EA ECN Forward Test 2 討論

Hey Exsilium,

Nice lookin' gains! And I agree with Rfolgate, just go for it!! Do let me know when I can take a look at those backtests/statements you mentioned. PM me when you can.

Thanx in advance!

Do u still intend to go live with this lot size setting ?

Im having a hard time getting this point across... its not about lot size, its about risk % per trade and right now this test is running at 10% per trade. The system automatically calculates lot size based on available margin, stop loss and risk %. With 10% risk per trade I end up with about a 30-40% drawdown in backtests and so far Im sitting at 33.88% drawdown which is acceptable for me. This level of risk and related drawdown results in 200k+ trades per pair over a 2 month period.

Now before everyone gets critical of the short testing period, I found that a PA/Breakout system success rate is directly related to the volitility and volume of the market. For instance, a year ago GBPJPY was trading 2-3 times as many pips per day as it is now, and that figure changes month to month also. Two months allows for a little stability while adjusting to the market conditions.

Every week I adjust one pair using 8 weeks of historical data and various levels of ATR. I will eventually figure out how best to put this into the system, but for now Im more comfortable doing it manually. Basically the most important adjustment related to market conditions is how ATR is related to the Stop Loss setting, the more the market naturally moves, the larger the Stop Loss needs to be to allow for natural swings, but still be close enough to close a bad entry. This also affects the TP setting, but to a lesser degree as all trades are automatically closed before Friday close (which artificially affects my win/loss %).

Wouldn't u get rich quick enough😉 even with reduced risk per trade to lets say 2%? When running on live account u would sleep waayyyy better i think...

doesn't look good... whats up?

Yeah i know... I just finished re-optimizing last night and added an additional pair (EURUSD) that is more set up for scalping.

This is what forward testing is for :) to find the weaknesses and adjust accordingly. Overall, I attribute the recent losses to the market shifting gears after an extended holiday period. We shall see.

I have another account up trading 9 total pairs/systems on a live 1000 account... oh joy.

Good luck!

account R.I.P.?😈

BOOM goes the Dynamite!!

I'm going to be the first person here to put down a losing system and leave it on....whooohooo!!

If a system wipes out leave it. Can learn as much from that as a winning one. Everybody has a few of those in their past. No shame in that. Can't learn to ride a bike without falling off. War scars are to be shown off!!

What I want to know is why do people call it a forward test when it is in fact a test. There is no such thing as a forward test.

A back test, tests the past. A tests, tests the present. A forward test would test into the future. Not possible.

Elkart posted:
    What I want to know is why do people call it a forward test when it is in fact a test. There is no such thing as a forward test.

A back test, tests the past. A tests, tests the present. A forward test would test into the future. Not possible.

😁😁😁

i never even though about it until now..good point!