Testing-account讨论

I appreciate comments, I've just taken another screendump of the current testrun, remember, the Risk is set to 1, which means the EA calculates gridseparation and lotsizes that covers double the historical range (when starting from zero open orders, hte more orders the bigger the separation and/or the smaller the lots). During our writing to each other I've opened a demoaccount with Dukascopy, to test more instruments at a time with tick-data for the last year.

<a href='' target='_blank'><img src=''/></a>

I'm actually kind of excited to see how low the Equity% goes, when thinking about the current historical recordbreaking prices on EURCHF...

Just found a nice cleanup:
651812 2003.11.11 11:16 t/p 217278 5.77 1.5690 0.0000 1.5690 31.58 1379122.52
651813 2003.11.11 11:21 close 216499 5.28 1.5685 0.0000 1.5468 -1024.13 1378098.39
651814 2003.11.11 11:21 close 216503 5.28 1.5685 0.0000 1.5478 -975.83 1377122.56
651815 2003.11.11 11:21 close 216555 5.29 1.5685 0.0000 1.5488 -928.79 1376193.77
651816 2003.11.11 11:21 close 216569 5.33 1.5685 0.0000 1.5500 -877.31 1375316.46
651817 2003.11.11 11:21 close 216631 5.34 1.5685 0.0000 1.5509 -834.99 1374481.47
651818 2003.11.11 11:21 close 216658 5.38 1.5685 0.0000 1.5519 -791.53 1373689.94
651819 2003.11.11 11:21 close 216675 5.38 1.5685 0.0000 1.5528 -747.23 1372942.71
651820 2003.11.11 11:21 close 216682 5.42 1.5685 0.0000 1.5538 -703.21 1372239.50
651821 2003.11.11 11:21 close 216688 5.42 1.5685 0.0000 1.5547 -658.58 1371580.92
651822 2003.11.11 11:21 close 216698 5.47 1.5685 0.0000 1.5560 -599.61 1370981.31
651823 2003.11.11 11:21 close 216704 5.46 1.5685 0.0000 1.5570 -548.56 1370432.75
651824 2003.11.11 11:21 close 216757 5.51 1.5685 0.0000 1.5581 -497.62 1369935.14
651825 2003.11.11 11:21 close 216811 5.52 1.5685 0.0000 1.5590 -453.08 1369482.05
651826 2003.11.11 11:21 close 216817 5.56 1.5685 0.0000 1.5600 -405.50 1369076.55
651827 2003.11.11 11:21 close 216822 5.56 1.5685 0.0000 1.5611 -349.55 1368727.00
651828 2003.11.11 11:21 close 216843 5.60 1.5685 0.0000 1.5621 -300.83 1368426.17
651829 2003.11.11 11:21 close 216852 5.60 1.5685 0.0000 1.5631 -249.60 1368176.58
651830 2003.11.11 11:21 close 216853 5.64 1.5685 0.0000 1.5641 -199.79 1367976.78
651831 2003.11.11 11:21 close 216899 5.64 1.5685 0.0000 1.5650 -152.83 1367823.95
651832 2003.11.11 11:21 close 217011 5.70 1.5685 0.0000 1.5660 -100.73 1367723.22
651833 2003.11.11 11:21 close 217058 5.70 1.5685 0.0000 1.5669 -53.80 1367669.41
651834 2003.11.11 11:21 close 217138 5.18 1.5685 0.0000 1.5680 8.45 1367677.86
651835 2003.11.11 11:21 sell 217279 5.29 1.5687 0.0000 0.0000 0.00 1367677.86


More than 11'000$ loss in less than a minute (not in real life, I know, maybe 5 minutes with requotes)

And another one with more than 11500$:

483291 2001.09.26 09:48 t/p 160639 2.64 1.4693 0.0000 1.4693 10.34 478319.32
483292 2001.09.26 09:50 close 159446 2.30 1.4701 0.0000 1.5005 -629.37 477689.96
483293 2001.09.26 09:50 close 159449 2.31 1.4701 0.0000 1.4997 -615.21 477074.75
483294 2001.09.26 09:50 close 159452 2.31 1.4701 0.0000 1.4988 -596.19 476478.56
483295 2001.09.26 09:50 close 159469 2.33 1.4701 0.0000 1.4977 -577.89 475900.67
483296 2001.09.26 09:50 close 159480 2.33 1.4701 0.0000 1.4968 -558.71 475341.96
483297 2001.09.26 09:50 close 159490 2.35 1.4701 0.0000 1.4957 -539.85 474802.11
483298 2001.09.26 09:50 close 159493 2.35 1.4701 0.0000 1.4949 -522.65 474279.45
483299 2001.09.26 09:50 close 159494 2.37 1.4701 0.0000 1.4938 -503.25 473776.20
483300 2001.09.26 09:50 close 159500 2.37 1.4701 0.0000 1.4930 -485.91 473290.30
483301 2001.09.26 09:50 close 159513 2.38 1.4701 0.0000 1.4921 -468.36 472821.94
483302 2001.09.26 09:50 close 159543 2.38 1.4701 0.0000 1.4914 -453.12 472368.82
483303 2001.09.26 09:50 close 159580 2.40 1.4701 0.0000 1.4904 -434.96 471933.86
483304 2001.09.26 09:50 close 159599 2.40 1.4701 0.0000 1.4896 -417.40 471516.45
483305 2001.09.26 09:50 close 159607 2.42 1.4701 0.0000 1.4888 -403.18 471113.28
483306 2001.09.26 09:50 close 159827 2.43 1.4701 0.0000 1.4880 -387.29 470725.99
483307 2001.09.26 09:50 close 159835 2.45 1.4701 0.0000 1.4873 -374.78 470351.21
483308 2001.09.26 09:50 close 159876 2.45 1.4701 0.0000 1.4864 -354.61 469996.60
483309 2001.09.26 09:50 close 160207 2.48 1.4701 0.0000 1.4857 -343.29 469653.31
483310 2001.09.26 09:50 close 160244 2.48 1.4701 0.0000 1.4848 -322.87 469330.44
483311 2001.09.26 09:50 close 160251 2.50 1.4701 0.0000 1.4840 -307.18 469023.26
483312 2001.09.26 09:50 close 160253 2.50 1.4701 0.0000 1.4831 -286.60 468736.66
483313 2001.09.26 09:50 close 160278 2.52 1.4701 0.0000 1.4823 -270.45 468466.21
483314 2001.09.26 09:50 close 160384 2.52 1.4701 0.0000 1.4813 -248.09 468218.12
483315 2001.09.26 09:50 close 160399 2.54 1.4701 0.0000 1.4805 -231.48 467986.64
483316 2001.09.26 09:50 close 160407 2.54 1.4701 0.0000 1.4795 -208.24 467778.41
483317 2001.09.26 09:50 close 160428 2.56 1.4701 0.0000 1.4787 -191.15 467587.26
483318 2001.09.26 09:50 close 160437 2.56 1.4701 0.0000 1.4778 -170.07 467417.19
483319 2001.09.26 09:50 close 160443 2.57 1.4701 0.0000 1.4769 -149.56 467267.63
483320 2001.09.26 09:50 close 160518 2.57 1.4701 0.0000 1.4759 -126.05 467141.57
483321 2001.09.26 09:50 close 160520 2.59 1.4701 0.0000 1.4752 -110.45 467031.12
483322 2001.09.26 09:50 close 160532 2.59 1.4701 0.0000 1.4743 -89.13 466942.00
483323 2001.09.26 09:50 close 160546 2.61 1.4701 0.0000 1.4735 -70.70 466871.30
483324 2001.09.26 09:50 close 160566 2.61 1.4701 0.0000 1.4727 -51.84 466819.46
483325 2001.09.26 09:50 close 160579 2.63 1.4701 0.0000 1.4719 -33.00 466786.45
483326 2001.09.26 09:50 close 160580 2.62 1.4701 0.0000 1.4711 -13.70 466772.76
483327 2001.09.26 09:50 close 160583 2.64 1.4701 0.0000 1.4702 7.93 466780.69
483328 2001.09.26 09:50 buy 161110 1.80 1.4702 0.0000 0.0000 0.00 466780.69

Finally, the 10 years test on EURCHF is finished, here is the last screendump (woah, 2.5 million$ drawdown at stop, that's what I call a bad trading day, although the lowest Equity% is 69.23)

Any comments on a 30% drawdown with gridtrading, considering the recent Euro downslide against the Swiss? Approx. 800 extra pips within ~3 months?

I'm uploading the strategytester when I'm done with this post, then there's more data to look at...

<a href='' target='_blank'><img src=''/></a>

Oh darn, I've tried to upload the test, first I zipped it, but wwhen it wasn't analyzed after 2 hours I deleted and tried to upload the raw HTML - resulting in filesize to big... Now I've uploaded a zipped version again, but if it doesn't works, here's the Equitycurve from the test: (I've started a new test beginning 01.12.2008 with 5'000'000 deposit which I'll upload under new strategytestname...)

<a href='' target='_blank'><img src=''/></a>

By the way, the test started with 3000$ deposit.

After my attempts to upload a 10 year backtest has failed, I've done some reprogramming, and the new settings look like this:
MagicNumberBuy=1
MagicNumberSell=2
Risk=1
cmt1=FixedCenter = 0 gives dynamic gridcenter
FixedCenter=0.00000000
cmt2=FixedTop = 0 gives dynamic gridtop
FixedTop=0.00000000
cmt3=FixedBottom = 0 gives dynamic gridbottom
FixedBottom=0.00000000
GridArea=-0.10000000
Minimum_stops_level=0
Lots=0.01000000
MM=1
Max_lot=100.00000000
max_trades=500
Minimum_months_of_history=12
Maximum_months_of_history=36
AccountEquityPercent=101.00000000
FIFO=0
CleanUp=1
slip=0

CleanUp only true on one currencypair, because it closes all trades regardless of symbol or magicnumber.

Now it only calculates the grid based on the last 36 months of history - bad or good, we'll see in some months...

In the meantime I've started up a new 10 yeartest on eurchf just to see the difference...

Programming changed once again...
Attached .set file and screendump.

<a href='https://www.myfxbook.com/files/GridsForPips/audcad.set' target='_blank'>audcad.set</a>

<a href='' target='_blank'><img src=''/></a>

Did some more programming, and changed the settings.

Started a new test on EURCHF with the new programming to see, if it does better towards the end...

Here's the starting screendump:

<a href='' target='_blank'><img src=''/></a>

Oh da.. I'm NOT at home, and won't be until tomorrow. It seems my tradingterminal crashed at 18:20 (no updates in 7 hours) so that's at least 18 hours of lost trading. I've confirmed, that a 'CleanUp' occurred at 18:19 closing all the old orders - good or bad - and that my EA only managed to open 2 new trades, luckily with TP.
It seems I have work to do tomorrow :(

Good luck with all your Expert Advisors working on a non-crashing terminal....

Ok, closed all the old orders and started all over with settings risk 5, gridarea 0.5 and CleanUp false. History min 12 max 120

Nice, my first Cahsbackforex rebate is deposited - sidenote, I think the 'IR' deposit is interest, Instaforex offers 13% a year.

Has just modified the program, to trade with the trend when outside modified Keltnerchannel with EMA=30 and ATR=30.

Raised risk a lot, after seing a backtest with EURGBP pulling through September 2008 without blowing the account...

Settings:

MagicNumberBuy=1
MagicNumberSell=2
Risk=10
cmt1=FixedCenter = 0 gives dynamic gridcenter
FixedCenter=0
cmt2=FixedTop = 0 gives dynamic gridtop
FixedTop=0
cmt3=FixedBottom = 0 gives dynamic gridbottom
FixedBottom=0
GridArea=0.0
Keltner_EMA=30
Keltner_ATR=30
Minimum_stops_level=0
Lots=0.01
MM=True
Max_lot=100
max_trades=500
Minimum_months_of_history=12
Maximum_months_of_history=999
AccountEquityPercent=110.0
FIFO=0
CleanUp=True (only on AUDCAD, all others is false)
slip=0


Excited to see the Equitycurve the following weeks. I may make a few more alterations to the program, but not tonight... I'll work on it the following days.

Cheers

Soeren

Soeren,

Where did you get this EA?

Gil

It's my own work (maybe still in progress - that depends if I get any ideas to make it better yet...)

Started out as pure gridtrading like Robominer, but instead of fixed separation between trades this baby calculates the current gridseparation and lotsize for the current situation (open orders, free margin, range, risk).
The latest addition is hedging during trending markets - if the price is above center where you would normally sell in gridtrading, this buys if the trend is strong...

Currently I'm trading 28 currencypairs, and it does make it tricky to start up after the weekend with Vista on my machine, Metatrader tends to crash a few times before there's enough resources to get all currencypairs started up.

Wow, seems interesting. Yes, I am putting together my own system as well. I really like Blessings 3 and NanningBob system from Forex Factory, however, I believe there is always another system to optimize. :)

It is looking good! Keep up the good work!

gil

The rapid growth a noticed combined with the huge DD will let me to believe the system as it is now is on the path of self destruction. Grid systems are nasty for DD.

I know Equity doesn't look that good, but its actually been lower, I saw it hanging around 3800 sometime yesterday.
Since this is a centaccount, I wanted to try Risk 10 on the full grid to see what happens. Equity is now up to 4100 and since my original deposit was only 3657, I'm going to let it run.
I've started up a demoaccount, where I have the default settings, Risk = 2, GridArea = 0.0 and TrendMultiplier = 2 (this one's new, when the EA finds there's a trend going against the grid it multiplies the lotsize with 2, if it goes with the grid it doubles once more.) See the two CADCHF trades closed today at 10.38 and 10.39 - one is the ordinary gridtrade, the other is trendtrade going with the grid, 4 times larger.

I have confidence in the longterm profitability.

Cheers

Soeren

i don't understand the mentality of blowing up a cents account. You still throwing away $$$. And you still have not proven long term profitability. When DD hits a level of 30% and you have an account with 100K in it and no additional funds to back it up, would you still feel confident.

I have seen 99% of all micro accounts been blown up due to excessive risk. Trade Micro accounts like your life is depending on it.