halcyonn Posted October 5, 2010 Report Share Posted October 5, 2010 (edited) Strategy Tester Report NightBatAndZZ_Expert_ECN AlpariUK-Demo (Build 226) Symbol EURJPY (Euro vs Japanese Yen) Period 15 Minutes (M15) 2010.01.04 00:00 - 2010.09.23 23:45 (2010.01.01 - 2010.09.24) Model Every tick (the most precise method based on all available least timeframes) Parameters A1="Ïåðèîä ATR è ìíîæèòåëü"; ATRPeriod=8; Factor=5; A2="================================================="; A3="Öåíà ïðèìåíåíèÿ (0-Close, 1-Open, 2-High, 3-Low è ò. ä.)"; Price=0; A4="=================================="; A5="Îáúåì ïåðâîé ñäåëêè. Åñëè Lots = 0, òî ñ÷èòàåòñÿ â ïðîöåíòàõ"; Lots=1; PercentOfDepo=5; A6="==============================================================="; A7="Âðåìÿ íà÷àëà òîðãîâëè"; BeginHour=23; A8="==============================================================="; A9="Âðåìÿ îêîí÷àíèÿ òîðãîâëè"; EndHour=24; A10="==============================================================="; A11="Ïàðàìåòðû ZigZag"; ExtDepth=8; ExtDeviation=8; ExtBackStep=2; A12="==============================================================="; OpenOrderSound="ok.wav"; MagicNumber=11243; Bars in test 12850 Ticks modelled 6424578 Modelling quality n/a Mismatched charts errors 591 Initial deposit 10000.00 Total net profit 21627.66 Gross profit 30479.82 Gross loss -8852.16 Profit factor 3.44 Expected payoff 441.38 Absolute drawdown 2349.44 Maximal drawdown 7096.23 (26.52%) Relative drawdown 33.85% (3914.59) Total trades 49 Short positions (won %) 30 (36.67%) Long positions (won %) 19 (26.32%) Profit trades (% of total) 16 (32.65%) Loss trades (% of total) 33 (67.35%) Largest profit trade 6700.37 loss trade -600.94 Average profit trade 1904.99 loss trade -268.25 Maximum consecutive wins (profit in money) 3 (350.47) consecutive losses (loss in money) 10 (-2880.30) Maximal consecutive profit (count of wins) 6700.37 (1) consecutive loss (count of losses) -2880.30 (10) Average consecutive wins 2 consecutive losses 3 NightBatAndZZ_Expert_ECN.zip (7.1 KB) http://www.multiupload.com/OJB7YETTHZ nightbat eurjpy.gif (5.32 KB) http://www.multiupload.com/EKU565Y3VD nightbat eurjpy.htm (181.26 KB) http://www.multiupload.com/GABS464YU5 nightbat optimise.set http://www.multiupload.com/HFYDZD607T if any friend can get high modelling quality backtest...kindly do! -- the optimise set has been placed there once more.i guess link will work this time. Edited October 5, 2010 by halcyonn danny_pip and ⭐ musketeer 2 Quote Link to comment Share on other sites More sharing options...
⭐ musketeer Posted October 5, 2010 Report Share Posted October 5, 2010 (edited) Hi halcyonn, give your zizag version pls and i am not able to download test's results - multiupload shows only the names but w/o dwnld links... edit: who is the broker? (in BT) - to may get right time offset.... 2nd edit: stupid i am - i know who is testing broker... :) so, i've tested with them too Edited October 5, 2010 by musketeer Quote Link to comment Share on other sites More sharing options...
⭐ musketeer Posted October 5, 2010 Report Share Posted October 5, 2010 (edited) Symbol EURJPY (Euro vs Japanese Yen) Period 15 Minutes (M15) 2010.01.04 00:00 - 2010.10.04 23:45 (2010.01.01 - 2010.10.05) Model Every tick (the most precise method based on all available least timeframes) Parameters A1="Ïåðèîä ATR è ìíîæèòåëü"; ATRPeriod=8; Factor=5; A2="================================================="; A3="Öåíà ïðèìåíåíèÿ (0-Close, 1-Open, 2-High, 3-Low è ò. ä.)"; Price=0; A4="=================================="; A5="Îáúåì ïåðâîé ñäåëêè. Åñëè Lots = 0, òî ñ÷èòàåòñÿ â ïðîöåíòàõ"; Lots=1; PercentOfDepo=5; A6="==============================================================="; A7="Âðåìÿ íà÷àëà òîðãîâëè"; BeginHour=23; A8="==============================================================="; A9="Âðåìÿ îêîí÷àíèÿ òîðãîâëè"; EndHour=24; A10="==============================================================="; A11="Ïàðàìåòðû ZigZag"; ExtDepth=8; ExtDeviation=8; ExtBackStep=2; A12="==============================================================="; OpenOrderSound="ok.wav"; MagicNumber=11243; Bars in test 19657 Ticks modelled 10948713 Modelling quality 90.00% Mismatched charts errors 7 Initial deposit 10000.00 Total net profit 13528.26 Gross profit 31303.56 Gross loss -17775.30 Profit factor 1.76 Expected payoff 171.24 Absolute drawdown 2598.05 Maximal drawdown 7419.09 (31.74%) Relative drawdown 45.36% (6144.35) Total trades 79 Short positions (won %) 79 (37.97%) Long positions (won %) 0 (0.00%) Profit trades (% of total) 30 (37.97%) Loss trades (% of total) 49 (62.03%) Largest profit trade 4865.57 loss trade -927.32 Average profit trade 1043.45 loss trade -362.76 Maximum consecutive wins (profit in money) 5 (2949.85) consecutive losses (loss in money) 7 (-2151.80) Maximal consecutive profit (count of wins) 5947.98 (2) consecutive loss (count of losses) -2675.70 (6) Average consecutive wins 2 consecutive losses 3 here it is detailed report including zigzag used for test http://www.mediafire.com/file/4bbsispev5euabp/StrategyTester-nightbat-halcyonn_set-2010.rar Edited October 5, 2010 by musketeer Quote Link to comment Share on other sites More sharing options...
halcyonn Posted October 5, 2010 Author Report Share Posted October 5, 2010 (edited) thanx Musketeer,much appreciated.still not a bad result! 00 Edited October 5, 2010 by halcyonn Quote Link to comment Share on other sites More sharing options...
⭐ musketeer Posted October 5, 2010 Report Share Posted October 5, 2010 (edited) I will try - already started with hours... edit: but it has scary DD... and many loss in a row - means in bad period it will wipe the acc (or may be just fret)... so MM based on % is not reliable with these facts edit2: I will check again, but I've used your settings visible on first post and have tried to copy all of - including deposit Edited October 5, 2010 by musketeer Quote Link to comment Share on other sites More sharing options...
halcyonn Posted October 5, 2010 Author Report Share Posted October 5, 2010 (edited) great...thanx! i suggest you to use optimise set the link for which is fixed now in the first post and run an optimisation on the ea with high modelling quality data you have,then run backtest with best settings.i am sure drawdown will drop and profits rise. Edited October 5, 2010 by halcyonn Quote Link to comment Share on other sites More sharing options...
⭐ musketeer Posted October 5, 2010 Report Share Posted October 5, 2010 10x for the link :) but lols :) it is a huge optimization... must be in step by step - because of large number of possible passes... what is you best set, Halcyonn? I've fix these 7 mismatches and the test will be max reliable - with zero chart mismatches... Quote Link to comment Share on other sites More sharing options...
halcyonn Posted October 5, 2010 Author Report Share Posted October 5, 2010 7 mismatches aren't too many. you run optimisation through control points method and this gives you a quick run of possibly the best inputs.then select them and run every tick method backtest of the same.it works! Quote Link to comment Share on other sites More sharing options...
sidecona Posted October 5, 2010 Report Share Posted October 5, 2010 beware of control point back testing... I've had plenty of luck programming stuff that will work with control points, but put it on tick by tick, and it bombs... Am I doing something wrong?? Quote Link to comment Share on other sites More sharing options...
⭐ musketeer Posted October 6, 2010 Report Share Posted October 6, 2010 it is really sad.... while getting extensive optimizations - more than 23 hours - power outage happens and get all in nowhere... :( Quote Link to comment Share on other sites More sharing options...
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