Systems Workshop: "Buttonwood" E-mini daytrading system

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orionsbelt
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Re: Systems Workshop: "Buttonwood" E-mini daytrading system

Post by orionsbelt » Sat Nov 28, 2015 12:46 am

i want to test or "optimize" several other indicators in different combinations for the system as well but i am having trouble creating the separate functions for them. can anyone help me to create the functions so that i can begin testing?

i want to create functions for the following:

"95Trend" (where a +1 buy signal is when it turns up and a -1 sell for when it turns down)

and

"Fractal Trend" (where a +1 buy signal is when it turns up and a -1 sell for when it turns down)

and

"BollingerClassic" (where a +1 buy signal is a breakout above the top line or sdev (standard deviation) and a-1 sell signal is a breakout below the bottom line or sdev) but i want to also be able to "optimize" both the length and the sdev (standard deviation).

and

the standard "Bollingerband" where this is how far i have gotten with the function. see below.

Code: Select all

input: price,length,standarddev,updn;

if (updn>0)
   bollingerband = average(price, length) + (standarddev * stddev(price, length));
else
    bollingerband = average(price, length) - (standarddev * stddev(price, length));

return bollingerband;

if (bollingerband > 0) signal = 1;
if (bollingerband < 0) signal = -1;

return signal;
any help would be greatly appreciated.
thanks :D

sbank
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Re: Systems Workshop: "Buttonwood" E-mini daytrading system

Post by sbank » Sat Nov 28, 2015 2:23 am

Hi Orionsbelt,

I already tried the 95Trend (as well as Ehler's Even Better Sinewave indicator). Neither really seemed to help. But here is what I did for the 95trend:

Code: Select all

if (barnum==barsback) {
    signal=0;
}

# Get the Value of 95Trend
trend = 95Trend();

if (trend > 0)
    signal=-1;
if (trend < 0)
    signal=1;

return signal;  
Since there are no arguments to pass to this function, you would just call it like thus:

Code: Select all

signal_95trend=buttonwood_95trend_signal();   


As for Fractal Trend, remember that it is non-directional. In other words, it is not an oscillator, it rises when a trend (either down trend or up trend) is present. So you wouldn't use this like an RSI or a Stochastics. This is what I did for the fractal trend, but I was also not happy with these results either:

Code: Select all

input:price,depth;

if (barnum == barsback) {
  signal = 0;
  trend = 0;
}

frac = fractaltrend(price,depth);
trend = average(price,depth);

# trend up
if (trend > trend[1]){
if (frac < 1) {
  if ((frac > frac[1]) and (frac[1] < frac[2])) {
      signal = 1;
  }
}

if (frac > 15) {
 if ((frac < frac[1]) and (frac[1] > frac[2])) {
     signal = -1;
 }
}
}

# trend down
if (trend < trend[1]){
if (frac < 1) {
  if ((frac > frac[1]) and (frac[1] < frac[2])) {
      signal = -1;
  }
}

if (frac > 15) {
 if ((frac < frac[1]) and (frac[1] > frac[2])) {
     signal = 1;
 }
}
}


return signal;
I tried a whole bunch of stuff as I previously mentioned. :)

As of this afternoon I was investigating using DMI, since this is still meant to be a trend following system...

sbank
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Re: Systems Workshop: "Buttonwood" E-mini daytrading system

Post by sbank » Sat Nov 28, 2015 2:33 am

orionsbelt wrote:sbank, et al,

here are the results of the buttonwood_signal (EMA) and USM combined that you wanted to see

Code: Select all

Parameters	Profit/Loss	Accuracy	Num. Trades	Avg. Win	Avg. Loss	Avg. Trade	Win/Loss Ratio	Profit Factor	Max. Drawdown	Max. DD %
#1#=12#2#=75#3#=25	$67,050.00 	44.67%	1323	$385.87 	($219.95)	$50.68 	1.8	1.4	($6,512.50)	-11.13%
comments welcome
I sorted your list by Max Drawdown. Notice how this is a $6.5k for the best case scenario. This is what I was a bit afraid of. This is almost double what we have been working with previously. In other words, I would only be trading 50 contracts and not 100. (or really 2 contracts instead of 4. :lol: )

Thanks for sharing though. I still feel Earik has something up his sleeve that he will be sharing to get us over this current hump of $44 or so average trade size. 8-)

Simon.B
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Re: Systems Workshop: "Buttonwood" E-mini daytrading system

Post by Simon.B » Sat Dec 12, 2015 4:17 am

Hi All,

This thread went very quite lately.

I was busier than usual these past few weeks...so didn't have much time to continue with my thoughts. I know my last post was pretty cynical about 5 min. intra-day system, but I think by now, anyone who gave this a real try, is probably facing many of issues I talked about.

With that said....why did this thread go so quite ? Daily and 5 min. are not the only time frames available to us for automatic system building. I think a decent system can be created somewhere between these two periods. My biggest problem is lack of programming skills, I wish I could sit down and quickly try an idea or two by myself, but.....In any case, I remember some years ago I was experimenting with some systems for ES, I don't have any details left but remember that on 24 hour ES chart 13 and 30 min time frames looked promising. Last 4-5 years ES trades quite a bit of volume outside of RTH, and quite often, even when moves are large, intra-bar volatility is less than during daytime.

Best,

abacaba
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Re: Systems Workshop: "Buttonwood" E-mini daytrading system

Post by abacaba » Sat Dec 12, 2015 3:46 pm

That observation regarding the "night session" ES is right on, Simon. Good volume, much less intrabar volatility, well-formed moves. Maybe a comparison between RTH and extended hours as an added variable here would be a good thing. Personally, I've been getting up earlier and earlier these days...almost a vampire.

Todd

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earik
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Re: Systems Workshop: "Buttonwood" E-mini daytrading system

Post by earik » Wed Dec 16, 2015 12:26 am

Buttonwood_v6: Trading the Equity Curve

Hi Gang,

I had a chance to mess around with our Buttonwood system this afternoon, and have found an interesting way forward. My initial plan was to create another astro-based market filter and do a best-out-of-three sort of approach, but those are kind of a pain to design, and the few ideas I threw at this just weren't sticking. That would be the theoretically correct approach, and I'm sure there are more good astro filters, but like Simon has suggested, those take a ton of research to uncover, and in the interests of moving this thread forward I figured maybe it would be better to just look around in my bag of tricks instead of coming up with something completely new.

Those of you who are indicator traders are used to the idea of making decisions based on what a market filter is telling you. So rather than looking at the market itself, you're looking at the market filtered through a particular lens. A system itself is just like that - a filter that gives you signals on what the market might do. We tend to think of them as being a little different, since they actually place trades and we get backtests, etc, etc, but it's all really the same thing. Sometimes a way to improve a system is to figure out how to tell which trades have a higher probability and which trades have a lower probability of success. In other words, learn to trade/forecast the filter itself, rather than the market.

One interesting way of going about that is via streak analysis, where you look at the distribution of trades in terms of sets of winners-in-a-row. A trend following system like this one is going to have a sort of bell curve shape, with lots of 1-winner in a row and 1-loser in a row trades, followed by a set of 2-in-a-row trades next, and then fewer 3-in-a-rows. That sort of distribution is not unlike the distributions you might see, in say, a roulette wheel. And, if you've spent too many hours fooling around with roulette systems (like some people I know :? ), you have all sorts of ingenious ways to try and filter out those losing bets. More on that in a minute...

First, let's look at a graph:
buttonwood_streak_analysis.png
Splitting the streaks out
buttonwood_streak_analysis.png (55.11 KiB) Viewed 35501 times
What this chart shows is the system split out by streaks, from 4-losses in a row (at a parameter value of -4) up through +4 wins in a row (at a value of +4). There are longer streaks than this, but the number of trades really falls off in the tails, so I skipped them. Taking a cursory glance down the average trade column, it is very clear that the best trades happen after a set of losses, and the worst trades seem to happen after a set of wins. That suggests that the best time to trade this system is after small drawdowns, and the worst time to trade it is after small run-ups.

Let's check that out...

First, here's the original v5 script that we have been working with:
buttonwood_v5.png
Previous System, no trade filters
buttonwood_v5.png (35.05 KiB) Viewed 35501 times
Next, here's the report from v6, where we only trade if our short term winning streak is less than or equal to +1. In other words, if we won our last trade, but not two in a row, then we can take the next one. We can also take the next trade if we lost the last trade, no matter what the length of the losing streak is. But if we win 2 or more in a row, we have to chill out and wait for a loss before we can trade again.
buttonwood_v6.png
With trade filter
buttonwood_v6.png (39.66 KiB) Viewed 35501 times
If you compare these two reports, you'll see that the missing trades make up:

Profits: $86,462 - $76,752 = $5710
Trades: 1697 - 1373 = 324
Average Trade: $5710 / 324 = $17.62

So by doing this, we're chopping off the part of the system that only averages $18 per trade. Assuming slippage, those are actually all losers. We gain about 1% in accuracy, which is a wash, but the price we pay is in the drawdown column, which increases to $5,700 from $4,700. That's a 20% increase in max risk for only a 12% gain in the average trade department, which I don't like. On the other hand, in practical terms, a $7 bump in average trade values is a pretty big deal, especially if you were concerned that the previous numbers just weren't large enough to be tradable. Interestingly, it's the +1 streaks that are responsible for this drawdown, which isn't what you'd expect. We could chop them off, but that's too big a hit to the profit numbers to really be attractive. So that's really the negative here.

Anyway, moving forward! This is down to around 1400 trades, so I'm not sure we want to filter a whole lot more or we will get a daytrading system that never trades. Unless someone can figure out a few more tweaks to fix the drawdown column (or bump the average trade value up), it's probably time to start looking at things like position sizing, etc.

All for now,

Earik
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earik
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Re: Systems Workshop: "Buttonwood" E-mini daytrading system

Post by earik » Wed Dec 16, 2015 5:56 pm

Buttonwood_v7: A better way to trade the equity curve

I probably should have waited a bit longer before posting v6 yesterday, as I really wasn't very happy with increasing our max drawdown value as much as that approach required. Since there's an FOMC announcement today, and since I don't like trying to do anything when those happen, I distracted myself this morning by fooling around with Buttonwood a bit more... ;)

Since we know that the odds of a good trade go up as our losing streaks get longer, and that the odds of a bad trade go up as our winning streaks get longer, rather than being black and white about this by just chopping off all the winning streaks, we can be more moderate and simply scale into larger size when the odds shift towards us, and scale into smaller size when the odds shift against us. That lets us continue to take part in those long winning streaks in order to minimize drawdowns, while still putting more size on the table when we expect the larger winners to pop up. This is not unlike what a professional blackjack player would do when the count gets very positive.

With that in mind, I modified the v6 system to trade three distinct size units under the following situations:
  • Streaks of 2 or more losses in a row: 3 units
    1 loss or 1 win in a row: 2 units
    2 or more wins in a row: 1 unit
This gives us a sort of sliding scale approach, and produces the following results:
buttonwood_v7_system_report.png
Sliding Scale System Report (3 contracts)
buttonwood_v7_system_report.png (39.65 KiB) Viewed 35479 times
Keep in mind that we trade between 1 and 3 contracts here, so the numbers are inflated over the old v5 report (which you can reference in the previous post). If we divide the key elements by 3, we get the following. I've added the % changes vs v5 in parenthesis for comparison purposes.

Profit: $65,058 (-21%)
Average Trade: $53.75 (+10%)
Drawdown: $4045 (-14%)

In this approach, our average trade increased by 10% to almost $54 and our drawdown decreased by 14%. Better trades for less overall risk? Sure, I'll take that! :D Our total profit dropped to $65k, which is a reduction of 21% compared to the v5 profit level, but that's actually a bit of a math illusion - we divided total profit by 3 as if we always traded 3 contracts, where in reality we only sometimes traded 3 contracts. If we approach this from an average trade perspective, which is how we've really been looking at profit this whole time, the scaled approach actually earns more, with a +$5 premium per attempt.

Another metric to compare the three versions (v5, v6, and v7) might be average trade / max drawdown, which lines them up as follows:

v5: $48.59 / 4737 = 0.010
v6: $55.76 / 5700 = 0.009
v7: $53.75 / 4045 = 0.013 (dd divide by 3)

In this case, v7 makes the most per unit of risk, with the original v5 second, and yesterday's v6 in last place.

So what's the potential downside? We are scaling up with strings of losers, which means that if the max drawdown in the future ever happens as a result of some crazy 20-loss-in-a-row streak, then we will have the same exposure as if we were trading a full 3 contracts on the original, but will only have partial exposure if there's a massive 20-win-in-a-row streak that happens, which is the opposite of what you really want to be doing. Having said that, the streak analysis we looked at yesterday says that 1583 trades out of 1697 (93%) happen within the range of -4 to +4 in a row, and within that range, this approach makes a lot of sense.

Anyway, I left the v6 code in there (commented out), so you are welcome and able to mess around with this and see if you can get better metrics yourselves. Incidentally, programming something like this is a bit on the more difficult side, as you'll see if you go through the code. That's because you have to track the equity curve of the raw system itself, which must be kept separate from the actual equity curve from real trading. (This is the same sort of thing that is required from adaptive systems as discussed in MTS.) I prefixed all the variables that do it with a "sim_", so if you see one of those, that's what it is being used for.

All for now!

Earik
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orionsbelt
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Re: Systems Workshop: "Buttonwood" E-mini daytrading system

Post by orionsbelt » Thu Dec 17, 2015 4:42 am

i tested the original buttonwood SMA signal with a "reverse" channel EMA breakout and with no trade after 1430.
here are the "v5" results to see if they are more helpful than the original buttonwood SMA and channel AMA v5 version. (what does Earik and everyone think?)
many average trades from $56-59. sorry, i did this several weeks ago but due to holidays unable to post yet.
v5

Code: Select all

Parameters,Profit/Loss,Accuracy,Num. Trades,Avg. Win,Avg. Loss,Avg. Trade,Win/Loss Ratio,Profit Factor,Max. Drawdown,Max. DD %
#1#=11#2#=36#3#=120,$63400.00,44.76%,1222,$401.30,($231.28),$51.88,1.7,1.4,($5525.00),-20.61%
#1#=11#2#=36#3#=122,$62612.50,44.99%,1218,$400.25,($233.92),$51.41,1.7,1.4,($5550.00),-21.13%
#1#=11#2#=36#3#=124,$62600.00,44.98%,1216,$401.26,($234.51),$51.48,1.7,1.4,($5662.50),-21.09%
#1#=11#2#=36#3#=126,$62050.00,45.10%,1215,$400.87,($236.32),$51.07,1.7,1.4,($5725.00),-21.37%
#1#=11#2#=36#3#=128,$61962.50,45.15%,1216,$400.32,($236.60),$50.96,1.7,1.4,($5737.50),-21.43%
#1#=11#2#=36#3#=130,$60775.00,45.18%,1213,$400.34,($238.52),$50.10,1.7,1.4,($5850.00),-22.29%
#1#=11#2#=38#3#=120,$64125.00,45.45%,1208,$397.68,($233.99),$53.08,1.7,1.4,($5525.00),-20.77%
#1#=11#2#=38#3#=122,$63362.50,45.64%,1205,$396.66,($236.34),$52.58,1.7,1.4,($5550.00),-20.91%
#1#=11#2#=38#3#=124,$63300.00,45.55%,1203,$398.38,($236.66),$52.62,1.7,1.4,($5650.00),-20.87%
#1#=11#2#=38#3#=126,$63425.00,45.75%,1200,$398.16,($238.34),$52.85,1.7,1.4,($5712.50),-21.15%
#1#=11#2#=38#3#=128,$63487.50,45.80%,1201,$397.59,($238.38),$52.86,1.7,1.4,($5725.00),-21.35%
#1#=11#2#=38#3#=130,$62425.00,45.79%,1199,$397.70,($239.87),$52.06,1.7,1.4,($5825.00),-22.21%
#1#=11#2#=40#3#=120,$65412.50,45.72%,1203,$398.57,($235.53),$54.37,1.7,1.4,($5612.50),-17.39%
#1#=11#2#=40#3#=122,$64512.50,46.00%,1200,$396.49,($238.19),$53.76,1.7,1.4,($5637.50),-17.53%
#1#=11#2#=40#3#=124,$64375.00,45.74%,1198,$399.57,($237.83),$53.74,1.7,1.4,($5737.50),-17.29%
#1#=11#2#=40#3#=126,$64800.00,46.02%,1193,$399.02,($239.54),$54.32,1.7,1.4,($5800.00),-17.58%
#1#=11#2#=40#3#=128,$64875.00,45.98%,1194,$399.13,($239.15),$54.33,1.7,1.4,($5812.50),-17.78%
#1#=11#2#=40#3#=130,$63462.50,46.02%,1193,$398.50,($241.17),$53.20,1.7,1.4,($5862.50),-18.64%
#1#=11#2#=42#3#=120,$66037.50,46.07%,1196,$397.94,($237.56),$55.22,1.7,1.4,($5337.50),-17.25%
#1#=11#2#=42#3#=122,$65812.50,46.35%,1193,$396.20,($239.51),$55.17,1.7,1.4,($5362.50),-17.39%
#1#=11#2#=42#3#=124,$65912.50,46.10%,1191,$399.27,($238.77),$55.34,1.7,1.4,($5462.50),-17.15%
#1#=11#2#=42#3#=126,$66562.50,46.46%,1186,$398.16,($240.67),$56.12,1.7,1.4,($5537.50),-17.44%
#1#=11#2#=42#3#=128,$67462.50,46.58%,1183,$398.82,($240.96),$57.03,1.7,1.4,($5512.50),-17.64%
#1#=11#2#=42#3#=130,$66150.00,46.62%,1182,$397.94,($242.65),$55.96,1.6,1.4,($5562.50),-18.49%
#1#=11#2#=44#3#=120,$65700.00,46.43%,1191,$396.41,($240.62),$55.16,1.6,1.4,($5625.00),-13.37%
#1#=11#2#=44#3#=122,$65450.00,46.72%,1188,$394.53,($242.52),$55.09,1.6,1.4,($5650.00),-13.51%
#1#=11#2#=44#3#=124,$65362.50,46.42%,1187,$397.35,($241.47),$55.07,1.6,1.4,($5700.00),-13.28%
#1#=11#2#=44#3#=126,$66375.00,46.66%,1183,$397.28,($242.35),$56.11,1.6,1.4,($5737.50),-13.56%
#1#=11#2#=44#3#=128,$67275.00,46.78%,1180,$397.94,($242.66),$57.01,1.6,1.4,($5750.00),-13.76%
#1#=11#2#=44#3#=130,$66287.50,46.82%,1179,$397.21,($243.98),$56.22,1.6,1.4,($5800.00),-14.61%
#1#=11#2#=46#3#=120,$64100.00,46.65%,1194,$395.06,($244.82),$53.69,1.6,1.4,($5825.00),-14.56%
#1#=11#2#=46#3#=122,$63825.00,46.94%,1191,$393.20,($246.80),$53.59,1.6,1.4,($5850.00),-14.70%
#1#=11#2#=46#3#=124,$63700.00,46.60%,1191,$395.95,($245.36),$53.48,1.6,1.4,($5900.00),-14.65%
#1#=11#2#=46#3#=126,$64762.50,46.84%,1187,$395.86,($246.18),$54.56,1.6,1.4,($6050.00),-14.94%
#1#=11#2#=46#3#=128,$65750.00,47.04%,1184,$395.83,($246.77),$55.53,1.6,1.4,($5850.00),-15.13%
#1#=11#2#=46#3#=130,$65150.00,47.21%,1182,$394.38,($248.26),$55.12,1.6,1.4,($5975.00),-15.99%
#1#=11#2#=48#3#=120,$65512.50,46.77%,1193,$395.30,($244.19),$54.91,1.6,1.4,($5800.00),-15.41%
#1#=11#2#=48#3#=122,$65462.50,47.06%,1190,$393.59,($245.95),$55.01,1.6,1.4,($5825.00),-15.55%
#1#=11#2#=48#3#=124,$65337.50,46.81%,1190,$395.74,($245.00),$54.91,1.6,1.4,($5875.00),-15.50%
#1#=11#2#=48#3#=126,$65675.00,46.97%,1188,$395.63,($246.17),$55.28,1.6,1.4,($5912.50),-15.79%
#1#=11#2#=48#3#=128,$66650.00,47.17%,1185,$395.59,($246.79),$56.24,1.6,1.4,($5925.00),-15.99%
#1#=11#2#=48#3#=130,$66050.00,47.34%,1183,$394.15,($248.27),$55.83,1.6,1.4,($5975.00),-16.84%
#1#=11#2#=50#3#=120,$64987.50,46.34%,1189,$399.66,($243.30),$54.66,1.6,1.4,($6000.00),-12.83%
#1#=11#2#=50#3#=122,$64887.50,46.63%,1186,$397.92,($245.12),$54.71,1.6,1.4,($6025.00),-12.97%
#1#=11#2#=50#3#=124,$64687.50,46.37%,1186,$400.11,($244.30),$54.54,1.6,1.4,($6075.00),-13.02%
#1#=11#2#=50#3#=126,$65075.00,46.62%,1184,$399.30,($245.79),$54.96,1.6,1.4,($6112.50),-13.30%
#1#=11#2#=50#3#=128,$66100.00,46.91%,1181,$398.67,($246.83),$55.97,1.6,1.4,($6125.00),-13.49%
#1#=11#2#=50#3#=130,$65350.00,46.99%,1179,$397.79,($248.04),$55.43,1.6,1.4,($6175.00),-14.34%
#1#=12#2#=36#3#=120,$62612.50,45.02%,1215,$399.98,($233.79),$51.53,1.7,1.4,($5675.00),-19.44%
#1#=12#2#=36#3#=122,$62325.00,45.33%,1211,$398.41,($236.25),$51.47,1.7,1.4,($5625.00),-20.25%
#1#=12#2#=36#3#=124,$62437.50,45.24%,1209,$400.14,($236.31),$51.64,1.7,1.4,($5725.00),-20.20%
#1#=12#2#=36#3#=126,$62037.50,45.28%,1208,$400.66,($237.71),$51.36,1.7,1.4,($5787.50),-20.49%
#1#=12#2#=36#3#=128,$62012.50,45.24%,1209,$400.87,($237.56),$51.29,1.7,1.4,($5800.00),-20.69%
#1#=12#2#=36#3#=130,$60975.00,45.36%,1206,$400.18,($239.64),$50.56,1.7,1.4,($5850.00),-21.54%
#1#=12#2#=38#3#=120,$62525.00,45.42%,1202,$398.37,($236.26),$52.02,1.7,1.4,($6150.00),-16.15%
#1#=12#2#=38#3#=122,$62262.50,45.74%,1198,$396.81,($238.75),$51.97,1.7,1.4,($6175.00),-16.29%
#1#=12#2#=38#3#=124,$62225.00,45.48%,1196,$399.86,($238.19),$52.03,1.7,1.4,($6275.00),-16.25%
#1#=12#2#=38#3#=126,$61775.00,45.52%,1195,$400.37,($239.67),$51.69,1.7,1.4,($6337.50),-16.53%
#1#=12#2#=38#3#=128,$61487.50,45.48%,1196,$400.30,($239.69),$51.41,1.7,1.4,($6350.00),-16.73%
#1#=12#2#=38#3#=130,$60525.00,45.56%,1194,$399.70,($241.40),$50.69,1.7,1.4,($6400.00),-17.59%
#1#=12#2#=40#3#=120,$67050.00,46.35%,1191,$395.74,($236.93),$56.30,1.7,1.4,($5050.00),-14.39%
#1#=12#2#=40#3#=122,$66612.50,46.67%,1187,$394.02,($239.61),$56.12,1.6,1.4,($5075.00),-14.44%
#1#=12#2#=40#3#=124,$66475.00,46.37%,1186,$396.84,($238.66),$56.05,1.7,1.4,($5175.00),-14.20%
#1#=12#2#=40#3#=126,$66525.00,46.49%,1183,$397.43,($240.23),$56.23,1.7,1.4,($5237.50),-14.39%
#1#=12#2#=40#3#=128,$67400.00,46.69%,1180,$397.41,($240.98),$57.12,1.6,1.4,($5250.00),-14.39%
#1#=12#2#=40#3#=130,$66087.50,46.73%,1179,$396.53,($242.68),$56.05,1.6,1.4,($5300.00),-15.25%
#1#=12#2#=42#3#=120,$65787.50,46.20%,1184,$398.42,($238.85),$55.56,1.7,1.4,($5050.00),-13.05%
#1#=12#2#=42#3#=122,$65525.00,46.53%,1180,$396.84,($241.42),$55.53,1.6,1.4,($5075.00),-13.10%
#1#=12#2#=42#3#=124,$65387.50,46.31%,1179,$399.08,($240.94),$55.46,1.7,1.4,($5175.00),-12.86%
#1#=12#2#=42#3#=126,$65462.50,46.51%,1176,$399.04,($242.95),$55.67,1.6,1.4,($5237.50),-13.05%
#1#=12#2#=42#3#=128,$66362.50,46.72%,1173,$399.00,($243.66),$56.58,1.6,1.4,($5225.00),-13.06%
#1#=12#2#=42#3#=130,$65325.00,46.76%,1172,$398.22,($245.03),$55.74,1.6,1.4,($5275.00),-13.92%
#1#=12#2#=44#3#=120,$64075.00,46.42%,1187,$396.03,($242.35),$53.98,1.6,1.4,($5375.00),-12.63%
#1#=12#2#=44#3#=122,$63675.00,46.75%,1183,$394.46,($245.18),$53.83,1.6,1.4,($5400.00),-12.67%
#1#=12#2#=44#3#=124,$63500.00,46.53%,1182,$396.66,($244.72),$53.72,1.6,1.4,($5500.00),-12.63%
#1#=12#2#=44#3#=126,$63687.50,46.69%,1180,$396.42,($246.01),$53.97,1.6,1.4,($5537.50),-12.82%
#1#=12#2#=44#3#=128,$64550.00,46.98%,1177,$395.77,($247.30),$54.84,1.6,1.4,($5550.00),-12.82%
#1#=12#2#=44#3#=130,$63925.00,47.15%,1175,$394.31,($248.83),$54.40,1.6,1.4,($5600.00),-13.68%
#1#=12#2#=46#3#=120,$65537.50,46.70%,1182,$396.26,($243.17),$55.45,1.6,1.4,($5587.50),-12.54%
#1#=12#2#=46#3#=122,$65375.00,47.03%,1178,$394.54,($245.51),$55.50,1.6,1.4,($5612.50),-12.59%
#1#=12#2#=46#3#=124,$65250.00,46.77%,1178,$396.73,($244.58),$55.39,1.6,1.4,($5662.50),-12.54%
#1#=12#2#=46#3#=126,$65412.50,46.94%,1176,$396.51,($245.93),$55.62,1.6,1.4,($5812.50),-12.73%
#1#=12#2#=46#3#=128,$66375.00,47.23%,1173,$395.87,($247.07),$56.59,1.6,1.4,($5612.50),-12.74%
#1#=12#2#=46#3#=130,$65725.00,47.40%,1171,$394.37,($248.62),$56.13,1.6,1.4,($5737.50),-13.59%
#1#=12#2#=48#3#=120,$64237.50,46.61%,1180,$397.45,($245.02),$54.44,1.6,1.4,($5450.00),-12.12%
#1#=12#2#=48#3#=122,$64075.00,46.85%,1176,$396.42,($246.96),$54.49,1.6,1.4,($5475.00),-12.16%
#1#=12#2#=48#3#=124,$63875.00,46.60%,1176,$398.61,($246.12),$54.32,1.6,1.4,($5525.00),-12.21%
#1#=12#2#=48#3#=126,$63862.50,46.68%,1174,$398.79,($247.08),$54.40,1.6,1.4,($5562.50),-13.63%
#1#=12#2#=48#3#=128,$64912.50,46.97%,1171,$398.32,($248.25),$55.43,1.6,1.4,($5575.00),-13.64%
#1#=12#2#=48#3#=130,$64187.50,47.05%,1169,$397.45,($249.45),$54.91,1.6,1.4,($5625.00),-14.49%
#1#=12#2#=50#3#=120,$64462.50,46.94%,1178,$395.32,($246.64),$54.72,1.6,1.4,($6187.50),-11.12%
#1#=12#2#=50#3#=122,$64275.00,47.19%,1174,$394.13,($248.51),$54.75,1.6,1.4,($6212.50),-11.21%
#1#=12#2#=50#3#=124,$64100.00,46.93%,1174,$396.35,($247.65),$54.60,1.6,1.4,($6262.50),-11.32%
#1#=12#2#=50#3#=126,$64012.50,47.01%,1172,$396.51,($248.73),$54.62,1.6,1.4,($6300.00),-11.55%
#1#=12#2#=50#3#=128,$65087.50,47.31%,1169,$396.04,($249.88),$55.68,1.6,1.4,($6312.50),-11.45%
#1#=12#2#=50#3#=130,$64437.50,47.30%,1167,$395.88,($250.55),$55.22,1.6,1.4,($6362.50),-11.49%
#1#=13#2#=36#3#=120,$64000.00,45.30%,1212,$398.61,($233.54),$52.81,1.7,1.4,($5500.00),-17.25%
#1#=13#2#=36#3#=122,$63787.50,45.61%,1208,$397.01,($235.86),$52.80,1.7,1.4,($5450.00),-17.53%
#1#=13#2#=36#3#=124,$64100.00,45.44%,1206,$399.50,($235.30),$53.15,1.7,1.4,($5550.00),-17.53%
#1#=13#2#=36#3#=126,$63700.00,45.39%,1205,$400.73,($236.32),$52.86,1.7,1.4,($5612.50),-17.82%
#1#=13#2#=36#3#=128,$63587.50,45.52%,1206,$399.41,($236.97),$52.73,1.7,1.4,($5625.00),-18.02%
#1#=13#2#=36#3#=130,$62475.00,45.64%,1203,$398.77,($239.22),$51.93,1.7,1.4,($5675.00),-18.88%
#1#=13#2#=38#3#=120,$64037.50,45.64%,1194,$399.17,($236.54),$53.63,1.7,1.4,($5637.50),-16.39%
#1#=13#2#=38#3#=122,$63725.00,45.97%,1190,$397.51,($239.06),$53.55,1.7,1.4,($5662.50),-16.67%
#1#=13#2#=38#3#=124,$63662.50,45.67%,1189,$400.37,($237.98),$53.54,1.7,1.4,($5762.50),-16.67%
#1#=13#2#=38#3#=126,$63237.50,45.62%,1188,$401.61,($239.07),$53.23,1.7,1.4,($5937.50),-16.96%
#1#=13#2#=38#3#=128,$63362.50,45.83%,1187,$400.44,($240.24),$53.38,1.7,1.4,($5737.50),-17.16%
#1#=13#2#=38#3#=130,$62225.00,45.91%,1185,$399.54,($242.00),$52.51,1.7,1.4,($5687.50),-18.02%
#1#=13#2#=40#3#=120,$65050.00,45.86%,1184,$400.18,($237.52),$54.94,1.7,1.4,($5237.50),-15.08%
#1#=13#2#=40#3#=122,$64637.50,46.15%,1181,$398.53,($239.88),$54.73,1.7,1.4,($5262.50),-15.13%
#1#=13#2#=40#3#=124,$64600.00,45.93%,1180,$400.83,($239.26),$54.75,1.7,1.4,($5387.50),-14.89%
#1#=13#2#=40#3#=126,$64175.00,45.89%,1179,$401.99,($240.28),$54.43,1.7,1.4,($5562.50),-15.08%
#1#=13#2#=40#3#=128,$65075.00,46.17%,1176,$401.34,($241.47),$55.34,1.7,1.4,($5362.50),-15.09%
#1#=13#2#=40#3#=130,$64212.50,46.25%,1174,$400.39,($242.79),$54.70,1.6,1.4,($5262.50),-15.95%
#1#=13#2#=42#3#=120,$64625.00,46.01%,1178,$399.91,($239.19),$54.86,1.7,1.4,($5237.50),-10.24%
#1#=13#2#=42#3#=122,$64400.00,46.34%,1174,$398.25,($241.67),$54.86,1.6,1.4,($5262.50),-10.21%
#1#=13#2#=42#3#=124,$64300.00,46.12%,1173,$400.55,($241.14),$54.82,1.7,1.4,($5362.50),-10.26%
#1#=13#2#=42#3#=126,$64412.50,46.20%,1171,$401.16,($242.24),$55.01,1.7,1.4,($5425.00),-11.20%
#1#=13#2#=42#3#=128,$65300.00,46.49%,1168,$400.48,($243.46),$55.91,1.6,1.4,($5412.50),-11.21%
#1#=13#2#=42#3#=130,$64387.50,46.53%,1167,$399.75,($244.67),$55.17,1.6,1.4,($5462.50),-11.32%
#1#=13#2#=44#3#=120,$64762.50,46.43%,1178,$398.35,($242.69),$54.98,1.6,1.4,($5437.50),-11.41%
#1#=13#2#=44#3#=122,$64525.00,46.76%,1174,$396.72,($245.24),$54.96,1.6,1.4,($5462.50),-11.38%
#1#=13#2#=44#3#=124,$64375.00,46.51%,1174,$398.95,($244.35),$54.83,1.6,1.4,($5562.50),-11.38%
#1#=13#2#=44#3#=126,$64525.00,46.59%,1172,$399.54,($245.41),$55.06,1.6,1.4,($5725.00),-12.37%
#1#=13#2#=44#3#=128,$65550.00,46.88%,1169,$399.04,($246.58),$56.07,1.6,1.4,($5725.00),-12.36%
#1#=13#2#=44#3#=130,$64950.00,47.04%,1167,$397.56,($248.08),$55.66,1.6,1.4,($5725.00),-12.28%
#1#=13#2#=46#3#=120,$66837.50,47.14%,1171,$396.42,($245.54),$57.08,1.6,1.4,($5487.50),-10.92%
#1#=13#2#=46#3#=122,$66987.50,47.47%,1167,$394.65,($247.39),$57.40,1.6,1.4,($5512.50),-10.89%
#1#=13#2#=46#3#=124,$66762.50,47.22%,1167,$396.82,($246.57),$57.21,1.6,1.4,($5612.50),-10.90%
#1#=13#2#=46#3#=126,$66737.50,47.21%,1165,$397.64,($247.09),$57.29,1.6,1.4,($5725.00),-11.92%
#1#=13#2#=46#3#=128,$67712.50,47.50%,1162,$397.15,($248.38),$58.27,1.6,1.4,($5725.00),-11.92%
#1#=13#2#=46#3#=130,$67087.50,47.59%,1160,$396.29,($249.44),$57.83,1.6,1.4,($5725.00),-11.84%
#1#=13#2#=48#3#=120,$65312.50,47.05%,1171,$395.64,($246.27),$55.77,1.6,1.4,($6000.00),-11.03%
#1#=13#2#=48#3#=122,$65425.00,47.26%,1168,$394.45,($247.26),$56.01,1.6,1.4,($6025.00),-11.01%
#1#=13#2#=48#3#=124,$65200.00,47.09%,1168,$395.98,($246.91),$55.82,1.6,1.4,($6075.00),-11.09%
#1#=13#2#=48#3#=126,$65250.00,47.17%,1166,$396.14,($247.77),$55.96,1.6,1.4,($6112.50),-12.05%
#1#=13#2#=48#3#=128,$66250.00,47.46%,1163,$395.65,($249.02),$56.96,1.6,1.4,($6125.00),-12.04%
#1#=13#2#=48#3#=130,$65550.00,47.46%,1161,$395.44,($249.73),$56.46,1.6,1.4,($6175.00),-11.96%
#1#=13#2#=50#3#=120,$63350.00,47.06%,1175,$394.10,($248.53),$53.91,1.6,1.4,($6862.50),-12.42%
#1#=13#2#=50#3#=122,$63487.50,47.27%,1172,$392.92,($249.49),$54.17,1.6,1.4,($6887.50),-12.51%
#1#=13#2#=50#3#=124,$63187.50,47.01%,1172,$395.12,($248.83),$53.91,1.6,1.4,($6987.50),-12.72%
#1#=13#2#=50#3#=126,$63462.50,47.31%,1169,$394.30,($250.95),$54.29,1.6,1.4,($7025.00),-12.91%
#1#=13#2#=50#3#=128,$64437.50,47.60%,1166,$393.78,($252.23),$55.26,1.6,1.4,($7037.50),-12.81%
#1#=13#2#=50#3#=130,$63787.50,47.59%,1164,$393.61,($252.91),$54.80,1.6,1.4,($7087.50),-12.85%
#1#=14#2#=36#3#=120,$63837.50,45.49%,1198,$398.78,($235.07),$53.29,1.7,1.4,($5375.00),-16.18%
#1#=14#2#=36#3#=122,$63400.00,45.73%,1194,$397.73,($237.29),$53.10,1.7,1.4,($5400.00),-16.99%
#1#=14#2#=36#3#=124,$63250.00,45.52%,1193,$399.88,($236.75),$53.02,1.7,1.4,($5500.00),-16.99%
#1#=14#2#=36#3#=126,$63050.00,45.51%,1191,$401.15,($237.87),$52.94,1.7,1.4,($5662.50),-16.56%
#1#=14#2#=36#3#=128,$63075.00,45.72%,1192,$399.11,($238.70),$52.92,1.7,1.4,($5575.00),-16.76%
#1#=14#2#=36#3#=130,$61987.50,45.75%,1189,$399.17,($240.56),$52.13,1.7,1.4,($5625.00),-17.62%
#1#=14#2#=38#3#=120,$62712.50,45.73%,1183,$399.68,($239.12),$53.01,1.7,1.4,($5587.50),-14.94%
#1#=14#2#=38#3#=122,$62450.00,46.02%,1180,$398.04,($241.27),$52.92,1.6,1.4,($5612.50),-15.51%
#1#=14#2#=38#3#=124,$62312.50,45.80%,1179,$400.30,($240.77),$52.85,1.7,1.4,($5712.50),-15.51%
#1#=14#2#=38#3#=126,$61912.50,45.76%,1178,$401.58,($241.84),$52.56,1.7,1.4,($5850.00),-15.80%
#1#=14#2#=38#3#=128,$62162.50,45.96%,1177,$400.55,($242.98),$52.81,1.6,1.4,($5787.50),-16.00%
#1#=14#2#=38#3#=130,$61000.00,46.00%,1176,$399.65,($244.43),$51.87,1.6,1.4,($5837.50),-16.86%
#1#=14#2#=40#3#=120,$66212.50,46.26%,1176,$399.61,($239.20),$56.30,1.7,1.4,($5887.50),-10.74%
#1#=14#2#=40#3#=122,$65950.00,46.55%,1173,$397.96,($241.37),$56.22,1.6,1.4,($5912.50),-10.83%
#1#=14#2#=40#3#=124,$65837.50,46.33%,1172,$400.25,($240.86),$56.18,1.7,1.4,($6037.50),-11.05%
#1#=14#2#=40#3#=126,$65512.50,46.37%,1171,$400.78,($242.22),$55.95,1.7,1.4,($6187.50),-11.41%
#1#=14#2#=40#3#=128,$66512.50,46.66%,1168,$400.28,($243.40),$56.95,1.6,1.4,($5987.50),-10.99%
#1#=14#2#=40#3#=130,$65600.00,46.70%,1165,$400.07,($244.83),$56.31,1.6,1.4,($5862.50),-11.34%
#1#=14#2#=42#3#=120,$67587.50,46.82%,1164,$399.77,($242.79),$58.06,1.6,1.4,($5375.00),-11.45%
#1#=14#2#=42#3#=122,$67475.00,47.16%,1160,$398.13,($245.19),$58.17,1.6,1.4,($5400.00),-11.42%
#1#=14#2#=42#3#=124,$67387.50,46.94%,1159,$400.41,($244.61),$58.14,1.6,1.4,($5500.00),-11.38%
#1#=14#2#=42#3#=126,$66862.50,46.98%,1160,$399.98,($245.73),$57.64,1.6,1.4,($5725.00),-12.44%
#1#=14#2#=42#3#=128,$67825.00,47.28%,1157,$399.47,($247.03),$58.62,1.6,1.5,($5725.00),-12.45%
#1#=14#2#=42#3#=130,$66650.00,47.36%,1155,$398.72,($249.10),$57.71,1.6,1.4,($5725.00),-12.37%
#1#=14#2#=44#3#=120,$65725.00,47.24%,1160,$397.42,($248.47),$56.66,1.6,1.4,($5737.50),-11.83%
#1#=14#2#=44#3#=122,$65775.00,47.54%,1157,$395.80,($250.27),$56.85,1.6,1.4,($5762.50),-11.79%
#1#=14#2#=44#3#=124,$65637.50,47.28%,1157,$398.01,($249.30),$56.73,1.6,1.4,($5862.50),-11.77%
#1#=14#2#=44#3#=126,$65475.00,47.36%,1157,$397.58,($250.25),$56.59,1.6,1.4,($6012.50),-12.71%
#1#=14#2#=44#3#=128,$66387.50,47.66%,1154,$397.09,($251.68),$57.53,1.6,1.4,($5975.00),-12.73%
#1#=14#2#=44#3#=130,$65787.50,47.83%,1152,$395.58,($253.20),$57.11,1.6,1.4,($5975.00),-12.62%
#1#=14#2#=46#3#=120,$66037.50,47.72%,1163,$394.50,($251.50),$56.78,1.6,1.4,($5625.00),-11.45%
#1#=14#2#=46#3#=122,$66100.00,48.02%,1160,$392.68,($253.11),$56.98,1.6,1.4,($5650.00),-11.46%
#1#=14#2#=46#3#=124,$65937.50,47.76%,1160,$394.83,($252.15),$56.84,1.6,1.4,($5750.00),-11.44%
#1#=14#2#=46#3#=126,$65950.00,47.84%,1158,$394.77,($252.90),$56.95,1.6,1.4,($6012.50),-12.45%
#1#=14#2#=46#3#=128,$66762.50,48.14%,1155,$394.11,($254.36),$57.80,1.5,1.4,($6012.50),-12.46%
#1#=14#2#=46#3#=130,$66087.50,48.22%,1153,$393.21,($255.51),$57.32,1.5,1.4,($6012.50),-12.38%
#1#=14#2#=48#3#=120,$64762.50,47.93%,1162,$391.90,($253.76),$55.73,1.5,1.4,($6762.50),-12.11%
#1#=14#2#=48#3#=122,$64775.00,48.14%,1159,$390.66,($254.93),$55.89,1.5,1.4,($6787.50),-12.21%
#1#=14#2#=48#3#=124,$64512.50,47.97%,1159,$392.18,($254.62),$55.66,1.5,1.4,($6837.50),-12.33%
#1#=14#2#=48#3#=126,$64575.00,47.97%,1157,$392.91,($254.96),$55.81,1.5,1.4,($6912.50),-12.62%
#1#=14#2#=48#3#=128,$65425.00,48.27%,1154,$392.21,($256.34),$56.69,1.5,1.4,($6887.50),-12.49%
#1#=14#2#=48#3#=130,$64775.00,48.26%,1152,$392.04,($257.05),$56.23,1.5,1.4,($6937.50),-12.53%
#1#=14#2#=50#3#=120,$63825.00,47.90%,1167,$389.87,($253.47),$54.69,1.5,1.4,($7012.50),-12.49%
#1#=14#2#=50#3#=122,$64012.50,48.19%,1162,$388.64,($255.19),$55.09,1.5,1.4,($7037.50),-12.60%
#1#=14#2#=50#3#=124,$63750.00,48.02%,1162,$390.14,($254.88),$54.86,1.5,1.4,($7087.50),-12.72%
#1#=14#2#=50#3#=126,$64125.00,48.32%,1159,$389.15,($256.76),$55.33,1.5,1.4,($7125.00),-12.90%
#1#=14#2#=50#3#=128,$65637.50,48.70%,1154,$388.48,($257.92),$56.88,1.5,1.4,($6737.50),-12.06%
#1#=14#2#=50#3#=130,$65087.50,48.70%,1152,$388.30,($258.46),$56.50,1.5,1.4,($6787.50),-12.08%
#1#=15#2#=36#3#=120,$60075.00,45.28%,1197,$400.23,($239.47),$50.19,1.7,1.4,($6100.00),-15.86%
#1#=15#2#=36#3#=122,$59675.00,45.48%,1194,$399.24,($241.34),$49.98,1.7,1.4,($6125.00),-16.58%
#1#=15#2#=36#3#=124,$59475.00,45.35%,1193,$400.79,($241.33),$49.85,1.7,1.4,($6275.00),-17.15%
#1#=15#2#=36#3#=126,$59075.00,45.39%,1192,$401.25,($242.70),$49.56,1.7,1.4,($6450.00),-17.44%
#1#=15#2#=36#3#=128,$59887.50,45.68%,1191,$399.89,($243.66),$50.28,1.6,1.4,($6250.00),-17.64%
#1#=15#2#=36#3#=130,$59037.50,45.75%,1187,$399.95,($245.56),$49.74,1.6,1.4,($6275.00),-18.50%
#1#=15#2#=38#3#=120,$62962.50,45.85%,1180,$400.58,($240.61),$53.36,1.7,1.4,($5687.50),-14.70%
#1#=15#2#=38#3#=122,$62712.50,46.13%,1177,$398.94,($242.76),$53.28,1.6,1.4,($5712.50),-15.51%
#1#=15#2#=38#3#=124,$62387.50,45.92%,1176,$401.11,($242.47),$53.05,1.7,1.4,($5862.50),-16.08%
#1#=15#2#=38#3#=126,$61987.50,46.04%,1175,$400.85,($244.28),$52.76,1.6,1.4,($5900.00),-16.37%
#1#=15#2#=38#3#=128,$62337.50,46.25%,1174,$399.95,($245.38),$53.10,1.6,1.4,($5912.50),-16.57%
#1#=15#2#=38#3#=130,$61337.50,46.33%,1172,$399.08,($247.00),$52.34,1.6,1.4,($5962.50),-17.43%
#1#=15#2#=40#3#=120,$65250.00,46.87%,1167,$396.16,($244.27),$55.91,1.6,1.4,($5362.50),-10.99%
#1#=15#2#=40#3#=122,$65262.50,47.21%,1163,$394.51,($246.46),$56.12,1.6,1.4,($5387.50),-10.95%
#1#=15#2#=40#3#=124,$65000.00,46.99%,1162,$396.77,($246.16),$55.94,1.6,1.4,($5487.50),-10.95%
#1#=15#2#=40#3#=126,$64675.00,47.11%,1161,$396.32,($247.74),$55.71,1.6,1.4,($5637.50),-11.98%
#1#=15#2#=40#3#=128,$65637.50,47.41%,1158,$395.83,($249.06),$56.68,1.6,1.4,($5437.50),-12.00%
#1#=15#2#=40#3#=130,$64562.50,47.49%,1154,$395.78,($251.36),$55.95,1.6,1.4,($5437.50),-11.95%
#1#=15#2#=42#3#=120,$65762.50,47.33%,1160,$395.01,($247.30),$56.69,1.6,1.4,($5537.50),-11.87%
#1#=15#2#=42#3#=122,$65600.00,47.62%,1157,$393.38,($249.42),$56.70,1.6,1.4,($5537.50),-11.88%
#1#=15#2#=42#3#=124,$65312.50,47.40%,1156,$395.62,($249.16),$56.50,1.6,1.4,($5537.50),-11.88%
#1#=15#2#=42#3#=126,$64987.50,47.53%,1155,$395.24,($250.83),$56.27,1.6,1.4,($6012.50),-12.87%
#1#=15#2#=42#3#=128,$66200.00,47.91%,1150,$394.58,($252.44),$57.57,1.6,1.4,($6012.50),-12.89%
#1#=15#2#=42#3#=130,$66075.00,47.99%,1146,$394.86,($253.52),$57.66,1.6,1.4,($6012.50),-12.81%
#1#=15#2#=44#3#=120,$65362.50,47.45%,1157,$395.17,($249.32),$56.49,1.6,1.4,($6300.00),-12.19%
#1#=15#2#=44#3#=122,$65150.00,47.71%,1155,$393.63,($251.22),$56.41,1.6,1.4,($6325.00),-12.20%
#1#=15#2#=44#3#=124,$64637.50,47.45%,1155,$395.83,($250.86),$55.96,1.6,1.4,($6425.00),-12.25%
#1#=15#2#=44#3#=126,$64650.00,47.61%,1153,$395.42,($252.38),$56.07,1.6,1.4,($6575.00),-13.17%
#1#=15#2#=44#3#=128,$65862.50,48.00%,1148,$394.76,($254.02),$57.37,1.6,1.4,($6225.00),-13.19%
#1#=15#2#=44#3#=130,$65162.50,48.08%,1146,$393.87,($255.23),$56.86,1.5,1.4,($6225.00),-13.09%
#1#=15#2#=46#3#=120,$65937.50,47.84%,1156,$393.33,($251.37),$57.04,1.6,1.4,($6337.50),-12.03%
#1#=15#2#=46#3#=122,$65662.50,48.01%,1154,$392.06,($252.56),$56.90,1.6,1.4,($6362.50),-12.06%
#1#=15#2#=46#3#=124,$65125.00,47.83%,1154,$393.57,($252.70),$56.43,1.6,1.4,($6462.50),-12.14%
#1#=15#2#=46#3#=126,$65037.50,47.92%,1154,$393.11,($253.49),$56.36,1.6,1.4,($6612.50),-13.05%
#1#=15#2#=46#3#=128,$66262.50,48.30%,1149,$392.45,($255.13),$57.67,1.5,1.4,($6225.00),-13.06%
#1#=15#2#=46#3#=130,$65537.50,48.39%,1147,$391.55,($256.38),$57.14,1.5,1.4,($6225.00),-12.98%
#1#=15#2#=48#3#=120,$66037.50,48.39%,1151,$390.37,($254.88),$57.37,1.5,1.4,($7012.50),-12.62%
#1#=15#2#=48#3#=122,$66012.50,48.56%,1149,$389.11,($255.69),$57.45,1.5,1.4,($7037.50),-12.72%
#1#=15#2#=48#3#=124,$65525.00,48.39%,1149,$390.63,($255.75),$57.03,1.5,1.4,($7087.50),-12.88%
#1#=15#2#=48#3#=126,$65200.00,48.43%,1148,$390.74,($256.84),$56.79,1.5,1.4,($7237.50),-13.26%
#1#=15#2#=48#3#=128,$66550.00,48.73%,1143,$390.91,($258.00),$58.22,1.5,1.4,($6637.50),-12.63%
#1#=15#2#=48#3#=130,$65900.00,48.73%,1141,$390.69,($258.68),$57.76,1.5,1.4,($6812.50),-12.52%
#1#=15#2#=50#3#=120,$63537.50,48.48%,1153,$387.84,($258.02),$55.11,1.5,1.4,($7000.00),-12.86%
#1#=15#2#=50#3#=122,$63787.50,48.74%,1149,$386.67,($259.34),$55.52,1.5,1.4,($7025.00),-12.95%
#1#=15#2#=50#3#=124,$63300.00,48.48%,1149,$388.76,($258.85),$55.09,1.5,1.4,($7075.00),-13.12%
#1#=15#2#=50#3#=126,$62950.00,48.52%,1148,$388.80,($259.92),$54.83,1.5,1.4,($7112.50),-13.32%
#1#=15#2#=50#3#=128,$64712.50,48.82%,1143,$388.98,($260.41),$56.62,1.5,1.4,($6725.00),-13.11%
#1#=15#2#=50#3#=130,$64112.50,48.82%,1141,$388.80,($261.04),$56.19,1.5,1.4,($6825.00),-12.99%
#1#=16#2#=36#3#=120,$59412.50,45.55%,1190,$399.26,($242.26),$49.93,1.6,1.4,($6325.00),-17.87%
#1#=16#2#=36#3#=122,$59137.50,45.75%,1187,$398.25,($243.96),$49.82,1.6,1.4,($6350.00),-18.68%
#1#=16#2#=36#3#=124,$59037.50,45.58%,1187,$399.79,($243.42),$49.74,1.6,1.4,($6500.00),-19.64%
#1#=16#2#=36#3#=126,$59075.00,45.65%,1185,$400.37,($244.60),$49.85,1.6,1.4,($6625.00),-18.82%
#1#=16#2#=36#3#=128,$59512.50,45.86%,1184,$399.54,($245.61),$50.26,1.6,1.4,($6650.00),-19.02%
#1#=16#2#=36#3#=130,$58637.50,46.02%,1180,$398.90,($247.98),$49.69,1.6,1.4,($6700.00),-19.89%
#1#=16#2#=38#3#=120,$64575.00,46.08%,1172,$402.22,($241.50),$55.10,1.7,1.4,($5950.00),-11.92%
#1#=16#2#=38#3#=122,$64475.00,46.36%,1169,$400.55,($243.42),$55.15,1.6,1.4,($5975.00),-11.97%
#1#=16#2#=38#3#=124,$63737.50,46.11%,1169,$402.74,($243.39),$54.52,1.7,1.4,($6125.00),-12.16%
#1#=16#2#=38#3#=126,$63537.50,46.23%,1168,$402.38,($244.82),$54.40,1.6,1.4,($6275.00),-12.45%
#1#=16#2#=38#3#=128,$64412.50,46.52%,1165,$401.71,($246.09),$55.29,1.6,1.4,($6075.00),-12.64%
#1#=16#2#=38#3#=130,$63387.50,46.60%,1163,$400.78,($247.73),$54.50,1.6,1.4,($6200.00),-13.51%
#1#=16#2#=40#3#=120,$63000.00,46.87%,1167,$394.24,($246.21),$53.98,1.6,1.4,($5750.00),-12.44%
#1#=16#2#=40#3#=122,$63250.00,47.16%,1164,$392.99,($247.97),$54.34,1.6,1.4,($5750.00),-12.45%
#1#=16#2#=40#3#=124,$62450.00,46.91%,1164,$395.15,($248.06),$53.65,1.6,1.4,($5887.50),-12.56%
#1#=16#2#=40#3#=126,$62250.00,47.03%,1163,$394.81,($249.53),$53.53,1.6,1.4,($6225.00),-13.57%
#1#=16#2#=40#3#=128,$63512.50,47.41%,1158,$394.17,($251.05),$54.85,1.6,1.4,($6225.00),-13.59%
#1#=16#2#=40#3#=130,$62562.50,47.49%,1156,$393.81,($253.11),$54.12,1.6,1.4,($6225.00),-13.54%
#1#=16#2#=42#3#=120,$65437.50,47.04%,1165,$396.88,($246.43),$56.17,1.6,1.4,($5762.50),-12.34%
#1#=16#2#=42#3#=122,$65412.50,47.33%,1162,$395.32,($248.39),$56.29,1.6,1.4,($5787.50),-12.35%
#1#=16#2#=42#3#=124,$64462.50,46.99%,1162,$398.19,($248.30),$55.48,1.6,1.4,($5962.50),-12.47%
#1#=16#2#=42#3#=126,$64362.50,47.11%,1161,$397.90,($249.65),$55.44,1.6,1.4,($6225.00),-13.48%
#1#=16#2#=42#3#=128,$65575.00,47.49%,1156,$397.24,($251.26),$56.73,1.6,1.4,($6225.00),-13.49%
#1#=16#2#=42#3#=130,$65450.00,47.57%,1152,$397.54,($252.32),$56.81,1.6,1.4,($6225.00),-13.41%
#1#=16#2#=44#3#=120,$66387.50,47.84%,1156,$392.02,($249.42),$57.43,1.6,1.4,($6487.50),-11.91%
#1#=16#2#=44#3#=122,$66462.50,48.09%,1154,$390.65,($251.00),$57.59,1.6,1.4,($6512.50),-11.97%
#1#=16#2#=44#3#=124,$65737.50,47.92%,1154,$392.11,($251.41),$56.96,1.6,1.4,($6662.50),-12.32%
#1#=16#2#=44#3#=126,$65512.50,48.05%,1153,$391.65,($252.86),$56.82,1.5,1.4,($6812.50),-12.69%
#1#=16#2#=44#3#=128,$66762.50,48.43%,1148,$391.01,($254.46),$58.16,1.5,1.4,($6187.50),-12.50%
#1#=16#2#=44#3#=130,$66487.50,48.52%,1146,$390.51,($255.32),$58.02,1.5,1.4,($6362.50),-12.41%
#1#=16#2#=46#3#=120,$66875.00,48.09%,1150,$392.38,($251.44),$58.15,1.6,1.4,($6737.50),-12.24%
#1#=16#2#=46#3#=122,$66850.00,48.26%,1148,$391.20,($252.31),$58.23,1.6,1.4,($6762.50),-12.33%
#1#=16#2#=46#3#=124,$66212.50,48.17%,1148,$392.00,($253.05),$57.68,1.5,1.4,($6812.50),-12.50%
#1#=16#2#=46#3#=126,$66112.50,48.26%,1148,$391.54,($253.87),$57.59,1.5,1.4,($6962.50),-12.84%
#1#=16#2#=46#3#=128,$67437.50,48.56%,1143,$391.71,($255.04),$59.00,1.5,1.4,($6337.50),-12.08%
#1#=16#2#=46#3#=130,$66712.50,48.55%,1141,$391.52,($255.86),$58.47,1.5,1.4,($6512.50),-12.00%
#1#=16#2#=48#3#=120,$64737.50,48.34%,1148,$390.27,($256.09),$56.39,1.5,1.4,($7187.50),-13.14%
#1#=16#2#=48#3#=122,$64812.50,48.52%,1146,$389.07,($256.80),$56.56,1.5,1.4,($7212.50),-13.23%
#1#=16#2#=48#3#=124,$64312.50,48.25%,1146,$391.23,($256.39),$56.12,1.5,1.4,($7262.50),-13.41%
#1#=16#2#=48#3#=126,$63987.50,48.38%,1145,$390.70,($257.97),$55.88,1.5,1.4,($7412.50),-13.79%
#1#=16#2#=48#3#=128,$65437.50,48.68%,1140,$390.88,($258.97),$57.40,1.5,1.4,($6737.50),-12.60%
#1#=16#2#=48#3#=130,$64912.50,48.68%,1138,$390.68,($259.46),$57.04,1.5,1.4,($6912.50),-12.70%
#1#=16#2#=50#3#=120,$65112.50,48.65%,1149,$387.79,($257.06),$56.67,1.5,1.4,($7475.00),-13.37%
#1#=16#2#=50#3#=122,$65187.50,48.82%,1147,$386.61,($257.77),$56.83,1.5,1.4,($7500.00),-13.46%
#1#=16#2#=50#3#=124,$64700.00,48.56%,1147,$388.67,($257.27),$56.41,1.5,1.4,($7537.50),-13.61%
#1#=16#2#=50#3#=126,$65250.00,48.78%,1144,$388.71,($258.79),$57.04,1.5,1.4,($7575.00),-13.78%
#1#=16#2#=50#3#=128,$67387.50,49.12%,1138,$389.29,($259.46),$59.22,1.5,1.4,($7112.50),-12.86%
#1#=16#2#=50#3#=130,$66887.50,49.21%,1136,$388.42,($260.38),$58.88,1.5,1.4,($7212.50),-12.77%
#1#=17#2#=36#3#=120,$60112.50,45.65%,1183,$399.38,($241.91),$50.81,1.7,1.4,($6637.50),-13.90%
#1#=17#2#=36#3#=122,$60462.50,45.85%,1180,$398.82,($243.04),$51.24,1.6,1.4,($6662.50),-14.72%
#1#=17#2#=36#3#=124,$60050.00,45.68%,1180,$400.37,($242.98),$50.89,1.6,1.4,($6812.50),-15.67%
#1#=17#2#=36#3#=126,$60062.50,45.84%,1178,$399.98,($244.40),$50.99,1.6,1.4,($6962.50),-14.86%
#1#=17#2#=36#3#=128,$60550.00,46.10%,1178,$398.43,($245.35),$51.40,1.6,1.4,($6837.50),-15.06%
#1#=17#2#=36#3#=130,$59125.00,46.08%,1174,$399.19,($247.77),$50.36,1.6,1.4,($6912.50),-15.92%
#1#=17#2#=38#3#=120,$60712.50,46.12%,1173,$397.18,($243.93),$51.76,1.6,1.4,($5937.50),-13.34%
#1#=17#2#=38#3#=122,$61100.00,46.41%,1170,$395.99,($245.49),$52.22,1.6,1.4,($5962.50),-13.35%
#1#=17#2#=38#3#=124,$60450.00,46.24%,1170,$397.57,($245.85),$51.67,1.6,1.4,($6112.50),-13.40%
#1#=17#2#=38#3#=126,$60537.50,46.40%,1168,$397.23,($247.22),$51.83,1.6,1.4,($6287.50),-14.38%
#1#=17#2#=38#3#=128,$61287.50,46.70%,1165,$396.58,($248.71),$52.61,1.6,1.4,($6287.50),-14.43%
#1#=17#2#=38#3#=130,$60187.50,46.78%,1163,$396.05,($250.83),$51.75,1.6,1.4,($6287.50),-14.38%
#1#=17#2#=40#3#=120,$61550.00,46.87%,1165,$394.21,($248.28),$52.83,1.6,1.4,($6312.50),-12.59%
#1#=17#2#=40#3#=122,$61837.50,46.99%,1162,$394.37,($249.17),$53.22,1.6,1.4,($6337.50),-12.70%
#1#=17#2#=40#3#=124,$61025.00,46.82%,1162,$395.89,($249.74),$52.52,1.6,1.4,($6487.50),-12.80%
#1#=17#2#=40#3#=126,$60925.00,46.94%,1161,$395.55,($251.06),$52.48,1.6,1.4,($6637.50),-13.82%
#1#=17#2#=40#3#=128,$62100.00,47.32%,1156,$394.90,($252.73),$53.72,1.6,1.4,($6287.50),-13.86%
#1#=17#2#=40#3#=130,$61150.00,47.40%,1154,$394.54,($254.80),$52.99,1.5,1.4,($6287.50),-13.81%
#1#=17#2#=42#3#=120,$61225.00,46.90%,1160,$395.61,($249.98),$52.78,1.6,1.4,($6625.00),-12.68%
#1#=17#2#=42#3#=122,$61550.00,47.15%,1158,$394.55,($251.43),$53.15,1.6,1.4,($6650.00),-12.80%
#1#=17#2#=42#3#=124,$60637.50,46.94%,1159,$395.98,($251.67),$52.32,1.6,1.4,($6800.00),-13.23%
#1#=17#2#=42#3#=126,$60537.50,47.06%,1158,$395.69,($253.04),$52.28,1.6,1.4,($6950.00),-13.62%
#1#=17#2#=42#3#=128,$61925.00,47.44%,1153,$395.22,($254.56),$53.71,1.6,1.4,($6275.00),-12.60%
#1#=17#2#=42#3#=130,$61550.00,47.52%,1151,$394.81,($255.65),$53.48,1.5,1.4,($6450.00),-12.52%
#1#=17#2#=44#3#=120,$62775.00,47.45%,1157,$391.69,($250.43),$54.26,1.6,1.4,($7437.50),-13.64%
#1#=17#2#=44#3#=122,$63175.00,47.79%,1155,$389.97,($252.22),$54.70,1.5,1.4,($7425.00),-13.69%
#1#=17#2#=44#3#=124,$62212.50,47.49%,1156,$392.03,($252.08),$53.82,1.6,1.4,($7575.00),-14.12%
#1#=17#2#=44#3#=126,$61912.50,47.62%,1155,$391.50,($253.57),$53.60,1.5,1.4,($7725.00),-14.51%
#1#=17#2#=44#3#=128,$63337.50,47.91%,1150,$391.74,($254.61),$55.08,1.5,1.4,($7050.00),-13.18%
#1#=17#2#=44#3#=130,$62987.50,47.91%,1148,$391.93,($255.14),$54.87,1.5,1.4,($7300.00),-13.57%
#1#=17#2#=46#3#=120,$63562.50,47.92%,1152,$391.51,($254.25),$55.18,1.5,1.4,($7212.50),-13.22%
#1#=17#2#=46#3#=122,$63775.00,48.17%,1150,$389.91,($255.43),$55.46,1.5,1.4,($7200.00),-13.31%
#1#=17#2#=46#3#=124,$63137.50,47.87%,1151,$392.08,($254.83),$54.85,1.5,1.4,($7250.00),-13.50%
#1#=17#2#=46#3#=126,$63200.00,48.04%,1149,$391.55,($256.18),$55.00,1.5,1.4,($7400.00),-13.79%
#1#=17#2#=46#3#=128,$64437.50,48.30%,1147,$391.52,($257.10),$56.18,1.5,1.4,($7200.00),-13.37%
#1#=17#2#=46#3#=130,$64262.50,48.21%,1145,$392.39,($256.89),$56.12,1.5,1.4,($7450.00),-13.73%
#1#=17#2#=48#3#=120,$63325.00,48.43%,1146,$388.83,($257.99),$55.26,1.5,1.4,($7662.50),-13.85%
#1#=17#2#=48#3#=122,$63550.00,48.69%,1144,$387.21,($259.16),$55.55,1.5,1.4,($7650.00),-13.95%
#1#=17#2#=48#3#=124,$62900.00,48.38%,1145,$389.35,($258.54),$54.93,1.5,1.4,($7700.00),-14.14%
#1#=17#2#=48#3#=126,$63400.00,48.69%,1142,$388.65,($260.56),$55.52,1.5,1.4,($7850.00),-14.51%
#1#=17#2#=48#3#=128,$64850.00,48.95%,1138,$389.23,($261.53),$56.99,1.5,1.4,($7650.00),-13.95%
#1#=17#2#=48#3#=130,$64625.00,48.86%,1136,$390.05,($261.36),$56.89,1.5,1.4,($7900.00),-14.29%
#1#=17#2#=50#3#=120,$60775.00,48.65%,1149,$385.17,($261.93),$52.89,1.5,1.4,($7087.50),-13.17%
#1#=17#2#=50#3#=122,$61137.50,48.74%,1147,$385.02,($262.05),$53.30,1.5,1.4,($7112.50),-13.32%
#1#=17#2#=50#3#=124,$60475.00,48.52%,1148,$386.40,($261.84),$52.68,1.5,1.4,($7150.00),-13.49%
#1#=17#2#=50#3#=126,$60762.50,48.65%,1145,$387.03,($263.29),$53.07,1.5,1.4,($7300.00),-13.86%
#1#=17#2#=50#3#=128,$62262.50,48.90%,1141,$387.61,($264.19),$54.57,1.5,1.4,($7175.00),-13.38%
#1#=17#2#=50#3#=130,$62137.50,48.99%,1139,$387.07,($264.80),$54.55,1.5,1.4,($7275.00),-13.48%
below are the optimization test results from the above system once i placed it into Earik's new "v7" version:
v7

Code: Select all

Parameters,Profit/Loss,Accuracy,Num. Trades,Avg. Win,Avg. Loss,Avg. Trade,Win/Loss Ratio,Profit Factor,Max. Drawdown,Max. DD %
#1#=12#2#=42#3#=124,$160087.50,46.22%,1203,$912.12,($536.40),$133.07,1.7,1.5,($12112.50),-18.42%
#1#=12#2#=42#3#=126,$162500.00,46.42%,1200,$915.89,($540.67),$135.42,1.7,1.5,($12187.50),-18.51%
#1#=12#2#=42#3#=128,$163562.50,46.62%,1197,$911.22,($539.75),$136.64,1.7,1.5,($12225.00),-18.59%
#1#=12#2#=42#3#=130,$160350.00,46.66%,1196,$907.62,($542.48),$134.07,1.7,1.5,($12412.50),-18.98%
#1#=12#2#=44#3#=124,$153200.00,46.43%,1206,$899.46,($542.57),$127.03,1.7,1.4,($13225.00),-20.04%
#1#=12#2#=44#3#=126,$155700.00,46.59%,1204,$902.70,($545.43),$129.32,1.7,1.4,($13300.00),-19.35%
#1#=12#2#=44#3#=128,$157500.00,46.88%,1201,$897.22,($544.89),$131.14,1.6,1.5,($13337.50),-19.44%
#1#=12#2#=44#3#=130,$153987.50,47.04%,1199,$890.49,($548.43),$128.43,1.6,1.4,($13487.50),-19.85%
#1#=12#2#=46#3#=124,$160262.50,46.67%,1202,$904.52,($541.61),$133.33,1.7,1.5,($13300.00),-15.95%
#1#=12#2#=46#3#=126,$162075.00,46.83%,1200,$908.59,($546.32),$135.06,1.7,1.5,($13600.00),-16.19%
#1#=12#2#=46#3#=128,$164200.00,47.12%,1197,$903.10,($545.26),$137.18,1.7,1.5,($13962.50),-16.59%
#1#=12#2#=46#3#=130,$160562.50,47.28%,1195,$896.22,($548.89),$134.36,1.6,1.5,($14225.00),-16.94%
#1#=12#2#=48#3#=124,$157225.00,46.50%,1200,$902.51,($539.52),$131.02,1.7,1.5,($12862.50),-15.96%
#1#=12#2#=48#3#=126,$158362.50,46.58%,1198,$907.93,($544.16),$132.19,1.7,1.5,($12937.50),-17.63%
#1#=12#2#=48#3#=128,$160700.00,46.86%,1195,$902.75,($543.05),$134.48,1.7,1.5,($12975.00),-18.02%
#1#=12#2#=48#3#=130,$157862.50,46.94%,1193,$899.06,($545.99),$132.32,1.6,1.5,($13125.00),-18.41%
#1#=12#2#=50#3#=124,$154475.00,46.83%,1198,$893.23,($544.15),$128.94,1.6,1.4,($15112.50),-14.91%
#1#=12#2#=50#3#=126,$154587.50,46.91%,1196,$898.69,($550.51),$129.25,1.6,1.4,($15187.50),-15.13%
#1#=12#2#=50#3#=128,$156750.00,47.19%,1193,$893.05,($549.27),$131.39,1.6,1.5,($15225.00),-15.15%
#1#=12#2#=50#3#=130,$154075.00,47.19%,1191,$891.50,($551.59),$129.37,1.6,1.4,($15375.00),-15.37%
#1#=14#2#=42#3#=124,$163312.50,46.87%,1182,$905.08,($538.38),$138.17,1.7,1.5,($13112.50),-19.00%
#1#=14#2#=42#3#=126,$163837.50,46.91%,1183,$909.05,($542.50),$138.49,1.7,1.5,($13187.50),-19.08%
#1#=14#2#=42#3#=128,$165387.50,47.20%,1180,$903.30,($542.13),$140.16,1.7,1.5,($13225.00),-19.17%
#1#=14#2#=42#3#=130,$161600.00,47.28%,1178,$899.75,($546.80),$137.18,1.6,1.5,($13375.00),-19.55%
#1#=14#2#=44#3#=124,$160037.50,47.20%,1180,$899.08,($546.95),$135.63,1.6,1.5,($13475.00),-18.90%
#1#=14#2#=44#3#=126,$161537.50,47.29%,1180,$903.09,($550.46),$136.90,1.6,1.5,($13550.00),-17.24%
#1#=14#2#=44#3#=128,$162787.50,47.58%,1177,$897.39,($550.65),$138.31,1.6,1.5,($13875.00),-17.31%
#1#=14#2#=44#3#=130,$159375.00,47.74%,1175,$890.46,($554.03),$135.64,1.6,1.5,($14137.50),-17.64%
#1#=14#2#=46#3#=124,$160912.50,47.64%,1184,$883.27,($543.95),$135.91,1.6,1.5,($13412.50),-13.82%
#1#=14#2#=46#3#=126,$161862.50,47.72%,1182,$887.23,($547.80),$136.94,1.6,1.5,($13487.50),-14.85%
#1#=14#2#=46#3#=128,$162825.00,48.01%,1179,$881.29,($548.10),$138.10,1.6,1.5,($13525.00),-14.85%
#1#=14#2#=46#3#=130,$160075.00,48.09%,1177,$877.50,($550.88),$136.00,1.6,1.5,($13675.00),-14.81%
#1#=14#2#=48#3#=124,$153625.00,47.84%,1183,$873.39,($552.21),$129.86,1.6,1.5,($16462.50),-16.57%
#1#=14#2#=48#3#=126,$153637.50,47.84%,1181,$878.76,($556.59),$130.09,1.6,1.4,($16537.50),-16.82%
#1#=14#2#=48#3#=128,$154862.50,48.13%,1178,$872.73,($556.42),$131.46,1.6,1.5,($16575.00),-16.94%
#1#=14#2#=48#3#=130,$152275.00,48.13%,1176,$871.16,($558.69),$129.49,1.6,1.4,($16725.00),-17.08%
#1#=14#2#=50#3#=124,$151500.00,47.89%,1186,$871.88,($556.19),$127.74,1.6,1.4,($16950.00),-16.97%
#1#=14#2#=50#3#=126,$153712.50,48.18%,1183,$872.72,($560.75),$129.93,1.6,1.4,($17025.00),-17.01%
#1#=14#2#=50#3#=128,$156700.00,48.56%,1178,$866.76,($559.55),$133.02,1.5,1.5,($16075.00),-16.01%
#1#=14#2#=50#3#=130,$154650.00,48.55%,1176,$864.62,($560.41),$131.51,1.5,1.5,($16225.00),-16.05%
#1#=16#2#=42#3#=124,$160575.00,47.00%,1185,$904.15,($546.24),$135.51,1.7,1.5,($14075.00),-18.53%
#1#=16#2#=42#3#=126,$163037.50,47.13%,1184,$908.58,($549.44),$137.70,1.7,1.5,($14375.00),-18.73%
#1#=16#2#=42#3#=128,$165587.50,47.50%,1179,$903.71,($550.06),$140.45,1.6,1.5,($13750.00),-18.55%
#1#=16#2#=42#3#=130,$164237.50,47.57%,1175,$902.77,($552.62),$139.78,1.6,1.5,($13362.50),-18.90%
#1#=16#2#=44#3#=124,$161062.50,47.92%,1177,$882.18,($548.92),$136.84,1.6,1.5,($15512.50),-17.20%
#1#=16#2#=44#3#=126,$162850.00,48.04%,1176,$885.93,($552.70),$138.48,1.6,1.5,($15812.50),-17.38%
#1#=16#2#=44#3#=128,$165250.00,48.42%,1171,$880.38,($552.86),$141.12,1.6,1.5,($15125.00),-17.15%
#1#=16#2#=44#3#=130,$163700.00,48.50%,1169,$877.78,($554.82),$140.03,1.6,1.5,($15487.50),-17.25%
#1#=16#2#=46#3#=124,$153350.00,48.08%,1171,$868.96,($552.43),$130.96,1.6,1.5,($15087.50),-16.52%
#1#=16#2#=46#3#=126,$153200.00,48.16%,1171,$867.51,($553.67),$130.83,1.6,1.5,($15162.50),-16.80%
#1#=16#2#=46#3#=128,$156562.50,48.46%,1166,$864.62,($552.33),$134.27,1.6,1.5,($14150.00),-15.52%
#1#=16#2#=46#3#=130,$153975.00,48.45%,1164,$862.46,($554.08),$132.28,1.6,1.5,($14437.50),-15.73%
#1#=16#2#=48#3#=124,$144350.00,48.12%,1170,$867.83,($567.11),$123.38,1.5,1.4,($16612.50),-18.43%
#1#=16#2#=48#3#=126,$145125.00,48.25%,1169,$866.33,($567.75),$124.14,1.5,1.4,($16687.50),-18.47%
#1#=16#2#=48#3#=128,$149237.50,48.54%,1164,$863.45,($565.30),$128.21,1.5,1.4,($15300.00),-16.80%
#1#=16#2#=48#3#=130,$146962.50,48.54%,1162,$861.86,($567.10),$126.47,1.5,1.4,($15550.00),-16.94%
#1#=16#2#=50#3#=124,$142587.50,48.42%,1171,$858.13,($569.50),$121.77,1.5,1.4,($18062.50),-19.61%
#1#=16#2#=50#3#=126,$145425.00,48.63%,1168,$857.79,($569.67),$124.51,1.5,1.4,($18137.50),-19.53%
#1#=16#2#=50#3#=128,$151050.00,48.97%,1162,$855.69,($566.34),$129.99,1.5,1.4,($16750.00),-17.58%
#1#=16#2#=50#3#=130,$149562.50,49.05%,1160,$852.00,($567.22),$128.93,1.5,1.4,($17000.00),-17.58%
#1#=18#2#=42#3#=124,$135925.00,46.72%,1188,$886.17,($562.24),$114.41,1.6,1.4,($18750.00),-22.45%
#1#=18#2#=42#3#=126,$136175.00,46.84%,1187,$885.00,($564.01),$114.72,1.6,1.4,($19050.00),-22.94%
#1#=18#2#=42#3#=128,$138912.50,47.21%,1182,$878.61,($563.06),$117.52,1.6,1.4,($18262.50),-21.94%
#1#=18#2#=42#3#=130,$136962.50,47.28%,1178,$875.92,($565.10),$116.27,1.6,1.4,($18062.50),-21.83%
#1#=18#2#=44#3#=124,$132100.00,47.03%,1180,$873.51,($564.32),$111.95,1.5,1.4,($18800.00),-23.64%
#1#=18#2#=44#3#=126,$132212.50,47.16%,1179,$872.32,($566.29),$112.14,1.5,1.4,($19100.00),-24.16%
#1#=18#2#=44#3#=128,$135262.50,47.40%,1175,$869.43,($564.75),$115.12,1.5,1.4,($19462.50),-24.15%
#1#=18#2#=44#3#=130,$133812.50,47.40%,1173,$868.23,($565.52),$114.08,1.5,1.4,($20012.50),-24.61%
#1#=18#2#=46#3#=124,$128350.00,47.50%,1181,$859.69,($570.87),$108.68,1.5,1.4,($18300.00),-23.26%
#1#=18#2#=46#3#=126,$129900.00,47.79%,1178,$857.90,($574.15),$110.27,1.5,1.4,($18600.00),-23.72%
#1#=18#2#=46#3#=128,$133025.00,48.04%,1174,$854.77,($572.23),$113.31,1.5,1.4,($18962.50),-23.71%
#1#=18#2#=46#3#=130,$131712.50,47.95%,1172,$855.60,($572.36),$112.38,1.5,1.4,($19512.50),-24.12%
#1#=18#2#=48#3#=124,$125825.00,47.70%,1176,$862.70,($582.36),$106.99,1.5,1.4,($16037.50),-20.38%
#1#=18#2#=48#3#=126,$127475.00,47.91%,1173,$862.37,($584.57),$108.67,1.5,1.4,($16112.50),-20.53%
#1#=18#2#=48#3#=128,$130375.00,48.25%,1169,$856.96,($583.39),$111.53,1.5,1.4,($16150.00),-20.77%
#1#=18#2#=48#3#=130,$129475.00,48.16%,1167,$857.23,($582.29),$110.95,1.5,1.4,($16512.50),-20.91%
#1#=18#2#=50#3#=124,$125250.00,48.29%,1170,$854.27,($590.76),$107.05,1.4,1.4,($16237.50),-21.33%
#1#=18#2#=50#3#=126,$125500.00,48.41%,1167,$854.38,($593.40),$107.54,1.4,1.4,($16350.00),-21.76%
#1#=18#2#=50#3#=128,$127700.00,48.67%,1163,$849.82,($591.79),$109.80,1.4,1.4,($16675.00),-20.11%
#1#=18#2#=50#3#=130,$127150.00,48.66%,1161,$848.56,($591.09),$109.52,1.4,1.4,($17225.00),-20.38%
the above results show some average trades up into the $130-140s but i could not get them to show up that high in a system test run once placed on an actual chart and ran a system test (maybe has to do with the 1-3 contracts being traded from v7). see one specific parameter test below.

from there i just placed it into Earik's new "v7" version and picked the parameters from above 16-42-128 and ran the following test. total profits not as high but about 1000 less trades, slightly higher max drawdown, better average trade.
what does everyone think?

buttonwood reverse channel test summary.png
buttonwood reverse channel test summary.png (58.18 KiB) Viewed 35464 times
Attachments
buttonwood reverse channel equity curve.png
buttonwood reverse channel equity curve.png (36.27 KiB) Viewed 35464 times

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earik
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Posts: 474
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Re: Systems Workshop: "Buttonwood" E-mini daytrading system

Post by earik » Mon Dec 21, 2015 7:52 pm

Hi Orion,

Thanks for posting these results. Sorry for the delay in responding... First of all, good job on getting the average trade values up so high. Your worst ones in the optimization run are better than the best of the v5 system, so there's definitely some promise in the trigger that you're looking at. The issue with your reverse EMA approach is that it might add too much on the negative side (max dd) in comparison to how much it gains in the avg trade side. Of all the results you posted, if you just average them, you get an avg. trade of $54.79, which is 12.5% better than our v5 result. Doing the same with the max dd gets an average of -$6144, which is 29% worse than our v5 result. So you can see that avg trade goes up, but max dd goes up even more.

Of course, you ran your optimization over a spread of values, so when I did the averages like that, I'm comparing against a "top of the pile" value in the v5 report, so the risk value is probably closer than that suggests, sine the v5 drawdown is likely under estimated... What do the parameters refer to, and why did you choose to run over the ranges that you chose? If we stray out of 11 to 17 in the first parameter, would that blow us up? How stable is this approach compared to the other one, running under the assumption that the optimal parameter settings in the future are going to be all over the map?

So here's how I'd approach it:

1) Answer the stability question first. Do we need to stay within a relatively narrow band of parameters to make this work (11 to 17, etc), or would we have been OK running an 7 or 8 there?

2) If the trigger seems strong in that sense, then lets narrow down the focus a bit and try to find a selection that looks good. Why 16-42-128?

3) Compare that to v5, and if it looks like a better approach, only then put it into v7. Think in terms of % gains/losses in different categories at this point as well.

4) Post your code so the rest of us can mess with it too! :D

Thanks!

Earik

orionsbelt
Posts: 33
Joined: Tue Jul 21, 2015 9:19 pm
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Re: Systems Workshop: "Buttonwood" E-mini daytrading system

Post by orionsbelt » Tue Dec 22, 2015 7:41 pm

ok, I will run those tests and post the results as soon as I am able. (sometime over the next week as the holidays are upon us).
sorry that I forgot to post the code. will post it soon.

in the meantime, Merry Christmas and Happy Holidays to all. :D

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