Net Trap EA - variant backtesting

This is a discussion on Net Trap EA - variant backtesting within the Forex Net Trap forums, part of the Specialists' Corner category; Originally Posted by Tanguero Thanks Spin though I am afraid I don't quite follow: don't you just divide the bank ...

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Old Oct 23, 2010, 10:44am   #9
Joined Dec 2006
Re: Net Trap EA - variant backtesting

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Originally Posted by Tanguero View Post
Thanks Spin though I am afraid I don't quite follow: don't you just divide the bank by the SL so that the candle readings have no bearing on the calcuation of the lot size?
The reason for the slightly different order volumes throughout the backtest, despite using a fixed bank, is that "convertToGBP is true and the exchange rates differ from day-to-day.

Cheers,
Spin
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Old Oct 23, 2010, 2:29pm   #10
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Re: Net Trap EA - variant backtesting

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Originally Posted by SpindriftUK View Post
The reason for the slightly different order volumes throughout the backtest, despite using a fixed bank, is that "convertToGBP is true and the exchange rates differ from day-to-day.

Cheers,
Spin
Sorry, by "lot size" I actually meant the number of lots.
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Old Oct 23, 2010, 3:57pm   #11
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Re: Net Trap EA - variant backtesting

SpindriftUK started this thread
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Originally Posted by Tanguero View Post
Sorry, by "lot size" I actually meant the number of lots.
I thought that's what you meant. Order volume (number of lots) is multiplied by the exchange rate to convert dollar-based lots for the trade. The EA is not clever here though and if you set convertToGBP to true and your account is in USD, the conversion will still be applied.

Cheers,
Spin
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Old Oct 23, 2010, 11:32pm   #12
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Re: Net Trap EA - variant backtesting

Spin, in your backtest for 1.01.10 to 19.10.10 the result is close to 19430 mark, while for the 16 months' period you say it is 19,179. This would mean that for 7.5 months the system made (250) loss?
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Old Oct 24, 2010, 11:55am   #13
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Re: Net Trap EA - variant backtesting

SpindriftUK started this thread
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Originally Posted by Tanguero View Post
Spin, in your backtest for 1.01.10 to 19.10.10 the result is close to 19430 mark, while for the 16 months' period you say it is 19,179. This would mean that for 7.5 months the system made (250) loss?
You're comparing the profit made on the 16 month RH comparison test, which was 19179, with the final balance of the ytd test, 19492.56.

What is interesting, perhaps, is that the profit on the RH comparison test between June 1st and October 22nd is 8904, whereas the profit on the same period in 2010, taken from the ytd test, is only 4025. And the latter test is using slightly higher order volumes.

I'm afraid my testing so far has been a bit haphazard, which is why, if we're to get any meaningful results, I think we need to come up with some kind of test plan.
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Old Oct 25, 2010, 9:10am   #14
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Re: Net Trap EA - variant backtesting

Got some interesting findings so far.

Limited backtesting but from 1.8.2010 to date (including Friday/Monday loss today), 3% risk, £3,000 starting bank goes to £4,875 and PF of 1.8 and drawdown only 11.4%...will run on a small live account along with a couple of other settings.
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Old Oct 25, 2010, 9:57am   #15
 
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Re: Net Trap EA - variant backtesting

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Got some interesting findings so far.

Limited backtesting but from 1.8.2010 to date (including Friday/Monday loss today), 3% risk, £3,000 starting bank goes to £4,875 and PF of 1.8 and drawdown only 11.4%...will run on a small live account along with a couple of other settings.
Be careful, you would be able to make most variants "settings" look good from 1/8/10 testing because from 18/8/10 to 17/9/10 there was a huge winning streak with only 3 loss days on variants with 30 pips or lower targets. Run any test from 18/8/10 todate ant the results would be even better due to a losing streak from Mid July until Mid August.

I would be very interested in any settings found for the whole of 2010, then as I have the structure set up I could manualy cross check the MT4 results with forex tester for confirmation.

So any "golden nuggets" found we don't already use please post the S/L & T/P settings and I will manual back test them. Not too many though!! it's hard work!

M
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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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