Backtest of V2.5 SP500

http://prntscr.com/dvmcqo

Backtest of V2 SP500
http://prntscr.com/dvmdr6

Black Swan V2 and V2.5 are currently under test / development with a more advanced logic.

Free upgrade for current users :)

Thanks for this! I cannot trade without this now!

amazing bro :)

:)

Put this at the top

[Parameter("Stop Loss", DefaultValue = 10)]
        public int StopLoss { get; set; }

Copy below section and paste whole section, or simply add StopLoss after Label.

private int OrderSend(TradeType tradeType, long volumeToUse)
        {
            var returnResult = 0;
            if (volumeToUse > 0)
            {
                var result = ExecuteMarketOrder(tradeType, Symbol, volumeToUse, Label, StopLoss, 0, 0, "smart_grid");

                if (result.IsSuccessful)
                {
                    Print(tradeType, "Opened at: ", result.Position.EntryPrice, result.Position.StopLoss);
                    returnResult = 1;
                }
                else
                    Print(tradeType, "Openning Error: ", result.Error);
            }
            else
                Print("Volume calculation error: Calculated Volume is: ", volumeToUse);
            return returnResult;
        }

Buy / Sell

Close Buy / Sell

Volume

Can be used on top of chart as a scalping tool.

See - Dynamic Fibonacci Grid for what its used for

Thanks :)

Thanks for sharing Paul.

Is there any chance you could show an example of very simple GUI with just buy / sell and close buy / close sell buttons?

Keep up the good work

I figured it out :)

fixed

    Uploaded fixed code in first post.

The issues are fixed below.

        [Parameter("Slow Periods", DefaultValue = 31, MinValue = 26, MaxValue = 200, Step = 1)]

        public int SlowPeriod { get; set; }

        [Parameter("Fast Periods", DefaultValue = 4, MinValue = 1, MaxValue = 26, Step = 1)]

        public int FastPeriod { get; set; }

            hmafast = Indicators.GetIndicator<HMAfast>(5);

            hmaslow = Indicators.GetIndicator<HMAslow>(31);

is this correct for referencing and changing HTF HMA?

        [Parameter("HMA HTF Period", DefaultValue = 1, MinValue = 1, MaxValue = 200, Step = 1)]
        public double Parameter { get; set; }

I need to change HMA on the set timeframe.

@Paul_Hayes

Thanks very much for this, my scalping algo was just just causing havoc on big moves, this is exactly what I wanted to do with it!

Wanted a higher TF HMA for larger direction for opening trades, and you did it! :)

@ironmike - not sure what your doing, but it works fine.

Have you installed HMAFast & HMASlow and referenced them?

aysos75

Optimization

Test 2-4 weeks - Try EU, UC, GJ, AU and others

Timeframe : All timeframes
Slow periods : 10 - 200
Fast periods : 1 - 26
All stoploss / breakeven : 1 - 200
Min balance : 0 - 5000
Period : 1 - 60
Long / short cycle : 1 - 60
RSI period : 1 - 60

mindbreaker

Not sure I understand?

Are you saying that it is not working?

I have uploaded a new version which had errors with the MACD selling direction.

I uploaed this as a test / example.  Im using a much more refined version of El Conejo live, try that one instead.

Its working fine.

You need to run optimization test with the settings in above post.

From 24/8 - 10/9 on EU Backtests give $720 profit with 16% Drawdown.

Its 100% working.

small error with MACD signal corrected

dmdeangelo

Thank you for pointing that out! I knew there was a small issue.

Not had time to work out how to fix the trailing stop yet.

Normal trailing stop works fine.

Updated again as it was only making buy orders.

Uploaded new version with MACD & RSI conditions

re-uploaded working algo again.
 

Popons - I'm currently testing modified version with MACD / RSI and toggles for breakeven, stop loss, trailing stoploss start.

If you can wait unitl tomorrow I will have that uploaded.

What error are you getting?

Updated with error fixed and trailing stop added.

tradermatrix - thanks for that!

I knew it what backwards in backtesting but couldn't find it.

SL and TP do not really matter for this, I will upload my edited version with trailing stop, getting MUCH better results.

You will need to run optimization test for your selected pairs.

45m & 2hr are coming up with best results

http://www.screencast.com/t/0BC1BifQA40

Screenshot of a backtest for 6 months for EU

As this is my first attempt, i'm looking for any improvement / ideas.

Better than standard moving average.

Hull Moving Average Fast

For my HMA Crossover Bot

Hull Moving Average Slow

For my HMA Crossover Bot

Has anyone got a working stop loss feature?

Could they possibly share the code?

I have built with a stoploss code, but it does not actually set the stop loss.

Thanks