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Jack's Algo Trading Journal (By FXGearsDOTcom )
| Gain : | +52.98% |
| Drawdown | 34.21% |
| Pips: | -264.9 |
| Trades | 1949 |
| Won: |
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| Lost: |
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| Type: | Real |
| Leverage: | 1:100 |
| Trading: | Automated |
Jack's Algo Trading Journal Discussion
Oct 22, 2012 at 16:01
1,172 Views
3 Replies
Member Since Jun 15, 2012
18 posts
Nov 25, 2012 at 20:33
unclesu posted:
Good luck jack! Rooting for you here (unclesu from FF)
Thanks! :)
It's just an experiment since I don't consider myself a seasoned automated systems developer. I'm hoping my amature coding skills combined with a very good track record of successful manual trading can preform well.
Hence the lower starting account balance, but if things continue as good as they've been so far I might bump that up quite a bit.
Cheers!
Member Since Jun 15, 2012
18 posts
Nov 25, 2012 at 20:33
Also, quick overview for people who haven't read the automated trading journal on ForexFactory (where this account was birthed:)
http://www.forexfactory.com/showthread.php?t=391701
* Strategy was created on my own from scratch.
* Used code snippits from around the net to help develop faster.
* Not a coder by trade, only had some scripting experience from my old IT career and a few self-interest courses in Python to fall back on.
* Absolutely no martingale or other risky betting methods are in use, account and capital preservation are key and the algo will bail on a trade that isn't working out. Size and risk are done dynamically by the Algo, and never increase with drawdown (only increase size as the account grows.)
* The algo is not for sale and there is zero commerical intent with this published record. I'm only useing MyFXBook for analytics and to provide a transparent (3rd party confirmed) record for my journal.
Cheers all!
http://www.forexfactory.com/showthread.php?t=391701
* Strategy was created on my own from scratch.
* Used code snippits from around the net to help develop faster.
* Not a coder by trade, only had some scripting experience from my old IT career and a few self-interest courses in Python to fall back on.
* Absolutely no martingale or other risky betting methods are in use, account and capital preservation are key and the algo will bail on a trade that isn't working out. Size and risk are done dynamically by the Algo, and never increase with drawdown (only increase size as the account grows.)
* The algo is not for sale and there is zero commerical intent with this published record. I'm only useing MyFXBook for analytics and to provide a transparent (3rd party confirmed) record for my journal.
Cheers all!
Member Since Jun 15, 2012
18 posts
Apr 17, 2013 at 01:45
Incorrectly set the risk on a new strategy I just enabled for AUDUSD. So the larger gains in the last two days should have been less than half of the profit made.
I was on the right side of the trade results, but had they gone south, it would have hurt. :S
I also have refined the EURUSD strat (well, two of them) and am re-enabling them (I had one running for a bit before, I think it pretty much broke even but took a few more losses in a row than I was expecting so I pulled it to evaluate what might be different between my testing results and live.) By week's end both will be running full steam alongside the new AUDUSD strat.
The strategy I was running on AUDNZD became over-optimized. I had refined it down to a perfect blend, and it performed really well, then it just spun it's wheels for three weeks straight.. gaining ~3%, losing ~3%, gaining it back.. no progress, no constant and steady equity increase like before the first big dip. Curious as to why, I ripped the last 4-5 months of tick data from two different sources and ran my strategy configurations against it. Unlike in the past, it didn't show nearly as promising results. Either I entirely over-optimized (which I've read can be a problem) or the market has simply become more efficient and I can't exploit the same property in that pair anymore. I'm hoping it's not the ladder. :S
So for now, AUDNZD is shelved until I feel confident in it again. I'll be focusing on recent price data to do my testing, and making sure any changes I make also fair well over the last 3+ years. If I can get it kicking ass again I'll put it back on live, twas the strategy that started this journey into algo trading after all.
New journal will be posted on a new site, info coming soon. The people behind ForexFactory do not seem to like me so I feel it's best to move my journal elsewhere.
Hope everyone is kicking ass and taking pips! :)
I was on the right side of the trade results, but had they gone south, it would have hurt. :S
I also have refined the EURUSD strat (well, two of them) and am re-enabling them (I had one running for a bit before, I think it pretty much broke even but took a few more losses in a row than I was expecting so I pulled it to evaluate what might be different between my testing results and live.) By week's end both will be running full steam alongside the new AUDUSD strat.
The strategy I was running on AUDNZD became over-optimized. I had refined it down to a perfect blend, and it performed really well, then it just spun it's wheels for three weeks straight.. gaining ~3%, losing ~3%, gaining it back.. no progress, no constant and steady equity increase like before the first big dip. Curious as to why, I ripped the last 4-5 months of tick data from two different sources and ran my strategy configurations against it. Unlike in the past, it didn't show nearly as promising results. Either I entirely over-optimized (which I've read can be a problem) or the market has simply become more efficient and I can't exploit the same property in that pair anymore. I'm hoping it's not the ladder. :S
So for now, AUDNZD is shelved until I feel confident in it again. I'll be focusing on recent price data to do my testing, and making sure any changes I make also fair well over the last 3+ years. If I can get it kicking ass again I'll put it back on live, twas the strategy that started this journey into algo trading after all.
New journal will be posted on a new site, info coming soon. The people behind ForexFactory do not seem to like me so I feel it's best to move my journal elsewhere.
Hope everyone is kicking ass and taking pips! :)
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