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Forums>StrategyQuant>Extras & Strategies>EURUSD M30 1000% Strategie

  • #122243 |
    Customer
    238 Posts

    Hi stearno,

    It is very easy to generate good strategies (strategies with good equtiy curves)

    But the most strategies are not running in real life.

     

    Here is the generation process of this portfolio:

    A69 EURUSD M15, Finfx

    Idear1: short timeperiod with realtickdata from finFx
    18.10.12-31.12.12-5.02.13
    Spread 2, 0,5 Slippage, Tick Simmulation
    Sl/Tp 5/120

    1) Random Generation
    2) Backwardtest with data from forextester 1.1.2001-31.03.2013
    Spread2,0

    (long period Test)

     

    I installed this portfolio on a Demoaccount and run over a period 23.04-3.07

    Here is the result.

    Attachments in this forum are visible only for registered users.

     

     

     

    Idear 2:

    In the next idear I testet  strategies form step 1) with data from different brokers and take only the best strategies.

    If I do this additional test the success will better.

    From 15 strategies is one  ore two strategies good on demoaccount (I think real account will work too because this are not scalper, I have not testet this on real account)

    Attachments in this forum are visible only for registered users.

     

    What is to do in the future to find good strategies?

     

    1) use the robustness test in the GB 3.0. This feature is genial, I can´t say more about this feature.

    2) Install the good testet(with robustnesstest) strategies on demoaccounts

    3) compare the trades of this strategies of demoaccounts with the backtester in Metatrader and Genetic Builder.

    4) Check this for M15, M30, H1 (M1… M5 is a little difficult)

    5) post your found strategies here in the forum :-) :-)

    thomas

     

     

     

     

    https://monitortool.jimdofree.com/

    #122285
    Mark Fric
    Administrator
    1172 Posts

    Hi,

     

    I’ll post one good strategy for EURUSD/H1 here I just recently found.

    The strategy passed all the robustness tests and walk-forward analysis, it is profitable even on GBPUSD.

     

    Attachments in this forum are visible only for registered users.

     

    Right now I started trading it on a demo account, and it is a very good candidate for live trading – once the demo proves its performance.

     

    I intend to publish a new portfolio of trading strategies for SQ, right now I’m still running generation for USDCHF and USDJPY, it seems to be more difficult to find a good strategy for these symbols.

     

    Mark

    Attachments in this forum are visible only for registered users.

    Mark
    StrategyQuant architect

    #122286
    Customer
    238 Posts

    Hi Mark,

    thank you.

    I will install this strategy on demo account and real account.

    I compare the trades. And if the trades on real and demo are the same I can increase the lotsize :-)

     

    At the moment I optimize the strategy and check the robustness of this optimized strategies.

     

    thomas

    https://monitortool.jimdofree.com/

    #122289
    Customer
    238 Posts

    Hi Mark,

    I have optimized the strategy.

    But is only possible so save one optimized strategy.

    All the strategies have the same name.

     

    I want to make an robustness test with the optimized strategies, but it is only possible with one strategy.

     

    Make it sense to make an robustnesstest with optimized strategies ?

     

    thomas

    https://monitortool.jimdofree.com/

    #122290
    Mark Fric
    Administrator
    1172 Posts

    Hi Mark,

    I have optimized the strategy.

    But is only possible so save one optimized strategy.

    All the strategies have the same name.

     

    I want to make an robustness test with the optimized strategies, but it is only possible with one strategy.

     

    Make it sense to make an robustnesstest with optimized strategies ?

     

    thomas

     

    Hi Thomas,

     

    hm, you can save them one by one, when you save single file you can specify its file name.

     

    If strategy is optimized it is still basically the same strategy, only curve fitted to given historical data.So Robustness tests for original strategy should be still valid.

     

    You should run walk-forward test on the strategy to check if it makes sense to reoptimize it and what is the best reoptimization period (using WF Matrix).

    I personally run it on demo account without any optimization now, although it passed WF matrix test and I could choose to optimize it using its results.

     

    Mark

    Mark
    StrategyQuant architect

    #122300
    Customer
    17 Posts

    Hi Mark, 

     

    I tried testing the strategy in MT4 without success.

    MT4 and SQ have the same data history installed, but the strategy doesn’t take any trades.

     

    Attachments in this forum are visible only for registered users.

     

    Attachments in this forum are visible only for registered users.

    #122301
    Customer
    61 Posts

    Just a casual brief visit with casual comments. Finding candle patterns do very nice in robust tests.
    Am doing on one SQ short 1yr-3mo .str’s for checking out concept of periodically replacing EA’s. Doing only longs and just tp’s and 1hr, good selections pop up fast, within minutes. Nice.

    Just brief comment on Mark’s method of development: I’m somewhat in shock, am used to just trying to get somewhere but also watching robustness tests, is all this other routine absolutely the way to go? Wow!

    Jerry

    #122302
    Mark Fric
    Administrator
    1172 Posts

    Just a casual brief visit with casual comments. Finding candle patterns do very nice in robust tests.
    Am doing on one SQ short 1yr-3mo .str’s for checking out concept of periodically replacing EA’s. Doing only longs and just tp’s and 1hr, good selections pop up fast, within minutes. Nice.

    Just brief comment on Mark’s method of development: I’m somewhat in shock, am used to just trying to get somewhere but also watching robustness tests, is all this other routine absolutely the way to go? Wow!

    Jerry

     

    Hi Jerry,

     

    my method is one of many possible, if your method works for you then there’s not a problem.

    I never tried periodically replacing EAs, so I don’t have experience with this kind of approach. But I heard that somebody build a profitable system with this principle.

     

    Mark

    Mark
    StrategyQuant architect

    #122306
    Customer
    238 Posts

    Just a casual brief visit with casual comments. Finding candle patterns do very nice in robust tests.
    Am doing on one SQ short 1yr-3mo .str’s for checking out concept of periodically replacing EA’s. Doing only longs and just tp’s and 1hr, good selections pop up fast, within minutes. Nice.

    Just brief comment on Mark’s method of development: I’m somewhat in shock, am used to just trying to get somewhere but also watching robustness tests, is all this other routine absolutely the way to go? Wow!

    Jerry

    Hi Jerry,

    I don´t understand this.

    Can you explain more detailed about this finding process. An example will be good.

     

    thomas

    https://monitortool.jimdofree.com/

    #122307
    Customer
    61 Posts

    Hi Jerry,
    I don´t understand this.
    Can you explain more detailed about this finding process. An example will be good.

    thomas

    I’m sorry thomas, meant to include that good robust came up fast for Random search for 1hr usdjpy and candle patterns also checked along all indies, bar-open-only. Excellent over last 1yr-3mo only, didn’t try on longer period.
    Jerry

    #122308
    Customer
    238 Posts

    Ok,

    bar-open-only ist more robust.

    ….

    I read the new explanation from mark about the walk-forward analyser.

     

    I think this walkfforward analyser ist genial.

    I think we will find strategies who pass all tests.

     

    The big question is, are this strategies profitabel on realaccounts?

     

    thomas

    https://monitortool.jimdofree.com/

    #122309
    Customer
    61 Posts

    Ok,bar-open-only ist more robust……..I read the new explanation from mark about the walk-forward analyser. I think this walkforward analyser ist genial.I think we will find strategies who pass all tests. The big question is, are this strategies profitabel on realaccounts? thomas

    Re:live trading: I use a $50 live mini acct at ibfx with a penny-pip-lot, thus I go directly from seeing good equity & robust test in SQ to an EA in mt4 on live$ acct. Saves me doing demo step. I use the historical data from their server too……atter opening history center I usually have to undo auto scroll and refresh chart and then hold UP key to download as much 1hr bars as possible…….thus I’m using same backdata that came from live$ $10,000 10mini accts! (1lot)!! I then imports into db of SQ.
    Often but not always I have to use mt4’s optimizer before a pplying the result to chart.
    Mark mentions he has heard from another that replaceable EA approach has worked for them, that be nice, so far I had been bouncing around with 4 4hr or 4 15min or ….as of now, have 4 1hr on charts. I’ve also seen from a forum somewhere discussing some guy’s process using that competitor to SQ software and he claims going forward ok. Might make sense if it did work, you’d think 1yr-3mo 1hr bars and having ok robust tests would be enough, soooo, guess I’ll see! ;-) Just now see I need replace audusd as it was generated Jun 27th.
    Jerry

    #122580
    Mark Fric
    Administrator
    1172 Posts

    Hi,

     

    I’m posting one more strategy that is mentioned in Walk-Forward Matrix article.

    This one is for GBPUSD/H1, it passed the robustness tests and I currently test it on a small live account.

     

    Attachments in this forum are visible only for registered users.

     

    The chart shows equity of this strategy during walk-forward optimization (blue) compared to original strategy without reoptimizations (gray).

     

    Best regards,

     

    Mark

     

     

    Just a note – this strategy is strictly for SQ owners, don’t publish it anywhere else.

    Attachments in this forum are visible only for registered users.

    Mark
    StrategyQuant architect

    #122589
    Customer
    238 Posts

    thanks,

    I will test this strategy on demoaccount.

     

    thomas

    https://monitortool.jimdofree.com/

    #122644
    Customer
    15 Posts

    Your tutorial suggests using two currencies to test a strategy in order to minimize the chances of curve fitting.  Could this be used to test all related currencies at the same time by selecting multiple currencies?  For example you suggest testing the EURUSD and the second currency of GBPUSD.  Is there any detriment to also add the AUDUSD and NZDUSD pairs?

     

    Thanks,

     

    Dave

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