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 Rugby Trader thank Spin, Do you have any links on decent places to go to learn to ...

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Old Jan 12, 2011, 8:56pm   #25
Joined Dec 2006
Re: Net Trap EA - variant backtesting

SpindriftUK started this thread
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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, 8:08am   #26
Joined Dec 2006
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, 126 views)
File Type: xls Backtests 2011_01_03 to 2011_01_28.xls (28.5 KB, 138 views)
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Old Feb 2, 2011, 10:51am   #27
 
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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
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, 11:03am   #28
Joined Dec 2006
Re: Net Trap EA - variant backtesting

SpindriftUK started this thread
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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, 3:35pm   #29
Joined Dec 2010
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, 4:35pm   #30
Joined Dec 2006
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, 108 views)
File Type: xls Backtests 2010_01_08 to 2011_01_08.xls (28.0 KB, 115 views)
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Old Feb 2, 2011, 5:24pm   #31
Joined Dec 2006
Re: Net Trap EA - variant backtesting

SpindriftUK started this thread
Quote:
Originally Posted by runningdeer View Post
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
They're both numbers calculated by the Strategy Tester. Below are the definitions from the MT4 manual. (The definition for Maximal Drawdown loses a bit in the translation from the Russian I think )
Absolute drawdown — the largest loss is below initial deposit value;
Maximal drawdown — the largest loss of the local maximum in the deposit currency and in per cents of the deposit;


I think, in effect, you're right about Max DD - it's the largest drawdown from the maximum attained during the test, shown as an amount in the deposit currency and also as a percentage of the maximum attained. I've never really sat and worked it out, just used it as a comparative figure.

Cheers,
Spin
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Old Feb 2, 2011, 5:55pm   #32
 
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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.
Interesting. I will stick with INT 30/30 AI RT and my +29 lockin for now. MMI was discovered later in 2010 after antonio's extensive testing. I discovered the AI in July 2010, was using it in August and started with it on here in September.

Also as MMI was decided on later in 2010 the backtest Data was available, so you could consider that as so much 2010 data was avaialble before live use is it "curve" fitted indicator wise? But I can't argue it is doing well in 2011 vs the MA40.

AI is quite a different method combining two indicators and has the edge so far in 2011 for live trading in RT mode vs MMI and MA40.

I will monitor the situation and consider again once Q1 is over.

M
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