Live Strategy Testing 討論

   leerees posted:

6) I am still not setup to offer pamm accounts, I thought pepperstone would be able to fulfill this service but the slippage and requotes are unacceptable, if my clients don't make money, what is the point? I am still on the lookout for a criminal (broker) that offers pamm accounts and doesnt use virtaul dealer. The managed account 1 client is trading from the VPS, I only have so much processing power so that's the reason why I can't offer you an account yet.

If anyone can suggest a decent broker offering pamm accounts then please do so and I'll test them out.

Leerees,

Have you considered FXopen.com?

They offer PAMM Account. IMHO, they are a great company. I have been with them for 8 months and I have no complains.

Update:

I manually stopped out blue hogs for a £160ish pound loss. I've since disabled blue hogs temporarilly as this part of the live account and demo account experiment is complete.

Despite the close, blue hogs has still generated £100 profit on this account but the lesson has been invaluable in helping me to modify this strategy. The appropriate equity protection (stop losses) will now be added to enable blue hogs to cope with the more trendier EUR/USD, this final change should hopefully be the last leg of the testing phase. Blue hogs should then be able to run without manual intervention activating the right stop losses at the right supply and demand levels.

The next version of blue hogs will be enabled in the next few days.

delorean,

I tried FXopen but they want $5k to open the ECN account, unfortunately I don't have $5k to spare. I don't want to open a market maker pamm as it will perform badly for scalps.

Update:

Blue hogs is still not finished. I am working on 2 new systems which are showing promise aswell, 1 is a stat arb based on correlation and the other is a neurel net that employs it's own risk A.I. As you may or may not know I'm relatively new to programming so for me things take time as I often have to seek help from more experience programmers, especially when working with octave, more often than not the biggest headache for me is the level of maths involved!

Unfortunately this industry is very secretive as the top programmers are already quants and unwilling to help a home trader such as myself! But, I am making progress.

Some of you have asked if I will consider selling my EA's, I do plan to offer PAMM accounts, as before if someone can recommend a broker that offers ECN pamm accounts for $1k minimum investment then please let me know and we can get started.

Slug16: Slug16 was updated. I altered the deviation model to get into the trades earlier.

Awesome.

Interested to see where this EA goes and any information regarding it.

Yes, would also be interested if we could get Slug16?

Go Markets are having liquidity issues at the moment which is affecting the spread. I'm seeing the spread rise to over 3 pips on the EUR/USD. Unfortunately this spread is too high to trade slug16 so I'll have to suspend it for now.

I've spoke to GoMarkets who say that they are looking at fixing the issue. I really do hopy they sort it out as they have been a good broker up until now. The issue is affecting all traders judging by what I've read on the majour forums.

Just an update, the liquidity problems are still affecting gomarkets so it looks like I am going to have to find another broker.

Some of you may or may not be aware of blessing ea, it's a free grid trader made by jtalon, do a search on google and be sure to check them out, it's an honest operation going on there.

Anyhow I've decided to take blessing and modify it, as we already know grid trading and martingale on it's own is very dangerous. However, I am experimenting with open equity and pairs correlation / arbitrage, by grouping together lots of blessing ea's and controlling them with a master EA that watches for confluence amoungst currency pairs we can keep an account with a positive floating equity, closing trades when pairs uncoil.

Like I said blessing is a great tool for opening trades, but it's how we manage and control those trades that's special. I also have a number of great ideas for controlling negative equity, much safer than the usual martingale way of opening trades against the trend.

I'm sharing my demo forward tests, if you go to my profile and look at the brap tests you'll find them, but I will be deleting them once the test is over.

Just a quick update to say I will be opening another live strategy testing account next year to host some of the EA's I've been developing and forward testing.

From Jan 2011 the accounts will be split as follows:

Live Strategy Testing 1: Scalping and HFT
Live Strategy Testing 2: Trend Trading, Swing Trading and Hedging

I plan to offer Live Strategy Test 2 to the public, so you will be able to use a trade copying EA to duplicate my trades, I understand that a lot of people don't have money so this will be offered free to those who signup to brokers with my referal link.

Q) You said you were going to offer PAMM accounts, now you are not, why is this?

A) I tried and tried but I could not find a reliable broker that offered the service, all of the ones I tested were bucket shops. I do not want to offer an account where people loose as it will just damage my reputation.

Q) Why are you bothering to share this with others?

A) I intend to make money from the rebates, the more clients I have the more money I will make. I will then reinvest this money back into Live Strategy Testing 1 and 2 to increase my own profits.

Q) Why can't you share Live Strategy Testing 1?

A) The reason is there is a delay from sending my trades to your EA depending on your location in the world. One of my strategies (slug16) relies on low latency. I'm always testing, maybe in the future I'll find some scalping strategies that work on high latency connections but not now. I really don't want to mess this up hence the reason I'm being so cautious.

Q) Can I buy the EA's you use seperately?

A) The answer is no because I change my EA's regularly and modify them to current market conditions. The reason my equity curve goes up is because I use sound money management and when an EA starts loosing it's dealt with before the account takes a big hit.

Guys,

just a quick update to say sorry that you haven't seen any action on this account for some months.

Basically GoMarkets are having serious problems with slippage and execution. I have since moved my accounts to a new broker and once they are supported I will create a new live strategy testing page.

There isn't really that much testing going on now as the EA's which I've created are now all working well. I just want to say I really enjoyed sharing the experience with you guys and thanks to all those that have emailed me to discuss the strategies. A very special thanks goes to Jamie for helping me to learn auction market theory and apply it to one of my EA's.

I do want to give some of my profits back to the forex community because I feel that without the community I would have never have become a profitable EA trader. Maybe setup a charity fund traded by my EA that donates funded trading accounts to people from very poor backgrounds. If you have any ideas, feel free to email me.