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; ...some shocking results on backtesting from 1999-2002 (so far)..... will post charts when done to 2004 for all; MMI, AI-RT, ...

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Old Mar 28, 2011, 11:43am   #106
 
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Re: Net Trap EA - variant backtesting

...some shocking results on backtesting from 1999-2002 (so far).....

will post charts when done to 2004 for all; MMI, AI-RT, MMI AI-RT on 3%MM at 10000 start(or 1000, doesn't really matter, im sure you can do the somple maths) , compounded as before. (+D adjust to b/e at 8am and Marks SL adjust to +25 when +29 is hit<< which according to the data has hit a few times).
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Old Mar 30, 2011, 1:37pm   #107
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Re: Net Trap EA - variant backtesting

Just posted MMI-TMMI results with and without AIrt in the "MMI- Another alternate indicator" thread. I believe it's interesting to take a look.
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Old Mar 30, 2011, 2:03pm   #108
 
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Re: Net Trap EA - variant backtesting

Quote:
Originally Posted by mark120169 View Post
I am confused why the search for "other pairs" ? As the GU spread with SLM is 2 pips, only one pair is better, EU @ 1.5 pips, and a few the same 2 pips, every other pair the spread is worse.

Also a large percentage of systems run on GU becasue of the daily movements that it creates.

So i'm not sure why with the good spread and daily movement it is nesscessary to find other pairs if GU is working ok, which it is for us now?

2011 is profitable with our tweaks, 2010 was profitable (by almost 100%) and it seems with the backtesting only 2006 was a bad year but even MMI AI RT turns that into a small profit.

What more do you need? Surely just compound the stakes weekly with our tweaks and keep at it.

M
I'm not searching for other pairs, i just noticed on the daily thread that people were applying rules to EURUSD and EURGBP so I thought I'd back-test to see why and if it is worth any further investigating or comparing.

Conclusion: It is not. They all consistently lose money. So I'm not sure why GBPUSD is so special or why it works so well, perhaps because of all the extensive research and optimisation to just that pair, but I personally won't be spending any more time wondering.

Although, as with all trading, in theory the more uncorrelated strategies/instruments one has the smoother the equity curve should be, so non GBP USD pairs.

Sticking to the plan man
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Old Mar 30, 2011, 9:25pm   #109
 
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Re: Net Trap EA - variant backtesting

Ive done some backtesting TMMI from 2005-2009 (seperate). As before: 30int30, compounded 3%MM, 10000 start (just take off a digit at the end for 1000 start).

Compare with>>

MMI: http://www.trade2win.com/boards/fore...ml#post1460328

AI-RT: http://www.trade2win.com/boards/fore...ml#post1472212

MMI AI-RT: http://www.trade2win.com/boards/fore...ml#post1473996

...make your own conclusions...
Attached Thumbnails
strategytestertmmi30comp2005.gif   strategytestertmmi30comp2006.gif   strategytestertmmi30comp2007.gif  

strategytestertmmi30comp2008.gif   strategytestertmmi30comp2009.gif  
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Old Mar 30, 2011, 9:28pm   #110
 
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Re: Net Trap EA - variant backtesting

Also tried TMMI AI-RT>>> compare with the above.... and others ive done....
Attached Thumbnails
strategytestertmmiai30comp2005.gif   strategytestertmmiai30comp2006.gif   strategytestertmmiai30comp2007.gif  

strategytestertmmiai30comp2008.gif   strategytestertmmiai30comp2009.gif  
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Old Mar 31, 2011, 11:19pm   #111
 
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Re: Net Trap EA - variant backtesting

Interesting review of FMT with some back-testing: http://eareview.net/1130/watchlist/w...-morning-trade
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Old Apr 1, 2011, 12:13am   #112
 
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Re: Net Trap EA - variant backtesting

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Originally Posted by surferking View Post
Interesting review of FMT with some back-testing: http://eareview.net/1130/watchlist/w...-morning-trade
Personally I am convinced we can beat FMT Year in year out now. Seeing the various AI RT backtests with either MA40 or MMI and they showed nice profits for 2005, 2007 etc with only hiccup being 2006, but even MMI AI RT solved that too for a small profit!

This guy is saying FMT is pants and loss making for 2007 and before. The gauntlet is down for me, I reckon scaled like for like MMI AI RT will beat FMT come 20/12/11.

And I will take friendly bets for cash on here if there are any takers?

M
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Old Apr 1, 2011, 9:45am   #113
 
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Re: Net Trap EA - variant backtesting

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Originally Posted by mark120169 View Post
Personally I am convinced we can beat FMT Year in year out now. Seeing the various AI RT backtests with either MA40 or MMI and they showed nice profits for 2005, 2007 etc with only hiccup being 2006, but even MMI AI RT solved that too for a small profit!

This guy is saying FMT is pants and loss making for 2007 and before. The gauntlet is down for me, I reckon scaled like for like MMI AI RT will beat FMT come 20/12/11.

And I will take friendly bets for cash on here if there are any takers?

M
The last line made me laugh: "If it appeals to you and you’re among the remaining 10 people who haven’t bought it already..."
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Old Apr 2, 2011, 7:02pm   #114
 
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Re: Net Trap EA - variant backtesting

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If you would... im just wondering what you get for the whole of 2006, as you may know from my backtest gave a loss year but not for MMI AI-RT at 3% (however, have been working on backtesing the whole 2005-2008 @ 5% but thanks to a power faluar the data was lost and MT4 does have no smart auto save!... but i did do a save this morning and let it carry one... sooo close to the end was at 2008 September!). As you can see 5% is great if, which i do, have confidence in this system.

Also, trying to do the EUR/GBP... but cant seem to get it working.
I think I'm confident in Mark, Goldfinger, Graham and Antonio's Net Trap optimisation to trade it live at 5%, so would you mind (or anyone else object) if we make all back-tests 5%MM compounded for direct comparisons? (no idea why people wouldn't compound anything with a positive edge)

Also, can I ask a favour, if you don't post the full results (which you'll need to edit to remove AI/MMI settings), can you post the percentage gain and drawdown percentage please because in my back-tests I'm trying to optimise to maximise returns but also minimise drawdowns given the higher risk percentage.

Lots of interesting research going on here just need to collect more results methodically before publishing.
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Old Apr 3, 2011, 2:49pm   #115
 
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Re: Net Trap EA - variant backtesting

Ok here's is the 2000-2004 backtests for AI-RT at 3%MM and 10000 as before.
Attached Thumbnails
strategytesterai30comp2000.gif   strategytesterai30comp2001.gif   strategytesterai30comp2002.gif  

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Old Apr 3, 2011, 2:59pm   #116
 
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Re: Net Trap EA - variant backtesting

....here's MMI as before 2000-2004

(NB i did these as 1000 start for some reason but should make much difference, just put a 0 at the end or take them off the other charts)
Attached Thumbnails
strategytestermmi30comp2000.gif   strategytestermmi30comp2001.gif   strategytestermmi30comp2002.gif  

strategytestermmi30comp2003.gif   strategytestermmi30comp2004.gif  
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Old Apr 3, 2011, 3:00pm   #117
 
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Re: Net Trap EA - variant backtesting

.... here's MMI AI-RT as befor again 2000-2004


As you may see from all the graphs above, systems may not run profitable forever as World economics change so does the dynamics of the markets. Tweeks may need to be made to be on par with the flow or dynamics of the financial markets.
Attached Thumbnails
strategytestermmiai30comp2000.gif   strategytestermmiai30comp2001.gif   strategytestermmiai30comp2002.gif  

strategytestermmiai30comp2003.gif   strategytestermmiai30comp2004.gif  
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Old Apr 4, 2011, 6:35pm   #118
 
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Re: Net Trap EA - variant backtesting

So life officially began in 2003/4. At least it reminds us that this is not a pension scheme.

The problem is surely that by the time we find it doesn't work anymore, it is too late!

A good reason to take some profit from time to time rather than compound forever.
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Old Apr 4, 2011, 9:25pm   #119
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Re: Net Trap EA - variant backtesting

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So life officially began in 2003/4. At least it reminds us that this is not a pension scheme.

The problem is surely that by the time we find it doesn't work anymore, it is too late!

A good reason to take some profit from time to time rather than compound forever.
That's a really good point Heatonfan but the system as it is now is as a result of evolution from the original concept of FNT (which you would have to be mental to trade now based on the excellent reporting on this forum) by the work of Mark, Antonio, Greg, Andy et al. Therefore IMHO there is no reason that this cannot further evolve as we see the markets change over time.

Neil
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Old Apr 4, 2011, 9:50pm   #120
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Re: Net Trap EA - variant backtesting

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That's a really good point Heatonfan but the system as it is now is as a result of evolution from the original concept of FNT (which you would have to be mental to trade now based on the excellent reporting on this forum) by the work of Mark, Antonio, Greg, Andy et al. Therefore IMHO there is no reason that this cannot further evolve as we see the markets change over time.

Neil
Precisely. We're not gonna sit back and take endless losses without doing something about it! Whether we have to tweak the entry signal indicator, the stops and limits, or the trade management parameters, we will tweak as necessary to ensure that we continue to profit.

All These backtests show is that there's no such thing as a one size fits all system. 30Int30 has actually proved itself to be remarkably resilient over the years, but in no way is it optimal for all Market conditions. Any system must adapt if it is to be profitable long-term.
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