Net Trap EA - variant backtesting

This is a discussion on Net Trap EA - variant backtesting within the Forex Net Trap forums, part of the T2W Archive category; I don't think any 3 month rolling has managed 66% growth though has it? Will test whole of 2010 later....

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Old Oct 25, 2010, 10:36am   #16
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Re: Net Trap EA - variant backtesting

I don't think any 3 month rolling has managed 66% growth though has it?

Will test whole of 2010 later.
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Old Oct 25, 2010, 5:06pm   #17
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Re: Net Trap EA - variant backtesting

SpindriftUK started this thread Attached are EA backtests of HNT: HNT no compounding, HNT compounding, HNT low risk reward compensation, HNT compounding and low risk reward compensation. The test period is from 01/01/10 to 23/10/10.

I think I should re-run VNT to get compounding/non compounding results for comparison. I may not bother with re-running the advanced net trap tests, as they don't seem to help

Cheers,
Spin
Attached Thumbnails
hnt.gif   hnt-compound.gif   hnt-compensate-.gif  

hnt-compensate-compound.gif  
Attached Files
File Type: htm hnt.htm (184.9 KB, 284 views)
File Type: htm hnt compound.htm (184.9 KB, 261 views)
File Type: htm hnt compensate on.htm (184.9 KB, 258 views)
File Type: htm hnt compensate on and compound.htm (184.9 KB, 314 views)
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Old Oct 25, 2010, 5:25pm   #18
 
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Re: Net Trap EA - variant backtesting

Quote:
Originally Posted by SpindriftUK View Post
Attached are EA backtests of HNT: HNT no compounding, HNT compounding, HNT low risk reward compensation, HNT compounding and low risk reward compensation. The test period is from 01/01/10 to 23/10/10.

I think I should re-run VNT to get compounding/non compounding results for comparison. I may not bother with re-running the advanced net trap tests, as they don't seem to help

Cheers,
Spin
Which HNT , normal HNT , 30 SL & 25 TP? , HNT33S or HNT40 ?

M
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Old Oct 25, 2010, 5:38pm   #19
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Re: Net Trap EA - variant backtesting

SpindriftUK started this thread
Quote:
Originally Posted by mark120169 View Post
Which HNT , normal HNT , 30 SL & 25 TP? , HNT33S or HNT40 ?

M
This was normal HNT.

The parameters are listed at the beginning of each report. I have made a change in the version I'm testing with: rather than have a separate field for buy stoploss pips and sell stoploss pips, there's now SLPipsB and pipsToAddForSellSL. To achieve the 33S, for example, you would set SLPipsB to 30 and pipsToAddForSellSL to 3. The reason for the change was to make it easier to run the EA optimisation process.

Cheers,
Spin
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Old Nov 3, 2010, 12:09pm   #20
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Net Trap EA - variant backtesting - survey

SpindriftUK started this thread Hi

I've been trying to run backtests, using the EA, over the period 01/01/2010 to 29/10/2010. I've had a few false starts due to program changes, data problems, etc but I think I'm now in a position to get some useful data.

In order to direct my testing more effectively, I thought it might be useful to do a survey of the members of this forum regarding the variants you are using. To that end, I have created a very short one at Survey Monkey, which you can access by following this link: http://www.surveymonkey.com/s/TW9W5HB

Please let me know if you think this is a bad idea I will, of course share the results on the forum in due course.

Cheers,
Spin
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Old Dec 30, 2010, 1:22pm   #21
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Re: Net Trap EA - variant backtesting

SpindriftUK started this thread I have done a bit of back testing using the MT Strategy Tester on v006 of the EA, with test period set to 01/09/10 to 30/11/10. I am trying to find a way to get the best trading parameters for any given day automatically. A lot of the parameters in the EA are the result of me trying different ways to achieve that.

One that I've come back to a few times is ATR (Average True Range), as it seems possible that price movement over the past n bars could give some indication of the price movement over the next few bars.

I added a new parameter - SLMult - which, along with TPMult, is applied to the ATR value to give stop loss and take profit pips respectively. The results of the optimisation, which tries different combinations of the two parameters, are in the first of the attached spreadsheets.

I also ran back tests on a number of other variants, using the same time frame, and the results of these, along with one of the ATR combinations, are shown in the second spreadsheet.

Possible food for thought...
Attached Files
File Type: xls ATR optimisation results.xls (26.0 KB, 219 views)
File Type: xls Backtests 2010_09_01 to 2010_11_30.xls (24.0 KB, 235 views)
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Old Jan 12, 2011, 5:36pm   #22
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Re: Net Trap EA - variant backtesting

Hi Spin,

Would I be able to use the latest EA to back test a strat on a different instrument?

Basically, i'm looking at a strat on Gold which is as follows

Check MA direction between time A and time B
open in direction at time B, close at time C
there are a variety of stops and targets I want to check as well

Would the EA be able to test this?

thanks

RT

Last edited by Rugby Trader; Jan 12, 2011 at 6:15pm.
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Old Jan 12, 2011, 7:12pm   #23
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Re: Net Trap EA - variant backtesting

SpindriftUK started this thread
Quote:
Originally Posted by Rugby Trader View Post
Hi Spin,

Would I be able to use the latest EA to back test a strat on a different instrument?

Basically, i'm looking at a strat on Gold which is as follows

Check MA direction between time A and time B
open in direction at time B, close at time C
there are a variety of stops and targets I want to check as well

Would the EA be able to test this?

thanks

RT
Hi RT

I don't think it would work as it stands. The MA look-back period is not variable and it would probably also need changing to cope with gold prices. You don't specify what stops and targets you're thinking of but chances are, the code would need changing to cater for them.

FNTTrader has got so big now, I wonder whether it wouldn't be better to create a new EA.

Cheers,
Spin
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Old Jan 12, 2011, 7:25pm   #24
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Re: Net Trap EA - variant backtesting

thank Spin,

Do you have any links on decent places to go to learn to build EA's?
I think i might teach myself to build them so I can test various strats.

thanks

Darren
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Old Jan 12, 2011, 7:56pm   #25
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Re: Net Trap EA - variant backtesting

SpindriftUK started this thread
Quote:
Originally Posted by Rugby Trader View Post
thank Spin,

Do you have any links on decent places to go to learn to build EA's?
I think i might teach myself to build them so I can test various strats.

thanks

Darren
Here's one that might help: http://book.mql4.com/

Also, I believe there some EA generators around - Googling that phrase throws up quite a few.

Cheers,
Spin
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Old Feb 2, 2011, 7:08am   #26
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Re: Net Trap EA - variant backtesting

SpindriftUK started this thread I've been running some backtests on a selection of variants using the MT4 Strategy Tester. The first spreadsheet shows the results for the period 08/01/2010 - 08/01/2011, the second is the results for the same variant set for 03/01/2011 - 28/01/2011.

The MMI tests were done as per Antonio's original parameter set.

I have the Tester output for all of the tests - please email me if you would like to see any or all (greg@globeplus.co.uk).

Cheers,
Spin
Attached Files
File Type: xls Backtests 2010_01_08 to 2011_01_08.xls (28.0 KB, 212 views)
File Type: xls Backtests 2011_01_03 to 2011_01_28.xls (28.5 KB, 222 views)
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Old Feb 2, 2011, 9:51am   #27
 
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Re: Net Trap EA - variant backtesting

Quote:
Originally Posted by SpindriftUK View Post
I've been running some backtests on a selection of variants using the MT4 Strategy Tester. The first spreadsheet shows the results for the period 08/01/2010 - 08/01/2011, the second is the results for the same variant set for 03/01/2011 - 28/01/2011.

The MMI tests were done as per Antonio's original parameter set.

I have the Tester output for all of the tests - please email me if you would like to see any or all (greg@globeplus.co.uk).

Cheers,
Spin
Great work Spin. MMI and AI RT are close in 2010, although MMI just pipped it, but AI RT is flying for January so far.

One is missing that I wonder could you add? I am suprised you did not do it. I know it takes ages but I would be interested to see

INT30/30 MMI AI RT. (to 8.30 close, no 8am B/E)


You did a 8am B/E version. But no full 30 stop after 8am version? I am just curious which would be ahead.

Thanks

Mark
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Old Feb 2, 2011, 10:03am   #28
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Re: Net Trap EA - variant backtesting

SpindriftUK started this thread
Quote:
Originally Posted by mark120169 View Post
Great work Spin. MMI and AI RT are close in 2010, although MMI just pipped it, but AI RT is flying for January so far.

One is missing that I wonder could you add? I am suprised you did not do it. I know it takes ages but I would be interested to see

INT30/30 MMI AI RT. (to 8.30 close, no 8am B/E)


You did a 8am B/E version. But no full 30 stop after 8am version? I am just curious which would be ahead.

Thanks

Mark
I've been thinking of the b/e move at 08:00 as an integral part of MMI, which is why I didn't do the test you mention.

Anyway, no problem, I will run the additional test for the two periods. The year test does take between 3 and 4 hours but it churns away in the background while I get on with other things
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Old Feb 2, 2011, 2:35pm   #29
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Re: Net Trap EA - variant backtesting

Quote:
Originally Posted by SpindriftUK View Post
I've been running some backtests on a selection of variants using the MT4 Strategy Tester. The first spreadsheet shows the results for the period 08/01/2010 - 08/01/2011, the second is the results for the same variant set for 03/01/2011 - 28/01/2011.

The MMI tests were done as per Antonio's original parameter set.

I have the Tester output for all of the tests - please email me if you would like to see any or all (greg@globeplus.co.uk).

Cheers,
Spin
Hello Spin,

Thanks for making all your research available. Especially to novices like myself. Can you help me understand a couple of points on your spreadsheets. The figures under maximal drawdowns I assume relate to the amount required to cover the largest number of consecutive losses. Is that right? And what does the absolute drawdown figure relate to?

Many thanks, RD
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Old Feb 2, 2011, 3:35pm   #30
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Re: Net Trap EA - variant backtesting

SpindriftUK started this thread
Quote:
Originally Posted by mark120169 View Post
Great work Spin. MMI and AI RT are close in 2010, although MMI just pipped it, but AI RT is flying for January so far.

One is missing that I wonder could you add? I am suprised you did not do it. I know it takes ages but I would be interested to see

INT30/30 MMI AI RT. (to 8.30 close, no 8am B/E)


You did a 8am B/E version. But no full 30 stop after 8am version? I am just curious which would be ahead.

Thanks

Mark
Just finished the two tests and both faired slightly worse than the "b/e at 08:00" variants. Revised spreadsheets attached.
Attached Files
File Type: xls Backtests 2011_01_03 to 2011_01_28.xls (28.5 KB, 192 views)
File Type: xls Backtests 2010_01_08 to 2011_01_08.xls (28.0 KB, 201 views)
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