mobnaga_BOM

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[Trading Logic: Basic] BUY signal is that "last bar's close price not greater than(<=) minimum price of last 26 bars".SELL signal is that "last bar's close price >= maximum price of last 26 bars".*** Explanations of Trading Logic Detail Symbols: C = Last closed bar(shift 1).B = a bar which has most Highest(Lowest) close price of last 26 bars.A = Oldest bar(shift 26).Indicator's time period = FIVE_MINS, calculation bar period = 26.rsi = RSI.kai = KAIRI.atr = ATR.tr = TrueRange.cbd = Standard Deviation of close price.cbn = BBands(close price) ratio.bbf = front side of BBands line(i.g. SELL = upper line).bbr = rear side of BBands line(i.g. BUY = upper line)..vbd = Standard Deviation of volume.vbn = BBands(volume) ratio.vol = Volume.sva = Simple Volume Average.vlk = Volume Kairi.*** [Trading Logic: Detail (EURUSD pair -BUY-)] If all of these formulas is not true, trade order must be cancel."100 - rsiB not greater than(<=) 59","kaiC > kaiA ", "atrC >= atrA", "atrC less than(<) atrB", and "trB less than(<) atrB or trC >= atrC". [Trading Logic: Detail (USDJPY pair -BUY-)] If all of these formulas is not true, trade order must be cancel."rsiC not greater than(<=) 100 - rsiB", "cbdA not greater than(<=) cbdB", "cbnA not greater than(<=) -cbnB", "bbrC >= bbrA". "bbrA >= bbrB", "trC >= trB", "vbdC less than(<) vbdA or vbdC less than(<) vbdB", "vbnC >= vbnA or vbnC >= vbnB", and "volB >= svaB or volC >= svaC". [Trading Logic: Detail (GBPUSD pair -BUY-, this pair have to do check the EURUSD and GBPUSD charts. )] If all of these formulas is not true, trade order must be cancel.(EURUSD chart) "smaC not greater than(<=) smaA or smaC > smaB", "atrC less than(<) atrA", "atrC less than(<) atrB", "trB less than(<) atrB or trC less than(<) atrC", "svaC less than(<) svaA", "avaC less than(<) svaB", and "volB less than(<) svaB". (GBPUSD chart) "atrC less than(<) atrA", "atrC less than(<) atrB", "svaC less than(<) svaA", "avaC less than(<) svaB", "vbnC >= vbnA or vbnC less than(<) vbnB", and "volB >= svaB or volC less than(<) svaC. [Trading Logic: Detail (USDJPY pair -BUY-)] If all of these formulas is not true, trade order must be cancel."100 - rsiB not greater than(<=) 64", "kaiA not greater than(<=) -kaiB or smaA > smaB", "cbdC >= cbdA", "bbrA >= bbaB or bbfA > bbfB", "atrC less than(<) atrA", "atrC less than(<) atrB", "atrA less than(<) atrB", "svaC less than(<) svaA", "svaC less than(<) svaB", "vbnC less than(<) vbnB", "vlkC less than(<) vlkA", and "vlkC less than(<) vlkB". [BackTest Result(normal java code ver.)] week2-52 2004-2014.Total 5401 orders.Total 15699.8 pips.Ave = 2.90.Worst yaer is 2011(Ave.1.67).Best yaer is 2012(Ave.4.18).[Explanation of chosen settings]. Time frames = FIVE_MINS. Currency pairs = EURUSD, USDJPY, GBPUSD, and AUDUSD. SL = 1%. TP = 0.1%.weekendClosed = true(Close all positions before weekends). orderSizeMax = 1(Maximum order size).--Recommended settings for the long term trading: defaultTradeAmount = 1.0. orderAmountAdjuster = false(true = defaultTradeAmount is automatically adjusted by equity level). [Method of trade volume calculation] No calculations.
Version: Date: Status: Description:
13 10.08.2014 Not running mobnaga_BOM  Download
12 31.07.2014 Not running mobnaga_BOM  Download
11 12.07.2014 Not running mobnaga_BOM  Download
10 01.07.2014 Executed mobnaga_BOM  Download
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8 30.04.2014 Not running mobnaga_BOM  Download
7 13.04.2014 Not running mobnaga_BOM  Download
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4 24.03.2014 Executed mobnaga_BOM  Download
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2 16.03.2014 Not running mobnaga_BOM  Download
1 01.03.2014 Executed mobnaga_BOM  Download
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MobNaga 24 Mar.

Version 1, 2, 3 is totally broken. 4 is maybe not so bad...

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MobNaga 6 Apr.

ver.5:[BugFix] weekendclose function.fix the order numbers calculator error. And final issue is the getBars's filter.But That is not my problem.

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MobNaga 13 Apr.

[Ver.7] is scramble mode.This one is only for the half month contest which was caused by unknown server error.

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MobNaga 31 July

ver.12: defaultTradeAmount = 6(overweight). orderAmountAdjuster = true.(This settings is just for the one month contest. Not design for the long term win...)

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MobNaga 3 Aug.

ver.9: defaultTradeAmount = 7. orderAmountAdjuster = false.

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MobNaga 10 Aug.

ver.13: defaultTradeAmount = 10(harakiri-weight). orderAmountAdjuster = true.(all or nothing gamble mode)

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