I had a huge -110pips dd in a EURUSD long trade on last Friday. I could even reproduce this loser trade in control point backtest. But this trade does not appear in the official forward test. It looks like the vendor stopped this EA before the big news (i.e. US employment rate). I hope Doug will let us know when to stop and restart the EA as he does for Rev Trader.

As for backtest, it matches quite well with the forward test. Looks very promising! I started loving this EA even though I had a big loser trade at the beginning...

ข้อความ

maida0922

เป็นสมาชิกตั้งแต่ Nov 26, 2014 5 โพสต์

Feb 08, 2015 at 11:35

เป็นสมาชิกตั้งแต่ Nov 26, 2014 5 โพสต์

craneliu posted:
Hi JPFX,

thanks for sharing!
I have some concerns:
1) which broker are you using? Is voterx EA sensitive to broker like REV?

2) for the backrest, which data source and spread are you using?

Thanks!

Crane

1) I use XM Zero (ECN). I still don't have enough data about the broker sensitivity.
2) The data source is from Metaquotes and I set spread as 1 (if i remenber correctly. I am not a experienced backtester). I noticed some trades are spread sensitive, which is quite expectable from its strategy.

ข้อความ

forex_trader_149646

เป็นสมาชิกตั้งแต่ Sep 09, 2013 471 โพสต์

Feb 08, 2015 at 14:12

เป็นสมาชิกตั้งแต่ Sep 09, 2013 471 โพสต์

Thank you for sharing your backtest of VTP and Wall Street

https://www.myfxbook.com/strategies/vortextraderprobt-gbp/76831

https://www.myfxbook.com/strategies/wallstreetforexrobotbt-gbp/76839

Wall street made 900 more trades and still comes ahead in the Profit factor 1.99 compared to VTP 1.84

ข้อความ

maida0922

เป็นสมาชิกตั้งแต่ Nov 26, 2014 5 โพสต์

Feb 08, 2015 at 15:55

เป็นสมาชิกตั้งแต่ Nov 26, 2014 5 โพสต์

Please note that the modeling quality of these backtests is not very good. And I have a feeling that Wallstreet always looks nicer in the backtest than in real trade. Especially recent performance of Wallstreet keeps me disappointed.

After exploring around in MyFxBook, I've found two live accounts that run VortexTrader:
https://www.myfxbook.com/members/TradeNew/synergyfx-hybrid/1149621
https://www.myfxbook.com/members/BestEARobots/vortex-trader-pro-bestearobotscom/1150686

None of them has the loss I experienced. So it can be some broker-dependent problem.

ข้อความ

BluePanther

เป็นสมาชิกตั้งแต่ Jan 25, 2010 1360 โพสต์

Feb 08, 2015 at 18:36 (แก้ไขแล้ว Feb 08, 2015 at 18:37)

เป็นสมาชิกตั้งแต่ Jan 25, 2010 1360 โพสต์

RedRhino posted:
Thank you for sharing your backtest of VTP and Wall Street

https://www.myfxbook.com/strategies/vortextraderprobt-gbp/76831

https://www.myfxbook.com/strategies/wallstreetforexrobotbt-gbp/76839

Wall street made 900 more trades and still comes ahead in the Profit factor 1.99 compared to VTP 1.84

Those points make WSR seem enticing, but for me I don't like WSR...
I guess its due to AHPR and GHPR factors (0.1% compared with VTP of 0.13%)

And although trade duration is almost double that of WSR, VPT has an accuracy over 10% better. I prefer this (though it is interesting to note WSR has a smoother equity curve than that of VPT).

ข้อความ

bigtraderapp

เป็นสมาชิกตั้งแต่ Jan 05, 2015 145 โพสต์

Feb 09, 2015 at 07:40

เป็นสมาชิกตั้งแต่ Jan 05, 2015 145 โพสต์

BluePanther posted:
RedRhino posted:
Thank you for sharing your backtest of VTP and Wall Street

https://www.myfxbook.com/strategies/vortextraderprobt-gbp/76831

https://www.myfxbook.com/strategies/wallstreetforexrobotbt-gbp/76839

Wall street made 900 more trades and still comes ahead in the Profit factor 1.99 compared to VTP 1.84

Those points make WSR seem enticing, but for me I don't like WSR...
I guess its due to AHPR and GHPR factors (0.1% compared with VTP of 0.13%)

And although trade duration is almost double that of WSR, VPT has an accuracy over 10% better. I prefer this (though it is interesting to note WSR has a smoother equity curve than that of VPT).

So over long run best get VTP ;o)

ข้อความ

bigtraderapp

เป็นสมาชิกตั้งแต่ Jan 05, 2015 145 โพสต์

Feb 09, 2015 at 07:40

เป็นสมาชิกตั้งแต่ Jan 05, 2015 145 โพสต์

maida0922 posted:
I had a huge -110pips dd in a EURUSD long trade on last Friday. I could even reproduce this loser trade in control point backtest. But this trade does not appear in the official forward test. It looks like the vendor stopped this EA before the big news (i.e. US employment rate). I hope Doug will let us know when to stop and restart the EA as he does for Rev Trader.

As for backtest, it matches quite well with the forward test. Looks very promising! I started loving this EA even though I had a big loser trade at the beginning...

I did not get this EUR/USD trade at all like Doug's account. I am using TradersWay as in the USA and matching Both VTP & RTV about as close as one can get to Doug's live accounts.

ข้อความ

MiiX3R

เป็นสมาชิกตั้งแต่ May 30, 2013 19 โพสต์

Feb 09, 2015 at 07:52

เป็นสมาชิกตั้งแต่ May 30, 2013 19 โพสต์

maida0922 posted:
craneliu posted:
Hi JPFX,

thanks for sharing!
I have some concerns:
1) which broker are you using? Is voterx EA sensitive to broker like REV?

2) for the backrest, which data source and spread are you using?

Thanks!

Crane
1) I use XM Zero (ECN). I still don't have enough data about the broker sensitivity.
2) The data source is from Metaquotes and I set spread as 1 (if i remenber correctly. I am not a experienced backtester). I noticed some trades are spread sensitive, which is quite expectable from its strategy.

I've a broker price feed problem with VTP last week, even Doug still have no idea about this problem. I use FXPrimus ECN.

ข้อความ

MiiX3R

เป็นสมาชิกตั้งแต่ May 30, 2013 19 โพสต์

Feb 09, 2015 at 07:57

เป็นสมาชิกตั้งแต่ May 30, 2013 19 โพสต์

Here is E/U Backtest from 18/09/14 to 6/02/15. Anyone has a backtest to compare?

ไฟล์แนบ :

Open in a full screen

ข้อความ

forex_trader_149646

เป็นสมาชิกตั้งแต่ Sep 09, 2013 471 โพสต์

Feb 09, 2015 at 08:02 (แก้ไขแล้ว Feb 09, 2015 at 08:02)

เป็นสมาชิกตั้งแต่ Sep 09, 2013 471 โพสต์

This live account still has the current EURUSD Short open while Vendor account closed at 0 pips

https://www.myfxbook.com/members/flipperr/7641533-vortex/1152971

Here is a Tick data 2008- 2015 backtest for EURUSD

https://www.myfxbook.com/strategies/vortextraderpro-eurusd/76921

Including 2 Stoplosses that Vendor did not experience

02.12.2014 15:51 02.14.2014 07:02 EURUSD Sell 0.10 1.37005 1.35705 1.35905 1.37005 -110.0 -80.19 1d -1.62%
02.12.2014 15:45 02.14.2014 07:00 EURUSD Sell 0.10 1.36972 1.35672 1.35872 1.36972 -110.0 -80.22 1d -1.59%

ข้อความ

forex_trader_149646

เป็นสมาชิกตั้งแต่ Sep 09, 2013 471 โพสต์

Feb 09, 2015 at 08:04

เป็นสมาชิกตั้งแต่ Sep 09, 2013 471 โพสต์

Here is another Live account at IC markets that still has the current EURUSD Short open while Vendor account closed at 0 pips

https://www.myfxbook.com/members/CentMan/vortex-trader-pro/1152924

ข้อความ

forex_trader_149646

เป็นสมาชิกตั้งแต่ Sep 09, 2013 471 โพสต์

Feb 09, 2015 at 08:06

เป็นสมาชิกตั้งแต่ Sep 09, 2013 471 โพสต์

And two more live accounts with the EURUSD short still open

https://www.myfxbook.com/members/fxwatanabe3/vortex-trader-pro/1152722
https://www.myfxbook.com/members/BestEARobots/vortex-trader-pro-bestearobotscom/1150686

and here is another account not updated yet, We will have to check back later

https://www.myfxbook.com/members/forexgermany/vortex-trader-pro/1151662

ข้อความ

marran

เป็นสมาชิกตั้งแต่ Nov 27, 2014 120 โพสต์

Feb 09, 2015 at 08:44

เป็นสมาชิกตั้งแต่ Nov 27, 2014 120 โพสต์

This EA is starting not to look so great right now

ข้อความ

BluePanther

เป็นสมาชิกตั้งแต่ Jan 25, 2010 1360 โพสต์

Feb 09, 2015 at 10:41 (แก้ไขแล้ว Feb 09, 2015 at 10:53)

เป็นสมาชิกตั้งแต่ Jan 25, 2010 1360 โพสต์

My IC Markets demo has EU short closed for 0.6 pips... similar to other ICM accounts.

Not sure why XM still has it open...

marran posted:
This EA is starting not to look so great right now

That depends on your definition of great... still looks great to me! (compared to all the crap I have seen or tried, ABSOLUTELY!) 😎

ข้อความ

forex_trader_149646

เป็นสมาชิกตั้งแต่ Sep 09, 2013 471 โพสต์

Feb 09, 2015 at 10:51

เป็นสมาชิกตั้งแต่ Sep 09, 2013 471 โพสต์

Vendor closed before all the users though. XM has higher spreads than ICM!!

ข้อความ

marran

เป็นสมาชิกตั้งแต่ Nov 27, 2014 120 โพสต์

Feb 09, 2015 at 10:55

เป็นสมาชิกตั้งแต่ Nov 27, 2014 120 โพสต์

BluePanther posted:
My IC Markets demo has EU short closed for 0.6 pips... similar to other ICM accounts.

Not sure why XM still has it open...

marran posted:
This EA is starting not to look so great right now

That depends on your definition of great... still looks great to me! (compared to all the crap I have seen or tried, ABSOLUTELY!) 😎

Well my thoughts were that the results were very positive and that was making the EA look great! However subsequent posts are showing differing results

ข้อความ

BluePanther

เป็นสมาชิกตั้งแต่ Jan 25, 2010 1360 โพสต์

Feb 09, 2015 at 10:57 (แก้ไขแล้ว Feb 09, 2015 at 11:01)

เป็นสมาชิกตั้งแต่ Jan 25, 2010 1360 โพสต์

RedRhino posted:
Vendor closed before all the users though. XM has higher spreads than ICM!!

Guess that means vendor's broker SynergyFX has better spreads than ICM? Hmmm...

Well my thoughts were that the results were very positive and that was making the EA look great! However subsequent posts are showing differing results

You are welcome to form your own opinion, but don't necessarily base it upon others' opinions only... Do your own due diligence!

ข้อความ

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โควตทั้งหมด
AUDUSD	0.65184	USDCHF	0.91202
EURJPY	166.909	EURCHF	0.97861
EURGBP	0.85743	GBPJPY	194.653
EURUSD	1.07287	GBPUSD	1.2512
USDJPY	155.579	USDCAD	1.3658

EURUSD	1.07287	GBPUSD	1.2512
USDJPY	155.579	USDCAD	1.3658