btanalysis' की पोस्ट- पेज3

KeltnerFlow अंदरट्रेडींग सिस्टम Apr 18, 2015 at 21:58

The KeltnerFlow fixed-lot EU backtest proves stagnant for most of the time, as shown by the red horisontal lines here: http://www.myfxbook.com/files/btanalysis/KeltnerFlowStagnant.jpgThe original KeltnerPro fixed-lot EU backtest over the same period of time on the same 90% modeling quality data does not show so much stagnation:http://www.myfxbook.com/files/btanalysis/StrategyTester.gifI feel I need to be demonstrated the benefit of KeltnerFlow over KeltnerPro more clearly.

KeltnerFlow अंदरट्रेडींग सिस्टम Apr 18, 2015 at 17:42

Thanks for posting a longer backtest. It shows why I am asking you to post backtests on all other traded pairs too over the same periods of time: on your EU backtest (with EU being the original KeltnerPro bot's best currency pair), there are lengthy stagnation periods (August 2004 - October 2008, December 2008 - April 2011) while the original KeltnerPro EA shows substantial profits on its fixed-lot December 2008 - April 2011 backtest, the equity curve of which I am attaching below (I couldn't run a tick data backtest for August 2004 - October 2008 because Dukascopy whose tick data I...

KeltnerFlow अंदरट्रेडींग सिस्टम Apr 18, 2015 at 10:53

I think market entry should be entirely volume driven. The original KeltnerPro EA enters the market on every breakout (whether genuine or false) and simply swallows any losses should the breakout prove to be false in hopes for them to be later recovered by higher profits on genuine breakouts. Yet this approach leaves us with a possibility of a huge drawdown due to a lengthy losing streak on a choppy muted market with no trends emerging. My backtests concern remains unaddressed. You rightly state all we need is quality data without missing bars yet your own 2013 GU backtests have a whole of two...

KeltnerFlow अंदरट्रेडींग सिस्टम Apr 17, 2015 at 17:58

Why are the months of April and July, 2014 missing in your backtests?

KeltnerFlow अंदरट्रेडींग सिस्टम Apr 17, 2015 at 17:08

In any case, one year of backtest on one currency pair is not sufficient - we'll need a broader picture consisting of multi-year backtests on all currency pairs used. I would further differentiate false breakouts into sharp price movements due to the lack of liquidity and breakouts on muted markets. The current FX markets are clearly muted by a slower than expected recovery of the US economy on one hand and the Greek uncertainty on the other hand. What leads to a breakout is some major news immediately resulting in a sharp large price movements that would normally turn into a trend for som...

KeltnerFlow अंदरट्रेडींग सिस्टम Apr 17, 2015 at 10:59

Demo tests are only good to check if the bot places trades per the strategy and doesn't have any basic glitches. As you never get slippage, limited liquidity, and spread hikes on demo, the actual profit percentage is irrelevant. I've been immensely successful on demo tests with dozens of EAs only to blow live accounts with the same bots. So this test is more for the developer's reference. I'm eager to see KeltnerFlow tested on a live account with cold hard cash over the same period of time as the original KeltnerPro. Also, I could only locate the graphs of two GU 2013 backtests...

KeltnerPRO - Jared अंदरट्रेडींग सिस्टम Apr 16, 2015 at 12:54

Just what I've talked about earlier - the US data weaker than expected today yet EURUSD and GBPUSD are muted by the Greek default fears. No moves - no breakouts - no trades. And this is to last all the way until that Greek "make it or break it moment" which may take many months to come.

KeltnerPRO - Jared अंदरट्रेडींग सिस्टम Apr 15, 2015 at 11:46

Many thanks, pal!

KeltnerPRO - Jared अंदरट्रेडींग सिस्टम Apr 15, 2015 at 11:35

How?

KeltnerPRO - Jared अंदरट्रेडींग सिस्टम Apr 15, 2015 at 08:25

Any long EU breakouts are doomed as long as the Greek issue weighs. The bot (being a fairly simple code) has no way of seeing it. So you have every chance for a lengthy losing streak here. The US economy is consistently underscoring its recovery expectations, so the buck keeps plunging now and then on the US data releases but these breakouts are immediately capped by "mounting fears over Greece" (I'm pretty sick of this cliche already - will eventually post their glossary). That's why the long EU breakouts never lead to new trends and the bot keeps hitting SLs - and will in a...

KeltnerPRO - Jared अंदरट्रेडींग सिस्टम Apr 12, 2015 at 10:41

Nassim Nicholas Taleb, the financier who coined the very term "black swan", in his article "The Black Swan of Cairo" asks this question: "Why is surprise the permanent condition of the U.S. political and economic elite?" Indeed, "black swans" do occur all the time, we just don't know when is the next one. As for the January 15 USDCHF disaster, it was even somewhat predictable: the massive ECB QE program was already announced by then and there was no way in heaven the SNB could sustain the 1.20 EURCHF peg with that QE program in place. Actually, big n...

KeltnerPRO - Jared अंदरट्रेडींग सिस्टम Apr 05, 2015 at 21:14

Those remaining open trades have indeed just closed in net profit on my account. It's a pity that "Jared" no longer takes part in the discussion of his product here.

Live FX rates over weekends? अंदरसामान्य Apr 05, 2015 at 04:33

Is there some clandestine FX trading that we learn of only after seeing the Monday gaps? No other way to learn about it until then?

Live FX rates over weekends? अंदरसामान्य Apr 04, 2015 at 20:17

Where can I view live FX rates over weekends? Oanda used to even allow weekend trading until 2012. Is there such a website?

KeltnerPRO - Jared अंदरट्रेडींग सिस्टम Apr 04, 2015 at 19:02

In addition to a bunch of closed Friday's losing trades, I have quite a few left open over the weekend, as seen in the screenshot below. As we wait for the Monday opening, let's play a small guessing game as to their eventual fate. Will USD open higher or lower across the board next week, in your opinion? Why do you think so?http://www.myfxbook.com/files/btanalysis/KeltnerOpenTrades.jpg

KeltnerPRO - Jared अंदरट्रेडींग सिस्टम Apr 04, 2015 at 07:17

Don't you think you could double your account instead due to the expected huge market moves?

KeltnerPRO - Jared अंदरट्रेडींग सिस्टम Apr 04, 2015 at 03:49

If you look at the above charts, you'll see it has traded per its strategy. However, the greenback's downfall has reversed before the bot could take any profits. This has been periodically happening with this EA in the past and will be happening again. My screenshot rather demonstrates the perils of running this bot on too many pairs.I wonder how it will trade on the 9th if there's Graccident. Will it rape my broker, so that I will have to request an urgent withdrawal of the full amount before my broker files for bankruptcy?

KeltnerPRO - Jared अंदरट्रेडींग सिस्टम Apr 04, 2015 at 01:18

What other EAs are you running?

KeltnerPRO - Jared अंदरट्रेडींग सिस्टम Apr 04, 2015 at 01:16

Note how the vendor quietly dropped USDCHF from his live trading in addition to the previously dropped AUDUSD and NZDUSD - otherwise, he would have those today's USDCHF losses on his account too.

KeltnerPRO - Jared अंदरट्रेडींग सिस्टम Apr 03, 2015 at 22:49

The Good Friday massacre - a cold bloodbath, no less:http://www.myfxbook.com/files/btanalysis/KeltnerProGoodFridayMassacre.jpg

EURUSD	1.13842	GBPUSD	1.33666	AUDUSD	0.63938
USDJPY	142.792	USDCAD	1.38258	USDCHF	0.82395

Advertisement

पोस्ट इसके द्वारा forex_trader_67253