Any EA that survived a backtest of 2007, 2008, 2009 and makes money in 2010?

[bigdir]

Guys - I am not sure how you're seeing EA Kain to be profitable long term. My back-tests with Dukascopy data show that while you do get a high-percentage win rate, inevitably the strategy hits a comparatively large stop-loss (10:1). The equity curve takes some time to recover and hit a few more of these and it's downhill from there. I have tested this on EURUSD & EURGBP with aggressive mode on and off. While they perform great for a few months at some stage their luck runs out, losing much of their gains.

[CW2]

Until now eakain is performing well for me. I am using It from 28/04/2010. See the statement.

 

Note: EURGBP trades is another EA.

 

http://www.4shared.com/document/-NByFu1c/Detailed_Statement_eakain.html

[huuu]

Until now eakain is performing well for me. I am using It from 28/04/2010. See the statement.

 

Note: EURGBP trades is another EA.

 

http://www.4shared.com/document/-NByFu1c/Detailed_Statement_eakain.html

 

what is the EA that you are using for EURGBP?

[Mustafa]

Hello CW2 which EA r u using for EG

[acosma]

Hi CW2, which is your eakain gmt shift on sig liteforex ? +2 or +3 (1 hour dst added) ?

[iwjw]

Hi CW2, which is your eakain gmt shift on sig liteforex ? +2 or +3 (1 hour dst added) ?

 

If your broker has DST you have to subtract one hour from what KAIN is showing in AutoGMT mode

Easiest way to get the best time is to run an optimisation on GMTOffset for 2010...+1,+2,+3

[irada]

Here it is... 4shared.com/file/245229508/6e715ef3/EAKSP-V104bnz.html

 

Thanks Benz!

 

You are welcome Astarfleir.

 

Glad can give contribution to indo-investasi community, since I have learn many thing this in this community

BTW agree EAKAIN is one of best scalper, but be aware of strong trend time (happened on may 2010)

seem most asian time scalper EA (like EAKain, Shocker, Primeval) have problem or big loss at that time.

 

If anyone can found best filter to detect strong trend then put and match with EAKain, I thing this EA will run even better.

 

Regards,

Benz

[Abdulisback]

isn't this software using the same code as the Megadroid Pro?

[irada]

Hi CW2, which is your eakain gmt shift on sig liteforex ? +2 or +3 (1 hour dst added) ?

 

Hi Acosma,

 

For Liteforex better set Auto GMT off and set GMT Offset manualy to +2.

 

Basically EAKain is designed to run 22-23 GMT for EURUSD, EURCHF, USDCHF, USDCAD, USDJPY & GBPCHF only EURGBP is run from 20-23 GMT.

Actually at those time is usually no big trend due to almost end of US session while Asian session not open yet.

 

Autralia is GMT+8 (open at 8.00) and Japan is GMT+9 (but open at 9.00)

That is the reason all EAKain trade is avoid after 23.00 because usually when Asian session begin at 00.00 GMT or 08.00 Autralia time and 09.00 Japan Time price will start trending that dangerous to scalper EA that mostly design run with counter trend method.

 

In case of Liteforex, their server time is GMT+2, and remember they not implement DST.

While if you using Auto GMT automatically time will adjusted with DST or become GMT+3 (since DST is use from march to october), in this case potentially your opening trade will late by 1 hour or opening near 00.00 GMT or open right before Asian market begin.

If you lucky still can get small win or cut will small loss, but at worst case can hit SL easily.

 

Regards,

Benz

[acosma]

Hi iwjw, I think it's correct to consider dst +1 hour for brokers that are affected by it, so you have not to substract one hour.

If you look inside the code:

for example EURUSD Strategy S0 trade time interval supposed to be gmt0 is:

gi_352 = 22; (gmt0 start)

gi_356 = 23; (gmt0 end)

 

Then added gmt shift:

gi_352 += GMT_Offset;

gi_356 += GMT_Offset;

 

so for example liteforex sigtrader right now is gmt+3 not +2 because dst is in effect,

then:

gi_352 += GMT_Offset;

gi_356 += GMT_Offset;

 

would be:

gi_352 += 3;

gi_356 += 3;

 

so trade interval is:

gi_352 = 01:00am

gi_356 = 02:00am

 

and the function that check trade interval is:

int isTimetoTrade(int ai_0, int ai_4) {

if (gi_232) ScriviLog("verifico se ora ok");

bool li_ret_8 = FALSE;

int l_hour_12 = Hour();

if (ai_0 > 23 || ai_0 < 0) ai_0 = 0;

if (ai_4 > 23 || ai_4 < 0) ai_4 = 0;

if (ai_0 < ai_4 && (Hour() >= ai_0 && Hour() < ai_4)) li_ret_8 = TRUE;

if (ai_0 > ai_4 && Hour() >= ai_0 || Hour() < ai_4) li_ret_8 = TRUE;

return (li_ret_8);

}

 

so when sig trader market watch of metatrader says 01:00am(gmt+3) it's 22:00(gmt0) the correct time of start trading, in this case for eurusd eakain s0 strategy.

if you instead put manual gmt+2 without dst when market watch says 24:00 for eakain is start trade hour but it's not correct because is 21:00 gmt0 (24:00 - 3 hours), one hor before 22:00gmt0

 

am I wrong ???

Edited July 24, 2010 by acosma

[CW2]

Hi All,

The GMT offset I´m using is +2. But I always backtest to see the performance

and pay atention do the DST time and the news. The other robot runnig with

eurgbp is a robot I´m developing taking some pieces of others robots,

because I didn´t find out a robot that performed well with eurgbp.

 

Updated stats:

 

http://www.4shared.com/document/hSgtM7P0/DetailedStatement_EAKAIN_2.html

 

Good Luck!

[manganate]

I hate to be the one to remind ppl about backtesting, but...

MT4 Strategy Tester (if that is what is being used here) was only designed to determine if an ea would function properly, in terms of coding only; not in terms of profitability.

Also, the MT4 Strategy Tester has a fixed spread value to calculate bar interpolation and uses simulated tick data.

Forward testing, using live data, such as with ECN datafeeds, is the safest way to go.

[iwjw]

Hi iwjw, I think it's correct to consider dst +1 hour for brokers that are affected by it, so you have not to substract one hour.

If you look inside the code:

for example EURUSD Strategy S0 trade time interval supposed to be gmt0 is:

gi_352 = 22; (gmt0 start)

gi_356 = 23; (gmt0 end)

 

Then added gmt shift:

gi_352 += GMT_Offset;

gi_356 += GMT_Offset;

 

so for example liteforex sigtrader right now is gmt+3 not +2 because dst is in effect,

then:

gi_352 += GMT_Offset;

gi_356 += GMT_Offset;

 

would be:

gi_352 += 3;

gi_356 += 3;

 

so trade interval is:

gi_352 = 01:00am

gi_356 = 02:00am

 

and the function that check trade interval is:

int isTimetoTrade(int ai_0, int ai_4) {

if (gi_232) ScriviLog("verifico se ora ok");

bool li_ret_8 = FALSE;

int l_hour_12 = Hour();

if (ai_0 > 23 || ai_0 < 0) ai_0 = 0;

if (ai_4 > 23 || ai_4 < 0) ai_4 = 0;

if (ai_0 < ai_4 && (Hour() >= ai_0 && Hour() < ai_4)) li_ret_8 = TRUE;

if (ai_0 > ai_4 && Hour() >= ai_0 || Hour() < ai_4) li_ret_8 = TRUE;

return (li_ret_8);

}

 

so when sig trader market watch of metatrader says 01:00am(gmt+3) it's 22:00(gmt0) the correct time of start trading, in this case for eurusd eakain s0 strategy.

if you instead put manual gmt+2 without dst when market watch says 24:00 for eakain is start trade hour but it's not correct because is 21:00 gmt0 (24:00 - 3 hours), one hor before 22:00gmt0

 

am I wrong ???

 

Wouldn't say you're wrong, but wright neither

Forget all about the fixed starttime 22:00 GMT...thats only true if USA is not in DST

During DST market closes one hour earlier @ 20:00 GMT....i.e London is currently GMT+1...market opens/closes 1h earlier

Let's say UK market opens 8:00 London time....thats 8:00 GMT/winter and 7:00GMT/8:00 London during DST

And Kain starts trading 1h after NY close....and that's 21:00 GMT during summer and 22:00 GMT during wintertime

I'm also at SIG and I'm running +2....would I run with +3 results would be terrible

The only thing you have to keep in mind is that there a 2 14days periods a year when there is a mix of DST/normal time

[acosma]

Since 28 of may I'm running eakain with gmt+3 on sig trader and the results are good, maybe I was lucky.

So let me understand you always use gmt+2 setup for the whole year with eakain on sigtrader ?

And i supposed this would be for most of the Ea not only EaKain ....

I should change gmt on other ea like shocker, megadroid etc...

Edited July 25, 2010 by acosma

[iwjw]

Since 28 of may I'm running eakain with gmt+3 on sig trader and the results are good, maybe I was lucky.

So let me understand you always use gmt+2 setup for the whole year with eakain on sigtrader ?

And i supposed this would be for most of the Ea not only EaKain ....

I should change gmt on other ea like shocker, megadroid etc...

 

I'm using GMT+2 the whole year exept during the time when USA and Europe are in a transition period

Next period to watch: 2010/31/10 - 2010/05/11

During that week US still has DST and Europe wintertime -> you have to use GMT+1 for 5 trading days

 

There might be a handful of scalpers out there that are capable to take DST into account in a way that works

Think about this: if EA xyz starts trading 1h after NY close during wintertime, why should the EA start 2h after close during DST?

So most of the AutoGMT simply don't work during DST

[acosma]

Yes jwjw, I analized this and I have to say that you are right, so most of the time the auto gmt offset of scalpers confused people.

 

eakain S0 Strategy start trading hour: 22:00

 

manual gmt offset: +2

22:00 + 2 = 24:00

 

sig trader market watch during summer: 24:00 -> 21gmt -> 16:00 (NY close)

sig trader market watch during winter: 24:00 -> 22gmt -> 16:00 (NY close)

 

 

manual gmt offset: +1 during transition period

 

22:00 + 1 = 23:00

sig trader market watch during transition period: 23:00 -> 21gmt -> 16:00 (NY close)

 

But I think during transition period this is true if liteforex trading servers are in europe.

maybe romania ???

http://upload.wikimedia.org/wikipedia/commons/e/e7/Timezones2008.png

Edited July 25, 2010 by acosma