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; This is really interesting analysis, and does confirm that INT trumps NT every time. From Goldfinger's data, I now trade ...

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Old Feb 2, 2011, 6:47pm   #33
Joined Jun 2010
Re: Net Trap EA - variant backtesting

This is really interesting analysis, and does confirm that INT trumps NT every time.
From Goldfinger's data, I now trade 25INT30, 30INT40 and 45INT40, as I thought these gave increasing profit targets and fairly good returns over Goldfingers data set. Would it be possible to include these variants? Also, I am familiar with Marks AI, but haven't been following the MMI much. Would you mind adding a definitions section if it's not too much trouble.
Much appreciated.
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Old Feb 2, 2011, 8:35pm   #34
Joined Jun 2010
Re: Net Trap EA - variant backtesting

Quote:
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.
Cheers Spin, great work.

Can you just confirm which SL and TP values you backtested, because in your spreadsheet you've got no INT variant with a 40 stop, and also you've got 22INT23 as 23TP and 22SL, when this particular variant in my INT spreadsheet is actually the opposite; 22TP and 23SL.

Just want to check exactly which variants you've selected, unless they're intentionally different from the "official" ones?
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Old Feb 2, 2011, 9:49pm   #35
Joined Dec 2006
Re: Net Trap EA - variant backtesting

SpindriftUK started this thread
Quote:
Originally Posted by goldfinger777 View Post
Cheers Spin, great work.

Can you just confirm which SL and TP values you backtested, because in your spreadsheet you've got no INT variant with a 40 stop, and also you've got 22INT23 as 23TP and 22SL, when this particular variant in my INT spreadsheet is actually the opposite; 22TP and 23SL.

Just want to check exactly which variants you've selected, unless they're intentionally different from the "official" ones?
I added the SL and TP columns to the spreadsheet in an attempt to avoid confusion as I was aware that I've gone against the standard in the past

So what's on the spreadsheet is what I've tested. I got the impression that quite a few people used 22sINT23l, which is why I included it. Also, the main purpose of the test was to compare MMI with AI, so I wasn't particularly analytical when choosing the variants.

Cheers,
Spin
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Old Feb 2, 2011, 10:29pm   #36
 
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Re: Net Trap EA - variant backtesting

Quote:
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.
Very nice work.

Probably time for me to buy a few pints for Antonio now.
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Old Feb 3, 2011, 7:42am   #37
Joined Oct 2010
Re: Net Trap EA - variant backtesting

Thanks Spin - interesting info...
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Old Feb 3, 2011, 8:44am   #38
Joined Dec 2006
Re: Net Trap EA - variant backtesting

SpindriftUK started this thread
Quote:
Originally Posted by mark120169 View Post
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
I suppose any use of back test results to derive a strategy is going to feel a bit like curve fitting. Even forward tested strategies fall into this trap though, as the longer a particular thing works, the more it feels like it's going to continue to work forever. Today's forward test is tomorrow's back test!

I would really like to find a way to use the power of the EA to make a judgement as to what might work well on any given day. Sadly, I've yet to come with anything but if anybody has any good ideas in this area, please let me know! I would be happy to add some experimental code to the EA...

Cheers,
Spin
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Old Feb 3, 2011, 8:54am   #39
 
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Re: Net Trap EA - variant backtesting

Perhaps average trading range (ATR) checks could be added to calculate optimum size of TP and SL?

I have a could of ideas for adding indicator to the EA, will PM you...
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Old Feb 3, 2011, 8:56am   #40
 
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Re: Net Trap EA - variant backtesting

Spin,

I quick question if I may...

I recall I remember you added code to the EA to check for and delay trade until the service became available. Is this a MT4 service of which there will one instance per running application or is this a windows/dos service where there is only one available per instance of the operating system?

I'm trying to evaluate if running MT4 on multiple SLM accounts and an Oanda account will have an adverse effect if there's trade requests on each instance of MT4 at the same time.

I run Windows on Parallels so can run multiple instances no problem but its easier to do it all in one instance and just have multiple MT installations.

Cheers
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