Disliked{quote} Yep, but some of them are over 1 month old.... You know as ancient saying goes: {image} You gotta catch them all, these trends.Ignored
Kacccccchiiiiing.
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Is Grid Trading (combined trend following and counter trend) Profitable? 3 replies
Making a good diversified portfolio 10 replies
Diversified EA Money Management Code 10 replies
HAMA PAD - A Simple Trading Approach 7 replies
Trading a (semi) automatic approach...but want more 11 replies
Disliked{quote} Yep, but some of them are over 1 month old.... You know as ancient saying goes: {image} You gotta catch them all, these trends.Ignored
DislikedGBPUSD From 1 Jan 2018 to 4 May 2018 and the simulation ended with more to come. {image} {image} Profit Factor 3.72 LOL :-) {image}Ignored
Disliked{quote} Mate with Instant KARMA on all the time we are going to get anything that moves an inch. I am getting some eye bulging metrics at the moment. Whipsaws are eaten by the momentum and it is across all the instruments I have randomly selected so far. :-) Kacccccchiiiiing.Ignored
Disliked30m testing but seen on 1h time frame. Less whipsaws, but with worse exits and entries.Ignored
Disliked{quote} Worse entries = Yes, some of them but increased winning percentage Worse exits = No, since we exit according to M30 as I mentioned in my previous post I repeat that since I don't think it is wise to be 100% of the time in any market by just reversing your position, I proposed to open a position when both H1 and M30 are giving an entry signal (you filter out trades given by M30 but not confirmed by H1) and exit using M30 TF only. To be even more clear let us suppose that we have in H1 a buy signal which lasts for ie three months. During those...Ignored
Disliked{quote} Great stuff. I start to backtest too If you want to have actual ATR value from the past, you can use attached indi. ATR daily values on NZD JPY changed from 110 pips to 55 pips in matter of 2 months. Open daily chart too and put it there. Must have enough days in the chart to calculate i.e. 15 days. Looks like this: {image} If attached doesn't work, you have to download it through Market tab in your MT4 - name ATR ValuesIgnored
Disliked{quote} Now we have to optimize ATR value for position sizing. Maybe whole daily ATR is too much?
From what I saw on NZDJPY, price retreated right after opening position mostly 40% of daily ATR.... Work in progress I am entering as pending order below last candle after the cross, some whipsaws are avoided this way. Like here at the right edge of price: {image} https://www.youtube.com/watch?v=poVkbRWp5pY https://www.youtube.com/watch?v=kFHCExnYKzk https://www.youtube.com/watch?v=ykUU61ZOXwQ {file}Ignored
Disliked{quote} Dear C As far as I am concerned, I was never fond of being continuously in the market, by reversing any given position. Since you like the "Kacccchiiiig" sound, please test this combo as well. Two TFs H1 and M30. Apply KAMA indicators to both of them. Entry when both TFs agree Close position according to M30 tkIgnored
Disliked30m testing but seen on 1h time frame. Less whipsaws, but with worse exits and entries. If you are worried about SWAP, I think length of trades is similar to 30m, but much less losses. {image} Another idea: 1. Entry according to M30 2. Exit according to H1. Completely unnecessary chop done on M30 seen from H1: {image}Ignored
Disliked{quote} So here it is. All is the same as in 30M test, except this: 1. Position is 0.75 ATR daily. About 5 full SL hit during year. 2. Time frame is 1h {image} {image} {image} My reaction: {image}Ignored
Disliked{quote} Christ....look at that profit factor. Hehehehehehe. My mind is boggling in regards to what this is going to do in a portfolio. Double kaboom. I dare you to touch my head!!!!! {image}Ignored
Disliked{quote} And the MAR ratio? Do I calculate it correctly? 50.2%/7.31% = 6.83Ignored
Disliked{quote} Yep mate. That's it. A years worth of % returns/Max Draw = MAR or if a longer time series CAGR/Max Draw Under such a high MAR....there is lots of room to dilute and still get wicked returns which will may necessary under a *no stops* regime in a portfolio context. I am testing on 0.5% position sizing. Are you on 1%? Pretty astounding. It is the fidelity of the indicators movement that freaks me out and what it discriminates between noise and signal :-) {image}Ignored
Disliked{quote} I am on 1% of capital. So it changes with capital. It is not constant.Ignored
Disliked{quote} I repeat that since I don't think it is wise to be 100% of the time in any market by just reversing your position, I proposed to open a position when both H1 and M30 are giving an entry signal (you filter out trades given by M30 but not confirmed by H1) and exit using M30 TF only. To be even more clear let us suppose that we have in H1 a buy signal which lasts for ie three months. During those three months, M30 gives say three buy signals and two sell signals. We take the three buy signals only. We always exit using M30 as proposed by you...Ignored