hi fren
could u attached the files here..isit tpl?
thnks
could u attached the files here..isit tpl?
thnks
Diversified Trend Trading Approach
- #2,370
- Nov 3, 2017 4:42am Nov 3, 2017 4:42am
- | Commercial User | Joined Apr 2013 | 4,366 Posts
Food for Thought
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Enjoy
C
Inserted Video
- #2,371
- Edited 6:16am Nov 3, 2017 4:55am | Edited 6:16am
- | Commercial User | Joined Apr 2013 | 4,366 Posts
2 small losers, AJ just touched my stop then reversed. {image} {image}
- #2,374
- Edited 5:59am Nov 3, 2017 5:45am | Edited 5:59am
- | Commercial User | Joined Apr 2013 | 4,366 Posts
- #2,375
- Edited 7:11am Nov 3, 2017 6:14am | Edited 7:11am
- | Commercial User | Joined Apr 2013 | 4,366 Posts
Live Walk Forward Results - EDTT - October 2017
The results are in for the live walk forward testing which has been running since January 2015 for the EDTT. Please note that the technique has evolved over the course of the period to a point where it is now just focusing on the M30 timeframe. We still have a few legacy trades of the earlier version (which you can see in the unrealised trades) that are still running.
Also note that in accordance with our testing we scale the strategy with a 4x multiplier which results in a trade risk of 1% per trade. These results are not compounded and we assume trade capital remains constant at $200K.
October was a very strong month attributed to the equity indices of DJI30, ASX, DAX and Nikkei producing a monthly return of 20.1% and a Pwin of 48%. Aside from the equities, the remaining instruments in the portfoilo barely managed to breakeven. All signs of drawdown have now been extinguished as we reach new equity highs.
Unrealised trades are as follows.
This weekend I will update the longer range backtest to the end of October as well so we should see a similar result for October.
Cheers
C
The results are in for the live walk forward testing which has been running since January 2015 for the EDTT. Please note that the technique has evolved over the course of the period to a point where it is now just focusing on the M30 timeframe. We still have a few legacy trades of the earlier version (which you can see in the unrealised trades) that are still running.
Also note that in accordance with our testing we scale the strategy with a 4x multiplier which results in a trade risk of 1% per trade. These results are not compounded and we assume trade capital remains constant at $200K.
October was a very strong month attributed to the equity indices of DJI30, ASX, DAX and Nikkei producing a monthly return of 20.1% and a Pwin of 48%. Aside from the equities, the remaining instruments in the portfoilo barely managed to breakeven. All signs of drawdown have now been extinguished as we reach new equity highs.
Unrealised trades are as follows.
This weekend I will update the longer range backtest to the end of October as well so we should see a similar result for October.
Cheers
C
Inserted Video
- #2,376
- Nov 3, 2017 10:19am Nov 3, 2017 10:19am
- Joined Apr 2015 | Status: Trader | 1,756 Posts
Live Walk Forward Results - EDTT - October 2017 The results are in for the live walk forward testing which has been running since January 2015 for the EDTT. Please note that the technique has evolved over the course of the period to a point where it is now just focusing on the M30 timeframe. We still have a few legacy trades of the earlier version (which you can see in the unrealised trades) that are still running. Also note that in accordance with our testing we scale the strategy with a 4x multiplier which results in a trade risk of 1% per trade....
Holy s**t C I didn't know you were THAT profitable..
I thought your account was 10-50k lol
I'll be more respectful now
here's my silly $150 account.. after 5 days of aggressive tradingambling
To withdraw or to not withdraw... when to withdraw... who knows
- #2,377
- Nov 3, 2017 10:50am Nov 3, 2017 10:50am
- | Commercial User | Joined Apr 2013 | 4,366 Posts
{quote} Holy s**t C I didn't know you were THAT profitable.. I thought your account was 10-50k lol I'll be more respectful now
Mate it isn't a live account. It is just a walk forward test. I will be gunning it in about August next year....but until then I am in demo land and just rigorously testing.
Your account wickedly magnifies H. I am envious. Why not withdraw and start again with another $150 stake. Keep on doing that and you will be in Bugatti Chiron land very quickly.
Inserted Video
- #2,378
- Nov 3, 2017 11:02am Nov 3, 2017 11:02am
- Joined Apr 2015 | Status: Trader | 1,756 Posts
{quote} Hi H :-) Mate it isn't a live account. It is just a walk forward test. I will be gunning it in about August next year....but until then I am in demo land and just rigorously testing. Your account wickedly magnifies H. I am envious. Why not withdraw and start again with another $150 stake. Keep on doing that and you will be in Bugatti Chiron land very quickly. https://www.youtube.com/watch?v=PkkV1vLHUvQ
p.s. silly me, I read too fast as always and the damn language barrier s**ks!
- #2,379
- Nov 3, 2017 11:08am Nov 3, 2017 11:08am
- | Commercial User | Joined Apr 2013 | 4,366 Posts
{quote} I read too fast as always and the damn language barrier s**ks!
