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High Risk - QB Pro (By Shaun Overton )

Gain : +321.93%
Drawdown 65.75%
Pips: 1861.4
Trades 1336
Type: Real
Leverage: 1:400
Trading: Automated

High Risk - QB Pro Discussion

Shaun Overton (QuantBar)
Jan 29 2015 at 14:53
62 posts
gnaritas posted:
Yes, it's a trend strategy; that's an interesting observation that you can tell that from the equity curve. I presume it's the smoothness of the curve telling you that? You'd expect a more volatile curve from a non-trend strategy?

You're also correct, I don't avoid losses, if my stops are hit my stops are hit, that's part of the game. Can't win without losing some. Today is day 30 of my test, and I'm more than happy with the 36% return in that time-frame; in fact I'm quite ecstatic. I've finally proven to myself that this is doable and that was a big hurdle for me. I hope the next 30 days go as well, if they do, I'll take the risk of going live with it.

Equity curves are usually a dead giveaway of the strategy type. If most of the equity is above the balance, it's often a trend strategy. If the equity is often below the balance, it's a range strategy.

Again, congratulations.

Ramon (gnaritas)
Jan 29 2015 at 15:02
8 posts
Interesting note about the equity curve, and thanks.

Jan 30 2015 at 06:32
3 posts
The history repeats! at 500-1000 trading frequencies from Shaun's back testing, notice there is a sharp downfall and you can see the equity curve is jerky.

It would be interesting to see this EA perform slightly a bit longer.

Mar 10 2015 at 20:15
1 posts
Hi Shaun, quick question to help me understand your quant bar indicator. How did you determine the size of the bins? I get that they are desirably equal, but bins 0 and 9 are not equal to the others (likely by design). Did you exclude the most extreme hourly moves or something like that to get reasonably well-defined bins? Thanks!

seriously long expensive haul
Shaun Overton (QuantBar)
Mar 10 2015 at 21:05
62 posts
Hi nonlinear,

That's sort of what I did. I designed the bin sizes so that I would get appropriate coverage across average bars. I didn't specifically exclude large bars. It's more that I didn't see any point in looking at them because the sample sizes are so small. I only want to look at things where I can make reasonable statistical assumptions.


Mar 27 2015 at 20:38
1 posts
Hi Shaun, I understand that I'm offtopic here but I've looked at Seer Trading FXCM and it seems a nice add-on to Ninjatrader.
May I ask how did you manage tu run it offline, as I see from your screenshots ?
And as for the data, I'm using my own dataset after Ninjatrader export, because their data updater was freezing or crashing.
Did you manage to make it work or did you use own data too?

Thank you.

Shaun Overton (QuantBar)
Mar 30 2015 at 13:28
62 posts
Hi Trick,

Seer and Ninja are completely different platforms. It's not an add on to Ninja.

I was never able to connect Seer to the automated price databases. I had to import it manually. I didn't have to do anything special to make it run offline - you just run the backtests.

The Seer forum is very good. I suggest trying it.


Shaun Overton (QuantBar)
Apr 02 2015 at 18:33
62 posts
I'm proud to announce a new relationship with CaesarTrade. The QB Pro managed account is now being offered through Caesar Trade with a 30 day, no loss guarantee. You keep 100% of the gains and none of the losses for 30 days.

Apr 05 2015 at 13:49
631 posts
May 04 2015 at 04:43
124 posts
wow...loss more than 50% from higher water will take 100% from current level to catch up....shall monitor...

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