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SwissCannon EA - GBPAUD M1 2010-2019 - OP ICM - 1K 2PC SL1K SPRD8 https://www.mql5.com/en/market/product/37539
戦略
の中
Jul 12, 2019 at 08:09
https://www.mql5.com/en/market/product/37539
Signal Start
シグナルプロバイダー
の中
Jun 22, 2018 at 10:43
Excellent.
Inertia Trader
取引システム
の中
Oct 17, 2017 at 10:54
Yeah there's insufficient evidence to suggest that the EA is failing, it's just on very high leverage and doesn't have a smooth R^2 growth curve or Sharpe ratio. IF you look at the previous forward-test periods (May 2, 2016 to March 10, 2017) you would be saying the same thing.
Inertia Trader
取引システム
の中
Sep 25, 2017 at 05:49
It can look like it is failing because it uses very high leverage. Expect 75% drawdown to make 1000% ROI.
Inertia Trader
取引システム
の中
Aug 02, 2017 at 18:47
Who cares, if the person/developer already has tens or hundreds of millions, then what is seen here would merely be child's play and more for demonstration purposes.
HIT MULTI PAIRS
取引システム
の中
Jul 31, 2017 at 11:41
Good exercise question.Let's judge the value of an algorithmic trading system based on some basic performance metrics: 1) Absolute gain divided by drawdown (risk-adjusted growth)2) Duration of live forward-test (in months)3) Pairs in profit / total currency pairs (measure of successful diversification)(being very liberal and ignoring things like max. stagnation period / stability index / sharpe ratio etc.)Next, let's look at the price of other decent EAs on the market. Let's take SFE. It sells for up to $2000. Some sell upwards $4000 and beyond. It is also a breakout system, and we...
HIT MULTI PAIRS
取引システム
の中
Jul 30, 2017 at 09:52
What's the chance the results are due to start date bias? I.e. start date turned out to be lucky; if started at a different date, performance could have been worse. Can you show results of the backtest? Are your EAs for sale?Cool cheers for sharing!
KeltnerPRO - Jared
取引システム
の中
Jul 18, 2017 at 06:57
Here's a more comprehensive list of pairs:AUDCHF M30,AUDNZD M5,AUDUSD M5, EURGBP H1, EURUSD M15, EURUSD M30, GBPUSD M5, GBPUSD M15, GBPUSD M30, GBPUSD H1GBPSGD M15,NZDUSD M15,USDCHF M5, USDCHF M15USDJPY M15, USDJPY M30
KeltnerPRO - Jared
取引システム
の中
Jul 07, 2017 at 05:57
Leverage was set to fixed lot in order to show the underlying performance and minimize visual bias i.e. observe that the Stability factor = 0.89. With auto-lot function, the net gain in percent would be higher than that, with greater drawdown. I didn't show here the compound annual growth rate (CAGR). Also note, I didn't do any analysis of winrate changes over time, either. So the statistical analysis above is fairly limited.I merely wanted to show stability over time up to the present.
KeltnerPRO - Jared
取引システム
の中
Jun 27, 2017 at 06:29
Issues of volatility can be ironed out by implementing 3 simple things:1) Only allowing 1 trade per pair at a time2) Keeping to fixed lots and only increase lots (manually) at new equity highs3) Adding more currency pairs and at different time framesTo continue making this EA work smoothly (as is the case for me) - I've added/modified the following pairs/timeframes (they've all been backtested):AUDUSD M5, EURGBP H1, EURUSD M15, EURUSD M30, GBPUSD M5, GBPUSD M15,NZDUSD M15,USDCHF M5, USDCHF M15USDJPY M15Lot sizing will need to be re-adjusted as well as there are duplicate pairs (i.e. EU...
Forex Contest GDMFX
コンテスト
の中
Feb 28, 2017 at 07:27
Perhaps you need to study neuroscience. Or the scientific method.In scientific terms, if the idea is falsifiable, and a method for replicating an experiment is possible, and the results of that experiment can be reproduced, and that there is high quality evidence in support of said method, it does not matter if a pigeon dies: the same training procedure can be replicated for dozens, hundreds of pigeons, over and over. The method may last beyond a human lifespan until evidence suggests otherwise.
Forex Contest GDMFX
コンテスト
の中
Feb 25, 2017 at 18:33
Just another question, one that might seem a bit 'unorthodox':Is it within the rules to train a bunch of really trainable pigeons to trade on the contestant's behalf? There have been experiments where they can be trained to detect cancer cells visually with high accuracy and so hypothetically there's no reason why they can't also detect and classify market behavior and in effect make trading decisions (in exchange for food).I suppose this would be considered as another form of automation or cheating (not that I would try this personally) even though they are not actual EA&#...
Forex Contest GDMFX
コンテスト
の中
Feb 20, 2017 at 15:41
Are custom indicators allowed?
PAYBACKFX
リベートプログラムサービス
の中
Feb 02, 2017 at 08:30
very good
KeltnerPRO - Jared
取引システム
の中
Jun 22, 2016 at 06:36
WinRate/100T = Win rate per 100 trades.
KeltnerPRO - Jared
取引システム
の中
Jun 22, 2016 at 06:36
This post may be challenged but there appears circumstantial evidence that this system may be decaying at a predictably constant rate:http://www.myfxbook.com/files/vocasla/KPWin.png
KeltnerPRO - Jared
取引システム
の中
May 20, 2016 at 07:47
A quick comparison between EURUSD price from 2015-Present may be of interest. I may do a comparison going back to 2003 at some point.http://www.myfxbook.com/files/vocasla/KeltnerPro_EURUSDM15_vs_EURUSD_Price.png
KeltnerPRO - Jared
取引システム
の中
May 17, 2016 at 06:32
To illustrate, backtest performance indicates stagnation from periods such as:- mid-2005 to mid 2006- late 2006 to late 2008- start of 2010 to late 2010- mid 2012 to start of 2013Ideally we'd need some kind of empirical framework to determine if a system is truly broken i.e. be able to distinguish whether fluctuations in system performance is due to correlated fluctuations in market conditions (transition from optimal to suboptimal volatility), or whether it is fluctuating undesirably regardless of whether market conditions are optimal or not (not profiting even under optimal volatility). ...
KeltnerPRO - Jared
取引システム
の中
May 17, 2016 at 06:24
performance* I mean rather than behaviour
KeltnerPRO - Jared
取引システム
の中
May 17, 2016 at 06:23
That could be probable but from the perspective of a present bias; there have been periods in the past where this system also shows poor performance for a given year similar to now, but followed by massive gains in subsequent years that followed. Takeaway: it might still have a good chance of working in the future provided the markets exhibit volatility favorable to the system again. Another concern could be: that volatility breakouts can still occur but fail to reach profit target levels due to such market anomalies being more efficiently arbitraged out by other competition over time, and tha...
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