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KeltnerPRO - Jared (By keltnerpro )

Gewinn +5645.75%
Drawdown 58.74%
Pips: 4744.8
Trades 1003
Gewonnen
Verloren
Typ Real
Hebel: 1:100
Handel Unbekannt

Diskussion

HardWorker
Apr 16 2017 at 07:26
4 Beiträge
Hi, keltnerpro.

Why no trade from 02.17.2017 to now? what is wrong with the EA of KeltnerPRO?

M725179 (M725179)
Apr 28 2017 at 11:10
12 Beiträge
the strategy is so volatility

I think Keltnerpro would confuse on the EA strategy as well

vocasla
Jun 27 2017 at 06:29
35 Beiträge
Issues of volatility can be ironed out by implementing 3 simple things:

1) Only allowing 1 trade per pair at a time
2) Keeping to fixed lots and only increase lots (manually) at new equity highs
3) Adding more currency pairs and at different time frames

To continue making this EA work smoothly (as is the case for me) - I've added/modified the following pairs/timeframes (they've all been backtested):

AUDUSD M5,
EURGBP H1,
EURUSD M15, EURUSD M30,
GBPUSD M5, GBPUSD M15,
NZDUSD M15,
USDCHF M5, USDCHF M15
USDJPY M15

Lot sizing will need to be re-adjusted as well as there are duplicate pairs (i.e. EURUSD, GBPUSD, and USDCHF) plus they all perform at different frequencies and profitabilities, historically speaking (this is optional).

For a $10k start balance, lot sizes could be:

AUDUSD = 0.12
EURGBP = 0.12
EURUSD = 0.02 (0.02*2=0.04)
GBPUSD = 0.02 (0.02*2=0.04)
NZDUSD = 0.12
USDCHF = 0.02 (0.02*2=0.04)
USDJPY = 0.12

Of course, one could just stick to the standard fixed 0.01 lot per $1k rule to keep things simple.

*Note: there's probably a few more timeframes / currency pairs that could work to create a great combo (i.e. H1 timeframe, SGD currency pair). You'll need to perform your own backtests to check if they are satisfactory to your preferences.

Here's a portfolio backtest (max drawdown hovers around ~10%):






Anlagen


Trade systematically. Trade algorithmically.
aeronthomas (aeronthomas)
Jul 06 2017 at 09:46
1557 Beiträge
vocasla posted:
Issues of volatility can be ironed out by implementing 3 simple things:

1) Only allowing 1 trade per pair at a time
2) Keeping to fixed lots and only increase lots (manually) at new equity highs
3) Adding more currency pairs and at different time frames

To continue making this EA work smoothly (as is the case for me) - I've added/modified the following pairs/timeframes (they've all been backtested):

AUDUSD M5,
EURGBP H1,
EURUSD M15, EURUSD M30,
GBPUSD M5, GBPUSD M15,
NZDUSD M15,
USDCHF M5, USDCHF M15
USDJPY M15

Lot sizing will need to be re-adjusted as well as there are duplicate pairs (i.e. EURUSD, GBPUSD, and USDCHF) plus they all perform at different frequencies and profitabilities, historically speaking (this is optional).

For a $10k start balance, lot sizes could be:

AUDUSD = 0.12
EURGBP = 0.12
EURUSD = 0.02 (0.02*2=0.04)
GBPUSD = 0.02 (0.02*2=0.04)
NZDUSD = 0.12
USDCHF = 0.02 (0.02*2=0.04)
USDJPY = 0.12

Of course, one could just stick to the standard fixed 0.01 lot per $1k rule to keep things simple.

*Note: there's probably a few more timeframes / currency pairs that could work to create a great combo (i.e. H1 timeframe, SGD currency pair). You'll need to perform your own backtests to check if they are satisfactory to your preferences.

Here's a portfolio backtest (max drawdown hovers around ~10%):







Am I reading these results right, 152% return over a 16 year period with 10% max drawdown. This seems like a very low return for such a long backtest?

FXtrader2010
Jul 06 2017 at 19:21
724 Beiträge
aeronthomas posted:
vocasla posted:
Issues of volatility can be ironed out by implementing 3 simple things:

1) Only allowing 1 trade per pair at a time
2) Keeping to fixed lots and only increase lots (manually) at new equity highs
3) Adding more currency pairs and at different time frames

To continue making this EA work smoothly (as is the case for me) - I've added/modified the following pairs/timeframes (they've all been backtested):

AUDUSD M5,
EURGBP H1,
EURUSD M15, EURUSD M30,
GBPUSD M5, GBPUSD M15,
NZDUSD M15,
USDCHF M5, USDCHF M15
USDJPY M15

Lot sizing will need to be re-adjusted as well as there are duplicate pairs (i.e. EURUSD, GBPUSD, and USDCHF) plus they all perform at different frequencies and profitabilities, historically speaking (this is optional).

For a $10k start balance, lot sizes could be:

AUDUSD = 0.12
EURGBP = 0.12
EURUSD = 0.02 (0.02*2=0.04)
GBPUSD = 0.02 (0.02*2=0.04)
NZDUSD = 0.12
USDCHF = 0.02 (0.02*2=0.04)
USDJPY = 0.12

Of course, one could just stick to the standard fixed 0.01 lot per $1k rule to keep things simple.

*Note: there's probably a few more timeframes / currency pairs that could work to create a great combo (i.e. H1 timeframe, SGD currency pair). You'll need to perform your own backtests to check if they are satisfactory to your preferences.

Here's a portfolio backtest (max drawdown hovers around ~10%):







Am I reading these results right, 152% return over a 16 year period with 10% max drawdown. This seems like a very low return for such a long backtest?
i dunno seems pretty good to me. Not many investments can achieve such great of a return with such low risk,

vocasla
Jul 07 2017 at 05:57
35 Beiträge
aeronthomas posted:

Am I reading these results right, 152% return over a 16 year period with 10% max drawdown. This seems like a very low return for such a long backtest?


Leverage was set to fixed lot in order to show the underlying performance and minimize visual bias i.e. observe that the Stability factor = 0.89. With auto-lot function, the net gain in percent would be higher than that, with greater drawdown. I didn't show here the compound annual growth rate (CAGR).

Also note, I didn't do any analysis of winrate changes over time, either. So the statistical analysis above is fairly limited.

I merely wanted to show stability over time up to the present.

Trade systematically. Trade algorithmically.
aeronthomas (aeronthomas)
Jul 12 2017 at 11:09
1557 Beiträge
vocasla posted:
aeronthomas posted:

Am I reading these results right, 152% return over a 16 year period with 10% max drawdown. This seems like a very low return for such a long backtest?


Leverage was set to fixed lot in order to show the underlying performance and minimize visual bias i.e. observe that the Stability factor = 0.89. With auto-lot function, the net gain in percent would be higher than that, with greater drawdown. I didn't show here the compound annual growth rate (CAGR).

Also note, I didn't do any analysis of winrate changes over time, either. So the statistical analysis above is fairly limited.

I merely wanted to show stability over time up to the present.
Okay that explains it. Yes with compounding and increasing lot sizes it would be very interesting to see results.

vocasla
Jul 18 2017 at 06:57
35 Beiträge
Here's a more comprehensive list of pairs:

AUDCHF M30,
AUDNZD M5,
AUDUSD M5,
EURGBP H1,
EURUSD M15, EURUSD M30,
GBPUSD M5, GBPUSD M15, GBPUSD M30, GBPUSD H1
GBPSGD M15,
NZDUSD M15,
USDCHF M5, USDCHF M15
USDJPY M15, USDJPY M30

Trade systematically. Trade algorithmically.
vgasper (vgasper)
Jul 26 2017 at 14:36
89 Beiträge
This is the right picture of this EA: https://www.myfxbook.com/members/forexgermany/keltnerpro/983876

Thanks to the trader who is putting all results online...

Im writing about my experiences, so yours can be different ;)
alasdeaguila12
Jul 28 2017 at 19:49
18 Beiträge
thanks for share list of pairs etc, gbpusd looks very bad eurusd / usdchf in forexgermany looks better, Anyone can recommend good breakout from mql5?

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