If your using EFS, enter the highest return you've had...

[BakedWafer]

Trading: NQ (Trading 10 contracts)
+6,800 (week one)
+7,600 (week two) M - Thursday

[BakedWafer]

Trading: NQ (Trading 10 contracts)
+6,800 (week one)
+5,750 (week two) M - Friday

7/19 -1,900 today. It was bound to happen.
7/20 +50.00

[BakedWafer]

Re: Using Strategy functions...

Originally posted by Doji3333
First off... thanks for the compliment - but there are lots of other people here to that make this thread so interesting. So, thanks to them too.

Next.... the use of Strategy functions is critical to the outcome of your strategy's backtest.. I've learned three simple rules that I apply to all my systems...

1. If you are entering on a limit price, you MUST verify the price has actually BREACHED the price you are trying to enter at before you execute the trade. Otherwise, your system will be skewed. Limit orders do not always fill when the market price touches your price level. It has to BREACH it.

When using limit orders for a backtesting system, use Strategy.LIMIT, Strategy.THISBAR - and verify the price bar is within the range of your LIMIT price.

2. If you are using a system that waits for a bar to finish forming, then executes trades, use Strategy.MARKET, Strategy.THISBAR. Now, there is a trick to accomplish this.. you have to check for the entry conditions starting at -1 bar (not 0 bar). This way, you are always checking the finished -1 bar and entering on the open of the 0 bar. If you check the 0 bar for entry conditions and enter on the 0 bar - then your screwed.

3. If you are using setComputeOnClose(true), then you should be using Strategy.MARKET, Strategy.NEXTBAR. Because the setComputeOnClose() function causes the EFS to run at the END of any current bar, you have to use NEXTBAR for entries. If you are not using setComputeOnClose() - then choose #1 or #2.

Now, there may be other instances when you have to alter these conditions, but for the most part, these are generally accepted rules.

Hope this helps..

B

Doji, we talked awhile ago about trading EFS's. Please PM if your still interested. I just got you PM and I normally do not check them.

Sorry.

Regards,
J

[Doji3333]

Baked...

Yeah - let's work something out to exchange EFS files. I'll get something to you by the end of the week.

my results for the past few days with the system I created in a weekend.... (with 4 contracts)..

7/15 -153.60
7/16 -153.60
7/19 +1201.30
7/20 +646.40
7/21 +2783.00

B

[BakedWafer]

Hey, just wondering if you got a chance to throw that together?

Regards,
Jason

[BakedWafer]

Been a little mover lately. LOL

+6,800 (week one) M-Friday
+5,750 (week two) M - Friday
-5,998 (week three) M- Friday
+5928 (Week four) M-Thurs


+11,430 2 1/2 weeks 10 NQ Contracts

7/19 -1,900
7/20 +50.00
7/21 +1,100
7/22 - 1,724
7/23 - 4,224
7/26 - 3,524
7/27 +4,076
7/28 +3,176
7/29 +2,200

Sometimes it's the nature of the beast.

[BakedWafer]

Doji can I assume you no longer want to swap EFS's?

Regards

[Doji3333]

Baked...

No, I still intend to work something out with you. I'm just swamped right now..

I am working with two hedge funds, multiple individual clients and have my own projects... So, I'm just behind on getting this to you and am trying to catch up. Bear with me a bit and I'll get it to you.

B

[fflaque]

i'll swap with you

got some custom stuff you may be interested in....if your interested pm me

[BakedWafer]

Are you talking to me? Also, if you are could you post some backtested results.

Regards

[gpfx19]

Earlier in this thread, Brad was kind enough to share his ment-ma-x-system.efs file, to which I am greatly appreciative.

In it, there is some logic I do not understand (lines 138-139):

if (((ShortEntryOption >= 1) && (high() >= EntryTargetPrice) && (low() <= EntryTargetPrice))) {
if (high() < EntryTargetPrice)
//snip
}

How can the second 'if' statement ever be true if reached, what with the middle part of the preceeding 'if' statement seemingly being the complete opposite?


Further, on lines 356-373:

if ((MAtrend == -1) && (MA2 < MA13) && (lastMA2 > lastMA13)) {
// TSI Trend is Bearish - now switch to bullish.
MAtrend = 1; // bullish
nNewTrade = 1;
nsignal = 1;
signal = "Bullish";
setDefaultBarFgColor(Color.green, 0);
}

// ESTABLISH NEW TSI TREND DIRECTION - if NONE.
if ((MAtrend == 0) && (MA2 < MA13) && (lastMA2 > lastMA13)) {
// NEW TSI Trend is Bearish.
MAtrend = -1; // bearish
nNewTrade = 1;
nsignal = -1;
signal = "Bearish";
setDefaultBarFgColor(Color.red, 0);
}

How is it in the first case that the MA logic is "strong" enough to give a change in trend (MAtrend), while in the second case the complete opposite result is selected (trend, nsiignal, & signal), coming from a neutral beginning?

The code runs fine/great, so I am not bringing up these points as a matter of correction, but to ask what I am missing.

Any illumination that can be shared with this grasshopper would be greatly appreciated!

- Greg

[FibbGann]

Here is an idea why not just post the code for everyone to look at?

Fibbgann

[gpfx19]

Sure...

[sams]

Hello,

I have seen and tested some wonderful efs studys (e.g. super indicator). I think it´s hard work to do this, thanks to the programmer.
But when I am running Back Testing in esignal with this efs studys on "YM U4", 1 minute, it shows me only minus profit. If I take the normal MACD it shows me a nice profit.
My opinion is that the backtesting should show a big profit, so that I can make a small profit in real time. How can some people make money with studys like super indicator?


regards
sams

[BakedWafer]

Double Post. Sorry.