High Risk - QB Pro (由 QuantBar)

收益 : +321.93%
缩减 65.75%
点: 1861.4
交易 1336
赢得:
损失:。
类型: 真实
杠杆率: 1:400
交易: 自动的

High Risk - QB Pro讨论

Oct 21, 2014 at 15:48
7,207浏览
183 Replies
会员从Sep 15, 2014开始   7帖子
Dec 16, 2014 at 07:22
Hi Shaun.

The system looks good. Do you have a backtesting result we can see?
会员从Oct 21, 2014开始   62帖子
Dec 16, 2014 at 16:38
This is 6 year backtest that I ran from 2008-2013 using the Seer Trading platform. Please note that the returns are not compounded.








附件:

会员从Nov 20, 2014开始   54帖子
Dec 16, 2014 at 19:12
What was the biggest loss taken in live trading and back testing?
Thanks.
会员从Nov 20, 2014开始   54帖子
Dec 16, 2014 at 19:12
Can Quant Bar be used on other pairs besides the EUR/USD?
会员从Nov 20, 2014开始   54帖子
Dec 16, 2014 at 19:16
What is the maximum stop allowed on QB Pro?
会员从Oct 21, 2014开始   62帖子
Dec 16, 2014 at 20:14
Eric1704 posted:
What was the biggest loss taken in live trading and back testing?
Thanks.

$3,781.35 in backtesting. The live stats are on the trading page.

Can Quant Bar be used on other pairs besides the EUR/USD?

No

What is the maximum stop allowed on QB Pro?

Several hundred pips. You can spot the exact distances if you look at my trading history.
会员从Nov 20, 2014开始   54帖子
Dec 16, 2014 at 20:40
$3,781.35 was on one pair and one standard lot? Which pair? What is the biggest loss you have taken ad on what pair in live trading?
会员从Oct 21, 2014开始   62帖子
Dec 16, 2014 at 20:48
Eric1704 posted:
$3,781.35 was on one pair and one standard lot? Which pair? What is the biggest loss you have taken ad on what pair in live trading?

It was on one pair trading the equivalent of $33,000. I don't know the pair.

Live trading stats are on the system page.
会员从Sep 15, 2014开始   7帖子
Dec 16, 2014 at 21:12
Thanks.
I see there was a very big DD at one point - something like 70%... that's too risky...
I am not familiar with the Seer trading platform. Can you explain what it is?
会员从Nov 20, 2014开始   54帖子
Dec 16, 2014 at 21:24
That is like over a 1000 pip stop. What is the stop set to in QB Pro normally? Was this an outlier?
会员从Oct 21, 2014开始   62帖子
Dec 16, 2014 at 21:35 (已编辑 Dec 16, 2014 at 21:39)
rynetcapital posted:
Thanks.
I see there was a very big DD at one point - something like 70%... that's too risky...
I am not familiar with the Seer trading platform. Can you explain what it is?

That's why I trade like a prop trader. I run very high leverage and risk each dollar in the account on a monthly basis. More on the series is available at https://www.onestepremoved.com/basics-proprietary-trading/. The historical probability of me losing the account balance in a given month is 8.5%.

The Seer Trading platform is for geeks and hard core developers. It lets you backtest on a portfolio level and use R, which is for statistics. Their web site is https://www.seertrading.com/.
会员从Oct 21, 2014开始   62帖子
Dec 16, 2014 at 21:36
Eric1704 posted:
That is like over a 1000 pip stop. What is the stop set to in QB Pro normally? Was this an outlier?

The stop is set to exactly what you see in the account. I have dynamic exits; the stops are only for dire emergencies.
会员从Nov 20, 2014开始   54帖子
Dec 17, 2014 at 01:48
What is actual percent used in the stop? I see all different stop values. What is the dire emergency stop like?
会员从Oct 21, 2014开始   62帖子
Dec 17, 2014 at 12:49
Eric1704 posted:
What is actual percent used in the stop? I see all different stop values. What is the dire emergency stop like?

I've answered all that I care to about the exit strategy.
会员从Nov 20, 2014开始   54帖子
Dec 17, 2014 at 17:59
Shaun you will have to make an input for Quant Bar as FXCM does not have MT4 servers on GMT time specifically. They are using a -2 offset now to use NY closing. Will you be sending an update to all your clients who bought it?
会员从Nov 20, 2014开始   54帖子
Dec 17, 2014 at 17:59
What are dynamic exits in QB Pro?
会员从Nov 20, 2014开始   54帖子
Dec 17, 2014 at 18:00
On QB Pro an almost $4K stop on $33K lot is not too good. You risk 10%?
会员从Oct 21, 2014开始   62帖子
Dec 17, 2014 at 20:12
Eric1704 posted:
Shaun you will have to make an input for Quant Bar as FXCM does not have MT4 servers on GMT time specifically. They are using a -2 offset now to use NY closing. Will you be sending an update to all your clients who bought it?

All brokers use GMT offsets to remain in sync with NY time.

What are dynamic exits in QB Pro?

The market 'does stuff' which then triggers my exit rule.

On QB Pro an almost $4K stop on $33K lot is not too good. You risk 10%?

I risk every dime in the account every single month. The account will blow up at some point, and then I'll redeposit and keep trading. That's why I withdraw any profit at the end of the month.
会员从Nov 20, 2014开始   54帖子
Dec 18, 2014 at 01:13
How do I sync up Quant Bar? It had GMT hours it did not trade. Now FXCM server is not on GMT time but has a -2 offset. How do I set that in Quant Bar? It is messed up because of this.
会员从Nov 20, 2014开始   54帖子
Dec 18, 2014 at 01:19
I did not see an input in Quant Bar for GMT offset. How do users of Quant Bar do it? You did not provide the MQL4 file.
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