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View Full Version : 3 Years of backtesting with positive results!!


oofdah
11-24-2008, 02:49 AM
I've been backtesting for hours, here are the most successful and profitable settings I've found so far with fairly low risk.

EUR/USD

M5 timeframe; Lots=0; LRR=3; MaxOrders=2; MaxLots=11; StopTime=5; AAA=20; BBB=8; TP=25; S/L=0; T/S=0, PeriodMA=100 (Rest are defaults)

$1,000 Starting balance

1/1/06-11/23/08: $64,613.64
1/1/07-11/23/08: $62,617.27
1/1/08-11/23/08: $25,704.66


$10,000 Starting Balance

1/1/06-11/23/08: $462,584.99
1/1/07-11/23/08: $493,957.38
1/1/08-11/23/08: $240,044.24


I don't know why there's not much change between 06-07; 06 seems to have been a bad year. On the bright side, however, no blowouts and excellent returns IMHO.

I'm running these settings on my demo account now. Whatcha think?

oofdah
11-24-2008, 03:18 AM
Ugh... just noticed I posted this in the wrong place. Could a Mod move it to the appropriate section?

Thanks!

alan
11-24-2008, 03:41 AM
Consider it done!

Big Toe
11-24-2008, 07:18 PM
I like your approach by testing 3 different time periods. However I cannot duplicate your results with those settings.

My results with those settings:
1/1/06 to 11/18/08 = blowout after 25 trades
1/1/07 to 11/18/08 = np $9958 400 trades
1/1/08 to 11/18/08 = np $14745 413 trades

I never seem to be able to duplicate results that others have posted on this forum. I hope some others might try to input these settings and see what they get. I dont know if I'm doing something wrong or what. If anyone has any ideas why my backtesting might be producing different results please let me know.

oofdah
11-24-2008, 07:26 PM
Big Toe -

I get the same results on both of my PC's - is your history fully updated and max bars set to 9999999999999?

Edit... just noticed mine was NOT set to 9999999999999... wtf, it was before... ill have to test again now....

grrr.

Big Toe
11-24-2008, 07:32 PM
yea i think my history is right but like i said I never seem to reproduce the results that the others have.
I also have never been able to get out of 2006 with a 1000 starting balance and no stop.

oofdah
11-24-2008, 07:34 PM
ok, just ran it again.

it appears that even though you set the bars to 999+ it reverts back to how many you actaully have downloaded.

I still got the same results.

Where are you getting your history from?

Big Toe
11-24-2008, 07:37 PM
Im not sure... it might be metaquotes...how do you tell?

oofdah
11-24-2008, 07:46 PM
when you go to download the history, it will say who you are downloading it from.

I am getting mine from metaquotes.

Big Toe
11-24-2008, 07:50 PM
Yep I just checked mine two I wonder if you could post all your trade info for say the 2008 time period and then I can check my trades and see where it is differing?