snaiper-x1 Posted October 24, 2012 Report Posted October 24, 2012 Hello Guys, Please DONT REMEMBER test this autotrader on market replay before real trading! The backtest and optimisation are not enaugh accurate. You get different results! - for renko and similar bars means this advice double. that's for sure Quote
reflam Posted October 24, 2012 Report Posted October 24, 2012 Great Advise redfordka007!!!... I test this autotrader with minutes bars for a great accurate...you can add in the autotrader the slippage you think you will get... For example, I use 1 min bars and 0,5 slippage...this happens in a market with enough liquidity...you can buy or sell with limit order to avoid slippage....but be very careful with Renko bars and similiars as redfordka0007 says... Quote
reflam Posted October 24, 2012 Report Posted October 24, 2012 On the other side..The templates are good for ideas but some of them are completely unrealistic (this happens when you enter and exit in the same bar)...It doesn´t mean that the autotrader doesn´t work...but you will need to discover your templates... Quote
redfordka007 Posted October 24, 2012 Report Posted October 24, 2012 Do you have any proof template Reflam? I tested via market replay hundrets of hours and no template satisfied me (from point of one year). Inclusive developers template. For example the template with name BWTPrecisionAutoTrader_ES-5Min-2Contracts A+++ has very nice backtest results -really A+++ :) but in realtime is terrible because of ninja doesnt save process of bar and value ofsett in strategy failed. thanks Quote
thaomoua Posted October 24, 2012 Report Posted October 24, 2012 True, reflam. I notice some trades open/exit on the same bar at the same price. Other bars do show the correct entry/target and entry/stop-loss. Quote
reflam Posted October 24, 2012 Report Posted October 24, 2012 I've spent more than 2 months backtesting (only futures and 5/10 years)...My conclusions are: 1.-) Best futures markets to run the autotrader 6E,NG,ZB,Z....with ES and NQ...I don´t get the best results... 2.-) I use 1 min bars... 3.-) I use Anchort chart (minute) and Parabolic Entry to filter teh entries... I started with the autotrader before I got the templates...so I have not used... I will check the ES-5Min-2Contracts... Thanks!! redfordka007 1 Quote
snaiper-x1 Posted October 24, 2012 Report Posted October 24, 2012 will look interesting on your favorite forex market, all the luck ....:)>- Quote
redfordka007 Posted October 24, 2012 Report Posted October 24, 2012 thank you very much for ideas. I have spent a lot of time by backtesting too but especially BWTrenko bars that promised nice backtest but realtime failed (unstable results). I tested especially ES FDAX EMD 6E. Yesterday I decided that I completely end with BlueWave - what a lot of time. But your ideas about 1 minutes seem interesting. Thank you very much Quote
reflam Posted October 24, 2012 Report Posted October 24, 2012 You´re wellcome, I´ve forgoten the CL and FDAX with good results too...The CL the drawdown is too big....very volatile future....and with the FDAX very good results but I only have 2 years data...so I have decided not to use it in the probes that I ´ve started with real data in demo account... If this can help...my average is around 1 trade/day... redfordka007, do you have FDAX historycal data? or do you know where to buy FDAX cheap data?... Thanks!! The FDAX improves if you use the breakeven stop Quote
redfordka007 Posted October 24, 2012 Report Posted October 24, 2012 I would like to help you but I have Zenfire as data provider so I have only about 2 years historical data for backtesting and about 1 year (I think) for market replay. Maybe IqFeed could help you. They offer free trial... What is your average trade and profit factor e.g. in 6E in your strategy please? If I know what is possible with 1 minute bars. I have best realtime sim results with fdax and channel trend bars and stepMA but due overfills is unstable. Maybe some time I will get better this strategy. reflam 1 Quote
445NDO Posted October 24, 2012 Report Posted October 24, 2012 tks for the heads up -- there was an older version of the dll that was conflicting..... :) cheers !! remove BWT clean registry, restart Windows and reinstall BWT....;) more even don `t know how to help, sorry ...:-? Quote
reflam Posted October 24, 2012 Report Posted October 24, 2012 Thanks for the reply redfordka007, I had zenfire and now Ib data...but if you want more cheap historycal data, here http://disktrading.is99.com/disktrading/ The 6E (5 years test): Profit:1,32 Average Trade: 63$ 0,78 trades/day The FDAX (2,5 years test): Profit: 1,41 AT: 55$ 1,12 trades/day... Everything is only with 1 contract... What is your average trade using stepMA?... ⭐ AndyS and redfordka007 2 Quote
reflam Posted October 24, 2012 Report Posted October 24, 2012 Sorry, The FDAX would be 55€ and not 55$... The ninjatrader shows $ but the currency in Eurex is €....Really, I don´t know if the ninjatrader converts the currency or not..Don´t you? Quote
redfordka007 Posted October 25, 2012 Report Posted October 25, 2012 Yes The Ninja $ mean € in case of Eurex. Results seem nice. But in case of BWT the historical tests play only a little role. I had much better results in historical 2 years tests but in market replay near failed (the loser month or average trade was under critical 20$). My fdax average trade using stepMa was about 130€ in historical tests but in sim real time was about 30€ (limit orders) but sometime overfills hurt my nerves. So in bigmikeforum are autoscripts that can allow download market replay data via batch (whole contract quarter in a few minutes). Testing the quarter takes about 8 hours via 500 speed. If I had conditions average trade not less 30$ all quarters so all my strategies failed. Maybe You will be more luck. I wish you... :) Quote
reflam Posted October 25, 2012 Report Posted October 25, 2012 Hi Do you use Renko bars or what kind of bars do you use in your historical tests?...The range and minute bars are the best to backtesting because the bars open and close are realistics... On the other hand, one question: I´ve had some problems with the ninjatrader testing with real IB data...The ninja shuts down (in a random way) when I´m running the strategy...Do you have had this kind of problems with ninja and Zenfire?... I have also appreciated the bars that draws the ninja in live market conditions with IB are differents than the historic IB bars...Do you have the same problems with Zen fire?... Thanks, Quote
redfordka007 Posted October 25, 2012 Report Posted October 25, 2012 Yes the renko and similar tick bars are complicated for backtesting but that big difference surprised me- from my research the backtest on the renko, (especially BWTrenko) is not have any value. I am using Zenfire via Mirus and I have no problem with stability (except overfills which get down the strategy) Some versions of ninja had problems with some versions of IB gate. IB sending snapshot data via 300ms packets so when you have faster move in the market the close of the bar cannot agree. For 5 minutes bars and higher is not crucial but for 1 minutes data the close of bars can be sometime different. Zenfire has only realtime data. The historic data come from ninja servers same as market replay data. I did not see any differents yet. If is it same in IB that it can be the difference. IB snapshot versus ninja tick historical data. Ask to IB will be better. reflam 1 Quote
reflam Posted October 25, 2012 Report Posted October 25, 2012 Thanks for the reply... I spent a lot hours (weeks) trying with the Renko bars and similars too...finally I decided that it was a waste of time, great results in backtesting but wihout the real reply security... With minutes bars you get poor results but they have more accuracy...I enter with market orders and the slippage it´s only 0,5 if the market has enough liquidity... Do you work with Mirus or do you have a demo account?...I've been thinking about changing the broker... Quote
redfordka007 Posted October 25, 2012 Report Posted October 25, 2012 I have funded account. Free trial is valid only 14 days if is it valid yet. I mean the Zenfire data is cheapest and fastest among the quality providers (if you trading with Mirus free or inactivity fee 25$). But of course Kinetick aka IqFeed is better. I think AMP futures provides zenfire too and has smaller account requirements. If you are using market order maybe you are interested in www.speedytradingservers.com Quote
tradernate Posted October 25, 2012 Report Posted October 25, 2012 AMP also provides CQG for a $500 starting account, and no activity fees. I have had Zenfire and now CQG and like them both, maybe even CQG slightly better. THe data of the AMP demo, is really close to the RT data...FWIW I have funded account. Free trial is valid only 14 days if is it valid yet. I mean the Zenfire data is cheapest and fastest among the quality providers (if you trading with Mirus free or inactivity fee 25$). But of course Kinetick aka IqFeed is better. I think AMP futures provides zenfire too and has smaller account requirements. If you are using market order maybe you are interested in www.speedytradingservers.com Quote
tradernate Posted October 25, 2012 Report Posted October 25, 2012 Someone was asking how to use the BWT indicators....in another thread I posted these earlier: http://indo-investasi.com/showthread.php/18830-REQ-BlueWave-Trading-Videos-amp-Set-Ups Basic and Pro BWT Markup Charts http://www.mediafire.com/?2leih20sberwice Here is training vids for B W T NOT public vids. 10 vids in 3 zips 01 01 to 03 http://www.mediafire.com/?hy2rewprrpciwb3 102MB 02 03 to 06 http://www.mediafire.com/?fr171vh5065drju 108MB 03 07 to 10 http://www.mediafire.com/?3kncnyed5iqvi44 129MB John, if you have what u say...I can help you but in must be shared here. Here is a sample of the BWT info. THis comes from the rooms main trainer 3 years ago. His students still use this method, which I paid for, and use today...with a few changes. Here is a sample of what I have. I have videos and training slides of all the setups that are used in the BWT method. Here is a small sample 12MB, I have 1 250 MB of vids and about 36 MB of trade step by step setups. Let us know... http://www.mediafire.com/?ip0nepimtunb4ei cornelis, ⭐ AndyS and ⭐ shicuco 3 Quote
sauron Posted November 3, 2012 Report Posted November 3, 2012 tradernate,could you repost links-this one are not working-big thanks Quote
snaiper-x1 Posted November 12, 2012 Report Posted November 12, 2012 can someone please reup thanks >:D< Catch ..... http://www.mediafire.com/?p027s6114oo5hxi....Auto-Trader-BWT-V4.02.zip http://www.mediafire.com/?ri06ia1pjv49kb7 ....BWTTemplates.rar http://www.mediafire.com/?abesmxdoad60919.....Q3-TROLL.zip.... successful fishing guys ....8-) pipseeker, tradershare and tradernate 3 Quote
Guest anuraghsr Posted November 13, 2012 Report Posted November 13, 2012 >:D< Catch ..... .... successful fishing guys ....8-) template upload method plz Quote
snaiper-x1 Posted November 13, 2012 Report Posted November 13, 2012 (edited) template upload method plz If you can not download the template you see post # 40(http://indo-investasi.com/showthread.php/18210-Bluewave-BWT-looking-for-latest-training-videos-will-trade-for-unlocked-BWT-for-NT7?p=249024&viewfull=1#post249024 ) ..........>:D< Edited November 13, 2012 by snaiper-x1 Quote
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