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Author Topic: PZ MA Crossover  (Read 2134 times)

Offline diyforexskills

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Re: PZ MA Crossover
« Reply #30 on: January 26, 2019, 03:38:56 AM »
Thanks for the BT Flechdrop.

Makes for some interesting analysis as shown in the image. Over the full BT period from 2008:

1. Tuesdays and Thursdays are the profitable days and would improve performance almost three-fold if we only traded this EA on those days of the week. ($439 vs $1234). Gives a smoother profit curve over full period but stagnation in 2015 to 2017.
2. However for 2018 only, restricting trading days to Tu and Th reduces profit from $552 to $360.
3. Shorts provide far more profit than Longs even though the % win rate is about the same at around 80%. So Longs must get triggered more by the BE and TS.
4. And higher ATR (as in 2015 and 2016) does not seem to improve performance.

Some food for thought but no definitive conclusions. I am still thinking however of a MA crossover setting that would be modulated by ATR; the higher the M30 ATR, the faster the fast MA of the crossover pairs needs to be. Otherwise the trade is entered too late in the swing. I have worked out the formula, now I would need to get it coded into the Autotrader; and then do all the optimisation runs.  :-\
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.




Online reinerh

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Re: PZ MA Crossover
« Reply #31 on: January 26, 2019, 03:19:04 PM »

diy,

thats what i do with my manual strategies, only run them on the best days. going only long or short i do not, but thats another way to get more out of things.

so many ways to get mission accomplished :)

Online donbon2

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Re: PZ MA Crossover
« Reply #32 on: January 26, 2019, 06:30:04 PM »
HT

15 is ichimoku
85 is stochs

the rest are ma crossover sets

basically after a week without 15 the portfolio is down 1%

even though some of the trades had potential -- long aud at 7113 short cad 1.3326   probably the standouts -- the initial break came in asia and price moved the 18-20 pips to trigger be and trailing -- and the market came back to take out those stops -- so the larger move was missed .. the problem with removing that protection is the number of stops hit rises too much - so just have to live with some frustration where the move stalls at initial break point.

stochs EA worked well - the one day it went short market dropped 80 pips trailing hit at like +18 - and then friday it went long towards the low and trailing sl was avoided until +80
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 donbon2

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Re: PZ MA Crossover
« Reply #33 on: January 26, 2019, 06:38:27 PM »
people PM me about the bonus

https://www.fortfs.com/promotion/promo-actions/welcome-bonus-75

keep in mind that there is probably 1000 restrictions and other stuff - so you will be hard pressed to make any money .. but it does give you the chance to use an EA in a live environment instead of demo without any risk... so there you have it.

I had a fortfx account for powerflow from a while ago - so I added it to that... now I run powerflow on ICM spreads are better just allows things to close faster basically but anyway if that interests you - then try 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


Online donbon2

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Re: PZ MA Crossover
« Reply #34 on: January 26, 2019, 10:08:04 PM »
as far as improving this EA further

lets say EA triggers a trade -- then

if ATR >80
if points profit is greater than 50
if 10 bar breakout - then buy or sell - so add to position

trail both positions SL to 1 bar low

always in trading it is good if market moves to strong trend to buy with it .. so try to increase profits when it is trading correctly.

also I would have

a check before the first position is opened

if ATR <40 then do not open first trade -- it is pointless to trade if market is not moving enough to trade properly.

another possible change maybe if ATR >100 disable the breakeven functions and let the EA have more room to trade as it is more likely to see larger movement and not need the BE function which is really a protective feature for low daily ranges so you do not get full SL much
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 donbon2

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Re: PZ MA Crossover
« Reply #35 on: January 26, 2019, 10:26:40 PM »
ok I did a quick check on something

this EA setfile is really good in 2018 excellent really but I went back to january 2017 to now and did a before image

then I filtered out all the bad hours and then you get the after image

obviously if we make this simple change - the performance overall works out alot better - surprise surprise that opening a trade during Asia does not tend to work very well.

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 donbon2

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Re: PZ MA Crossover
« Reply #36 on: January 26, 2019, 10:30:33 PM »
so it is obvious that the following needs to be done

it is not allowed to open a trade in the following hours

1-8 11 17 18 22

days make no difference it should trade everyday just not open a trade at these times

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 nwboater

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Re: PZ MA Crossover
« Reply #37 on: January 26, 2019, 10:48:46 PM »
Wow what an impressive improvement!!! :)

Now we just need to find a simple, hopefully inexpensive Trade Manager to do this for us.

Anyone have ideas?

Thanks again donbon2 for sharing so much here.

Hope you are feeling better!

Cheers,
Rod
EA's (Run on separate accounts): Cyborg, Best Scalper MT4 V. 2.3, PZ Averaging with donbon2's 15 min EU set.

Signal: Hans Trend 2 Beta (On hold until new version)

Darwinex: Portfolio of 12 Darwins

Broker: AxiTrader, Darwinex
VPS's: Amazon EC2
Rebates: HFT Group




Online donbon2

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Re: PZ MA Crossover
« Reply #38 on: January 26, 2019, 10:56:28 PM »
im in pain but I have to drive my girlfriend to work

I will try to make this in EA Lab so we can test it first to make sure it works as expected -- the good thing about that is I can then optimize every currency set file I have made

after that we can look at introducing some of the bigger ideas where the EA can adapt itself - rather than be stuck with one set file all the time
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 donbon2

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Re: PZ MA Crossover
« Reply #39 on: January 27, 2019, 01:35:09 AM »
here is my first effort

what I did was also add in an ATR check

the other difference is in trailing TP and SL -- mine is bit more aggressive.

I need to build it out more and optimize -- but as you can see the actual strategy is valid

PF 2.93

this is for 2017 + 2018


« Last Edit: January 27, 2019, 02:07:56 AM by donbon2 »
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 donbon2

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Re: PZ MA Crossover
« Reply #40 on: January 27, 2019, 02:18:33 AM »
I feel like mine is more advanced than the original one as I can set a minimum ATR before trades will execute I feel like this is the first step towards making something really good.

The one thing I cannot do without help probably from tradeview is to alter the actual MA's TP/SL trailing based on a ATR check each day - that is just over my programming head ... depending on the results I get from optimizing I will consider speaking to them about it -- but they are extremely pushy on the phone and think they know everything - it is quite painful.

when I last took a call from them they were like wanting me to show them what I came up with -- just left a bad taste in my mouth to be honest .... anyway I will probably remove all the EAs from the signature account except Stoch EA -- and add in optimized new ones as they are definately more long term robust.. I will try to label them differently so it is more clear.

if anyone has further suggestions or ideas now would be the time to let me know to see if I can do 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 diyforexskills

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Re: PZ MA Crossover
« Reply #41 on: January 27, 2019, 02:21:58 AM »
so it is obvious that the following needs to be done

it is not allowed to open a trade in the following hours

1-8 11 17 18 22

days make no difference it should trade everyday just not open a trade at these times

Over the longer term I'm not convinced about the time of day. If we look at the 10 yr BT from Flechdrop, it sort of but not quite mimics your results for the 2 yrs from 2017 (top image).

But then if we do the whatif analysis we get the following results (bottom image). In order:

1. The set file as is
2. Excluding your hrs and trading M to F
3. Excluding your hrs and trading only Tu and Th (only 184 trades over 10 yrs!!)
4. All hrs but only on Tu and Th

So I would still be inclined to go for day exclusion rather than hour exclusion. Either way we are looking at less than 1 trade a week; but of course we would run on several currency pairs to increase the trading.
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.




Online donbon2

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Re: PZ MA Crossover
« Reply #42 on: January 27, 2019, 02:39:20 AM »
I went through day exclusion as well - hours were better ... I already knew Asia was a waste of time for follow through trades 9/10 times

watching the optimizations running the best profit comes from ATR 65 and higher = which I already knew anyway - anything less than 65 then you need a scalper to trade 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 diyforexskills

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Re: PZ MA Crossover
« Reply #43 on: January 27, 2019, 03:07:12 AM »
Maybe over last two years but not over last 10 yrs. Anyway, whatever works.

Your efforts have given me encouragement to explore this further.

So now I will get my coder to add in the ATR modifying MA periods which will have its own ATR TF and Period settings.
Then on the Autotrader I already have:
1. ATR-based TP, SL and TS with it own ATR TF and Period settings (so can be the same or different as used for the MA adjustments).
2. Scale-in feature at fixed pip based steps (so not dynamic as you are suggesting) with its own exit features
3. And option to basket manage open trades for basket TP, SL and TS by ATR
4. And of course further filtering by RSI or MA of RSI

I don't have an ATR filter (could be added) but I am thinking that modifying the MA periods by ATR, based on M30 for quick response, will do the trick better. Only time and testing will tell.
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.




Online donbon2

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Re: PZ MA Crossover
« Reply #44 on: January 27, 2019, 03:08:08 AM »
the above test was done with a 45 ATR

after optimization is was showing higher numbers were better - so I went with 65 which seemed a kind of middle ground between filtering out too many trades and being too low and caught with crap really.

basically that removes about 8-10 trades - lifts the PF to 3.72  -- so higher profit lower DD is what is coming through now.

in EURAUD the ATR number is 75 as a comparision

probably the last thing to do is revisit the actual MA numbers and see if given the changes there might be better ones to use.
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


 

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