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ctsforex Managed Forex Accounts
in
Strategies
Jun 25, 2010 at 21:24
Interesting, any theories on why your two profitable months in backtest were losing months in reality Winsor?I do notice some differences with backtests of CIM and my live trading but I can generally explain them by trades that got requoted or that failed entirely due to fast currency movements.
ctsforex Managed Forex Accounts
in
Strategies
Jun 25, 2010 at 20:00
Nice.Maybe we should mate Sienna with the Behemoth!:)
Boris.kvc
in
Trading Systems
Jun 25, 2010 at 14:55
I shall look forward to it!Does this mean you're going to give it to us free Boris? :)
Behemoth EURJPY 5% risk
in
Strategies
Jun 25, 2010 at 14:39
Hi Peter,Yes, there are two fixed lot results further down the list. I've only done two pairs on fixed lots so far but will add the others. I am currently running PinPoint on live forward testing. I had problems getting the Dukascopy data to return anything better than 90%.Steve
Testing-account
in
Trading Systems
Jun 25, 2010 at 13:20
Yep, there is absolutely no guarantee that those prices will ever be seen again. Anyone remember sterling at £2.40 per dollar?I can and I can't see it returning there any time soon.
Behemoth AUDJPY 5% risk
in
Strategies
Jun 25, 2010 at 12:27
This is Behemoth compounded with 5% risk.Well, I say 5% risk. The lots maxed out in 2006 and from then on it is fixed lot sizes of 99,999 lots.Yes, I realise that this is a preposterous lot size but there is really no other way to try and see what the compounding result is. I realise that the modelling quality - which is caused by using fixed range bars - means that the strategy will only prove itself in live trading and I have already put it live.
Behemoth EURJPY 5% risk
in
Strategies
Jun 25, 2010 at 12:26
This is Behemoth compounded with 5% risk.Well, I say 5% risk. The lots maxed out in 2006 and from then on it is fixed lot sizes of 99,999 lots.Yes, I realise that this is a preposterous lot size but there is really no other way to try and see what the compounding result is. I realise that the modelling quality - which is caused by using fixed range bars - means that the strategy will only prove itself in live trading and I have already put it live.
Behemoth EURUSD 5% risk
in
Strategies
Jun 25, 2010 at 11:01
Thanks for the comment.That's a good question!However, until I can resolve the spread issues on PinPoint Wizard then I think this is a more robust trading strategy as it is less spread dependent and trades 24 hours per day.I am currently forward testing PinPoint Wizard and it is currently slightly up.
Stevetrader
in
Trading Systems
Jun 25, 2010 at 10:09
Hey SteveTrader, Is this a home grown EA or a commercial one?Steve
Behemoth EURUSD 5% risk
in
Strategies
Jun 25, 2010 at 10:01
Thanks for the comments spunkyone!It hasn't traded yet, it doesn't trade very frequently so it's too early to tell. I'm busy working out the correct settings to trade other pairs and also working on making it more accurate.I'd like to see this one forward trading for at least three months before I'll pass judgement on it.I will be trading it on an ECN broker, they don't care how well your EA performs.
Wonderful_forex_EA
in
Trading Systems
Jun 25, 2010 at 09:45
It's a demo account and the broker is hidden.My guess is that this in one of the arbitrage trading variants.
Behemoth GBPUSD 5% risk
in
Strategies
Jun 25, 2010 at 07:54
Thanks!
Behemoth GBPUSD 5% risk
in
Strategies
Jun 25, 2010 at 07:48
No, slope is just stuck in there as a default.This is in Alpha Stage so I wouldn't read too much into the parameters at the top. Things get put in and never used, it isn't until I'm finished that I strip out all the redundant code and tidy up.Yes, I am tracking it on MyFxBook - privately for now - and it is a small live account, not demo
Behemoth EURUSD 5% risk
in
Strategies
Jun 25, 2010 at 07:36
This is Behemoth compounded with 5% risk.Well, I say 5% risk. The lots maxed out in 2005 and from then on it is fixed lot sizes of 99,999 lots.Yes, I realise that this is a preposterous lot size but there is really no other way to try and see what the compounding result is. I realise that the modelling quality - which is caused by using fixed range bars - means that the strategy will only prove itself in live trading and I have already put it live.
Behemoth GBPUSD 5% risk
in
Strategies
Jun 25, 2010 at 07:27
This is Behemoth compounded with 5% risk.Well, I say 5% risk. The lots maxed out in 2003 and from then on it is fixed lot sizes of 99,999 lots.Yes, I realise that this is a preposterous lot size but there is really no other way to try and see what the compounding result is. I realise that the modelling quality - which is caused by using fixed range bars - means that the strategy will only prove itself in live trading and I have already put it live.
ctsforex_Sienna_EURUSD_compounded
in
Strategies
Jun 24, 2010 at 21:09
Totally agree, indicators are a waste of time for trade entry. They have some uses for other purposes. 90% of the EA developers out there are using them ( they obviously dress them up as genetic based algorithms or whatever the latest pseudo scientific fashion is ) and that's why they end up selling their EA's for $97 instead of trading them live.
ctsforex_Sienna_EURUSD_compounded
in
Strategies
Jun 24, 2010 at 21:06
I'm fully behind you there and I generally use Kelly Criterion to help give me an idea of the percentage risk that should be used for each strategy. I don't use it hard and fast ( that would be silly ) but it allows you to see which strategies warrant 1%, 2% etc.I feel that using compounding gives a better idea of how the strategy would be performing at all levels of equity. Once you've made a fair amount of profit on a backtest, opening a 0.1 lot trade would be a very small fraction of the equity. Fixed lot backtests are useful for getting the figures to feed into Kelly though. It...
Behemoth Eur/Usd 1 Lot per trade
in
Strategies
Jun 24, 2010 at 19:53
I've binned countless systems. Some because they were flawed ideas, which were shown up by a visual backtest but others because backtesting identified that there were periods where a currency range traded for an extended period and the EA would have caused unacceptable drawdown - or similar changes to a currency pairs behavior were flagged up.I've heard the theory that the EA's get sent out to the brokers before. I think it's pure paranoia to think that the entire Forex world is being driven by a load of retail investors using Expert Advisors. They would need some giant superco...
Behemoth
in
Strategies
Jun 24, 2010 at 19:38
Thanks, this version has already been discarded in favour of the version that produced the backtests further down the list.
Behemoth Eur/Usd 1 Lot per trade
in
Strategies
Jun 24, 2010 at 16:24
Yes, I agree. It's very easy to fool yourself into thinking that your system works because of a backtest and putting it live on serious money before it looks good on small money is just silly.However, I think if you keep the concepts simple and work from sounds trading principles then there is less to go wrong.Most of the issues with backtesting come from known problems, such as the strategy tester using a fixed spread on the entire test or price spikes that aren't included in the tick data on the strategy tester, but these things can be catered for both in your strategy and in your ap...
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