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Live Strategy Testing (By leerees )

Gain : +147.54%
Drawdown 23.59%
Pips: 1549.1
Trades 1579
Won:
Lost:
Type: Real
Leverage: 1:400
Trading: Automated

Live Strategy Testing Discussion

leerees
Sep 23 2011 at 13:08
75 posts
One final thing I feel I should add. Slug16 was not written by me, it was given to me by a friend who is a quant for a HFT firm in London, I just ported it to MT4.

ForexScam
Sep 23 2011 at 13:38
1008 posts

   leerees posted:
   Salty Waters,



6) I am still not setup to offer pamm accounts, I thought pepperstone would be able to fulfill this service but the slippage and requotes are unacceptable, if my clients don't make money, what is the point? I am still on the lookout for a criminal (broker) that offers pamm accounts and doesnt use virtaul dealer.


Slippage and requotes? What account type are you using?

 I've been on the Razor account for three months and I have never once experienced a requote after 450+ trades.
You should really look into Pepper Once more. Their infrastructure will be updated shortly which should speed up execution. ( their current issue)


ForexScam
Sep 23 2011 at 13:43
1008 posts

   leerees posted:
   One final thing I feel I should add. Slug16 was not written by me, it was given to me by a friend who is a quant for a HFT firm in London, I just ported it to MT4.


can you provide more information regarding Slug16? It takes the other side of the MDP trades?

leerees
Sep 23 2011 at 13:44
75 posts
Hi will,

I've never actually used pepperstone however I have been reading complaints from forum users. It's good to know you are having no trouble with them.

I might give them a try.

leerees
Sep 23 2011 at 13:46
75 posts

   ForexScam posted:
   

   leerees posted:
   One final thing I feel I should add. Slug16 was not written by me, it was given to me by a friend who is a quant for a HFT firm in London, I just ported it to MT4.


can you provide more information regarding Slug16? It takes the other side of the MDP trades?


slug16 tries to take the other side of MDP trades. My theory is this will work because brokers pass clients trades between each other rather than passing them onto the 'real market'. If you want to follow it's process, use custom analysis to filter out it's trades by magic number.

SaltyWaters
Sep 27 2011 at 21:05
247 posts
Nice to see the green numbers again.
Keep up the good work!


Cheers!

delorean
Sep 30 2011 at 05:25
3 posts

   leerees posted:

6) I am still not setup to offer pamm accounts, I thought pepperstone would be able to fulfill this service but the slippage and requotes are unacceptable, if my clients don't make money, what is the point? I am still on the lookout for a criminal (broker) that offers pamm accounts and doesnt use virtaul dealer. The managed account 1 client is trading from the VPS, I only have so much processing power so that's the reason why I can't offer you an account yet.

If anyone can suggest a decent broker offering pamm accounts then please do so and I'll test them out.


Leerees,

Have you considered FXopen.com?

They offer PAMM Account. IMHO, they are a great company. I have been with them for 8 months and I have no complains.

leerees
Oct 04 2011 at 20:49
75 posts
Update:

I manually stopped out blue hogs for a £160ish pound loss. I've since disabled blue hogs temporarilly as this part of the live account and demo account experiment is complete.

Despite the close, blue hogs has still generated £100 profit on this account but the lesson has been invaluable in helping me to modify this strategy. The appropriate equity protection (stop losses) will now be added to enable blue hogs to cope with the more trendier EUR/USD, this final change should hopefully be the last leg of the testing phase. Blue hogs should then be able to run without manual intervention activating the right stop losses at the right supply and demand levels.

The next version of blue hogs will be enabled in the next few days.

leerees
Oct 26 2011 at 16:30
75 posts
delorean,

I tried FXopen but they want $5k to open the ECN account, unfortunately I don't have $5k to spare. I don't want to open a market maker pamm as it will perform badly for scalps.

Update:

Blue hogs is still not finished. I am working on 2 new systems which are showing promise aswell, 1 is a stat arb based on correlation and the other is a neurel net that employs it's own risk A.I. As you may or may not know I'm relatively new to programming so for me things take time as I often have to seek help from more experience programmers, especially when working with octave, more often than not the biggest headache for me is the level of maths involved!

Unfortunately this industry is very secretive as the top programmers are already quants and unwilling to help a home trader such as myself! But, I am making progress.

Some of you have asked if I will consider selling my EA's, I do plan to offer PAMM accounts, as before if someone can recommend a broker that offers ECN pamm accounts for $1k minimum investment then please let me know and we can get started.

Slug16: Slug16 was updated. I altered the deviation model to get into the trades earlier.

tenix
Oct 31 2011 at 11:57
19 posts
Awesome.

Interested to see where this EA goes and any information regarding it.

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