collapse

Author Topic: PZ MA Crossover  (Read 5668 times)

Online diyforexskills

  • Verified Vendor
  • Sr. Member
  • ***
  • Posts: 1229
Re: PZ MA Crossover
« Reply #15 on: January 21, 2019, 10:15:28 AM »
I think we are talking about different things. What I am intending to analyse, based on my interpretation of your original comments, is to see whether when Daily ATR is say 100 to 120, the MA cross should be EMA 45/165.
But when say ATR is 40 to 60, the EA should use an MA cross of say EMA 20/80.

And of course use an ATR-based TP and SL in both cases so that we would have lower TP and SL when ATR is 40 to 60 compared to when ATR is 100 to 120.

Anyway.

Hi Flechdrop. Would you mind sharing your 10 yr BT of this eurusd m30 set file. We know the MA cross settings and tp and sl are good for 2018; what I would like to know is during what years/periods these settings gave a bad return. I could then examine the charts for those periods to see which indicators like ATR or RSI could be used to to either filter trades and/or modify the MA period crossover settings.

Information and product page - http://www.diyforexskills.com/forex-tools/

Live trading accounts
https://www.fxblue.com/users/sydap2003axilive (FXAE Bollinger Band EAs)
https://www.fxblue.com/users/sydapaxilivepro (Magic Wand Trading) Not trading with this at the moment.




Offline Humble Trader's Fx

  • Global Moderator
  • Sr. Member
  • *****
  • Posts: 1476
Re: PZ MA Crossover
« Reply #16 on: January 21, 2019, 07:07:49 PM »
I should note that I received a notice from PZ, that the Hedge EA had been updated; as such, after the download, I added the updated EA using Donbon2's set file to the myfxbook demo account and will likewise update the magic number (#5, HedgeEA) to it so that it can be analyzed as we move forward.


Regards,

HumbleTrader
We humbly approach the Forex Market and take only what is earned through our hard work and intelligence.


Offline donbon2

  • Hero Member
  • *****
  • Posts: 2020
Re: PZ MA Crossover
« Reply #17 on: January 21, 2019, 08:37:49 PM »
that is right but I am taking it a step further by saying if I knew ATR crosses as well then I could manage any open trades better - which would give you optimal open TP SL and close position

from the attachment you can see the MA crossover has traded on some of the other pairs but hit trailing SL for some profit - while ichimoku struggles with the tight ranges - it really needs 70 80 90 points a day to generate a profit.
Broker - IC Markets   VPS - Amazon EC2 + CNS  

EA:
Powerflow NZDCAD
EA Lab MA Crossover

News - Thomson Reuters Eikon
Trade Manager - Visual Trading Console for MT4
Trading Rebates - through CashBackFX
Trade Notification EA - TradeTalk from FX Blue - free
VPS - I recommend Amazon EC2 - if you qualify for a Broker Sponsored one get CNS
PZ Support/Resistance Indicator / Day Trading Indicator


Offline donbon2

  • Hero Member
  • *****
  • Posts: 2020
Re: PZ MA Crossover
« Reply #18 on: January 23, 2019, 12:14:25 PM »
fortfs offering 75 usd welcome bonus

I'm sure the terms are crap and you will end up with very little - but if you want to run the eur set on a real account - then maybe take a look at it.
Broker - IC Markets   VPS - Amazon EC2 + CNS  

EA:
Powerflow NZDCAD
EA Lab MA Crossover

News - Thomson Reuters Eikon
Trade Manager - Visual Trading Console for MT4
Trading Rebates - through CashBackFX
Trade Notification EA - TradeTalk from FX Blue - free
VPS - I recommend Amazon EC2 - if you qualify for a Broker Sponsored one get CNS
PZ Support/Resistance Indicator / Day Trading Indicator


Offline donbon2

  • Hero Member
  • *****
  • Posts: 2020
Re: PZ MA Crossover
« Reply #19 on: January 23, 2019, 10:31:59 PM »
no ma crossover trades from original - but one last night from the second one I made

as you can see the market is moving far enough to trigger the trailing - breakeven function - but no real big trades as yet obviously

ichimoku struggling with the tight ranges with 3 SL and 2 open trades at moment.
Broker - IC Markets   VPS - Amazon EC2 + CNS  

EA:
Powerflow NZDCAD
EA Lab MA Crossover

News - Thomson Reuters Eikon
Trade Manager - Visual Trading Console for MT4
Trading Rebates - through CashBackFX
Trade Notification EA - TradeTalk from FX Blue - free
VPS - I recommend Amazon EC2 - if you qualify for a Broker Sponsored one get CNS
PZ Support/Resistance Indicator / Day Trading Indicator


Offline donbon2

  • Hero Member
  • *****
  • Posts: 2020
Re: PZ MA Crossover
« Reply #20 on: January 24, 2019, 07:41:12 PM »
I removed ichimoku as it already has 5 SL triggered - I blame that a bit on the eurusd market lately that is has been quieter but even the last 24 hours has been poor trading so yeah I am not happy with that one

that leaves the ma crossovers and stoch ea

in the MA crossover space - the issue so far is the markets triggered the trailing SL and it has not been a smooth market so no big profits and 1 eur trade hit full SL overnight - so I think the MA crossovers are at -40   stochs +12 and ichi - 155

again it just shows how the markets are finely tuned to these strategies there is no easy money
Broker - IC Markets   VPS - Amazon EC2 + CNS  

EA:
Powerflow NZDCAD
EA Lab MA Crossover

News - Thomson Reuters Eikon
Trade Manager - Visual Trading Console for MT4
Trading Rebates - through CashBackFX
Trade Notification EA - TradeTalk from FX Blue - free
VPS - I recommend Amazon EC2 - if you qualify for a Broker Sponsored one get CNS
PZ Support/Resistance Indicator / Day Trading Indicator


Offline Humble Trader's Fx

  • Global Moderator
  • Sr. Member
  • *****
  • Posts: 1476
Re: PZ MA Crossover
« Reply #21 on: January 24, 2019, 08:30:07 PM »
I removed ichimoku as it already has 5 SL triggered - I blame that a bit on the eurusd market lately that is has been quieter but even the last 24 hours has been poor trading so yeah I am not happy with that one

that leaves the ma crossovers and stoch ea

in the MA crossover space - the issue so far is the markets triggered the trailing SL and it has not been a smooth market so no big profits and 1 eur trade hit full SL overnight - so I think the MA crossovers are at -40   stochs +12 and ichi - 155

again it just shows how the markets are finely tuned to these strategies there is no easy money

Donbon2, have a look at my sig widget (BS(oldE/G-1,3-newE/G-2,4 ) MACr(Donbon2set100) and filter out the Pz Hedge ie: Magic - PZ HEDGE (5); not doing too badly.

Regards,
HumbleTrader
 
We humbly approach the Forex Market and take only what is earned through our hard work and intelligence.


Offline donbon2

  • Hero Member
  • *****
  • Posts: 2020
Re: PZ MA Crossover
« Reply #22 on: January 24, 2019, 09:07:00 PM »
that strategy backtests at 100% a year regardless of being stopped out a few times -- I put it in the higher risk category of anything I have made -- but yeah it is going ok on your account - which is good that it matches up with what it was built to do.

it is hard because people want EAs that they can sit back and do nothing with ..... I get that but this one I would disable from the second week of December till the end of first week of January .... and I would have a time filter to not open the first trade during the off times and a spread filter would make is better as well... so as to not trigger the trade on rollover spread widening.

alot of the things I have built they all test great but we need to see that on the demo-real accounts coming through.
Broker - IC Markets   VPS - Amazon EC2 + CNS  

EA:
Powerflow NZDCAD
EA Lab MA Crossover

News - Thomson Reuters Eikon
Trade Manager - Visual Trading Console for MT4
Trading Rebates - through CashBackFX
Trade Notification EA - TradeTalk from FX Blue - free
VPS - I recommend Amazon EC2 - if you qualify for a Broker Sponsored one get CNS
PZ Support/Resistance Indicator / Day Trading Indicator


Offline Humble Trader's Fx

  • Global Moderator
  • Sr. Member
  • *****
  • Posts: 1476
Re: PZ MA Crossover
« Reply #23 on: January 24, 2019, 09:50:55 PM »
that strategy backtests at 100% a year regardless of being stopped out a few times -- I put it in the higher risk category of anything I have made -- but yeah it is going ok on your account - which is good that it matches up with what it was built to do.

it is hard because people want EAs that they can sit back and do nothing with ..... I get that but this one I would disable from the second week of December till the end of first week of January .... and I would have a time filter to not open the first trade during the off times and a spread filter would make is better as well... so as to not trigger the trade on rollover spread widening.

alot of the things I have built they all test great but we need to see that on the demo-real accounts coming through.

If you come up with an improved set file, please pass it on so that I can upgrade the EA.

Regards,
HumbleTrader
We humbly approach the Forex Market and take only what is earned through our hard work and intelligence.


Offline donbon2

  • Hero Member
  • *****
  • Posts: 2020
Re: PZ MA Crossover
« Reply #24 on: January 24, 2019, 09:55:19 PM »
I can't add any more to that one - as I can only use the options the EA has available

if I come up with a new set will post it .. but regardless of the limitations in the EA itself and the strategy - it should hit 100% a year as is.
Broker - IC Markets   VPS - Amazon EC2 + CNS  

EA:
Powerflow NZDCAD
EA Lab MA Crossover

News - Thomson Reuters Eikon
Trade Manager - Visual Trading Console for MT4
Trading Rebates - through CashBackFX
Trade Notification EA - TradeTalk from FX Blue - free
VPS - I recommend Amazon EC2 - if you qualify for a Broker Sponsored one get CNS
PZ Support/Resistance Indicator / Day Trading Indicator


Online diyforexskills

  • Verified Vendor
  • Sr. Member
  • ***
  • Posts: 1229
Re: PZ MA Crossover
« Reply #25 on: January 25, 2019, 09:46:24 AM »
Just coming back to the MA crossover and whether we could use ATR to either modify the MA cross, the tp and/or sl, or just to know when to switch the EA on or off.

The eurusd30 min set file from donbon2 worked really well in 2018 as per DB2's back test, but failed badly in 2017 as per reiner's testing.

So I thought I would check what the ATR period 14 on the Daily was showing form 2015 as per image below. Comparing the ATR in 2018 (when the EA performed well)  to that in 2017 (when it performed badly), I can't see any way in which we could use the Daily ATR to modify the EA so that it performs equally well in 2017 and 2018. To me there is not much difference in how volatility (ATR) behaved in 2017 compared to 2018. Even if I change the period to 2 or 4 or 7 etc. And yet EA performance was vastly different between those two years..

2015 and 2016 are a different story in terms of ATR but I don't have BT results for those years to know whether the EA performed better or worse during those years; and hence whether there is any correlation of performance with Daily ATR.

So the search continues for another explanation/correlation. Suggestions anyone?
Information and product page - http://www.diyforexskills.com/forex-tools/

Live trading accounts
https://www.fxblue.com/users/sydap2003axilive (FXAE Bollinger Band EAs)
https://www.fxblue.com/users/sydapaxilivepro (Magic Wand Trading) Not trading with this at the moment.




Offline FLechdrop

  • DonbonsPrivateGroup
  • Sr. Member
  • *
  • Posts: 600
Re: PZ MA Crossover
« Reply #26 on: January 25, 2019, 03:31:40 PM »
Was travelling for a few days. Thanks for this extended brainstorm, diyforexskills and donbon2. I agree it may be best to build a new EA along these lines, or to use AutoTrader in as far as it gives sufficient options, so as to be able to incorporate new ideas. Though that could be quite a bit of work, obviously. Then we could add ATR-based TP and SL, an RSI filter, ATR-crossover if that turns out to be useful, etc.

Don't you think this should be fairly doable with EA Lab, donbon2?

Hi Flechdrop. Would you mind sharing your 10 yr BT of this eurusd m30 set file. We know the MA cross settings and tp and sl are good for 2018; what I would like to know is during what years/periods these settings gave a bad return. I could then examine the charts for those periods to see which indicators like ATR or RSI could be used to to either filter trades and/or modify the MA period crossover settings.

Sure. I did not save it, but did it again. Starting from 2008 to include the crisis, so 11 years:

Offline donbon2

  • Hero Member
  • *****
  • Posts: 2020
Re: PZ MA Crossover
« Reply #27 on: January 25, 2019, 05:05:03 PM »
I added a whole bunch of crossovers to my sig so maybe lets let them run and maybe look at ea lab like you suggested for the future.

one thing that has thrown things out a bit was the 5 stops from ichimoku - which probably would have made money today -- but anyway lets keep seeing how they perform.

so far the main note has been alot of the crossovers have happened in Asia - and the move comes about 15 pips only then drops back to trigger the trailing then like today new york moves it quite far so we kind of get lost within the move... where potentially if the crossover came in new york we would have got nicer smoother profit.

I am real tired and hurt my achilles tendon - so back at it monday when I am feeling bit better
Broker - IC Markets   VPS - Amazon EC2 + CNS  

EA:
Powerflow NZDCAD
EA Lab MA Crossover

News - Thomson Reuters Eikon
Trade Manager - Visual Trading Console for MT4
Trading Rebates - through CashBackFX
Trade Notification EA - TradeTalk from FX Blue - free
VPS - I recommend Amazon EC2 - if you qualify for a Broker Sponsored one get CNS
PZ Support/Resistance Indicator / Day Trading Indicator


Offline donbon2

  • Hero Member
  • *****
  • Posts: 2020
Re: PZ MA Crossover
« Reply #28 on: January 25, 2019, 09:34:23 PM »
if you look at the usdcad one - I think it illustrates why this sort of system ultimately makes money in the longer run.

this actual trade opened at 26 and the trail got hit at 23 -- but regardless of that - if you were awake and saw the cross the trade made real sense

here is the chart itself
Broker - IC Markets   VPS - Amazon EC2 + CNS  

EA:
Powerflow NZDCAD
EA Lab MA Crossover

News - Thomson Reuters Eikon
Trade Manager - Visual Trading Console for MT4
Trading Rebates - through CashBackFX
Trade Notification EA - TradeTalk from FX Blue - free
VPS - I recommend Amazon EC2 - if you qualify for a Broker Sponsored one get CNS
PZ Support/Resistance Indicator / Day Trading Indicator


Offline Humble Trader's Fx

  • Global Moderator
  • Sr. Member
  • *****
  • Posts: 1476
Re: PZ MA Crossover
« Reply #29 on: January 25, 2019, 10:59:11 PM »
if you look at the usdcad one - I think it illustrates why this sort of system ultimately makes money in the longer run.

this actual trade opened at 26 and the trail got hit at 23 -- but regardless of that - if you were awake and saw the cross the trade made real sense

here is the chart itself

Hello, Donbon2.

Would you please update your signature list regarding the MA Crossover and since you have excluded the Ichimoku, include after the PZ MA Crossover, the magic number(s) which apply for those who want to filter out only the MA Crossover; MA Crossover  (5) or (15) or (98765, the default magic number inc. with the EA)...

Thank you.  :)

Regards,
HumbleTrader
« Last Edit: January 25, 2019, 11:04:26 PM by Humble Trader's Fx »
We humbly approach the Forex Market and take only what is earned through our hard work and intelligence.


 

browse forum

* Recent Posts

Re: Forex Manager DBA by taru
[Today at 08:20:57 AM]


Re: Forex Manager DBA by oportunis
[Today at 08:02:17 AM]


Re: Forex Manager DBA by ahtiong
[Today at 07:17:02 AM]


Re: Forex Manager DBA by gabjib
[Today at 05:18:38 AM]


Re: Forex Fury by cipher
[Today at 02:23:43 AM]


Re: newbie ideal forex broker choice? by HFT Group
[Yesterday at 10:41:25 PM]


Re: Bitcoin Discussion by gpfwestie
[Yesterday at 08:18:19 PM]


Re: How can any broker steal your money, even regulated ones by gpfwestie
[Yesterday at 08:05:39 PM]


Re: Bitcoin Discussion by oportunis
[Yesterday at 07:59:49 PM]


Re: Darwins by guptil
[Yesterday at 07:51:13 PM]