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V4.0 AgressiveRisk (Od forex_trader_116483)
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V4.0 AgressiveRisk diskuse
forex_trader_116483
Členem od Mar 13, 2013
118 příspěvků
Feb 13, 2015 at 13:54
aeronthomas posted:
Phillippe where you say you don't hestitate to close running trading before london, is this mean this is only semi automated currently, not fully? thanks
You can leave the EA 100% full automated. You will have like in my backtest some bad trades recovering in 10 days ( a big V in the curve ) or try to cut some trade always running at GMT 7H and cut it if their loss < 10% Total Gain of the night to avoid any bad trade. It depend if this is trade in the Trend, if there Red News coming etc...
I'm trying to code this but it's not so easy.
Členem od Dec 04, 2010
1447 příspěvků
Feb 13, 2015 at 14:09
Philippe_FxBook posted:aeronthomas posted:
I just analyzed trades and when you exclude CHF pair you reduce drawdown to 8.92% from over 32%. Personally that is a pair I will never trade again, I will steer clear of currencies with central bank intervention, so will keep following this Asian scalper. looking quite promising though at the moment. cheers
What account do you analyse ?
Reduce DD from 32 to 9% is good BUT how much do you also reduce gain ? My main goal is Gain not Low DD ! :)
cheers
Philippe
Just analyzing this demo account, it reduced return to 1258% per month down from 1492% per month. I like a good balance with both and try not to be too greedy and get large drawdowns. Just an observation anyway, as it's an EA and not a signal service we can just exclude the pairs I assume by not attaching on that chart. thanks.
Členem od Oct 27, 2009
100 příspěvků
Feb 13, 2015 at 14:18
This is the most sophisticated EA that I ever saw,
Philippe must be a genius to create it,
Thank you Philippe for the opportunity .
My live account is up %40 this week and the EA trade only 4 days.
I can't wait for next week.
Have a great weekend All.
Philippe must be a genius to create it,
Thank you Philippe for the opportunity .
My live account is up %40 this week and the EA trade only 4 days.
I can't wait for next week.
Have a great weekend All.
forex_trader_116483
Členem od Mar 13, 2013
118 příspěvků
Feb 13, 2015 at 14:20
aeronthomas posted:Philippe_FxBook posted:aeronthomas posted:
I just analyzed trades and when you exclude CHF pair you reduce drawdown to 8.92% from over 32%. Personally that is a pair I will never trade again, I will steer clear of currencies with central bank intervention, so will keep following this Asian scalper. looking quite promising though at the moment. cheers
What account do you analyse ?
Reduce DD from 32 to 9% is good BUT how much do you also reduce gain ? My main goal is Gain not Low DD ! :)
cheers
Philippe
Just analyzing this demo account, it reduced return to 1258% per month down from 1492% per month. I like a good balance with both and try not to be too greedy and get large drawdowns. Just an observation anyway, as it's an EA and not a signal service we can just exclude the pairs I assume by not attaching on that chart. thanks.
Just an observation anyway, as it's an EA and not a signal service we can just exclude the pairs I assume by not attaching on that chart -> Yes of course.
From my backtest 2013/2014 USDCHF return heavy gain. But all can change so faster. I will stay tune :)
Členem od Dec 04, 2010
1447 příspěvků
Feb 13, 2015 at 14:22
Philippe_FxBook posted:aeronthomas posted:Philippe_FxBook posted:aeronthomas posted:
I just analyzed trades and when you exclude CHF pair you reduce drawdown to 8.92% from over 32%. Personally that is a pair I will never trade again, I will steer clear of currencies with central bank intervention, so will keep following this Asian scalper. looking quite promising though at the moment. cheers
What account do you analyse ?
Reduce DD from 32 to 9% is good BUT how much do you also reduce gain ? My main goal is Gain not Low DD ! :)
cheers
Philippe
Just analyzing this demo account, it reduced return to 1258% per month down from 1492% per month. I like a good balance with both and try not to be too greedy and get large drawdowns. Just an observation anyway, as it's an EA and not a signal service we can just exclude the pairs I assume by not attaching on that chart. thanks.
Just an observation anyway, as it's an EA and not a signal service we can just exclude the pairs I assume by not attaching on that chart -> Yes of course.
From my backtest 2013/2014 USDCHF return heavy gain. But all can change so faster. I will stay tune :)
I guess the issue was the Peg applied under SNB during that time, now that it's gone will be interesting to see whether this pair will continue to do as well. Time will tell:) good luck, and will stay tuned.
forex_trader_149646
Členem od Sep 09, 2013
406 příspěvků
Feb 13, 2015 at 15:42
Philippe_FxBook posted:
You will have like in my backtest some bad trades recovering in 10 days ( a big V in the curve ) or try to cut some trade always running at GMT 7H and cut it if their loss < 10% Total Gain of the night to avoid any bad trade. It depend if this is trade in the Trend, if there Red News coming etc...
I'm trying to code this but it's not so easy.
10 days to recover the Loss of a closed trade. Or you hold the trade open for 10 days before the market reaches a TP?
forex_trader_116483
Členem od Mar 13, 2013
118 příspěvků
Feb 13, 2015 at 16:06
RedRhino posted:Philippe_FxBook posted:
You will have like in my backtest some bad trades recovering in 10 days ( a big V in the curve ) or try to cut some trade always running at GMT 7H and cut it if their loss < 10% Total Gain of the night to avoid any bad trade. It depend if this is trade in the Trend, if there Red News coming etc...
I'm trying to code this but it's not so easy.
10 days to recover the Loss of a closed trade. Or you hold the trade open for 10 days before the market reaches a TP?
10 days to recover the loss. All trades are always cut à GMT 18H maximum. This is intra-day trading.
forex_trader_116483
Členem od Mar 13, 2013
118 příspěvků
Feb 17, 2015 at 03:50
Hello traders
after the first little bad trade in 3 weeks of good trades, EA resumes its walking forward with about +10% today 😎
cheers
Philippe
after the first little bad trade in 3 weeks of good trades, EA resumes its walking forward with about +10% today 😎
cheers
Philippe
Členem od Nov 06, 2014
115 příspěvků
Feb 17, 2015 at 06:43
Was there a news event that caused the losses on the 13th-16th?
forex_trader_116483
Členem od Mar 13, 2013
118 příspěvků
Feb 17, 2015 at 07:00
@Marketorder
No, just some trade that enter in the 10% bad trade. Ratio for this EA Good/Bad trade is 90/10.
No, just some trade that enter in the 10% bad trade. Ratio for this EA Good/Bad trade is 90/10.
Členem od Nov 02, 2009
77 příspěvků
Feb 17, 2015 at 07:03
hi, Philippe!
are you selling your EA?
are you selling your EA?
Členem od Nov 06, 2014
115 příspěvků
Feb 17, 2015 at 07:03
Have you tried it on Tradersway yet? I might be interested in buying it if it works with my broker. I also use FXCM too
forex_trader_116483
Členem od Mar 13, 2013
118 příspěvků
Feb 17, 2015 at 07:20
@Marketorder
No yet sorry...too much work for now. But it's planned
No yet sorry...too much work for now. But it's planned
Členem od Nov 06, 2014
115 příspěvků
Feb 17, 2015 at 07:21
(Upravené Feb 17, 2015 at 07:22)
When are you anticipating on selling it?
Philippe_FxBook posted:@Marketorder No yet sorry...too much work for now. But it's planned
forex_trader_116483
Členem od Mar 13, 2013
118 příspěvků
Feb 18, 2015 at 12:48
First bad trades for this V3 Agressive Mode, with a test of new trade which I may use in V4.
I could clear 2 EURUSD with 0 this morning, but it seems it can break out the daily open...but not !
Let's see now how V3 is recovering from bad trades... In simulation its about 15 days.
For those who do not like big DD, please use Low Risk setup :)
http://www.myfxbook.com/members/finbou/ma-503718-finbou-icmarkets-true/1073282
I could clear 2 EURUSD with 0 this morning, but it seems it can break out the daily open...but not !
Let's see now how V3 is recovering from bad trades... In simulation its about 15 days.
For those who do not like big DD, please use Low Risk setup :)
http://www.myfxbook.com/members/finbou/ma-503718-finbou-icmarkets-true/1073282
forex_trader_149646
Členem od Sep 09, 2013
406 příspěvků
Feb 18, 2015 at 14:40
I am glad to see a WCS , not that I want anyone to lose money trading but to see realistic results with the inherited risk involved within the system. Now we can calculate a proper RR and adjust the percentage at risk to stay within our risk profile. Is the Finbou your system, customer, or you other username for account showcasing?
forex_trader_116483
Členem od Mar 13, 2013
118 příspěvků
Feb 18, 2015 at 15:57
RedRhino posted:
I am glad to see a WCS , not that I want anyone to lose money trading but to see realistic results with the inherited risk involved within the system. Now we can calculate a proper RR and adjust the percentage at risk to stay within our risk profile. Is the Finbou your system, customer, or you other username for account showcasing?
Yes big hit.
but This don't affect the perfect curve of my backtest, were there are lot of that big hit.
Finbou is a customer running V3 with Low Risk setting... but much less gain.
forex_trader_116483
Členem od Mar 13, 2013
118 příspěvků
Feb 18, 2015 at 16:03
Just a reminder : back tests contains these bad trades but the curve is up up up
bad trades are part of this strategy... until I find something to get rid of them without Influence the good trades !
bad trades are part of this strategy... until I find something to get rid of them without Influence the good trades !
forex_trader_149646
Členem od Sep 09, 2013
406 příspěvků
Feb 18, 2015 at 16:30
What data source are you using within the ForexTester software for your backtests and are the backtesting reports compatible with the strategies section on myfxbook for uploading? Also, do you have to Change EA parameters in runtime to produce this backtest result?
forex_trader_116483
Členem od Mar 13, 2013
118 příspěvků
Feb 19, 2015 at 06:37
@RedRhino
Also, do you have to Change EA parameters in runtime to produce this backtest result? -> NO ? and to avoid Over Optimisation, lot of parameters were not...optimised ! there are only technical value like Close On Cross MA Trend that we have had yesterday with EURUSD.
Backtest from 2013 to 2014 return good curve with bad trade include AND forward test from 12-2014 to 02-2015 return the same as we can see in live, with some difference due to some slippage (rarely with IC Markets but they do exist sometime) and spread difference.
and I repeat, for those who have fear with big DD, just run a Low Risk setting. Less DD and less Gain.
http://www.myfxbook.com/members/finbou/ma-503718-finbou-icmarkets-true/1073282
cheers
Also, do you have to Change EA parameters in runtime to produce this backtest result? -> NO ? and to avoid Over Optimisation, lot of parameters were not...optimised ! there are only technical value like Close On Cross MA Trend that we have had yesterday with EURUSD.
Backtest from 2013 to 2014 return good curve with bad trade include AND forward test from 12-2014 to 02-2015 return the same as we can see in live, with some difference due to some slippage (rarely with IC Markets but they do exist sometime) and spread difference.
and I repeat, for those who have fear with big DD, just run a Low Risk setting. Less DD and less Gain.
http://www.myfxbook.com/members/finbou/ma-503718-finbou-icmarkets-true/1073282
cheers
