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Pievienoja lietotājs
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KeltnerPRO - Jared
in
Tirdzniecības sistēmas
Apr 19, 2016 at 13:40
I wouldn't just suddenly jump to hasty conclusions without first looking at the problem from multiple angles. Did you ensure that backtests are using the highest quality historical data i.e. 99% modelling quality? I have made various mistakes in setting up backtests in the past and once I have resolved them then the discrepancies in live results and backtest results are mitigated. Did you make sure to separate out results for respective currency pairs i.e. EURUSD, GBPUSD, USDCHF for valid comparisons? Did you adjust for risk levels i.e. lot sizing by re-adjusting? Are you ensuring that you...
KeltnerPRO - Jared
in
Tirdzniecības sistēmas
Apr 19, 2016 at 13:39
This is due to an optical illusion produced by the graphs, and by modifications to the compounding factor / risk setting since inception. The greater the balance the greater the appearance of massive balance growth fluctuations to the far end of the graph. To adjust for these visual biases you need to download the CSV of the trade history, and reproduce a graph of the performance in raw PIP growth, not balance growth. You'll see that the growth curve is actually fairly consistent and stable over the whole length of the period (including backtests dating all the way to 2005).
KeltnerPRO - Jared
in
Tirdzniecības sistēmas
Nov 14, 2015 at 09:11
I've managed to do some backtests on the GBPUSD M5 pair for 2014-2015 at different risk setting. One is 5%, the other is at 43%:http://www.myfxbook.com/files/vocasla/GBPUSD_M5_20142015_0.05_RISK_sj.pngI was trying to replicate the results as seen in the live account history, but I get something more interesting instead:http://www.myfxbook.com/files/vocasla/GBPUSD_M5_20142015_0.43_RISK_rR.pngMy only conclusion is that the lot sizing logic on the live version is a bit different.
KeltnerPRO - Jared
in
Tirdzniecības sistēmas
Nov 13, 2015 at 10:31
Just realized that basing the chart on account balance might skew the real underlying performance due to leverage, so I re-did the whole thing adjusted in pips. Also I skipped EURGBP as there weren't many trades (no trades since June 2014).I also combined EURUSD with GBPUSD+USDCHF since EURUSD is still a significant contributor to overall performance when adjusted in pips:http://www.myfxbook.com/files/vocasla/KelterPro_Performance_PIPS.pngActual performance of EURUSD in pips:http://www.myfxbook.com/files/vocasla/KelterPro_EURUSD_PIPS.png
KeltnerPRO - Jared
in
Tirdzniecības sistēmas
Nov 13, 2015 at 10:26
I managed to do some more in-depth analysis of KeltnerPro's performance. Definitely might be worth trading only GBPUSD+USDCHF for the time being. The other pairs might indicate a need for optimizing/recalibrating the EA's parameters.
KeltnerPRO - Jared
in
Tirdzniecības sistēmas
Nov 12, 2015 at 11:00
Nope, obviously no one has because there's 18 other accounts on the search page: http://www.myfxbook.com/search/KeltnerPro
KeltnerPRO - Jared
in
Tirdzniecības sistēmas
Nov 09, 2015 at 13:25
Considering I do not have the original source code I cannot make any such modifications to the EA in an attempt to improve it hence cannot provide a case. I am merely implying that the EA could be improved in some fashion.I agree that if a user wants to close the trade early on Fridays they are free to do so. But for a full-auto EA I am merely suggesting some mechanism of caution on Fridays as part of overall risk management. Of course that's up to the creator to decide and test on if they so desire. Nevertheless potentially beneficial user feedback should be considered also if the aim is ...
KeltnerPRO - Jared
in
Tirdzniecības sistēmas
Nov 09, 2015 at 09:54
Sorry, I meant November 6, 2015*
KeltnerPRO - Jared
in
Tirdzniecības sistēmas
Nov 09, 2015 at 09:54
Here it is on USDCHF:
KeltnerPRO - Jared
in
Tirdzniecības sistēmas
Nov 09, 2015 at 09:50
KeltnerPro's Friday Oct 6, 2015 trades got stopped out on Monday after failing to reach its take profit level (it came very close before the market direction changed). I advise there should be protocols added to the EA to tighten its TP / SL on a Friday.
KeltnerPRO - Jared
in
Tirdzniecības sistēmas
Nov 07, 2015 at 08:03
I would be curious to know what the performance of KeltnerPro would be if it was coded with a trailing stop feature in order to lock in orders that are in profit.
KeltnerPRO - Jared
in
Tirdzniecības sistēmas
Oct 23, 2015 at 16:18
Can someone explain how this account has managed to amplify its gains by a ridiculous amount compared to other accounts?Are the risk settings at 0.10 vs. 0.05? Are the stop loss and take profits different? I did backtests (starting at $1k from 2010.01.01-2015.10.22) and at 0.10 risk it can't achieve such gains *without* experiencing really sharp losses (before gaining them again).
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