I had a huge -110pips dd in a EURUSD long trade on last Friday. I could even reproduce this loser trade in control point backtest. But this trade does not appear in the official forward test. It looks like the vendor stopped this EA before the big news (i.e. US employment rate). I hope Doug will let us know when to stop and restart the EA as he does for Rev Trader.

As for backtest, it matches quite well with the forward test. Looks very promising! I started loving this EA even though I had a big loser trade at the beginning...

Zpráva

maida0922

Členem od Nov 26, 2014 5 příspěvků

Feb 08, 2015 at 11:35

Členem od Nov 26, 2014 5 příspěvků

craneliu posted:
Hi JPFX,

thanks for sharing!
I have some concerns:
1) which broker are you using? Is voterx EA sensitive to broker like REV?

2) for the backrest, which data source and spread are you using?

Thanks!

Crane

1) I use XM Zero (ECN). I still don't have enough data about the broker sensitivity.
2) The data source is from Metaquotes and I set spread as 1 (if i remenber correctly. I am not a experienced backtester). I noticed some trades are spread sensitive, which is quite expectable from its strategy.

Zpráva

forex_trader_149646

Členem od Sep 09, 2013 471 příspěvků

Feb 08, 2015 at 14:12

Členem od Sep 09, 2013 471 příspěvků

Thank you for sharing your backtest of VTP and Wall Street

https://www.myfxbook.com/strategies/vortextraderprobt-gbp/76831

https://www.myfxbook.com/strategies/wallstreetforexrobotbt-gbp/76839

Wall street made 900 more trades and still comes ahead in the Profit factor 1.99 compared to VTP 1.84

Zpráva

maida0922

Členem od Nov 26, 2014 5 příspěvků

Feb 08, 2015 at 15:55

Členem od Nov 26, 2014 5 příspěvků

Please note that the modeling quality of these backtests is not very good. And I have a feeling that Wallstreet always looks nicer in the backtest than in real trade. Especially recent performance of Wallstreet keeps me disappointed.

After exploring around in MyFxBook, I've found two live accounts that run VortexTrader:
https://www.myfxbook.com/members/TradeNew/synergyfx-hybrid/1149621
https://www.myfxbook.com/members/BestEARobots/vortex-trader-pro-bestearobotscom/1150686

None of them has the loss I experienced. So it can be some broker-dependent problem.

Zpráva

BluePanther

Členem od Jan 25, 2010 1360 příspěvků

Feb 08, 2015 at 18:36 (Upravené Feb 08, 2015 at 18:37)

Členem od Jan 25, 2010 1360 příspěvků

RedRhino posted:
Thank you for sharing your backtest of VTP and Wall Street

https://www.myfxbook.com/strategies/vortextraderprobt-gbp/76831

https://www.myfxbook.com/strategies/wallstreetforexrobotbt-gbp/76839

Wall street made 900 more trades and still comes ahead in the Profit factor 1.99 compared to VTP 1.84

Those points make WSR seem enticing, but for me I don't like WSR...
I guess its due to AHPR and GHPR factors (0.1% compared with VTP of 0.13%)

And although trade duration is almost double that of WSR, VPT has an accuracy over 10% better. I prefer this (though it is interesting to note WSR has a smoother equity curve than that of VPT).

Zpráva

bigtraderapp

Členem od Jan 05, 2015 145 příspěvků

Feb 09, 2015 at 07:40

Členem od Jan 05, 2015 145 příspěvků

BluePanther posted:
RedRhino posted:
Thank you for sharing your backtest of VTP and Wall Street

https://www.myfxbook.com/strategies/vortextraderprobt-gbp/76831

https://www.myfxbook.com/strategies/wallstreetforexrobotbt-gbp/76839

Wall street made 900 more trades and still comes ahead in the Profit factor 1.99 compared to VTP 1.84

Those points make WSR seem enticing, but for me I don't like WSR...
I guess its due to AHPR and GHPR factors (0.1% compared with VTP of 0.13%)

And although trade duration is almost double that of WSR, VPT has an accuracy over 10% better. I prefer this (though it is interesting to note WSR has a smoother equity curve than that of VPT).

So over long run best get VTP ;o)

Zpráva

bigtraderapp

Členem od Jan 05, 2015 145 příspěvků

Feb 09, 2015 at 07:40

Členem od Jan 05, 2015 145 příspěvků

maida0922 posted:
I had a huge -110pips dd in a EURUSD long trade on last Friday. I could even reproduce this loser trade in control point backtest. But this trade does not appear in the official forward test. It looks like the vendor stopped this EA before the big news (i.e. US employment rate). I hope Doug will let us know when to stop and restart the EA as he does for Rev Trader.

As for backtest, it matches quite well with the forward test. Looks very promising! I started loving this EA even though I had a big loser trade at the beginning...

I did not get this EUR/USD trade at all like Doug's account. I am using TradersWay as in the USA and matching Both VTP & RTV about as close as one can get to Doug's live accounts.

Zpráva

MiiX3R

Členem od May 30, 2013 19 příspěvků

Feb 09, 2015 at 07:52

Členem od May 30, 2013 19 příspěvků

maida0922 posted:
craneliu posted:
Hi JPFX,

thanks for sharing!
I have some concerns:
1) which broker are you using? Is voterx EA sensitive to broker like REV?

2) for the backrest, which data source and spread are you using?

Thanks!

Crane
1) I use XM Zero (ECN). I still don't have enough data about the broker sensitivity.
2) The data source is from Metaquotes and I set spread as 1 (if i remenber correctly. I am not a experienced backtester). I noticed some trades are spread sensitive, which is quite expectable from its strategy.

I've a broker price feed problem with VTP last week, even Doug still have no idea about this problem. I use FXPrimus ECN.

Zpráva

MiiX3R

Členem od May 30, 2013 19 příspěvků

Feb 09, 2015 at 07:57

Členem od May 30, 2013 19 příspěvků

Here is E/U Backtest from 18/09/14 to 6/02/15. Anyone has a backtest to compare?

Přílohy :

Otevřít na celé obrazovce

Zpráva

forex_trader_149646

Členem od Sep 09, 2013 471 příspěvků

Feb 09, 2015 at 08:02 (Upravené Feb 09, 2015 at 08:02)

Členem od Sep 09, 2013 471 příspěvků

This live account still has the current EURUSD Short open while Vendor account closed at 0 pips

https://www.myfxbook.com/members/flipperr/7641533-vortex/1152971

Here is a Tick data 2008- 2015 backtest for EURUSD

https://www.myfxbook.com/strategies/vortextraderpro-eurusd/76921

Including 2 Stoplosses that Vendor did not experience

02.12.2014 15:51 02.14.2014 07:02 EURUSD Sell 0.10 1.37005 1.35705 1.35905 1.37005 -110.0 -80.19 1d -1.62%
02.12.2014 15:45 02.14.2014 07:00 EURUSD Sell 0.10 1.36972 1.35672 1.35872 1.36972 -110.0 -80.22 1d -1.59%

Zpráva

forex_trader_149646

Členem od Sep 09, 2013 471 příspěvků

Feb 09, 2015 at 08:04

Členem od Sep 09, 2013 471 příspěvků

Here is another Live account at IC markets that still has the current EURUSD Short open while Vendor account closed at 0 pips

https://www.myfxbook.com/members/CentMan/vortex-trader-pro/1152924

Zpráva

forex_trader_149646

Členem od Sep 09, 2013 471 příspěvků

Feb 09, 2015 at 08:06

Členem od Sep 09, 2013 471 příspěvků

And two more live accounts with the EURUSD short still open

https://www.myfxbook.com/members/fxwatanabe3/vortex-trader-pro/1152722
https://www.myfxbook.com/members/BestEARobots/vortex-trader-pro-bestearobotscom/1150686

and here is another account not updated yet, We will have to check back later

https://www.myfxbook.com/members/forexgermany/vortex-trader-pro/1151662

Zpráva

marran

Členem od Nov 27, 2014 120 příspěvků

Feb 09, 2015 at 08:44

Členem od Nov 27, 2014 120 příspěvků

This EA is starting not to look so great right now

Zpráva

BluePanther

Členem od Jan 25, 2010 1360 příspěvků

Feb 09, 2015 at 10:41 (Upravené Feb 09, 2015 at 10:53)

Členem od Jan 25, 2010 1360 příspěvků

My IC Markets demo has EU short closed for 0.6 pips... similar to other ICM accounts.

Not sure why XM still has it open...

marran posted:
This EA is starting not to look so great right now

That depends on your definition of great... still looks great to me! (compared to all the crap I have seen or tried, ABSOLUTELY!) 😎

Zpráva

forex_trader_149646

Členem od Sep 09, 2013 471 příspěvků

Feb 09, 2015 at 10:51

Členem od Sep 09, 2013 471 příspěvků

Vendor closed before all the users though. XM has higher spreads than ICM!!

Zpráva

marran

Členem od Nov 27, 2014 120 příspěvků

Feb 09, 2015 at 10:55

Členem od Nov 27, 2014 120 příspěvků

BluePanther posted:
My IC Markets demo has EU short closed for 0.6 pips... similar to other ICM accounts.

Not sure why XM still has it open...

marran posted:
This EA is starting not to look so great right now

That depends on your definition of great... still looks great to me! (compared to all the crap I have seen or tried, ABSOLUTELY!) 😎

Well my thoughts were that the results were very positive and that was making the EA look great! However subsequent posts are showing differing results

Zpráva

BluePanther

Členem od Jan 25, 2010 1360 příspěvků

Feb 09, 2015 at 10:57 (Upravené Feb 09, 2015 at 11:01)

Členem od Jan 25, 2010 1360 příspěvků

RedRhino posted:
Vendor closed before all the users though. XM has higher spreads than ICM!!

Guess that means vendor's broker SynergyFX has better spreads than ICM? Hmmm...

Well my thoughts were that the results were very positive and that was making the EA look great! However subsequent posts are showing differing results

You are welcome to form your own opinion, but don't necessarily base it upon others' opinions only... Do your own due diligence!

Zpráva

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AUDUSD	0.6532	USDCHF	0.91322
EURJPY	167.48	EURCHF	0.97952
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