Earl fap update! - Page 3

^eagle^ · #21 01-24-2009, 02:01 PM

Quote:

Originally Posted by lukx

I got a problem, all tests at th eand gave me this message: "There were 685 passes doen rudring optimization, 685 results have been discarded as insignificant" and there is no graph, no results, nothing.

Earl's the king of backtesting. If you want 90% model quality you have to go m5 time frame. Did you down load the history? I'm not real sure how to do it because I rely more on forward testing. I do know you have to download history and import it into your platform before you backtest and optimize.

Anyone know cllick by click how to get model percent at 90%?

tonycashflow · #22 01-24-2009, 03:06 PM

Where is the model percent suppose to be written?

^eagle^ · #23 01-24-2009, 03:23 PM

Quote:

Originally Posted by tonycashflow

Where is the model percent suppose to be written?

It willbe written on the report after the backtest is finished.
v

tonycashflow · #24 01-24-2009, 03:25 PM

Just tried to do an optimization and got the same message lukx received... So I don't knowwhat the problem is.

Earl · #25 01-24-2009, 03:39 PM

http://www.forexautopilotforum.com/showthread.php?t=396

check out the sticky at the top of the section...

when you run your backtest make sure optimization is not checked

and run it on the M5 for 90% quality

tonycashflow · #26 01-24-2009, 03:50 PM

It looks like the problem is that it doesnt do any trades for whatever settings it tries. I wonder why.

I find kind of a work around. I was only getting this with FAPS while the other EA I tried to do backtests on were successful. So I downloaded that universal version of FAPS and now it works. Maybe the registration thing was getting in the way... Any way I'll do the optimization eagle requested and post it here when its done.

mystikdragon7 · #27 01-24-2009, 05:58 PM

Quote:

Originally Posted by ^eagle^

I don't have enough computer power but could someone test this.....

use earl's aaa bbb settings above

optimize using:
50-100 take profit step 1
TS=15 to 30 step 1
Spangator .3 to 3 step .1

Looking for minimizing drawdown more than maximizing profit.

Not sure what will happen but my guess is that raising the span gator will allow for less trades but more profitable ones with less drawdown.

Would also like to test FAPturbos AAA and BBB default with the above optimization.

All I got is a tiny laptop and my desk top needs a lobotomy. Looking to make profits to buy a new desktop.

Eagle this is what I came up with using the a mix of Earl's and your settings. I tested from 01-01-08 to today. I kinda bottoms out at the beginning of the year but it does slowly climb up in profit. If you can handle the draw downs it looks like these settings might work out pretty good. With a little tweaking we could probably get it even better. The highest the account got was about $1600 and the lowest was about $850. It gets a little rough at the end of the year and starts to lose some profit but we all know that the end of 2008 sucked. I will continue to back test these settings because I am a little rusty of the fact that I haven't done any back testing for a while lol. Let me know what you think?

LLR-5
MT-2
MA6-2
MA3-3
the rest are either default or your guys' settings.

Bars in test 79159
Ticks modelled 3648161
Modelling quality 90.00%
Mismatched charts errors 0
Initial deposit 1000.00
Total net profit 164.19
Gross profit 3232.36
Gross loss -3068.16
Profit factor 1.05
Expected payoff 0.31
Absolute drawdown 169.60
Maximal drawdown 646.42 (40.39%)
Relative drawdown 40.39% (646.42)
Total trades 537
Short positions (won %) 301 (93.02%)
Long positions (won %) 236 (95.34%)
Profit trades (% of total) 505 (94.04%)
Loss trades (% of total) 32 (5.96%)
Largest
profit trade 50.00
loss trade -181.20
Average
profit trade 6.40
loss trade -95.88
Maximum
consecutive wins (profit in money) 81 (343.45)
consecutive losses (loss in money) 2 (-243.02)
Maximal
consecutive profit (count of wins) 371.12 (62)
consecutive loss (count of losses) -243.02 (2)
Average
consecutive wins 16
consecutive losses 1

tonycashflow · #28 01-24-2009, 06:20 PM

I have done a backtest however the results make no sense. Will retry tomorrow.

Earl · #29 01-24-2009, 08:02 PM

Quote:

Originally Posted by mystikdragon7

Eagle this is what I came up with using the a mix of Earl's and your settings. I tested from 01-01-08 to today. I kinda bottoms out at the beginning of the year but it does slowly climb up in profit. If you can handle the draw downs it looks like these settings might work out pretty good. With a little tweaking we could probably get it even better. The highest the account got was about $1600 and the lowest was about $850. It gets a little rough at the end of the year and starts to lose some profit but we all know that the end of 2008 sucked. I will continue to back test these settings because I am a little rusty of the fact that I haven't done any back testing for a while lol. Let me know what you think?

LLR-5
MT-2
MA6-2
MA3-3
the rest are either default or your guys' settings.

Bars in test 79159
Ticks modelled 3648161
Modelling quality 90.00%
Mismatched charts errors 0
Initial deposit 1000.00
Total net profit 164.19
Gross profit 3232.36
Gross loss -3068.16
Profit factor 1.05
Expected payoff 0.31
Absolute drawdown 169.60
Maximal drawdown 646.42 (40.39%)
Relative drawdown 40.39% (646.42)
Total trades 537
Short positions (won %) 301 (93.02%)
Long positions (won %) 236 (95.34%)
Profit trades (% of total) 505 (94.04%)
Loss trades (% of total) 32 (5.96%)
Largest
profit trade 50.00
loss trade -181.20
Average
profit trade 6.40
loss trade -95.88
Maximum
consecutive wins (profit in money) 81 (343.45)
consecutive losses (loss in money) 2 (-243.02)
Maximal
consecutive profit (count of wins) 371.12 (62)
consecutive loss (count of losses) -243.02 (2)
Average
consecutive wins 16
consecutive losses 1

huh??? you hijacking the thread man?????LOL

naw naw no LRR of 5% TO HIGH... Want feed back on the posted settings...not a mix of anything.....

mystikdragon7 · #30 01-24-2009, 09:54 PM

Quote:

Originally Posted by ^eagle^

I don't have enough computer power but could someone test this.....

use earl's aaa bbb settings above

optimize using:
50-100 take profit step 1
TS=15 to 30 step 1
Spangator .3 to 3 step .1

Looking for minimizing drawdown more than maximizing profit.

Not sure what will happen but my guess is that raising the span gator will allow for less trades but more profitable ones with less drawdown.

Would also like to test FAPturbos AAA and BBB default with the above optimization.

All I got is a tiny laptop and my desk top needs a lobotomy. Looking to make profits to buy a new desktop.

Quote:

Originally Posted by Earl

huh??? you hijacking the thread man?????LOL

naw naw no LRR of 5% TO HIGH... Want feed back on the posted settings...not a mix of anything.....

Ooops no mean to highjack. I meant to put down a 2 instead of 5 for the LRR. When I said a mix, I meant both your settings and Eagles of what was posted here in the thread. Sorry for the confusion lol