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Strategy Section Sanity Please
v
Box s návrhmi
Jun 26, 2010 at 09:54
It appears that a strategy tester arms race has commenced in the strategy section and I realise I am one of the superpowers involved! So my apologies for that.I think it would be good to set some rules for strategy tests to make the top ten, else they don't get in there.Such as:Backtests must start on the first day of MT4 data.Backtests must start with $10,000 capitalBacktests must use a fixed lot size of 1 standard lot.I realise that this will make Martingale strategies ineligible but as most of them blow up on a ten year backtest this shouldn't be an issue.Be good to hear other peopl...
Could somebody please lend me $150
v
Stratégie
Jun 26, 2010 at 09:33
I wouldn't run this on a live account, I wouldn't know what to do with all the money.Seriously. This was run with an overly aggressive 7% risk, in fact at the start it was possibly even higher than that. It was also ran on weekend spreads ( about 5 pips on EurJpy ), which just goes to show the strength of the underlying trading algorithym.It uses different settings of the alpha build of Behemoth and the trading frequency is also way too high. There is also a horrible period of drawdown in the middle somewhere, you can't see it on this chart.
Tortoise 2.1
v
Obchodné systémy
Jun 26, 2010 at 09:20
Why don't you put in a news filter, there are plenty of them around?Additionally, why don't you put it on a live account? The days of marketing EA's from backtests and demo accounts is over.
GarantProfit 1
v
Obchodné systémy
Jun 26, 2010 at 08:21
Why is it nonsense?His trades aren't showing a stop loss. So depending on how the system works it's conceivable that most trades are being allowed to come back into profit before being closed. Not how I would trade but some people do trade like that. There are traders on here with a 100% hit rate, again not using a stop loss and again, not how I would trade but it is possible if you're prepared for the drawdown and the obvious chance that one day you will get it wrong.
Tortoise 2.1
v
Obchodné systémy
Jun 26, 2010 at 07:25
And so another days passes in the forex industry :)
ctsforex Managed Forex Accounts
v
Stratégie
Jun 25, 2010 at 21:24
Interesting, any theories on why your two profitable months in backtest were losing months in reality Winsor?I do notice some differences with backtests of CIM and my live trading but I can generally explain them by trades that got requoted or that failed entirely due to fast currency movements.
ctsforex Managed Forex Accounts
v
Stratégie
Jun 25, 2010 at 20:00
Nice.Maybe we should mate Sienna with the Behemoth!:)
Boris.kvc
v
Obchodné systémy
Jun 25, 2010 at 14:55
I shall look forward to it!Does this mean you're going to give it to us free Boris? :)
Behemoth EURJPY 5% risk
v
Stratégie
Jun 25, 2010 at 14:39
Hi Peter,Yes, there are two fixed lot results further down the list. I've only done two pairs on fixed lots so far but will add the others. I am currently running PinPoint on live forward testing. I had problems getting the Dukascopy data to return anything better than 90%.Steve
Testing-account
v
Obchodné systémy
Jun 25, 2010 at 13:20
Yep, there is absolutely no guarantee that those prices will ever be seen again. Anyone remember sterling at £2.40 per dollar?I can and I can't see it returning there any time soon.
Behemoth AUDJPY 5% risk
v
Stratégie
Jun 25, 2010 at 12:27
This is Behemoth compounded with 5% risk.Well, I say 5% risk. The lots maxed out in 2006 and from then on it is fixed lot sizes of 99,999 lots.Yes, I realise that this is a preposterous lot size but there is really no other way to try and see what the compounding result is. I realise that the modelling quality - which is caused by using fixed range bars - means that the strategy will only prove itself in live trading and I have already put it live.
Behemoth EURJPY 5% risk
v
Stratégie
Jun 25, 2010 at 12:26
This is Behemoth compounded with 5% risk.Well, I say 5% risk. The lots maxed out in 2006 and from then on it is fixed lot sizes of 99,999 lots.Yes, I realise that this is a preposterous lot size but there is really no other way to try and see what the compounding result is. I realise that the modelling quality - which is caused by using fixed range bars - means that the strategy will only prove itself in live trading and I have already put it live.
Behemoth EURUSD 5% risk
v
Stratégie
Jun 25, 2010 at 11:01
Thanks for the comment.That's a good question!However, until I can resolve the spread issues on PinPoint Wizard then I think this is a more robust trading strategy as it is less spread dependent and trades 24 hours per day.I am currently forward testing PinPoint Wizard and it is currently slightly up.
Stevetrader
v
Obchodné systémy
Jun 25, 2010 at 10:09
Hey SteveTrader, Is this a home grown EA or a commercial one?Steve
Behemoth EURUSD 5% risk
v
Stratégie
Jun 25, 2010 at 10:01
Thanks for the comments spunkyone!It hasn't traded yet, it doesn't trade very frequently so it's too early to tell. I'm busy working out the correct settings to trade other pairs and also working on making it more accurate.I'd like to see this one forward trading for at least three months before I'll pass judgement on it.I will be trading it on an ECN broker, they don't care how well your EA performs.
Wonderful_forex_EA
v
Obchodné systémy
Jun 25, 2010 at 09:45
It's a demo account and the broker is hidden.My guess is that this in one of the arbitrage trading variants.
Behemoth GBPUSD 5% risk
v
Stratégie
Jun 25, 2010 at 07:54
Thanks!
Behemoth GBPUSD 5% risk
v
Stratégie
Jun 25, 2010 at 07:48
No, slope is just stuck in there as a default.This is in Alpha Stage so I wouldn't read too much into the parameters at the top. Things get put in and never used, it isn't until I'm finished that I strip out all the redundant code and tidy up.Yes, I am tracking it on MyFxBook - privately for now - and it is a small live account, not demo
Behemoth EURUSD 5% risk
v
Stratégie
Jun 25, 2010 at 07:36
This is Behemoth compounded with 5% risk.Well, I say 5% risk. The lots maxed out in 2005 and from then on it is fixed lot sizes of 99,999 lots.Yes, I realise that this is a preposterous lot size but there is really no other way to try and see what the compounding result is. I realise that the modelling quality - which is caused by using fixed range bars - means that the strategy will only prove itself in live trading and I have already put it live.
Behemoth GBPUSD 5% risk
v
Stratégie
Jun 25, 2010 at 07:27
This is Behemoth compounded with 5% risk.Well, I say 5% risk. The lots maxed out in 2003 and from then on it is fixed lot sizes of 99,999 lots.Yes, I realise that this is a preposterous lot size but there is really no other way to try and see what the compounding result is. I realise that the modelling quality - which is caused by using fixed range bars - means that the strategy will only prove itself in live trading and I have already put it live.
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