AM THE CHAMPION MY FRIENDS...I WILL HAVE MONEY TILL THE END!!

lorddave
11-21-2008, 12:53 AM
What was the max trades on that?!?!?!?

mystikdragon7
11-21-2008, 12:57 AM
Hey Earl, try moving the aaa to 21. I got something about the same as you.:D

Earl
11-21-2008, 12:57 AM
sorry it was 2

Earl
11-21-2008, 12:58 AM
Hey Earl, try moving the aaa to 21. I got something about the same as you.:Dwith 90% modelling!

Earl the pearl is BACK!!!!

lorddave
11-21-2008, 12:59 AM
Heh, either way.. I think you have a winner indeed!

Earl
11-21-2008, 01:02 AM
any one like Johnny Walker???? How about some JW BLUE!


beat this...


Symbol EURUSD (Euro vs. United States Dollar)
Period 5 Minutes (M5) 2008.01.02 10:00 - 2008.11.19 23:55 (2008.01.01 - 2008.11.20)
Model Every tick (the most precise method based on all available least timeframes)
Lots=0; LotsRiskPercent=7.3; MaxLotsAllowed=30; TakeProfit=20; TrailingStop=0; StopLoss=0; aaa=20; bbb=8; PeriodMA=75; SpanGator=0.5; Slippage=3; OrderMagic=343131; StartWorkTimeHour=0; StartWorkTimeMin=0; EndWorkTimeHour=0; EndWorkTimeMin=0;

Bars in test 66587 Ticks modelled 2897190 Modelling quality 90.00%
Mismatched charts errors 0

Initial deposit 10000.00
Total net profit 1084421.59 Gross profit 1622168.66 Gross loss -537747.07
Profit factor 3.02 Expected payoff 1960.98
Absolute drawdown 5460.54 Maximal drawdown 201923.10 (24.74%) Relative drawdown 85.26% (52102.83)

Total trades 553 Short positions (won %) 306 (98.04%) Long positions (won %) 247 (94.74%)
Profit trades (% of total) 534 (96.56%) Loss trades (% of total) 19 (3.44%)
Largest profit trade 7754.08 loss trade -130149.18
Average profit trade 3037.77 loss trade -28302.48
Maximum consecutive wins (profit in money) 91 (544903.61) consecutive losses (loss in money) 2 (-255343.07)
Maximal consecutive profit (count of wins) 544903.61 (91) consecutive loss (count of losses) -255343.07 (2)
Average consecutive wins 53 consecutive losses 2



I AM THE CHAMPION MY FRIENDS...I WILL HAVE MONEY TILL THE END!!

I'm taking this to the back...do you think they will give me a loan for a million based on this...LOL

Earl
11-21-2008, 01:03 AM
Hey Earl, try moving the aaa to 21. I got something about the same as you.:D
it crapps out on my test.....

mystikdragon7
11-21-2008, 01:04 AM
it crapps out on my test.....

Really? Where at?

Earl
11-21-2008, 01:12 AM
right in Jan....16th or so

21aaa 8bbb no good for mememe:D

Willsell
11-21-2008, 07:15 AM
any one like Johnny Walker???? How about some JW BLUE!


beat this...


Symbol EURUSD (Euro vs. United States Dollar)
Period 5 Minutes (M5) 2008.01.02 10:00 - 2008.11.19 23:55 (2008.01.01 - 2008.11.20)
Model Every tick (the most precise method based on all available least timeframes)
Lots=0; LotsRiskPercent=7.3; MaxLotsAllowed=30; TakeProfit=20; TrailingStop=0; StopLoss=0; aaa=20; bbb=8; PeriodMA=75; SpanGator=0.5; Slippage=3; OrderMagic=343131; StartWorkTimeHour=0; StartWorkTimeMin=0; EndWorkTimeHour=0; EndWorkTimeMin=0;

Bars in test 66587 Ticks modelled 2897190 Modelling quality 90.00%
Mismatched charts errors 0

Initial deposit 10000.00
Total net profit 1084421.59 Gross profit 1622168.66 Gross loss -537747.07
Profit factor 3.02 Expected payoff 1960.98
Absolute drawdown 5460.54 Maximal drawdown 201923.10 (24.74%) Relative drawdown 85.26% (52102.83)

Total trades 553 Short positions (won %) 306 (98.04%) Long positions (won %) 247 (94.74%)
Profit trades (% of total) 534 (96.56%) Loss trades (% of total) 19 (3.44%)
Largest profit trade 7754.08 loss trade -130149.18
Average profit trade 3037.77 loss trade -28302.48
Maximum consecutive wins (profit in money) 91 (544903.61) consecutive losses (loss in money) 2 (-255343.07)
Maximal consecutive profit (count of wins) 544903.61 (91) consecutive loss (count of losses) -255343.07 (2)
Average consecutive wins 53 consecutive losses 2



I AM THE CHAMPION MY FRIENDS...I WILL HAVE MONEY TILL THE END!!

Obi Wan has done it again!:) By next year the group should have optimal settings.... Great job!

Willsell
11-21-2008, 09:45 PM
OBI WAN

I drink Baccardi 151 during the holidays......try to get it to me before Thursday ....rofl

mystikdragon7
11-21-2008, 10:05 PM
Get in line I'm still waiting for my scotch lol

Earl
11-21-2008, 11:17 PM
Get in line I'm still waiting for my scotch lol
you haven't beaten me yet...LOL

mystikdragon7
11-21-2008, 11:18 PM
you haven't beaten me yet...LOL

LOL I know, but it was worth a shot!!

capricorn1
11-21-2008, 11:53 PM
Earl,

I am having trouble reproducing your results. Can you answer a few questions for me?

a) Which broker's MT4 platform are you using for the back test?

b) are you using the broker's historical data or data you have downloaded from somewhere else?

c) Are you using 10K mini lots or 100K standard lots?

thanks

Earl
11-22-2008, 12:00 AM
Earl,

I am having trouble reproducing your results. Can you answer a few questions for me?

a) Which broker's MT4 platform are you using for the back test?

b) are you using the broker's historical data or data you have downloaded from somewhere else?

c) Are you using 10K mini lots or 100K standard lots?

thanks

a) version4.00 build 220

b)FXDD... but I think all back test info comes from meta quotes

c)10 mini lots

Willsell
11-22-2008, 12:08 AM
Obi Wan has done it again!:) By next year the group should have optimal settings.... Great job!

Here it is

M5
2008.11.21 20:56:42 ForexAutoPilot inputs: Lots=0; LotsRiskReductor=8.5; MaxOrders=0; MaxLots=100; StopTime=8; aaa=30; bbb=15; TakeProfit=50; StopLoss=0; TrailingStop=15; UseMAControl=1; PeriodMA=100; PriceMA_0_6=0; TypeMA_0_3=0; SpanGator=0.5; SlipPage=3; OrderMagic=231313; SafetyGapDemarker=0.2; SafetyGapWPR=0; StartWorkTimeHour=0; StartWorkTimeMin=0; EndWorkTimeHour=0; EndWorkTimeMin=0;

Bars in test 66299
Ticks modelled 2894075
Modelling quality 90.00%
Mismatched charts errors 2
Initial deposit 10000.00
Total net profit 1212064.62
Gross profit 1638182.45
Gross loss -426117.83
Profit factor 3.84
Expected payoff 3513.23
Absolute drawdown 7439.41
Maximal drawdown 405980.00 (72.31%)
Relative drawdown 89.52% (104755.97)
Total trades 345
Short positions (won %) 178 (94.94%)
Long positions (won %) 167 (97.01%)
Profit trades (% of total) 331 (95.94%)
Loss trades (% of total) 14 (4.06%)
Largest
profit trade 25130.00
loss trade -115170.80
Average
profit trade 4949.19
loss trade -30436.99
Maximum
consecutive wins (profit in money) 57 (89053.05)
consecutive losses (loss in money) 1 (-115170.80)
Maximal
consecutive profit (count of wins) 316313.44 (36)
consecutive loss (count of losses) -115170.80 (1)
Average
consecutive wins 24
consecutive losses 1

Hmmm JW Blue will do ......lol

Earl
11-22-2008, 01:08 AM
it might take a week or so to beat that....

got a graph for that one Willy???

because your max orders ar at 0???

capricorn1
11-22-2008, 03:37 AM
Earl

who do you forward test with for demo accounts? because fxdd deletes your history after 30 days.

Willsell
11-22-2008, 06:21 AM
it might take a week or so to beat that....

got a graph for that one Willy???

because your max orders ar at 0???

That is correct FAPS max orders is 0
I tried varying the lotriskreductor 10 was too high 8.5 was the best results 7.5 yielded same results with a delta of 50,0000. for all my test I left Trailing stop at 15. The magic number for TP was 50 . Higher TP yielded less profit. I tested tp at 40, 50,60,100. I did not test at 30 or 20. The trailing stop ranged from 4 pips to 25 pips.

I have a demo account with $830,000 balance which I will set to these settings to see how Faps behaves.
The attachment is a zipped pdf with condensed details

Earl
11-22-2008, 06:57 AM
Earl

who do you forward test with for demo accounts? because fxdd deletes your history after 30 days.
I only run live accounts...no demo's...FXDD baby for now

but once I got more money in my roll..bye bye fxdd

capricorn1
11-22-2008, 08:02 AM
if you had more money, who would you trade with?

Willsell
11-22-2008, 09:45 AM
if you had more money, who would you trade with?

I use IBFX seems to be a good broker.

Thierry
11-22-2008, 10:45 AM
Willsell, the results looks absolutly great. But would you use these settings on a live account??
I don't think you get these results on a live account, do you think?

Willsell
11-22-2008, 11:18 AM
Willsell, the results looks absolutly great. But would you use these settings on a live account??
I don't think you get these results on a live account, do you think?

Why not? The purpose of testing is to derive an optimal strategy for trading.
The testing also reveals how FAPS reacts to market conditions. I'm not saying that you should set it and forget it ...like the hypesters do. Using FAPS and your own decisions will give you more leverage (edge in trading). For Example,
I started with a 50K demo and ran it to 830,000 using a combination of FAPS trades and my own trades. Letting FAPS run and also watching the action I would excute trades aand also close trades when I thought it wise to do so.
In the AM I do some scalping 5-10 Pips .....head off to work leaving FAPS and open scalp trades to run. Come home from work and check results ... do some more manual trades before bedtime. Wakeup and see what is still open.
My closed trades are FAPS and my own. This week I will set FAPS based on my last test. Stay tuned. The trick to using FAPS is to find settings that work in conjunction with your amount invested so that FAPS can ride the waves and not blow out your account. Key words "consistency over time"

Earl
11-23-2008, 04:54 AM
Willsell, the results looks absolutly great. But would you use these settings on a live account??
I don't think you get these results on a live account, do you think?Hell yes I would too...!!! This is why I back test...:D

Earl
11-26-2008, 08:40 PM
M5
2008.11.26 20:40:42 ForexAutoPilot inputs: Lots=0; LotsRiskReductor=7.3; MaxOrders=1; MaxLots=50; StopTime=0; aaa=20; bbb=8; TakeProfit=20; StopLoss=0; TrailingStop=0; UseMAControl=1; PeriodMA=75; PriceMA_0_6=0; TypeMA_0_3=0; SpanGator=0.9; SlipPage=3; OrderMagic=231313; SafetyGapDemarker=0.2; SafetyGapWPR=0; StartWorkTimeHour=0; StartWorkTimeMin=0; EndWorkTimeHour=0; EndWorkTimeMin=0;

Bars in test 67439 Ticks modelled 2953038 Modelling quality 90.00%
Mismatched charts errors 12

Initial deposit 10000.00
Total net profit 1392295.39 Gross profit 2752486.63 Gross loss -1360191.24
Profit factor 2.02 Expected payoff 2455.55
Absolute drawdown 5652.67 Maximal drawdown 526871.91 (27.33%) Relative drawdown 85.40% (54771.68)

Total trades 567 Short positions (won %) 307 (97.72%) Long positions (won %) 260 (95.38%)
Profit trades (% of total) 548 (96.65%) Loss trades (% of total) 19 (3.35%)
Largest profit trade 12615.74 loss trade -279923.61
Average profit trade 5022.79 loss trade -71589.01
Maximum consecutive wins (profit in money) 91 (911439.05) consecutive losses (loss in money) 2 (-539359.56)
Maximal consecutive profit (count of wins) 911439.05 (91) consecutive loss (count of losses) -539359.56 (2)
Average consecutive wins 55 consecutive losses 2

Willsell
11-26-2008, 08:52 PM
M5
2008.11.26 20:40:42 ForexAutoPilot inputs: Lots=0; LotsRiskReductor=7.3; MaxOrders=1; MaxLots=50; StopTime=0; aaa=20; bbb=8; TakeProfit=20; StopLoss=0; TrailingStop=0; UseMAControl=1; PeriodMA=75; PriceMA_0_6=0; TypeMA_0_3=0; SpanGator=0.9; SlipPage=3; OrderMagic=231313; SafetyGapDemarker=0.2; SafetyGapWPR=0; StartWorkTimeHour=0; StartWorkTimeMin=0; EndWorkTimeHour=0; EndWorkTimeMin=0;

Bars in test 67439 Ticks modelled 2953038 Modelling quality 90.00%
Mismatched charts errors 12

Initial deposit 10000.00
Total net profit 1392295.39 Gross profit 2752486.63 Gross loss -1360191.24
Profit factor 2.02 Expected payoff 2455.55
Absolute drawdown 5652.67 Maximal drawdown 526871.91 (27.33%) Relative drawdown 85.40% (54771.68)

Total trades 567 Short positions (won %) 307 (97.72%) Long positions (won %) 260 (95.38%)
Profit trades (% of total) 548 (96.65%) Loss trades (% of total) 19 (3.35%)
Largest profit trade 12615.74 loss trade -279923.61
Average profit trade 5022.79 loss trade -71589.01
Maximum consecutive wins (profit in money) 91 (911439.05) consecutive losses (loss in money) 2 (-539359.56)
Maximal consecutive profit (count of wins) 911439.05 (91) consecutive loss (count of losses) -539359.56 (2)
Average consecutive wins 55 consecutive losses 2

OBI Wan
Ya did it again ...rofl

Earl
11-26-2008, 08:53 PM
and look at that drawdown only 27%:D

Earl
11-26-2008, 10:41 PM
Earl the pearl settings! can you hear me!!!!:D

Symbol EURUSD (Euro vs. United States Dollar)
Period 5 Minutes (M5) 2008.01.02 10:00 - 2008.11.25 23:55 (2008.01.01 - 2008.11.26)
Model Every tick (the most precise method based on all available least timeframes)
Parameters Lots=0; LotsRiskReductor=6.8; MaxOrders=2; MaxLots=100; StopTime=10; aaa=20; bbb=8; TakeProfit=20; StopLoss=0; TrailingStop=0; UseMAControl=1; PeriodMA=34; PriceMA_0_6=2; TypeMA_0_3=2; SpanGator=0.9; SlipPage=3; OrderMagic=231313; SafetyGapDemarker=0.2; SafetyGapWPR=0; StartWorkTimeHour=0; StartWorkTimeMin=0; EndWorkTimeHour=0; EndWorkTimeMin=0; KEY="0541242624";

Bars in test 67727 Ticks modelled 2972892 Modelling quality 90.00%
Mismatched charts errors 14

Initial deposit 10000.00
Total net profit 1509207.12 Gross profit 2877868.89 Gross loss -1368661.78
Profit factor 2.10 Expected payoff 2506.99
Absolute drawdown 8120.88 Maximal drawdown 949487.65 (53.49%) Relative drawdown 86.86% (48571.32)

Total trades 602 Short positions (won %) 348 (97.70%) Long positions (won %) 254 (95.28%)
Profit trades (% of total) 582 (96.68%) Loss trades (% of total) 20 (3.32%)
Largest profit trade 10784.72 loss trade -335359.57
Average profit trade 4944.79 loss trade -68433.09
Maximum consecutive wins (profit in money) 123 (1213608.04) consecutive losses (loss in money) 2 (-650231.48)
Maximal consecutive profit (count of wins) 1213608.04 (123) consecutive loss (count of losses) -650231.48 (2)
Average consecutive wins 58 consecutive losses 2