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Tradena-Online (off-line) (By eravo12)

Gain : +99.06%
Drawdown 25.53%
Pips: 9628.9
Trades 1805
Won:
Lost:
Type: Demo
Leverage: 1:100
Trading: Unknown

Tradena-Online (off-line) Discussion

eravo12
Apr 12 2010 at 22:05
32 posts
Since today, I added a new stop loss strategy when the system is not following the price action! We shall see...

Trading is statistical and emotional game :-)
eravo12
Apr 24 2010 at 00:16
32 posts

The new stop loss strategy worked well during the last Thursday and Friday regarding the CHF and EUR rally coming from the Greek debt report but the floating was too high. I change the money management (from percent/capital to lot/fixed portion) to reach around 3% per week. We shall see.

Happy trading!

Trading is statistical and emotional game :-)
eravo12
Apr 26 2010 at 15:14
32 posts
Weekly Reports April 26, 2010.

The system is designed for an account of 25K$ starting with 0.01 lots with 100:1 (not NFA compliance).

1. The last week was a good week because the system gained 3246$ and it represents a growing of 12.99% (The system expects to win around 4688$ per week).
2. Since the inception the system gained 20682$ and it represents 84.25% (starting February 10, 2010).
3. The monthly projection is 33.42% with a drawdown of 20.22%.
4. The VaR system expects a maximal floating around 46% in worst case (100% of 24 templates/trading sequence are in the same time at the reverse price action market).

Since now we have changed the risk profile as following.

1. The system expects to win around 1700$ and it’s a growing of 6.8% per week.
2. The VaR system expects a maximal floating around 15% in worst case (100% of 24 templates/trading sequence are in the same time at the reverse price action market).

Happy trading!

Trading is statistical and emotional game :-)
stef (stef)
Apr 26 2010 at 20:34
47 posts
very impressive eravo
the risk is under control as we can see

but you don't tell much about the signals, but the signals are quite good ok !
without good signals, even if the risk is under control, you can't have such a good result

bravo

eravo12
Apr 26 2010 at 22:03
32 posts
Hi Stef,

Thank so lot for the compliment! Its good for the brain… Sure, I don’t tell more about my signal. I worked on it since 5 years and I developed a custom indicator (it’s my personal add-value) which matches with the money management. So, I hope in your side your trading going well too. I specifically take care on the DDmax because if I would like to run in long time I must be focused on it. I’m not looking 100% in one month because 100% per cent per month should tell for me the reverse as -100% per month too. My strategy is to realize around 3-5% per week and it’s enough if you are using the composed interest. My goal is to have a DDmax around 4-8% as soon as I will find the good protective setup by using the my custom VaR analysis.

Happy trading!

Trading is statistical and emotional game :-)
eravo12
May 03 2010 at 14:33
32 posts

The system is designed for an account of 25K$ starting with a sizing lot in correlation with the growing size account by using a part of 100:1 leverage (not NFA compliance).

1. The last week was a good week because the system gained 3421$ and it represents a growing of 13.7% (The system expects to win around 1045$ per week) with a drawdown of 0.68%.
2. Since the inception the system gained 24511$ and it represents 98.5% since February 2010.
3. The monthly projection is 35.63% with a drawdown of 20.22%.
4. The VaR system expects a maximal probability floating around 7.85% in worst case.
5. VaR Monte Carlo Weekly rolling gives a worst drawdown at 244$ and it represents 0.91%.
6. VaR Monte Carlo Inception gives a worst drawdown at 12034$ and its represent 34.05%.

Resume: Actually the system has a good reaction regarding the market condition because the drawdown 20.22% is inside the Monte Carlo drawdown expectation and is below the worst drawdown (7.85%) for an acceptable weekly return (13.7%). The goal for this strategy is to keep a minimum risk by returning a consistent composed return in long term as looking as a residual income. The weekly income is above the expected weekly income because we adjust correctly the sizing lot regarding the capital.

Happy trading!

Trading is statistical and emotional game :-)
stef (stef)
May 19 2010 at 19:33
47 posts
hi Eravo,
so what's on ?
on holiday ? or maybe improving your ea ?
give us news, your approach is very interesting !

eravo12
May 20 2010 at 15:47
32 posts
Hi Stef.

How are you doing? Yes, I made a break during few weeks because I have made a several modification inside my EA. Actually my problem is to make a good VaR sizing (properly and progressive stoploss by level like trailing cut, grid floating, ect...) regarding the volatility market condition. As you know the theory is always good on the paper but on the practice is often another history :-) I'm praticing my manual trading with the pattern 123 and the maximal adverse excursion and I hope to release the automatic version in couple of weeks.

Happy trading!

Trading is statistical and emotional game :-)
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