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; Originally Posted by Almontana73 Hi guys i'm very new to using an EA but so far ive had two trades ...

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Old Feb 11, 2011, 6:45am   #46
Joined Jun 2010
Re: Net Trap EA - variant backtesting

Quote:
Originally Posted by Almontana73 View Post
Hi guys i'm very new to using an EA but so far ive had two trades in 2 days and i like what i see so far. i'm trying to work out how to make the EA trail the stops for example or to make it take profit at 30 pips , but not 100% how to do it. I changed the TP variable on the input from 50 to 30 but it didnt seem to work.
Any advice would be grealty appreciated.
Thankyou
Almontana, please refer to the parameter descriptions spreadsheet that Spin uploaded in the same post as his EA ex4 file.

Every single parameter is described in there, and it should become clear very quickly how to set a trailing stop.
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Old Feb 11, 2011, 6:52am   #47
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Re: Net Trap EA - variant backtesting

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Originally Posted by goldfinger777 View Post
Almontana, please refer to the parameter descriptions spreadsheet that Spin uploaded in the same post as his EA ex4 file.

Every single parameter is described in there, and it should become clear very quickly how to set a trailing stop.
Thanks mate , could you send me the link please as I can't find it ?
Thanks again
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Old Feb 11, 2011, 9:38am   #48
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Re: Net Trap EA - variant backtesting

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Originally Posted by Almontana73 View Post
Thanks mate , could you send me the link please as I can't find it ?
Thanks again
Attached is the v006 parameters spreadsheet.

Cheers,
Spin
Attached Files
File Type: xls FNTTrader parameter descriptions_v006.xls (33.0 KB, 176 views)
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Old Feb 11, 2011, 11:40am   #49
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Re: Net Trap EA - variant backtesting

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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
God! Can't believe I have'nt seen this post until now! Many thanks for your work Spin.
But, why I'm not surprised MMI has the best results for the whole 2010 year?
More interesting: these results are very similar and confirm my own results from Jan to end November (see MMI thread)
By the way Spin, I own the record for long backtesting: 42 hours running non stop for a optimization backtest!
AM
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Old Feb 11, 2011, 11:45am   #50
 
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Re: Net Trap EA - variant backtesting

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Originally Posted by antonio2010 View Post
God! Can't believe I have'nt seen this post until now! Many thanks for your work Spin.
But, why I'm not surprised MMI has the best results for the whole 2010 year?
More interesting: these results are very similar and confirm my own results from Jan to end November (see MMI thread)
By the way Spin, I own the record for long backtesting: 42 hours running non stop for a optimization backtest!
AM
I'm sure with several months of trials i coudl find the perfect settings for maximum profit for 2010, trouble is I can't go back in time to trade them and will they work still for 2011? This is the eternal question. Good luck.

M
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Old Feb 19, 2011, 6:03pm   #51
 
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Re: Net Trap EA - variant backtesting

why does my back testing not work on SLM MT4?

I remember the days back then when i used MetaStock... and did a lot of programing and creating "EA". And was into all that programming after using Unix computers at Uni and Programing in Turbo Pascal for Bioinformatics.... its now 20odd years since then... with kids and less time... is this an age thing...
(but do feel alive coming back to all this programming and tweeking)
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Last edited by MaxiV; Feb 20, 2011 at 3:22pm. Reason: typo
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Old Feb 19, 2011, 7:50pm   #52
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Re: Net Trap EA - variant backtesting

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Originally Posted by MaxiV View Post
why does my back testing not work on SLM MT4?

I remember the days back then when i used MetaStock... and did a lot of programing and creating "EA". And was into all that programming after using Unix computers at Uni and Programing in Tyrbo Pascal for Bioinformatics.... its now 20odd years since then... with kids and less time... is this an age thing...
(but do feel alive coming back to all this programming and tweeking)
Look at strategy tester/expert properties/testing if currency is GBP. Other symbol not work on SLM
AM
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Old Feb 20, 2011, 3:27pm   #53
 
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Re: Net Trap EA - variant backtesting

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Originally Posted by antonio2010 View Post
Look at strategy tester/expert properties/testing if currency is GBP. Other symbol not work on SLM
AM
ok that worked. Thanks Antonio2010

.... gone to do some backtesting for the euro......
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Old Feb 22, 2011, 9:09pm   #54
 
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Re: Net Trap EA - variant backtesting

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Originally Posted by SpindriftUK View Post
Just finished the two tests and both faired slightly worse than the "b/e at 08:00" variants. Revised spreadsheets attached.
Greg,

Any chance you could repeat the best peforming 8 of these results again but using Antionio's proposed 5 DP contratrend check now possible with v7 / v8 of FNT Trader (AI) to see how using a 5 DP check on INT , MMI and AI RT would effect the 2010 and January 2011 results.

If it can be proved there is a substantial "5 DP" no trade contratrend results vs 2010's 4 DP checks (says +100 pips or more) I may start to apply it in my AI RT EA settings for March.

Cheers.

M
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Old Feb 23, 2011, 10:55am   #55
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Re: Net Trap EA - variant backtesting

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Originally Posted by mark120169 View Post
Greg,

Any chance you could repeat the best peforming 8 of these results again but using Antionio's proposed 5 DP contratrend check now possible with v7 / v8 of FNT Trader (AI) to see how using a 5 DP check on INT , MMI and AI RT would effect the 2010 and January 2011 results.

If it can be proved there is a substantial "5 DP" no trade contratrend results vs 2010's 4 DP checks (says +100 pips or more) I may start to apply it in my AI RT EA settings for March.

Cheers.

M
I am checking this and seems to me checking 5 dp contratrend is better for "bad times" (december2010 and feb.2011 for ex) and 4 dp is better for "good times", supposdly the rest of the year?
So no very sure at the moment, may be a personal election...
AM
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Old Feb 23, 2011, 12:32pm   #56
 
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Re: Net Trap EA - variant backtesting

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Originally Posted by antonio2010 View Post
I am checking this and seems to me checking 5 dp contratrend is better for "bad times" (december2010 and feb.2011 for ex) and 4 dp is better for "good times", supposdly the rest of the year?
So no very sure at the moment, may be a personal election...
AM
Well done Antonio, (not giving you a hard time!). This was maybe my fear /suspicion. 5 DP contratrend may avoid more winning trades than it avoids losing trades which is self defeating for total results.

I must start playing with MT4 Strategy tester for 2011 myself having never used it yet. I asume you and Greg have not noticed and 2011 "datagaps" yet for SLM data?

M
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Old Feb 23, 2011, 2:25pm   #57
 
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Re: Net Trap EA - variant backtesting

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Originally Posted by mark120169 View Post
Well done Antonio, (not giving you a hard time!). This was maybe my fear /suspicion. 5 DP contratrend may avoid more winning trades than it avoids losing trades which is self defeating for total results.

I must start playing with MT4 Strategy tester for 2011 myself having never used it yet. I asume you and Greg have not noticed and 2011 "datagaps" yet for SLM data?

M
is there no way to import past data into MT4?
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Old Feb 23, 2011, 5:24pm   #58
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Re: Net Trap EA - variant backtesting

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Originally Posted by mark120169 View Post
Well done Antonio, (not giving you a hard time!). This was maybe my fear /suspicion. 5 DP contratrend may avoid more winning trades than it avoids losing trades which is self defeating for total results.

I must start playing with MT4 Strategy tester for 2011 myself having never used it yet. I asume you and Greg have not noticed and 2011 "datagaps" yet for SLM data?

M
The problem is backtesting with SLM data give a lot of errors!
Following Spin advice, I opened an Alpari.ru MT4 account, download all available M1 data, then import M1 data to SLM (or copy to the apropiate folder), and generate all GU timeframes from M1. Seems easy to say, but backtesting is a wilde world!
You will encounter problems, but finally a day will arrive when you see "0 error, 90% quality"
AM
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Old Feb 24, 2011, 11:19am   #59
 
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Re: Net Trap EA - variant backtesting

Quote:
Originally Posted by antonio2010 View Post
The problem is backtesting with SLM data give a lot of errors!
Following Spin advice, I opened an Alpari.ru MT4 account, download all available M1 data, then import M1 data to SLM (or copy to the apropiate folder), and generate all GU timeframes from M1. Seems easy to say, but backtesting is a wilde world!
You will encounter problems, but finally a day will arrive when you see "0 error, 90% quality"
AM
is it easy to download.... i guess you go on History center and download, but whey the M1 and not the 15min?

Ok figured out how to do it but when i import to SLM do i have to do anything IE change the shift in hours?

....Theres only a month or so worth of data!?

Wondering if Matastock data would work on MT4??? Anyone, know before i start digging for the disk with the data.....?
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Last edited by MaxiV; Feb 24, 2011 at 12:50pm. Reason: addn
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Old Feb 24, 2011, 10:26pm   #60
 
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Re: Net Trap EA - variant backtesting

Dukascopy has decent quality tick data available via their java platform which can be cross-loaded via some judicious use of PHP into the strategy tester - this yields 99% quality. It is a fiddly process though and I've not got there yet - will post when I've cracked it!
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