Indo Run (First post will be updated with new versions/setfiles/etc.)

[Znake]

Indo Run 1.5 and Setfile 2010.3.24 - 2010.4.15, DD = 12000 (0.1 lot), close 2010.4.19.

 

How is it possible to close on 2010.4.19. when you only test till 2010.4.15 ? Please upload your test statement. Thanks.

 

Could anybody please create a conservative set file?

[VladimirM]

How is it possible to close on 2010.4.19. when you only test till 2010.4.15 ? Please upload your test statement. Thanks.

 

Could anybody please create a conservative set file?

 

2010.4.15 - this day max DD, 2010.4.19 - close all orders.

Test period 2010.3.24- 2010.4.19

 

why the expert does not work in 2009?

Edited November 26, 2010 by VladimirM

[tomislav]

Expat you're just brilliant mate. What would I need to adjust to tighten the envelopes filter? Just interested in the operational mechanics really. Reduce or increase MA? What about changing the second MA shift to 3 maybe? What does envelopes applies price and envelopes deviation refer to? Just looking at a visual back-test and am noticing the difference in trade positioning /images/smilies/icon_shand.gif Edited November 26, 2010 by tomislav

[Znake]

2010.4.15 - this day max DD, 2010.4.19 - close all orders.

Test period 2010.3.24- 2010.4.19

 

why the expert does not work in 2009?

 

Ah ok i understand. What settings are you using?

[expat1967]

Expat you're just brilliant mate. What would I need to adjust to tighten the envelopes filter? Just interested in the operational mechanics really. Reduce or increase MA? What about changing the second MA shift to 3 maybe? What does envelopes applies price and envelopes deviation refer to? Just looking at a visual back-test and am noticing the difference in trade positioning :shand:

 

Hey tomislav,

 

the distance is set via the deviation. e.g. 0.1%...

 

the applied price can be

PRICE_CLOSE 0 Close price.

PRICE_OPEN 1 Open price.

PRICE_HIGH 2 High price.

PRICE_LOW 3 Low price.

PRICE_MEDIAN 4 Median price, (high+low)/2.

PRICE_TYPICAL 5 Typical price, (high+low+close)/3.

PRICE_WEIGHTED 6 Weighted close price,

 

Cheers

[VladimirM]

Ah ok i understand. What settings are you using?

indorun_1.5_conservative.set

 

 

Here is my test, it was tested for the entire year 2010, the results below

and the interval 2010.3.24-2010.4.19 was tested separately - the results are excellent.

http://s011.radikal.ru/i318/1011/b3/6ce113728fc5.jpg

 

set file

h__p://zalil.ru/30030397

[expat1967]

Expat you're just brilliant mate. What would I need to adjust to tighten the envelopes filter? Just interested in the operational mechanics really. What about changing the second MA shift to 3 maybe? What does envelopes deviation refer to? Just looking at a visual back-test and am noticing the difference in trade positioning :shand:

 

What you can try, is to set the timeframe higher H1. The envelopes might drive smother there.

 

Cheers

[tomislav]

You mean set envelopes time frame to 60 or above right? Also... does Indo Run 1.5 still run on the ATR pips indicator in the indicator folder? You seem to have included so much within the EA itself just not sure... lol. Edited November 26, 2010 by tomislav

[expat1967]

indorun_1.5_conservative.set

 

 

Here is my test, it was tested for the entire year 2010, the results below

and the interval 2010.3.24-2010.4.19 was tested separately - the results are excellent.

http://s011.radikal.ru/i318/1011/b3/6ce113728fc5.jpg

 

set file

h__p://zalil.ru/30030397

 

Was wondering already ;)

 

When you stop out on the 19th you are closing an open basket. Profit Factor laps accordingly.

 

Mismatched charts errors 0

 

Initial deposit 10000.00

Total net profit 200.90 Gross profit 996.90 Gross loss -796.00

Profit factor 1.25 Expected payoff 2.68

Absolute drawdown 442.40 Maximal drawdown 546.20 (5.27%) Relative drawdown 5.39% (544.40)

 

Total trades 75 Short positions (won %) 36 (63.89%) Long positions (won %) 39 (56.41%)

Profit trades (% of total) 45 (60.00%) Loss trades (% of total) 30 (40.00%)

Largest profit trade 59.30 loss trade -91.30

Average profit trade 22.15 loss trade -26.53

Maximum consecutive wins (profit in money) 6 (167.30) consecutive losses (loss in money) 4 (-121.40)

Maximal consecutive profit (count of wins) 167.30 (6) consecutive loss (count of losses) -225.10 (3)

Average consecutive wins 3 consecutive losses 2

[expat1967]

You mean set envelopes time frame to 60 or above right? Also... does Indo Run 1.5 still run on the ATR pips indicator in the indicator folder? You seem to have included so much within the EA itself just not sure... lol.

 

You can run it in the tester on H1. No need to change settings first.

 

Not using ATR Pips anymore. Using IATR directly.

[waldorfxt]

running live on gbpchf m15 for last 7 days, 100% wins so far. started on 0.01 lots, now gone up to 0.02 lots, single basket with news filter on high and medium set to 45 mins, and standard atr filter settings. gbpchf is very rangey so works consistently.

 

I got burned pretty badly on gbpusd a few weeks ago when it took a sudden trend dive and it kept opening buy trades only.... ( and with triple basket !!) boohoo !

 

Was thinking it would be a good option also to open trades in the opposite direction at the same time, as if it is rangey then the opposite trade should still come to profit and if it trends then this will also reduce drawdown.

 

excellent work expat, thanks for your hard graft !

[⭐ c0py]

funny you should mention gbpchf, I am currently backtesting it at the moment. looks very good so far. I will upload full results for 2010 when done.

 

running live on gbpchf m15 for last 7 days, 100% wins so far. started on 0.01 lots, now gone up to 0.02 lots, single basket with news filter on high and medium set to 45 mins, and standard atr filter settings. gbpchf is very rangey so works consistently.

 

I got burned pretty badly on gbpusd a few weeks ago when it took a sudden trend dive and it kept opening buy trades only.... ( and with triple basket !!) boohoo !

 

Was thinking it would be a good option also to open trades in the opposite direction at the same time, as if it is rangey then the opposite trade should still come to profit and if it trends then this will also reduce drawdown.

 

excellent work expat, thanks for your hard graft !

[⭐ c0py]

ok, gbpchf seems to crash account from 03.01.2010

 

example:

 

 

4455 2010.03.01 12:36 close at stop 2152 0.10 1.60717 0.00000 0.00000 -34.25 11089.03

4456 2010.03.01 12:36 close at stop 2151 0.10 1.60717 0.00000 0.00000 -50.22 11038.81

4457 2010.03.01 12:36 close at stop 2150 0.10 1.60717 0.00000 0.00000 -66.20 10972.61

4458 2010.03.01 12:36 close at stop 2149 0.10 1.60717 0.00000 0.00000 -82.17 10890.44

4459 2010.03.01 12:36 close at stop 2148 0.10 1.60717 0.00000 0.00000 -98.25 10792.19

4460 2010.03.01 12:36 close at stop 2147 0.10 1.60717 0.00000 0.00000 -114.22 10677.97

4461 2010.03.01 12:36 close at stop 2146 0.10 1.60717 0.00000 0.00000 -130.20 10547.77

4462 2010.03.01 12:36 close at stop 2145 0.10 1.60717 0.00000 0.00000 -146.27 10401.50

4463 2010.03.01 12:36 close at stop 2144 0.10 1.60717 0.00000 0.00000 -162.25 10239.25

4464 2010.03.01 12:36 close at stop 2143 0.10 1.60717 0.00000 0.00000 -178.33 10060.92

4465 2010.03.01 12:36 close at stop 2142 0.10 1.60717 0.00000 0.00000 -194.40 9866.52

4466 2010.03.01 12:36 close at stop 2141 0.10 1.60717 0.00000 0.00000 -244.02 9622.50

4467 2010.03.01 12:36 close at stop 2140 0.10 1.60717 0.00000 0.00000 -259.99 9362.51

4468 2010.03.01 12:36 close at stop 2139 0.10 1.60717 0.00000 0.00000 -275.97 9086.54

4469 2010.03.01 12:36 close at stop 2138 0.10 1.60717 0.00000 0.00000 -291.94 8794.60

4470 2010.03.01 12:36 close at stop 2137 0.10 1.60717 0.00000 0.00000 -307.92 8486.68

4471 2010.03.01 12:36 close at stop 2136 0.10 1.60717 0.00000 0.00000 -323.89 8162.79

4472 2010.03.01 12:36 close at stop 2135 0.10 1.60717 0.00000 0.00000 -339.97 7822.82

4473 2010.03.01 12:36 close at stop 2134 0.10 1.60717 0.00000 0.00000 -356.04 7466.78

4474 2010.03.01 12:36 close at stop 2133 0.10 1.60717 0.00000 0.00000 -372.02 7094.76

4475 2010.03.01 12:36 close at stop 2132 0.10 1.60717 0.00000 0.00000 -387.99 6706.77

4476 2010.03.01 12:36 close at stop 2131 0.10 1.60717 0.00000 0.00000 -403.96 6302.81

4477 2010.03.01 12:36 close at stop 2130 0.10 1.60717 0.00000 0.00000 -419.94 5882.87

4478 2010.03.01 12:36 close at stop 2129 0.10 1.60717 0.00000 0.00000 -435.91 5446.96

4479 2010.03.01 12:36 close at stop 2128 0.10 1.60717 0.00000 0.00000 -451.89 4995.07

4480 2010.03.01 12:36 close at stop 2127 0.10 1.60717 0.00000 0.00000 -467.86 4527.21

4481 2010.03.01 12:36 close at stop 2126 0.10 1.60717 0.00000 0.00000 -483.84 4043.37

4482 2010.03.01 12:36 close at stop 2125 0.10 1.60717 0.00000 0.00000 -499.81 3543.56

4483 2010.03.01 12:36 close at stop 2124 0.10 1.60717 0.00000 0.00000 -515.79 3027.77

4484 2010.03.01 12:36 close at stop 2123 0.10 1.60717 0.00000 0.00000 -531.76 2496.01

4485 2010.03.01 12:36 close at stop 2122 0.10 1.60717 0.00000 0.00000 -547.74 1948.27

4486 2010.03.01 12:36 close at stop 2121 0.10 1.60717 0.00000 0.00000 -563.72 1384.55

4487 2010.03.01 12:36 close at stop 2120 0.10 1.60717 0.00000 0.00000 -579.69 804.86

4488 2010.03.01 12:36 close at stop 2118 0.10 1.60717 0.00000 0.00000 -595.67 209.19

[Guest aroman]

Hi expat1967,

 

for last 2 weeks I have been working on a DailyFX News Indicator, so far looking good but i am trying to clear some bugs and adding session detector for AS/EU/US that could help passing variables to the EA withought the need to implement the all indicator code.

 

I will give more testing for next week and pass it all to you.

 

Respect to you

 

Arto

[Znake]

Good thread and good EA. Indo run makes more and more improvement. But account-killer problems must be solved before using them on live account without ensure.

 

But what is the best solution?

[⭐ musketeer]

one of the strongest is limiting orders! but no guarantee...

[expat1967]

Next update will focus more on a smarter/flexible trend handling opening the current stiff strategy a bit. Need to sleep over some ideas first ;)

 

Cheers

[Znake]

@musketeer: Yes or using a SL. But this is against the strategy of this EA and may makes them non profitable. One possibility to lower the risk is to using very small lotsize on a huge account, may 0.01 lots on a 10.000 account with leverage 1:100.

 

Has anybody tried some backtests with 99% modeling quality? Are there any relevant differences?

[mak2009]

Hi,

 

I am trying to do the backtest in Alpari uk data on GU, I realized there is a gap in history center data from may 6 to july 7, almost 2 month of missing data, anyone knows where to get the better data?

[Znake]

Hi,

 

I am trying to do the backtest in Alpari uk data on GU, I realized there is a gap in history center data from may 6 to july 7, almost 2 month of missing data, anyone knows where to get the better data?

 

Try the backtest data of Alpari RU or the best solution should be to use the backtest data of Dukascopy.

 

http://eareview.net/tick-data

[acosma]

IndoRun 1.4o backtest 99% modelling quality dukascopy tick data with real spread

conservative set, 0.01 fixed lot

 

http://img148.imageshack.us/img148/1042/34650989.jpg

http://img220.imageshack.us/img220/3096/92612770.jpg

 

 

 

 

IndoRun 1.5 backtest 99% modelling quality dukascopy tick data with real spread

conservative set, 0.01 fixed lot (sorry for the italian language)

http://img84.imageshack.us/img84/1144/32888075.jpg

http://img528.imageshack.us/img528/1158/97582467.jpg

 

Why such difference on total trades ??? any new filter added ?

[Znake]

Why such difference on total trades ??? any new filter added ?

 

Yes, envelope filter is added.

[⭐ c0py]

Yes I turned envelope off, when backtesting for this year I found it didn't trade enough for me personally. But I did find it reduced the drawdown but I can handle the drawdown without envelope enabled :)

[⭐ musketeer]

Hi,

 

I am trying to do the backtest in Alpari uk data on GU, I realized there is a gap in history center data from may 6 to july 7, almost 2 month of missing data, anyone knows where to get the better data?

 

yes, I do know

http://www.alpari-forex.com/ - get demo from there, will be surprised

[⭐ musketeer]

@musketeer: Yes or using a SL. But this is against the strategy of this EA and may makes them non profitable. One possibility to lower the risk is to using very small lotsize on a huge account, may 0.01 lots on a 10.000 account with leverage 1:100.

 

Has anybody tried some backtests with 99% modeling quality? Are there any relevant differences?

 

Almost every grid will survive using 0.01 % of the account, but the profit will vary between 5 and 15%/y. And restricting number of open trades is not equal to using SL.

I do not know good hedge strategy but it is possible too. But once get in hedge how do we get out of?