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Micro martingale with small capital

  • #141
  • Dec 19, 2017 11:21am Dec 19, 2017 11:21am
hi,
this is a back test of eurusd with basic settings with dukascopy real tick (free trial) using real spreads. It is not comforting, it is true that a back text is different from a forward test and a forward test is different from a live test. but what explanation can we give to such a result?
now, i am testing on demo account (activetrades) with positive result.
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  • #142
  • Dec 19, 2017 11:27am Dec 19, 2017 11:27am
result from yesterday :
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  • #143
  • Dec 19, 2017 7:03pm Dec 19, 2017 7:03pm
Quoting giapel
hi, this is a back test of eurusd with basic settings with dukascopy real tick (free trial) using real spreads. It is not comforting, it is true that a back text is different from a forward test and a forward test is different from a live test. but what explanation can we give to such a result? now, i am testing on demo account (activetrades) with positive result. {image}
Hi Giapel

Okay, thank you.

I have not successfully downloaded Tick data.
Are there any errors in the BT Journal? (Order modify error, Order Send error, Trade is Disable, etc)

Please do BT with the following parameters:
Optimized by: Trailing_Active and Trailing_Virtual and Pending_Order as in the picture.

This EA is sensitive with Spreads and tick volume changes
By the way the most ideal is by Testing Live Demo / Real Account
Attached Image (click to enlarge)
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margiyono61 gmail com, Telegr @Margiyono
  • #144
  • Dec 20, 2017 12:05am Dec 20, 2017 12:05am
hi,
today I will rebuild the bt with the above parameters (even if those 3 parameters were already as shown). I will use tp = 50 sl = 17 and trailing start = 30. The bt will be on the 6 currencies on post 68 with real spreads and real volume ticks. keep in mind that data is taken from dukascopy. thank you
  • #145
  • Dec 20, 2017 12:46am Dec 20, 2017 12:46am
Quoting giapel
hi, today I will rebuild the bt with the above parameters (even if those 3 parameters were already as shown). I will use tp = 50 sl = 17 and trailing start = 30. The bt will be on the 6 currencies on post 68 with real spreads and real volume ticks. keep in mind that data is taken from dukascopy. thank you
Okay, thank you very much.

I tried Dukascopy maybe a government-protected IP provider. If the other provider is slow.

I will try to find what conditions the results are ugly.

Rgds
margiyono61 gmail com, Telegr @Margiyono
  • #146
  • Dec 20, 2017 3:32pm Dec 20, 2017 3:32pm
BT:
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some details of slippage and order error:
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these are BT and some details of the errors with the suggested settings. what we need to understand is whether the real dukascopy data are valid for each broker, or whether to rely on the demo-live tests (but this lengthens the test times). in any case I continue the demo on activetrades. thank you
  • #147
  • Dec 20, 2017 10:18pm Dec 20, 2017 10:18pm
Quoting giapel
BT: {image}{image}{image}{image}{image} some details of slippage and order error: {image}{image}{image} these are BT and some details of the errors with the suggested settings. what we need to understand is whether the real dukascopy data are valid for each broker, or whether to rely on the demo-live tests (but this lengthens the test times). in any case I continue the demo on activetrades. thank you
Hi Giapel

Thank you for the hard work of his system test.

SLIPPAGE Can not be avoided when it occurs during Closing.
For OP when Pending_Order = true will increment the difference from BUY / SELL Stop to BUY / SELL. But if Pending_Order = false, this is already protected by the Max_Slippage parameter.

Modify Error Can happen if Pending_Order = true and or Trailing_Virtual = false.

Perhaps the ideal testing is With Live Demo / Real account then in BT with the same parameters and period.
The difference is how much, which needs to improve.

Other ways to use Full Martingale, adjust Parameter and Pair movement characteristics.
Eg EURUSD.
Deposit 500
SL = 200
Traling_Active = false
Pending_Order = false
Percent_Margin = 2 (max)
Within a year, BT has many results, but still risky if Trending prolonged.

Here's the Daily Candle Length during 2017 to help choose Pair whose movement is not long.

Rgds
Attached Image
margiyono61 gmail com, Telegr @Margiyono
  • #148
  • Dec 20, 2017 10:29pm Dec 20, 2017 10:29pm
Testing Live Account Results 2017.12.20
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margiyono61 gmail com, Telegr @Margiyono
  • #149
  • Dec 21, 2017 1:39am Dec 21, 2017 1:39am
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Hi, this is my detail of yesterday.
i met stop loss con eurusd (this on demo active trades)

thanks
  • #150
  • Dec 21, 2017 2:11am Dec 21, 2017 2:11am
Quoting giapel
{image} Hi, this is my detail of yesterday. i met stop loss con eurusd (this on demo active trades) thanks
Hm .... why is it different.
May be a locking (error Trade is disable), so trailing not moving until hit SL.
There are some brokers who are sensitive if the error is locking directly, but there is a broker who only error without Locking.
Locking solution, Pending_Order = false and (Trailing_Active = false or Trailing_Actif = true and Trailing_Virtual = true)
I'm running in some Demo and Live brokers, none of which got SL (17).
margiyono61 gmail com, Telegr @Margiyono
  • #151
  • Dec 21, 2017 3:57am Dec 21, 2017 3:57am
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margiyono61 gmail com, Telegr @Margiyono
  • #152
  • Dec 21, 2017 7:43am Dec 21, 2017 7:43am
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hi, I captured this detail on eurusd, and opened double orders. Can you check if the parameters used are correct? thanks

Attached Image
  • #153
  • Dec 21, 2017 10:00am Dec 21, 2017 10:00am
Quoting giapel
{image} hi, I captured this detail on eurusd, and opened double orders. Can you check if the parameters used are correct? thanks {image}
Double order is intentionally made, but the number of orders depends on the situation and conditions how much for the OP.
If you only want one transaction, fill in Max_Open_Icrement = 1 (default 5)
margiyono61 gmail com, Telegr @Margiyono
  • #154
  • Dec 22, 2017 1:59am Dec 22, 2017 1:59am
Hi, first of all thanks for this trading idea.
Was trying the ea on several demo accounts. What wonders me, is that in forward testing it is opening way less trades at the same signal than in backtest. The backtested performance could never be reached. Why is this? Thanks!
  • #155
  • Dec 22, 2017 11:35am Dec 22, 2017 11:35am
Quoting ojl
Hi, first of all thanks for this trading idea. Was trying the ea on several demo accounts. What wonders me, is that in forward testing it is opening way less trades at the same signal than in backtest. The backtested performance could never be reached. Why is this? Thanks!
Hi Ojl

thanks.

Possible differences due to: Slippage, Widening spreads, Internet connections.
Try it from Live Demo then do BT. Should Candle2 entry order 90 percent be the same except in extremes that cause widening spreads (especially Cross Pair).
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margiyono61 gmail com, Telegr @Margiyono
  • #156
  • Dec 25, 2017 9:19pm Dec 25, 2017 9:19pm
I just found this thread over the weekend and it is back testing beautifully. It looks like a pretty safe martingale if such a thing exists.
I changed the TP from 50 and tried just 8 and the win rate went much higher and the maximum draw downs were less in the back tests, and the equity curve was even a bit smoother. Of course with the 17 SL, the wins are now smaller than the losers but the end resulting profit was about the same but with half of the maximum draw down. Just a thought you might like to try the smaller TP.

I'm tempted to try this live with small lots to see how it does. Thanks for posting this EA.
  • #157
  • Dec 25, 2017 9:32pm Dec 25, 2017 9:32pm
Quoting birdogent
I just found this thread over the weekend and it is back testing beautifully. It looks like a pretty safe martingale if such a thing exists. I changed the TP from 50 and tried just 8 and the win rate went much higher and the maximum draw downs were less in the back tests, and the equity curve was even a bit smoother. Of course with the 17 SL, the wins are now smaller than the losers but the end resulting profit was about the same but with half of the maximum draw down. Just a thought you might like to try the smaller TP. I'm tempted to try this...
Hi birdogent

Thanks.
TP 50 is actually rarely achieved, as it will likely close by trailing as well as the trailing percentage. SL / TP needs to be set to maintain the condition if the connection breaks or power off a long time so that EA does not work and rely on SL / TP is already in the server broker.
TP 8 may be better, need adjusting each pair is different. Good luck.

Rgds.
margiyono61 gmail com, Telegr @Margiyono
  • #158
  • Dec 26, 2017 2:08am Dec 26, 2017 2:08am
Attached Image

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Hi,
take advantage of 'last post to make a bt with parameters (tp sl and tr) tight. the result seems interesting. another solution is to change brokers. what do you think about it ? thanks
  • #159
  • Dec 26, 2017 3:16am Dec 26, 2017 3:16am
Quoting giapel
{image} {image} Hi, take advantage of 'last post to make a bt with parameters (tp sl and tr) tight. the result seems interesting. another solution is to change brokers. what do you think about it ? thanks
Hi Giapel

Thanks, Good with variety for testing.
The parameters, Martingale does not work (if Marting_Min_Grid > SL) but it does not matter which is important the result could be better.
That setting can be for all brokers if StopLevel = 0.

If the brokers uses StopLevel > 0, Trailing_Active = FALSE and Pending_Order = FALSE (this applies to StopLevel >= 0), Closing using Persentage trailing.
margiyono61 gmail com, Telegr @Margiyono
  • #160
  • Dec 26, 2017 5:25am Dec 26, 2017 5:25am
Hello ,

i tried the last Parameters in USDJPY its great , but with auto lot - max draw down aprox 8 % but net profit is 40 % !!! which is massive
but why i couldn't back test for 1 year

its back testing until 5th DEC only

would you advice how to back test for more period

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