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Suggestion Universal MA Cross - an EA with 100% wins. But it's need improving.

K

KWP20

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Hi Guys.

I would like to share with you one of the most profitable EA I ever witnessed... however I need your help to improve it. This is not a new EA, and it's certainly not mine, it has been around since at least 2008, and it's based around the good old MA crossing.
However, among the sh*tload of useless junks (sorry, but most EA's you can find on the net, and in this forum falls into this category), this one is really good.

If you don't set a stoploss, it makes EVERY trade profitable, with a 100% win rate. (And YES, since a few days ago I'm using it on a REAL account also, so it's not just a backtest miracle.)

So this EA is producing 100% profitable trades: the only catch is, that sometimes (not very often, but sometimes) it can go down to hell before it becomes profitable. Even to the extremes.
So in conclusion, while the overall results are good, it's still a little risky to use it on real account.

But I wonder if we can improve this somehow? Maybe adding some kind of filter to it, to filter out some of the bad decisions.
If we can filter it a little bit, this EA can be the so called holy grail.

So, coders. What do you say? :)
 

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So, this one is a 99.9% backtest on EURUSD M15, from 2015-01-01 to today's date, without any stoploss. 100% perfect win rate. But working without stoploss is like russian roulette.
up-2015-2018-nostoploss.gif

But if you set ANY stop loss, sometimes it will hit it. On this second picture I set a very high (5000 pips) stoploss... see the results. On the chart, you cannot see how much drawdown occurs between the opening and closing of an order. Sometimes it is very high, and can take weeks.

up-2015-2018-stoploss.gif

Opinions?
 

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Sometimes and thought of operating without SL
Why?
Because if you have a bit of say $ 100
And you put the SL at -10 $
You have 10 Russian mini roulettes ....
If you have a small leverage, perhaps, to lose the $ 100, the price should go down, or go up to a point where it was 3 years ago ...
The SL can be how wide your account ...
If you put SL small you are buying expensive and selling it cheap many times ...
Small losses, but more of them ...
It is difficult to find a balance
If the entries are good, and have a small breackEven, the risk is minimized.
But there is always risk, with and without SL
That is just my opinion
 
EURUSD 2015 TO 2018 3 years H1 0.1 lot start at $1000 Default 1pip spread 200 leverage

upload_2018-3-23_2-17-50.png
 

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Yupp. :)
I know you're a good coder (watching your threads for awhile :) ), I really hope with your good coding skill and our good ideas we can lower the risk significantly.
 
I would do at least 10 years of backtest.

MA cross should be possible with a stop loss since it is trend following not mean reversion
 
Universal MA Cross.jpg

Backtest 2015 - 2018 with No TP, just 01 sell order was made. Sell 0.1 at 1.17916, close at 1.20107 and finally after 3 year win 311.57. What's wrong with it?
 

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Universal MA Cross 100 tp.jpg

BT with default setting (100 TP). 100% win, no loss trade but absolute drawdown is 245.77. Don't believe this EA in BT.
 

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ionone2:

Absolutely agree. That is the reason why it is successful. It will always go back to it's original price... but do you have the needed amount of money and nerve to wait it out? On some occasions, this can take days, weeks, or even months before it reverses, and during this time the price can go even to the extremes in the opposite direction.

My idea is if somehow we can find a better settings for this EA, to make better entries. It's flexible, and we also have the full source code... I think somehow we need to lower the amounts of 'bad' entries, maybe with an additional filter, or by setting better MA values.

Because while backtest is great, you cannot see from the chart how much time has passed between the opening and closing of the order, and more importantly, how much drawdown occurs between these periods, before the price went up to profits. In a LOT OF cases, you are risking 500-600 $, just to win 10$, and 5.000-6.000$ to win 100$. But you see nothing about this on the backtest chart, only the final outcome.
 
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With these kind of Ea's, you need to be prepaired to risk it all. Your starting account balance should be the amount you are willing to lose...or so to stay your stoploss.

It's not that ea needs to be changed...you just need to change money managment logic with these kinds of ea's.

If you can risk let's say 100$....just let it run.
Either way it has a high win rate. So when you reach 200$ repeat the process or increase lots....withdraw half of the amount.

High win ea's are easy to create.
Basically you just widden stop loss.
But if it would be so easy to make high win ea and also to be safe at the same time...we all would be millionares
 
I just finished testing this EA extensively and it is a dangerous one. Unless you have nerves of steel :) It opens a trade and keeps it open until
- it manages to make a profit
- it blows the account
Of course, in backtests it will often if not always get a profit. But in real life you can face drawdowns of thousands and thousands. Would you still trust this EA to come back with a profit if you are at a 50-70% loss? I wouldn't sleep that well anymore. As soon as you start to put in stoplosses of various levels, it does not really make any significant money anymore.
To see a bit what is happening, you should try to stop the backtest if the strategy tester graph does not seem to advance any further, it has opened a trade which is at a loss. Leave it for a few seconds and press stop. You will see the equity you have left in your account when you pressed stop. This is the drawdown of that moment. And that might be a lot more than you are willing to accept...
 
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