I used MetaQuotes M1 data, modelling quality 90%.

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I continued playing with this EA. It's possible to find, quite easily, a set of values for each parameter such that the breakout from a range formed during end of NY session - beginning of the Asian session would be profitable - in 2007. Other years ...

High & Low 8 Hours (GBP/JPY)

I now really don't know what to say. The version I described earlier is sitting here: url . However, it was tested using a different programming approach, a different programming language and much cruder data than used by Saaedb's EA. Saaedb did ...

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I don't think it could be the explanation. Indeed, GJ was very volatile in 2007 (average daily range of 229 p.) and the system worked well, but 2006 had a very low volatility for GJ (154 p.) and still it was a good year for this system (at least my ...

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Amazing work, concise and crystal-clear. SteveHopwood, thanks very much!!!

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Fantastic. Now this EA is an even better platform for experimenting. Thanks a lot, Saaedb!

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Thanks a lot. You are right. I have to get accustiomed to the idea that an EU country is an EU country. FxPro do make a very good impression in every aspect.

I'm done with FXDD

Right. It's like buying a 5 yr old Camry for $100,000. THEY got it new and THEY know its current market price, but YOU won't get to see THAT.

I'm done with FXDD

No, I continued using the M15 data. It would definitely be a good idea to run this on M1 data (for me it would be too time consuming). But please see discussion on p. 146, posts 2176-2180: the relative merits of different parameter settings can be ...

High & Low 8 Hours (GBP/JPY)

Optimization results -take two — Ok, here we go. I found my mistake and re-ran the optimization. The results are less encouraging than those that I posted previously. As noted previously on this thread, 2007 was the only good year for this ...

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I made a silly programming mistake, so the backtest results I posted today are wrong. I'm really sorry for that. I have to sart the backtesting again, and I'll let you know, what I have found. And thanks to autotrade-fx for not trusting my results! ...

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Correct (if the whole thing is correct...) THE BACKTEST RESULTS I'VE POSTED ON JAN 14 ARE WRONG. I APOLOGIZE. I'LL POST THE CORRECTED RESULTS AS SOON AS I HAVE THEM.

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Please, wait with the compliments. I now clearly see that there are problems with the GU results, I still don't know, what they are. I haven't yet found problems with the GJ results, but it doesn't mean anything. Can I please ask you the good people ...

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1. Not so sure the work is great, as, clearly, 2. You aren't missing anything: this is a clearly wrong result. I'm trying now to check, what could be the problem. I'll post the conclusions as soon as I can. Thanks for the feedback! THE BACKTEST ...

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One thousand bucks could be a fair price to learn not to assume it.

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I'll be happy to explain. Let's take today as an example. The minimum was 1.9557 (2000 GMT bar), the maximum was 1.9598 (0200 bar). Around 0608 the price touched the maximum and went up. At this time I was supposed to order a buy limit at 1.9590 ...

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Mrgreen, I appreciate your input.

I'm done with FXDD

So, this is the challenge for EA programmers. I hope that when saaedb returns from his vacation (I also hope that ALE/GBP transactions are doing him good ), he'll be able to incorporate the new suggestions into his EA so that proper backtesting ...

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Thanks for the input. To tell you the truth, I'm in a real dilemma now. I'm trying now to follow my MT4 charts and to demo-trade Oanda (as suggested to me earlier in this thread). For some reason, it's a real strain for me. Maybe it's a matter of ...

I'm done with FXDD

Billbss, you are absolutely correct: there is no way to know. Using 15m data is, for me, a compromise between accuracy and feasibility of running thousands of optimisation iterations. Evidently, at least part of the trades were not triggered. At the ...

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