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Volatility Trader Rel.3c - LIVE-A (By tbuitendyk)

Gain : +53.77%
Drawdown 23.06%
Pips: 12781.0
Trades 1400
Won:
Lost:
Type: Real
Leverage: 1:100
Trading: Automated

Volatility Trader Rel.3c - LIVE-A Discussion

tbuitendyk (tbuitendyk)
Jun 23 2010 at 03:06
141 posts
Week 16 System Update:

The system has performed quite well over the past week, earning almost 1,000 pips over the past 5 trading days. In terms of market synchronization, it appears that the system may have completed emerging from the drawdown incident that occurred during week 15, due in part no doubt to the help of the new British budget that buoyed sterling today after previous uncertainty going into the UK budget release. Also on a positive note, it looks at this point that with the new signals configuration the average weekly performance of the engine should be generally improved from the previous 650 pips or so per week, to perhaps something in the neighborhood of 1,000 pips per week.

In other news, an entirely new signal set based on USDJPY is currently under development. These new signals will operate with more of a scalping trading method – not hyper-scalping but a more relaxed automated scalping technique looking for around 20 pips or so of profit on each USDJPY position. Once this new set has been thoroughly tested it will be implemented, potentially replacing the “old” 9 signal GPBUSD signal set. (Note that the idea of potentially replacing the Set # 1 GPBUSD signal set is in view at this time due to the necessity of not overtrading the accounts, not because there is anything wrong with that set.)



**************************************************************************
LIVE ACCOUNT TRADING LOG -- SIGNALS source for the FULLY MANAGED ACCOUNTS
SEND EMAIL TO VTSS@HomeAndOfficeMicro.com TO OPEN AN ACCOUNT -- MINIMUM $5,000
**************************************************************************

SUMMARY:

8318.6 pips in 16 weeks --- 519.9 pips / week --- 104.0 pips / trading day --- 667 total trades

(Approximately 1.04% daily compounding rate.)

DETAIL:

+ 905.6 pips --- week 1 - mar 03-09 (26 trades closed)
+ 425.3 pips --- week 2 - mar 10-16 (26 trades closed)
+ 400.0 pips --- week 3 - mar 17-23 (39 trades closed)
+ 570.1 pips --- week 4 - mar 24-30 (36 trades closed)
+ 1101.2 pips - week 5 - mar 31-06 (23 trades closed)
+ 828.3 pips --- week 6 - apr 07-13 (29 trades closed)
+ 663.0 pips --- week 7 - apr 14-20 (36 trades closed)
+ 636.1 pips --- week 8 - apr 21-27 (24 trades closed)
+ 248.3 pips --- week 9 - apr 28-04 (33 trades closed)
+ 487.7 pips --- week 10 - may 5-11 (approx. 108 trades closed)
+ 686.3 pips --- week 11 - may 12-18 (73 trades closed)
+ 630.6 pips --- week 12 - may 19-25 (48 trades closed)
+ 503.8 pips --- week 13 - may 26 - 01 (44 trades closed)
+ 1053.5 pips - week 14 - jun 02 - 08 (33 trades closed)
 - 1804.6 pips - week 15 - jun 09 - 15 (49 trades closed)
+ 983.4 pips --- week 16 - jun 16 - 22 (40 trades closed)

2010.06.22-20:54 MDT: RECENT CLOSED TRADES = 10.9 pips (1 closed trade)
2010.06.22-20:54 MDT: OPEN FLOATING TRADES = -80.0 pips (10 open trades)

Gear on the left...
kishorejoga
Jun 23 2010 at 18:21
313 posts
HI
I have a question for you may i know the reason for this account closure please

https://www.myfxbook.com/members/lightcycles/vtss-1/30403
thanks

tbuitendyk (tbuitendyk)
Jun 23 2010 at 19:22
141 posts
Hi Kishore,

That account belongs to one of our American clients. The brokerage that was being used for that account decided to offload all American clients due to some kind of pressure from their liquidity providers to not provide unregulated brokerage services to Americans. That is why the account was closed and moved to an alternate brokerage that still supports our American clients.

t.

Gear on the left...
kishorejoga
Jun 23 2010 at 20:06
313 posts
HI
I havnt got any doubt about the your trading method
i was following the account but it disaappeared suddenly so i just want to check with you
I know among all members here you have got best system
thanks for quick response

tbuitendyk (tbuitendyk)
Jun 30 2010 at 00:04
141 posts
Week 17 System Update:

Week 17 was essentially flat. It was a difficult week due to a set of three positions yesterday that were so close that they looked stop-hunted, which took out around 550 pips of the week’s gains of 500 pips. (In case anyone was watching and wondering about this set, even though the stops looked hunted, they were not: the price action was observed at multiple brokers and back-ends. It’s important to bear in mind that our brokers are STP to the ECN (“straight through processing” to the “electronic communications network” – i.e., the liquidity back-end); so situations like this are simply the way the cookie crumbles sometimes.) It was one of those situations when 2 or 3 pips literally made the difference between holding the positions and losing them. Such is life.

Work is ongoing on a new USDJPY signals set which looks like it will be good to add. When implemented, this pair will help to distribute gains and risk to more than one pair.


***************************************************************************
LIVE ACCOUNT TRADING LOG -- SIGNALS source for the FULLY MANAGED ACCOUNTS
SEND EMAIL TO VTSS@HomeAndOfficeMicro.com TO OPEN AN ACCOUNT -- MINIMUM $5,000
***************************************************************************

SUMMARY:

8264.1 pips in 17 weeks --- 486.1 pips / week --- 97.2 pips / trading day --- 698 total trades

(Approximately 0.97% daily compounding rate.)

DETAIL:

+ 905.6 pips --- week 1 - mar 03-09 (26 trades closed)
+ 425.3 pips --- week 2 - mar 10-16 (26 trades closed)
+ 400.0 pips --- week 3 - mar 17-23 (39 trades closed)
+ 570.1 pips --- week 4 - mar 24-30 (36 trades closed)
+ 1101.2 pips - week 5 - mar 31-06 (23 trades closed)
+ 828.3 pips --- week 6 - apr 07-13 (29 trades closed)
+ 663.0 pips --- week 7 - apr 14-20 (36 trades closed)
+ 636.1 pips --- week 8 - apr 21-27 (24 trades closed)
+ 248.3 pips --- week 9 - apr 28-04 (33 trades closed)
+ 487.7 pips --- week 10 - may 5-11 (approx. 108 trades closed)
+ 686.3 pips --- week 11 - may 12-18 (73 trades closed)
+ 630.6 pips --- week 12 - may 19-25 (48 trades closed)
+ 503.8 pips --- week 13 - may 26 - 01 (44 trades closed)
+ 1053.5 pips - week 14 - jun 02 - 08 (33 trades closed)
 - 1804.6 pips - week 15 - jun 09 - 15 (49 trades closed)
+ 983.4 pips --- week 16 - jun 16 - 22 (40 trades closed)
 - 54.5 pips --- week 17 - jun 23 - 29 (31 trades closed)

2010.06.29-17:14 MDT: RECENT CLOSED TRADES = 0.0 pips (0 closed trade)
2010.06.29-17:14 MDT: OPEN FLOATING TRADES = -84.7 pips (8 open trades)


Gear on the left...
kishorejoga
Jul 01 2010 at 18:36
313 posts
adding one 5k managed account is really useful T
please do so if u dont mind

tbuitendyk (tbuitendyk)
Jul 06 2010 at 19:23
141 posts
Hi Kishore,

I might do that for you... I can ask one of our $5k clients if they mind us publishing their results. That said, the results are the same as the published results here -- same wins, same losses, just sizing is 0.05 on 1:1.

t.

Gear on the left...
kishorejoga
Jul 06 2010 at 19:45
313 posts
thanks t. u r a star among all traders here

tbuitendyk (tbuitendyk)
Jul 07 2010 at 00:52
141 posts
Week 18 Trading Update:

This past week seemed to be just about “average”, if one judges by the pips earned during week 18 and the established average. That said, similar to the situation from last week, there was a set of positions that stopped-out at relatively large expense, which brought down the performance significantly. If we can have few weeks without taking these hits then things should continue up nicely again. As it stands right now, it seems that the system is more or less recovered from the damage that occurred in June and hopefully things continue on where they left off a month ago.


Week 18 System Update:

Work is still ongoing on the new USDJPY signals set; as mentioned last week, when this new currency pair is re-implemented it will help to distribute gains and risk more evenly. Unfortunately, due to having so many machines dedicated to trading client accounts, there are only eight CPU cores available for modeling right now, which is not making this process go any faster… We will have to budget for some more modeling CPUs in the near future!

In the meanwhile, work has been ongoing on a major new feature that has been added to the trading engine. Volatility Trader version 4.0 introduces a new feature called the “Sequence Set.” Sequence Sets allow inter-signal dependencies, both “positive” and “negative”.

In more detail, what the VT Sequence Set functionality provides is that the market signals that the engine detects – both non-trading signals that simply flag different types of market activity and also normal trading signals that actually place trades into the market – can be grouped into sets which can then be configured to be dependent upon one another. For instance, a non-trading signal that detects a generally rising price on a currency pair on a multi-day timeframe can become a positive dependency on a long trading signal, while at the same time a multi-day falling price condition can be configured as a negative dependency on that same long trading signal. The net effect of such a configuration is that the engine will not take an otherwise indicated long trade if the multi-day trend is either “not up” or “down”, as indicated by the positive and negative dependency non-trading signals.

Another feature of Sequence Sets is that they can be configured in “Single Signal Sequence Set Mode” (say that fast five times!) which causes newly triggered signals to cancel any older active signal of the same Sequence Set, provided the older signal is not currently controlling open positions on the market. While this new feature has been programmed into the trading engine, there has not been time yet to work with it. (Although there are some ideas kicking around on how it can be utilized…)

To-date with the new version the current work with USDJPY modeling has involved designing and testing new modeling procedures to work with the new features. The early results from this initial modeling work using the new version 4.0 compliant modeling design have been positive thus far, with definite improvements in trading accuracy demonstrated by utilizing positive and negative larger timeframe price trend dependencies on trading signals. Hopefully some new USDJPY signals will be ready to trade in the next few days, in which case you will begin to see USDJPY positions opening again on your accounts.


***************************************************************************
LIVE ACCOUNT TRADING LOG -- SIGNALS source for the FULLY MANAGED ACCOUNTS
SEND EMAIL TO VTSS@HomeAndOfficeMicro.com TO OPEN AN ACCOUNT -- MINIMUM $5,000
***************************************************************************

SUMMARY:

8769.8 pips in 18 weeks --- 487.2 pips / week --- 97.4 pips / trading day --- 722 total trades

(Approximately 0.97% daily compounding rate.)

DETAIL:

+ 905.6 pips --- week 1 - mar 03-09 (26 trades closed)
+ 425.3 pips --- week 2 - mar 10-16 (26 trades closed)
+ 400.0 pips --- week 3 - mar 17-23 (39 trades closed)
+ 570.1 pips --- week 4 - mar 24-30 (36 trades closed)
+ 1101.2 pips - week 5 - mar 31-06 (23 trades closed)
+ 828.3 pips --- week 6 - apr 07-13 (29 trades closed)
+ 663.0 pips --- week 7 - apr 14-20 (36 trades closed)
+ 636.1 pips --- week 8 - apr 21-27 (24 trades closed)
+ 248.3 pips --- week 9 - apr 28-04 (33 trades closed)
+ 487.7 pips --- week 10 - may 5-11 (approx. 108 trades closed)
+ 686.3 pips --- week 11 - may 12-18 (73 trades closed)
+ 630.6 pips --- week 12 - may 19-25 (48 trades closed)
+ 503.8 pips --- week 13 - may 26 - 01 (44 trades closed)
+ 1053.5 pips - week 14 - jun 02 - 08 (33 trades closed)
 - 1804.6 pips - week 15 - jun 09 - 15 (49 trades closed)
+ 983.4 pips --- week 16 - jun 16 - 22 (40 trades closed)
 - 54.5 pips --- week 17 - jun 23 - 29 (31 trades closed)
+ 505.7 pips --- week 18 - jun 30 - 06 (24 trades closed)

2010.07.06-18:06 MDT: RECENT CLOSED TRADES = 0.0 pips (0 closed trade)
2010.07.06-18:06 MDT: OPEN FLOATING TRADES = -263.8 pips (4 open trades)

Gear on the left...
cun111 (cun111)
Jul 12 2010 at 07:22
82 posts

tbuitendyk posted:
    Week 16 System Update:

The system has performed quite well over the past week, earning almost 1,000 pips over the past 5 trading days. In terms of market synchronization, it appears that the system may have completed emerging from the drawdown incident that occurred during week 15, due in part no doubt to the help of the new British budget that buoyed sterling today after previous uncertainty going into the UK budget release. Also on a positive note, it looks at this point that with the new signals configuration the average weekly performance of the engine should be generally improved from the previous 650 pips or so per week, to perhaps something in the neighborhood of 1,000 pips per week.

In other news, an entirely new signal set based on USDJPY is currently under development. These new signals will operate with more of a scalping trading method – not hyper-scalping but a more relaxed automated scalping technique looking for around 20 pips or so of profit on each USDJPY position. Once this new set has been thoroughly tested it will be implemented, potentially replacing the “old” 9 signal GPBUSD signal set. (Note that the idea of potentially replacing the Set # 1 GPBUSD signal set is in view at this time due to the necessity of not overtrading the accounts, not because there is anything wrong with that set.)



**************************************************************************
LIVE ACCOUNT TRADING LOG -- SIGNALS source for the FULLY MANAGED ACCOUNTS
SEND EMAIL TO VTSS@HomeAndOfficeMicro.com TO OPEN AN ACCOUNT -- MINIMUM $5,000
**************************************************************************

SUMMARY:

8318.6 pips in 16 weeks --- 519.9 pips / week --- 104.0 pips / trading day --- 667 total trades

(Approximately 1.04% daily compounding rate.)

DETAIL:

+ 905.6 pips --- week 1 - mar 03-09 (26 trades closed)
+ 425.3 pips --- week 2 - mar 10-16 (26 trades closed)
+ 400.0 pips --- week 3 - mar 17-23 (39 trades closed)
+ 570.1 pips --- week 4 - mar 24-30 (36 trades closed)
+ 1101.2 pips - week 5 - mar 31-06 (23 trades closed)
+ 828.3 pips --- week 6 - apr 07-13 (29 trades closed)
+ 663.0 pips --- week 7 - apr 14-20 (36 trades closed)
+ 636.1 pips --- week 8 - apr 21-27 (24 trades closed)
+ 248.3 pips --- week 9 - apr 28-04 (33 trades closed)
+ 487.7 pips --- week 10 - may 5-11 (approx. 108 trades closed)
+ 686.3 pips --- week 11 - may 12-18 (73 trades closed)
+ 630.6 pips --- week 12 - may 19-25 (48 trades closed)
+ 503.8 pips --- week 13 - may 26 - 01 (44 trades closed)
+ 1053.5 pips - week 14 - jun 02 - 08 (33 trades closed)
 - 1804.6 pips - week 15 - jun 09 - 15 (49 trades closed)
+ 983.4 pips --- week 16 - jun 16 - 22 (40 trades closed)

2010.06.22-20:54 MDT: RECENT CLOSED TRADES = 10.9 pips (1 closed trade)
2010.06.22-20:54 MDT: OPEN FLOATING TRADES = -80.0 pips (10 open trades)



Hi,

 I am vwell interested in your system. Please could you give more info about your system?

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