yes. There is one called MPTM - find any post by steve and its in his signature.
Has anyone had any trades today? Ive had V2a on demo all day but nothing.
Has anyone had any trades today? Ive had V2a on demo all day but nothing.
Phantom 6 System 1,540 replies
JAG Trade Journal 0 replies
JAG's Journal 0 replies
Phantom high, phantom low 0 replies
JAG fx Trade Journal 10 replies
DislikedSecond test complete. Opening balance $50K. Profit $10,400 Commission $216 Turnover $11.9m
The Dukascopy test reporting is complete rubbish because I need stuff like lowest margin %, max drawdown etc but they dont seem to give anything like that.
Anyway, 2 tests done and both made good profits without any major problems that I'd noticed.Ignored
DislikedThat is why you test with every tick? I know it takes forever but at least the results are accurate. Not much optimization is needed for this strategy though so not really a problem.
My version of the AddSix EA is completed will backtest it and post here if without problems. It is not nearly as complicated as your code though but it does not need to be as it is the basic version.
Still could not test your JForex strategy data still downloading it takes forever! Three hours leftIgnored
DislikedNice what time range's did you test? I think a good test is 2007-2008 lol unless you go into a cave at the right time... those volatile times blew many accounts.
JagIgnored
DislikedI'm doing the testing on 3 month chunks from the beginning of this year. My current test is just 2 months though. I do have visual mode on but the equity line is always squeezed to the top of the graph space because of the P/L line at the bottom.
If you know the guys at Dukascopy get them to take a look at how they do their testing reports as they suck !!
I'll do 2007/8 after my current test is finished. I'd quite like to experiment with further forms of money management and I'll see how I get on with Hopwood's MPTM.Ignored
Disliked
You're right the system definatily needs a more sophisticated MM scheme as it won't survive long as is.Ignored
DislikedThanks Indiana. I'll take a look to see if I can modify the code.
My 4th test was a loser. After a number of false starts and having to change dates I ended up doing a 2 month period in 2009. The end balance was $42K with the equity standing at $33K. Obviously if I'd had a longer period who knows what would have happened, which is one of the problems with limited time tests but I suspect given enough of them a picture will emerge.
Again, we need a good mathematician to explain the maths of what is going on with this type of EA.Ignored
DislikedHi Jag!
First of all : you're doing a great job!
You might want to consider this approach to make your backtests faster:
Inside onTick method you could process ticks that have a price different from last tick's price. (It's not a my idea, see http://www.dukascopy.com/swiss/engli...p?f=51&t=24099)
Something like this:...Ignored
DislikedHave you found that there any indications that this is going to happen or is it like most of what happens in FX, that its random ? Are there any similarities in the type of markets when it occurs ?
Or is there a way to invoke a more dynamic MM strategy that will be able to deal with the situation. There is obviously no problem with shutting a basket down if it looks like things will get worse.Ignored
Dislikedhello.
we can not determine a trend, I mean it is impossible to tell when a trend starts and when it ends.
nobody can whatever you can afford because it meant that you know the currency.
the only thing that is possible is only whether there is a trend with a probability more or less important.
but you can never know when this trend begins and when it eventually is mathematical.
for example we can determine the probability that the next bar is flat, bearish or bullish using Markov chains.
we can also finish with the zigzag swing how we are analyzing...Ignored