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KeltnerPRO - Jared (由 keltnerpro)
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KeltnerPRO - Jared討論
forex_trader_38771
會員從Jun 10, 2011開始
52帖子
Dec 03, 2014 at 09:34
Given the light volume from now until mid-Jan i would turn the EA off or significantly reduce risk
Dec 03, 2014 at 09:36
gobias posted:
Given the light volume from now until mid-Jan i would turn the EA off or significantly reduce risk
thats quite wise... If you backtest this strategy Jan and Feb were NOT a good month... and explains why you have this particular MYFX history starting on March...
Anyway, tomorrow on ECB talk you might want to see whats gong to happen.
Cheers,
Vlad
vladrac@
會員從Oct 28, 2009開始
1409帖子
Dec 03, 2014 at 10:06
I'm in the process of generating backtesting for all the pairs for this purpose. I can tell you that for EurUsd the last three years in January it made money and in December the EurUsd generally makes money. Certainly can't see any reason to turn that pair off. The whole "stop trading in certain months" is a bit of a myth in my experience.
Don't trade in December/January.
Sell in May and Go Away
Don't trade around tax year end.
Before you know it you are not trading for around half the year.
Open up a weekly EurUsd chart, add a short term ATR and a volume indicator. The volume indicator and ATR drop in the week before Christmas. Sometimes the week before that depending on when Christmas day actually falls, but other than that I would challenge anyone to tell by eye when Christmas is on that chart. Take it down to a daily chart and again I would challenge anyone to tell me by eye when Christmas is.
The charts are your friends.
Best regards Steve
Don't trade in December/January.
Sell in May and Go Away
Don't trade around tax year end.
Before you know it you are not trading for around half the year.
Open up a weekly EurUsd chart, add a short term ATR and a volume indicator. The volume indicator and ATR drop in the week before Christmas. Sometimes the week before that depending on when Christmas day actually falls, but other than that I would challenge anyone to tell by eye when Christmas is on that chart. Take it down to a daily chart and again I would challenge anyone to tell me by eye when Christmas is.
The charts are your friends.
Best regards Steve
11:15, restate my assumptions: 1. Mathematics is the language of nature. 2. Everything around us can be represented and understood through numbers. 3. If you graph these numbers, patterns emerge. Therefore: There are patterns everywhere in nature.
Dec 03, 2014 at 10:11
stevetrade posted:
I'm in the process of generating backtesting for all the pairs for this purpose. I can tell you that for EurUsd the last three years in January it made money and in December the EurUsd generally makes money. Certainly can't see any reason to turn that pair off. The whole "stop trading in certain months" is a bit of a myth in my experience.
Don't trade in December/January.
Sell in May and Go Away
Don't trade around tax year end.
Before you know it you are not trading for around half the year.
Open up a weekly EurUsd chart, add a short term ATR and a volume indicator. The volume indicator and ATR drop in the week before Christmas. Sometimes the week before that depending on when Christmas day actually falls, but other than that I would challenge anyone to tell by eye when Christmas is on that chart. Take it down to a daily chart and again I would challenge anyone to tell me by eye when Christmas is.
The charts are your friends.
Best regards Steve
You think he really started his first trade account on March and the one we see here is the only one... I know you dont..
Please backtest for Jan/Feb.
Certain strategies depend on ATR and Volume and this one is clearly sensitive to these factors.
vladrac@
會員從Oct 28, 2009開始
1409帖子
Dec 03, 2014 at 10:41
I'm in the process of testing all pairs for the last three years, after which I will aggregate the results and analyse. Unfortunately Keltner is a slow backtest so it will take most of this week to do.
I can see from the EurUsd that in the couple of weeks around Christmas for
2013/2014 - EurUsd lost 11.46%
2012/2013 - EurUsd lost 9.4%
2011/2012 - EurUsd, this was a weird one as Christmas fell at the weekend. The two week period didn't trade, a three week period made a gain.
Now, if you look at December 1st 2013 till December 22nd 2013 EurUsd made 9.07%.
So, there's no rush to make a decision. Personally I think a switch off from December 19th until January 5th will be the way forward.
Best regards Steve
I can see from the EurUsd that in the couple of weeks around Christmas for
2013/2014 - EurUsd lost 11.46%
2012/2013 - EurUsd lost 9.4%
2011/2012 - EurUsd, this was a weird one as Christmas fell at the weekend. The two week period didn't trade, a three week period made a gain.
Now, if you look at December 1st 2013 till December 22nd 2013 EurUsd made 9.07%.
So, there's no rush to make a decision. Personally I think a switch off from December 19th until January 5th will be the way forward.
Best regards Steve
11:15, restate my assumptions: 1. Mathematics is the language of nature. 2. Everything around us can be represented and understood through numbers. 3. If you graph these numbers, patterns emerge. Therefore: There are patterns everywhere in nature.
Dec 03, 2014 at 11:02
thats the problem, when you reduce the risk after loosing and you make the risk higher after winners, you will never have a good performance.....take one time your risk and leave it or take fixe lot every x 1000 deposit and make higher all x 1000.
to change always risk or lotsize when was loosers or winners you will never have a constant performance.
must of people do this. when there was winners they take after higher risk and when was looser they change to smaller risk,....thats a big fault.
leave the risk !!!!
this have nothing to do with moneymanagment
to change always risk or lotsize when was loosers or winners you will never have a constant performance.
must of people do this. when there was winners they take after higher risk and when was looser they change to smaller risk,....thats a big fault.
leave the risk !!!!
this have nothing to do with moneymanagment
Dec 03, 2014 at 11:05
braddock posted:
thats the problem, when you reduce the risk after loosing and you make the risk higher after winners, you will never have a good performance.....take one time your risk and leave it or take fixe lot every x 1000 deposit and make higher all x 1000.
to change always risk or lotsize when was loosers or winners you will never have a constant performance.
must of people do this. when there was winners they take after higher risk and when was looser they change to smaller risk,....thats a big fault.
leave the risk !!!!
this have nothing to do with moneymanagment
that is quite right!
vladrac@
Dec 03, 2014 at 11:18
vladrac posted:braddock posted:
thats the problem, when you reduce the risk after loosing and you make the risk higher after winners, you will never have a good performance.....take one time your risk and leave it or take fixe lot every x 1000 deposit and make higher all x 1000.
to change always risk or lotsize when was loosers or winners you will never have a constant performance.
must of people do this. when there was winners they take after higher risk and when was looser they change to smaller risk,....thats a big fault.
leave the risk !!!!
this have nothing to do with moneymanagment
that is quite right!
Totally agree with you, guaranteed that as soon as you reduce the amount you trade it will start winning. you need to make a decision and stick to it
Dec 03, 2014 at 13:46
marran posted:vladrac posted:braddock posted:
thats the problem, when you reduce the risk after loosing and you make the risk higher after winners, you will never have a good performance.....take one time your risk and leave it or take fixe lot every x 1000 deposit and make higher all x 1000.
to change always risk or lotsize when was loosers or winners you will never have a constant performance.
must of people do this. when there was winners they take after higher risk and when was looser they change to smaller risk,....thats a big fault.
leave the risk !!!!
this have nothing to do with moneymanagment
that is quite right!
Totally agree with you, guaranteed that as soon as you reduce the amount you trade it will start winning. you need to make a decision and stick to it
yes thats the problem of most traders. when there was loosingtrades they are afraid and reduce the risk, and when there was winningtrades they are happy and make higher the risk.....thats the problem why one account makes good profits and the other account make minus, although in both accounts was the same trades ( pips )
forex_trader_205306
會員從Aug 27, 2014開始
13帖子
Dec 03, 2014 at 14:46
That's why you need the back test.
The EA is overall quite profitable (based on back test), but it has a 11 consecutive losing trades (16 if you ignore a small profitable trade in between).
It is a 29% draw down on my test account. This is with money management on, in my case, 8% risk.
With 5% risk combined DD is around 26%. But still 11 (16) consecutive losses.
If you happen to start the EA at the equity peak, you must be prepared to have a DD of 25%-30% or so before you can see your home on the peak!
That's combined DD with 4 pairs. When 4 pairs are on and the DD starts, very often they loss and fall in sympathy.
So if you put fixed lot on, I have not tried, the maximum loss is 100% - depending on account size. Just multiple each order (and each loss) 16 times. Can you swallow that?
It is like going to Vegas, do you need to gamble to make a living ? I would not use fixed lot like the vendor. He needs to ramp up the account, users can reduce risk to their own comfort zone.
Like Kung Fu training, before you strike, you must be well prepared to be knocked down frist.
After reviewing the forum discussions, I now take Steve's advise and reduce risk to 5% GBP, 4% AUD, 2% EUR and drop USDCHF.
I will also stop trading the EA after Dec 19, and restart after Feb.
Both months have low volatility, the other EA that I tested also perform poorly in these 2 months or 3.
I learn more from this forum than by simple back testing !!! Tkx for sharing.
The EA is overall quite profitable (based on back test), but it has a 11 consecutive losing trades (16 if you ignore a small profitable trade in between).
It is a 29% draw down on my test account. This is with money management on, in my case, 8% risk.
With 5% risk combined DD is around 26%. But still 11 (16) consecutive losses.
If you happen to start the EA at the equity peak, you must be prepared to have a DD of 25%-30% or so before you can see your home on the peak!
That's combined DD with 4 pairs. When 4 pairs are on and the DD starts, very often they loss and fall in sympathy.
So if you put fixed lot on, I have not tried, the maximum loss is 100% - depending on account size. Just multiple each order (and each loss) 16 times. Can you swallow that?
It is like going to Vegas, do you need to gamble to make a living ? I would not use fixed lot like the vendor. He needs to ramp up the account, users can reduce risk to their own comfort zone.
Like Kung Fu training, before you strike, you must be well prepared to be knocked down frist.
After reviewing the forum discussions, I now take Steve's advise and reduce risk to 5% GBP, 4% AUD, 2% EUR and drop USDCHF.
I will also stop trading the EA after Dec 19, and restart after Feb.
Both months have low volatility, the other EA that I tested also perform poorly in these 2 months or 3.
I learn more from this forum than by simple back testing !!! Tkx for sharing.
Dec 03, 2014 at 16:01
stevetrade posted:
I'm in the process of testing all pairs for the last three years, after which I will aggregate the results and analyse. Unfortunately Keltner is a slow backtest so it will take most of this week to do.
I can see from the EurUsd that in the couple of weeks around Christmas for
2013/2014 - EurUsd lost 11.46%
2012/2013 - EurUsd lost 9.4%
2011/2012 - EurUsd, this was a weird one as Christmas fell at the weekend. The two week period didn't trade, a three week period made a gain.
Now, if you look at December 1st 2013 till December 22nd 2013 EurUsd made 9.07%.
So, there's no rush to make a decision. Personally I think a switch off from December 19th until January 5th will be the way forward.
Best regards Steve
So you're still willing to risk Jan and Feb. when backtests proved unworthy? Wouldn't it be smarter to wait until after Feb.??
會員從Oct 28, 2009開始
1409帖子
Dec 03, 2014 at 16:24
I've only completed the backtest for EurUsd so far but I'm not seeing January and February as poor months to trade EurUsd. I'm not sure which data you are looking at.
Best regards Steve
Best regards Steve
11:15, restate my assumptions: 1. Mathematics is the language of nature. 2. Everything around us can be represented and understood through numbers. 3. If you graph these numbers, patterns emerge. Therefore: There are patterns everywhere in nature.
