Tested Test Simple Parabolic SAR EA Backtest 1,000 to 132,000 in 12 month

[fxgreen]

Hi, All

I try to backtest Parabolic SAR EA with EURUSD result not bad

Original EA code
https://www.mql5.com/en/code/23039
https://www.mql5.com/en/code/download/23039/parabolic_sar_ea.mq5
(anyone can try modify)

I test with default setting with XM broker result is ok (good)
but profits is not much, I need more money. I want to scale profits.

So, I modify EA from Fix lot to Auto Risk Percent Lot
by using standard class MoneyFixedMargin.mqh on MQL5
I use to cut and paste code from EA using MoneyFixedMargin.mqh to replace Lot size calculate

The first test result good on broker XM.com
testing backtest EURUSD from 1 January this year to now (December)
100 to 22,682
500 to 101,005
1000 to 132,655
2000 to 164,358
setting ar Risk 30% and all default setting from original

The problem I try to another broker all backtest fail. it can not use with other broker success

So, I test do optimization with EURUSDm broker Exness got a result (just 12 months this year)
500 to 602,461
1,000 to 793,616
2,000 to 987,378

However exness not good result it has to lose order continue 3 order (but optimize setting risk at 20% that still have a fund for trading) XM broker is a better result

Problem EA is sensitive, all it can not copy setting to use with other brokers
if you want to use other brokers you need to do optimization new one all again.

I confirm each broker need to do a new one optimization.
So, you need to optimize your own broker.

if you share setting file .set best set from optimization result
try share file OPT from optimization is better
OPT file is collect all result of optimization

(you can import file by click right on optimize result tab)
(sorry my EA using on folder name \A3\ on Expert folder)

from OPT file, How to choose optimization setting
to choose LOW Drawdown only first and use NON-profits factor or high-profit factor.
if high profits setting has high Drawdown do not use it.

use low Drawdown is low risk
use Blank profits factor is low risk (backtesting result is won all 100%)
use high-profit factor is low risk (low loss)

same all EA problem
setting value EA for backtesting result better is can possible
but future never know is still work good or not

and it looks like all broker have chart data is a difference for all broker
why all EA is faile when using different brokers.


XM Global Limited
IntLotOrRisk=1
InpVolumeLotOrRisk=30
InpLots=1
InpStopLoss=50
InpTakeProfit=50
Inp_timeframe=30
Inp_SAR_step=0.02
Inp_SAR_maximum=0.2
InpBarCurrent=1
m_magic=82139559
InpPrintLog=true


Exness-MT5Trial
IntLotOrRisk=1
InpVolumeLotOrRisk=20
InpLots=1
InpStopLoss=69
InpTakeProfit=98
Inp_timeframe=32769
Inp_SAR_step=0.33
Inp_SAR_maximum=7.9
InpBarCurrent=9
m_magic=82139559
InpPrintLog=true

 

[fxgreen]

my setting file for Exness
run optimization 36 hour

 

[traderxp]

Hi
Would you please upload the mt4 version
So I can run few backrest on my platforms

I have 3 platform I would like to test the ea on them

Thanks alot for sharing mate ..

 

[blackking]

Parabolic SAR, this indicator to determine the trend uptrend or downtrend
simple trade if three-dot appear above the price, sell, if appear below the price, its buy

 

[adriano delize]

Desculpe eu não falar inglês, mas o minimo de negociações para você considerar uma otimização é de 100. 23 negociações é pouco para servir de base estatística. Pegue agora o mesmo set e coloque para rodar 2 anos antes do otimizado, se a curva mudar muito não está robusto o suficiente. Outro teste que você pode fazer é de otimizar até meados de 2019 apenas e rodar nos meses seguintes para ver como se sairia. Isso é o Out of sample de uma estratégia.

 

[jooo00000]

Hi, All

I try to backtest Parabolic SAR EA with EURUSD result not bad

Original EA code
https://www.mql5.com/en/code/23039
https://www.mql5.com/en/code/download/23039/parabolic_sar_ea.mq5
(anyone can try modify)

I test with default setting with XM broker result is ok (good)
but profits is not much, I need more money. I want to scale profits.

So, I modify EA from Fix lot to Auto Risk Percent Lot
by using standard class MoneyFixedMargin.mqh on MQL5
I use to cut and paste code from EA using MoneyFixedMargin.mqh to replace Lot size calculate

The first test result good on broker XM.com
testing backtest EURUSD from 1 January this year to now (December)
100 to 22,682
500 to 101,005
1000 to 132,655
2000 to 164,358
setting ar Risk 30% and all default setting from original

The problem I try to another broker all backtest fail. it can not use with other broker success

So, I test do optimization with EURUSDm broker Exness got a result (just 12 months this year)
500 to 602,461
1,000 to 793,616
2,000 to 987,378

However exness not good result it has to lose order continue 3 order (but optimize setting risk at 20% that still have a fund for trading) XM broker is a better result

Problem EA is sensitive, all it can not copy setting to use with other brokers
if you want to use other brokers you need to do optimization new one all again.

I confirm each broker need to do a new one optimization.
So, you need to optimize your own broker.

if you share setting file .set best set from optimization result
try share file OPT from optimization is better
OPT file is collect all result of optimization

(you can import file by click right on optimize result tab)
(sorry my EA using on folder name \A3\ on Expert folder)

from OPT file, How to choose optimization setting
to choose LOW Drawdown only first and use NON-profits factor or high-profit factor.
if high profits setting has high Drawdown do not use it.

use low Drawdown is low risk
use Blank profits factor is low risk (backtesting result is won all 100%)
use high-profit factor is low risk (low loss)

same all EA problem
setting value EA for backtesting result better is can possible
but future never know is still work good or not

and it looks like all broker have chart data is a difference for all broker
why all EA is faile when using different brokers.


XM Global Limited
IntLotOrRisk=1
InpVolumeLotOrRisk=30
InpLots=1
InpStopLoss=50
InpTakeProfit=50
Inp_timeframe=30
Inp_SAR_step=0.02
Inp_SAR_maximum=0.2
InpBarCurrent=1
m_magic=82139559
InpPrintLog=true


Exness-MT5Trial
IntLotOrRisk=1
InpVolumeLotOrRisk=20
InpLots=1
InpStopLoss=69
InpTakeProfit=98
Inp_timeframe=32769
Inp_SAR_step=0.33
Inp_SAR_maximum=7.9
InpBarCurrent=9
m_magic=82139559
InpPrintLog=true

This forum is for FREE EA !!

 

[TradingForLiving]

Everyone please read carefully. In first post has a link to download source code. So this EA totally it's free for you.

 

[fxgreen]

please version for mt4 ??????

I try to develop on MQL4 before but the result trade is very bad. So I change to develop on MQL5 is work better.
Sorry no MT4 version

 

[kuposcar]

In Mql5, in EAs with fix stoploss, you can use this simple code for money managment,

input double Fixed_Lots = 0.01;
input bool Money_Management = true;
input double Risk_Trading = 10;
input double Minimum_Lots = 0.01;
input double Maximum_Lots = 10;


double vol;
double Id_E0 = Risk_Trading / 100;
double Gd_13;
double Ii_C8 = log(SymbolInfoDouble(Symbol(),SYMBOL_VOLUME_STEP))/ -2.30258509299405;
if (Minimum_Lots <= SymbolInfoDouble(Symbol(),SYMBOL_VOLUME_MIN))
{
Gd_4 = SymbolInfoDouble(Symbol(),SYMBOL_VOLUME_MIN);
}
else
{
Gd_4 = Minimum_Lots;
}
Id_D0 = Gd_4;
if (Maximum_Lots >= SymbolInfoDouble(Symbol(),SYMBOL_VOLUME_MAX))
{
Gd_4 = SymbolInfoDouble(Symbol(),SYMBOL_VOLUME_MAX);
}
else
{
Gd_4 = Maximum_Lots;
}
Id_D8 = Gd_4;


void OnTick()
{


Gd_13 = AccountInfoDouble(ACCOUNT_BALANCE) * AccountInfoInteger(ACCOUNT_LEVERAGE);
Ld_98 = Gd_13 * Id_E0;
if (Money_Management != true)
{
Ld_98 = Fixed_Lots;
}
vol = NormalizeDouble(Ld_98 / SymbolInfoDouble(Symbol(),SYMBOL_TRADE_CONTRACT_SIZE), Ii_C8);
if (Id_D0 <= vol)
{
vol = vol;
}
else
{
vol = Id_D0;
} // label 000000EB
if (Id_D8 >= vol)
{
vol= vol;
}
else
{
vol = Id_D8;
}
}

 

[kuposcar]

MT5 backtest is much better than MT4

 

[kuposcar]

there are something in the code, because the lot change the kind of positions.

 

[fxgreen]

In Mql5, in EAs with fix stoploss, you can use this simple code for money managment,

input double Fixed_Lots = 0.01;
input bool Money_Management = true;
input double Risk_Trading = 10;
input double Minimum_Lots = 0.01;
input double Maximum_Lots = 10;


double vol;
double Id_E0 = Risk_Trading / 100;
double Gd_13;
double Ii_C8 = log(SymbolInfoDouble(Symbol(),SYMBOL_VOLUME_STEP))/ -2.30258509299405;
if (Minimum_Lots <= SymbolInfoDouble(Symbol(),SYMBOL_VOLUME_MIN))
{
Gd_4 = SymbolInfoDouble(Symbol(),SYMBOL_VOLUME_MIN);
}
else
{
Gd_4 = Minimum_Lots;
}
Id_D0 = Gd_4;
if (Maximum_Lots >= SymbolInfoDouble(Symbol(),SYMBOL_VOLUME_MAX))
{
Gd_4 = SymbolInfoDouble(Symbol(),SYMBOL_VOLUME_MAX);
}
else
{
Gd_4 = Maximum_Lots;
}
Id_D8 = Gd_4;


void OnTick()
{


Gd_13 = AccountInfoDouble(ACCOUNT_BALANCE) * AccountInfoInteger(ACCOUNT_LEVERAGE);
Ld_98 = Gd_13 * Id_E0;
if (Money_Management != true)
{
Ld_98 = Fixed_Lots;
}
vol = NormalizeDouble(Ld_98 / SymbolInfoDouble(Symbol(),SYMBOL_TRADE_CONTRACT_SIZE), Ii_C8);
if (Id_D0 <= vol)
{
vol = vol;
}
else
{
vol = Id_D0;
} // label 000000EB
if (Id_D8 >= vol)
{
vol= vol;
}
else
{
vol = Id_D8;
}
}

What difference this calculate code difference with function MoneyFixedMargin.mqh
I try to modify but still have warning error, anybody who can code please help to modify and fix it

 

[fxgreen]

MT5 backtest is much better than MT4

yes, MT5 is resulted better.
I try to code on MT4 same condition trade but MT4 can not calculate like MT5
Some setting on MT5 EA it is using multi timeframe, I test on M1 (1 minute) timeframe and working indicator on setting using 30 minute timeframe, on MT4 can not working well and can't backtest both timeframes

if anyone would like to using on MT4 broker, try way copy trade, use EA on MT5 with demo account and copy trade to you MT4

 

[queer]

This is my review for this thread:
Erst einmal wünsche ich allen hier ein gesundes neues Jahr.....
habe den EA auf ein XM Demo konto geladen und wir werden mal schauen was dabei raus kommt...... hat aber zw. Weihnachten und Neujahr ganz gut angefangen

 

[fxgreen]

This is my review for this thread:
Erst einmal wünsche ich allen hier ein gesundes neues Jahr.....
habe den EA auf ein XM Demo konto geladen und wir werden mal schauen was dabei raus kommt...... hat aber zw. Weihnachten und Neujahr ganz gut angefangen

Hi,
This test optimization I do on Exness.com , so for XM.com maybe need to new optimization
try to use this SET file to optimization new value for XM.com broker
try to run an optimization for 24 hours maybe open your computer to overnight

 

[jooo00000]

only mq5?

Icmarkets set?

 

[Chefmac]

IC Markets set would be great!

 

[kiromu]

This is my review for this thread:
Thank you!

 

[fxgreen]

you can find any value for you broker by just run optimization overnight 24 hour
try run on you real IC markets account

the problem for IC market, look like broker setup for download backtest data not give to download all tick data just 30% tick download

 

[fxgreen]

remember all EA that Survives is good only when to start market at that time only but after that is possible not good start because EA profit enough to lose more

Strategy Tester Report
ICMarkets-Demo (Build 2280)
Settings
Expert: Parabolic SAR EA_ModifyLotRisk_v001
Symbol: EURUSD
Period: M1 (2019.01.01 - 2019.12.14)


Inputs: IntLotOrRisk=1
InpVolumeLotOrRisk=35
InpLots=1
InpStopLoss=111
InpTakeProfit=67
Inp_timeframe=32769
Inp_SAR_step=1.21
Inp_SAR_maximum=0.7
InpBarCurrent=3
m_magic=82139559
InpPrintLog=true
Broker: International Capital Markets Pty Ltd.
Currency: USD
Initial Deposit: 1 000.00
Leverage: 1:500
Results

History Quality: 10%
Bars: 356506 T
Total Net Profit: 946 740.56 Balance Drawdown Absolute: 0.00 Equity Drawdown Absolute: 517.14
Gross Profit: 1 399 304.56 Balance Drawdown Maximal: 236 432.00 (44.32%) Equity Drawdown Maximal: 462 452.00 (83.92%)
Gross Loss: -452 564.00

 

[Chefmac]

fxgreen , thanks for testing and sharing!

 

[Chefmac]

fxgreen I was able to run it and use your setting, but they seem to be a bit odd.

What does Inp_timeframe=32769 mean? Worktime frame? I attached a photo of my set.

Also I cant see InpPrintLog=true .

Thank you for your help