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Basket 14 EA System

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  • Post #1,901
  • Quote
  • Nov 18, 2010 12:42pm Nov 18, 2010 12:42pm
  •  Toothman
  • | Joined Aug 2006 | Status: Member | 1,242 Posts
Quoting navk
Disliked
Phanto-addsix_02a :

Next basket got closed, present equity 5604 $.

Total profit 624 $ in 6 days.
Ignored
Navk,
Can you tell us what the max. no. of trades you've seen with the AddSix-2a EA? I'm playing with 50:1 margin compared to your 200:1 so I don't think I can trade your setting of .75MMTU without fear of margin call. My settings of .3 MMTU .25% PP are going nowhere without a close since friday. 61 trades open now with margin at 398%
 
 
  • Post #1,902
  • Quote
  • Nov 18, 2010 12:42pm Nov 18, 2010 12:42pm
  •  Caillou
  • | Joined Apr 2010 | Status: Member | 1,404 Posts
Quoting Pluto2
Disliked
Hello Caillou,

Thanks for the brilliant idea of Phantom EA trading only 3 pairs.
It looks very good so far.
Ignored
You' re welcome Pluto2
 
 
  • Post #1,903
  • Quote
  • Nov 18, 2010 12:50pm Nov 18, 2010 12:50pm
  •  Caillou
  • | Joined Apr 2010 | Status: Member | 1,404 Posts
Quoting navk
Disliked
Phanto-addsix_02a :

Next basket got closed, present equity 5604 $.

Total profit 624 $ in 6 days.
Ignored
Incredible results. I had test this evening with your settings and my result was +2% up, only this evening!!!! Unfortunaly, this test was not on my VPS and Internet connection failed. Will try tomorrow again....

Thank you
 
 
  • Post #1,904
  • Quote
  • Nov 18, 2010 12:57pm Nov 18, 2010 12:57pm
  •  navk
  • Joined Oct 2010 | Status: Trader | 15,926 Posts
Quoting Toothman
Disliked
Navk,
Can you tell us what the max. no. of trades you've seen with the AddSix-2a EA? I'm playing with 50:1 margin compared to your 200:1 so I don't think I can trade your setting of .75MMTU without fear of margin call. My settings of .3 MMTU .25% PP are going nowhere without a close since friday. 61 trades open now with margin at 398%
Ignored
Have seen maximum 12 trades with 0.08 standard lot size.

Untill now good.
Intraday only.
 
 
  • Post #1,905
  • Quote
  • Nov 18, 2010 2:13pm Nov 18, 2010 2:13pm
  •  frazerd
  • | Joined Oct 2008 | Status: Member | 497 Posts
Quoting frazerd
Disliked
None of these closed yesterday and 01x is the only one that has closed today. It closed 31 trades and lowest margin since adding the x factor has been 510%.

The others are all in excellent position margin-wise. 02ax has not closed since 11/5, but only has 26 open trades and margin is 782%.
Ignored
03x has now closed, more than 48 hours after previous close.
Attached File(s)
File Type: xls IBFX AddSix.xls   528 KB | 182 downloads
Frazer
 
 
  • Post #1,906
  • Quote
  • Edited 4:11pm Nov 18, 2010 2:23pm | Edited 4:11pm
  •  floydian666
  • | Joined Nov 2010 | Status: Member | 75 Posts
Hello!

(I'm trading with the FXCM MT4. The EA(Basket14_05) write the trade-s on the chart, but nothing happened in the reality. What is wrong?)

It's working!
Develop the old ways! Backtest with 25% quality... JOKE!
 
 
  • Post #1,907
  • Quote
  • Nov 18, 2010 2:28pm Nov 18, 2010 2:28pm
  •  frazerd
  • | Joined Oct 2008 | Status: Member | 497 Posts
Quoting navk
Disliked
Very good.

Let others too try this settings and produce positive results.
Ignored
It will work well for others who are trading the same leverage, but may not work for different leverages. Also, timing of first entry using new settings can cause a difference in results. I have never figured out exactly why, but 2 people running the same EA with same leverage and same settings may get totally different results. The only difference being start time, would lead you to believe that is the determining factor. Sometimes the difference in start time can be just an hour or two and cause the results to differ because the one that started first will have a few trades that the second does not have.
Frazer
 
 
  • Post #1,908
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  • Nov 18, 2010 2:52pm Nov 18, 2010 2:52pm
  •  navk
  • Joined Oct 2010 | Status: Trader | 15,926 Posts
Quoting frazerd
Disliked
It will work well for others who are trading the same leverage, but may not work for different leverages. Also, timing of first entry using new settings can cause a difference in results. I have never figured out exactly why, but 2 people running the same EA with same leverage and same settings may get totally different results. The only difference being start time, would lead you to believe that is the determining factor. Sometimes the difference in start time can be just an hour or two and cause the results to differ because the one that started...
Ignored
Actually i am running this for 24 hrs. Even after 1PM EST, i allow it to run. During this time, the EA do not place trades ! But when there is price movement during asian session, it trades !

Note : Sorry, it placed a trade at 3 PM EST !! Just now. lol
Intraday only.
 
 
  • Post #1,909
  • Quote
  • Nov 18, 2010 4:22pm Nov 18, 2010 4:22pm
  •  vienna
  • | Joined Sep 2008 | Status: Member | 208 Posts
everyone can see the setting in the title of the file-

they adhere to the beginning of the accounts -
I thought of one day running of the report-nothing
here you can see longer term act-
See more fun-
and see the next report -
best regards vienna
Attached Image(s) (click to enlarge)
Click to Enlarge

Name: phantom_addsix_02 mm 0.3 pp 1.0 account.gif
Size: 6 KB
Click to Enlarge

Name: phantom_addsix_02 setup mm 01 pp 025 and 03 pp05 double.gif
Size: 7 KB
Click to Enlarge

Name: phantom_addsix_03 mm0.2 pp 0.25 addsix _02 mm 0.1 pp 0.5 double.gif
Size: 8 KB
Attached File(s)
File Type: zip phantom_addsix_02 mm 0.3 pp 1.0 account.zip   77 KB | 134 downloads
File Type: zip phantom_addsix_02 setup mm 01 pp 025 and 03 pp05 double.zip   126 KB | 119 downloads
File Type: zip phantom_addsix_03 mm0.2 pp 0.25 addsix _02 mm 0.1 pp 0.5 double.zip   125 KB | 128 downloads
 
 
  • Post #1,910
  • Quote
  • Nov 18, 2010 4:26pm Nov 18, 2010 4:26pm
  •  vienna
  • | Joined Sep 2008 | Status: Member | 208 Posts
everyone can see the setting in the title of the file-
best regards
vienna
Attached Image(s) (click to enlarge)
Click to Enlarge

Name: phantom_addsix_03 mm 0.1 pp 0.1 account.gif
Size: 7 KB
Click to Enlarge

Name: phantom_addsix_03b 0.01pp0.035 addsix_02 phantom mm 0.01 pp0.025 double.gif
Size: 6 KB
Click to Enlarge

Name: phantom_addsix_03b mm 0.01 pp 0.035 account.gif
Size: 7 KB
Attached File(s)
File Type: zip phantom_addsix_02 mm 0.3 pp 1.0 account.zip   77 KB | 130 downloads
File Type: zip phantom_addsix_03b 0.01pp0.035 addsix_02 phantom mm 0.01 pp0.025 double.zip   100 KB | 181 downloads
File Type: zip phantom_addsix_03b mm 0.01 pp 0.035 account.zip   80 KB | 150 downloads
 
 
  • Post #1,911
  • Quote
  • Nov 18, 2010 4:29pm Nov 18, 2010 4:29pm
  •  forexNight
  • | Joined Nov 2010 | Status: Junior Member | 3 Posts
Quoting floydian666
Disliked
Hello!

(I'm trading with the FXCM MT4. The EA(Basket14_05) write the trade-s on the chart, but nothing happened in the reality. What is wrong?)

It's working!
Ignored
Ok, it work, also my Basket 14_03 work, I think that between version
3 ; 4 and 5 there is no much difference, in term of the time to the "pop".
I 'm not interested to EA like these one who add a trade every hour
because i do not want that open too much positions, i prefer to cut and reverse.
 
 
  • Post #1,912
  • Quote
  • Nov 18, 2010 4:40pm Nov 18, 2010 4:40pm
  •  vienna
  • | Joined Sep 2008 | Status: Member | 208 Posts
Quoting forexNight
Disliked
Ok, it work, also my Basket 14_03 work, I think that between version
3 ; 4 and 5 there is no much difference, in term of the time to the "pop".
I 'm not interested to EA like these one who add a trade every hour
because i do not want that open too much positions, i prefer to cut and reverse.
Ignored
ciao!!
 
 
  • Post #1,913
  • Quote
  • Nov 18, 2010 6:05pm Nov 18, 2010 6:05pm
  •  TradeRunner
  • | Joined Sep 2009 | Status: Member | 298 Posts
Quoting Caillou
Disliked
Here you have.

Phantom3.30_suv opens trades at 15 and 45 (each 30 min) to every winning phantom pair (EUR/JPY, EUR/USD, USD/JPY) if all previous trades are in profit.

Letīs see.....
Ignored
Hi,
First I want to apologize to everyone (mostly MC and Frazerd) for my weird and rude behavior previously.. There's an old American proverb (well, whatever) that says if you want to get a mule's attention you have to hit him in the head. So, from my silliness I hoped that some innovation might arise.


I hope I didn't offend anyone too deeply.


Moving along... I wanted to say thanks to Cailou for the above EA. Of course, it's too early to tell but it may be the solution to the large DD problems. The overall profitability remains to be seen but I've noticed that once it gets into DD, none of the pairs are in profit so no new trades are taken. Minimal DD.


I'm letting it run on (among others) an ACM demo trading $1 per pip on only a $4500 account balance. ACM has been the worst account for EA's anyway so if it survives........ we'll see.


Thanks to all.
TR
 
 
  • Post #1,914
  • Quote
  • Nov 18, 2010 9:21pm Nov 18, 2010 9:21pm
  •  roundrock
  • | Joined Feb 2010 | Status: J16 Student | 902 Posts
01x popped out twice yesterday

02ax is in a big DD (big by its standards, not by without x). prev pop took 5 days to pop out
 
 
  • Post #1,915
  • Quote
  • Nov 18, 2010 10:36pm Nov 18, 2010 10:36pm
  •  timmy
  • | Joined Jan 2006 | Status: Member | 212 Posts
Quoting Pluto2
Disliked
Hello Caillou,

Thanks for the brilliant idea of Phantom EA trading only 3 pairs.
It looks very good so far.
Ignored
Hi guys,
Yes i agree Pluto2 that this is a very good variation to trade the basket. Also thanks Caillou for the _suv variant.

Observations:
1/ If a pure hedge has absolutely no DD (other than the locked in hedge loss), the next best basket is the correlated pairs, eg E/U and U/CHF they will produce minimal DD most of the time... then I would suggest that the three pair trade basket would produce the next 'least' amount of DD. And a full 14 pair basket will be so loose in its basket relationships that it can produce large DD's before rebalancing as we have seen. As such I think you will get significantly more DD from the six pairs traded on the Addsix EA's than with Caillou's 3 pairs being traded.

2/ My Phantom3_suv closed out twice in the last 24 hours. DD max about 1.5%. (I will start to track the results.) And this was running it through the slow asian sessions also. It remains to be seen if the three pairs can allow enough equity pops to make the EA viable. Certainly we could increase the contract size we are trading to compensate..... I assume there is a relationship between the number of pairs traded and, the standard devaition on the DD curve??? If so - is there an optimal number of pairs to trade in the basket... i guess we will just have to keep testing to find out. I am happy with the three pairs as the way to go for now.

3/ Trading a reverse version is a sure way to big DD's - since we know that clean trends will occur and these will be very hard for the basket to recover from. But if we are trading with the trend as we are at present - then we suffer small incremental DD increases while we are in the range and then the eventual trending move will get us to our target pp. The main difference is that the basket is ideally designed to manage ranges by constantly hedging itself - and it can do this much more efficiently when price action is ranging.

Tim
 
 
  • Post #1,916
  • Quote
  • Nov 18, 2010 10:55pm Nov 18, 2010 10:55pm
  •  timmy
  • | Joined Jan 2006 | Status: Member | 212 Posts
Hi Caillou,
Possible additional variable to be added to the Phantom3.30_suv would be to have it only restart a new trade sequence an hour prior to the London open. If it is still in a trade sequence from the day before it would just continue through the Asian session. But when it closes out it will wait for the London session to start new sequence.

In this way we would avoid the (usually flat) asian session and so minimise DD further, allowing us to increase our contract size further(?) ... this again would need testing.

I know Sidhujag has built something like this into his series of EA's on the other thread, but they are all six pair trading variants, and I think a simple delay to trade activity in the London session should do the trick.

If you get some time to add this to the EA (as a true/ false variable) I would be grateful

Thanks
Tim
 
 
  • Post #1,917
  • Quote
  • Nov 18, 2010 11:53pm Nov 18, 2010 11:53pm
  •  sidhujag
  • Joined Apr 2009 | Status: Non-Member | 4,719 Posts
Quoting timmy
Disliked
Hi Caillou,
Possible additional variable to be added to the Phantom3.30_suv would be to have it only restart a new trade sequence an hour prior to the London open....
Ignored

Only reason I don't do 3 is because its not distributing your money as much as 6 pairs. Distribution is always better way to reach profit in the long run. But if 3 is better I can always modify it and try it out.
 
 
  • Post #1,918
  • Quote
  • Nov 19, 2010 12:52am Nov 19, 2010 12:52am
  •  Saidar
  • | Joined Apr 2010 | Status: Member | 209 Posts
I see many people bring up the "perfect hedge" comment, I think we all should read this post I read a while ago:

http://www.forexfactory.com/showpost...&postcount=134

It explains that buying and selling 1 lot is NOT a hedge. For example:

"SELL 1Lot CHF/JPY means selling CHF 100 K (1 Lot), which is a dept of CHF 100K which buys for your balance JPY 9,883,000 on assets. "

Not sure if this will influence the EA but it should be given some attention.
 
 
  • Post #1,919
  • Quote
  • Nov 19, 2010 1:02am Nov 19, 2010 1:02am
  •  sidhujag
  • Joined Apr 2009 | Status: Non-Member | 4,719 Posts
Quoting Saidar
Disliked
I see many people bring up the "perfect hedge" comment, I think we all should read this post I read a while ago:

http://www.forexfactory.com/showpost...&postcount=134

It explains that buying and selling 1 lot is NOT a hedge. For example:

"SELL 1Lot CHF/JPY means selling CHF 100 K (1 Lot), which is a dept of CHF 100K which buys for your balance JPY 9,883,000 on assets. "

Not sure if this will influence the EA but it should be given some attention.
Ignored
We aren't trying to create a perfect hedge or we wouldn't get anywhere would we

The idea of the synthetic hedge is exactly that... a synthetic "edge" to help us out when trades mount up.. to avoid margin call.. thats all it is.
 
 
  • Post #1,920
  • Quote
  • Nov 19, 2010 1:06am Nov 19, 2010 1:06am
  •  Caillou
  • | Joined Apr 2010 | Status: Member | 1,404 Posts
Quoting TradeRunner
Disliked
Hi,
First I want to apologize to everyone (mostly MC and Frazerd) for my weird and rude behavior previously.. There's an old American proverb (well, whatever) that says if you want to get a mule's attention you have to hit him in the head. So, from my silliness I hoped that some innovation might arise.


I hope I didn't offend anyone too deeply.


[size=2]Moving along... I wanted to say thanks to Cailou for the above...
Ignored
You' re welcome...
 
 
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