Jack's Algo Trading JournalThảo luận

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! :)