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Simple Mean Reversion

  • #401
  • Oct 11, 2018 2:34pm Oct 11, 2018 2:34pm
Quoting lamden
I would have loved to see this strategy in real time as the SP500 took a dump yesterday.
Absolutely no problems during the S&P500 crash! Even with the highest risk settings.

Actually Monday was a lot more problematic.
One of the demo accounts had 40% drawdown but this is because I set very aggressive settings and high leverage.

Here is my method for risk optimization:

1. First I have to find the maximum risk limit of the system. (By using multiple demo accounts simultaneously)
2. I will set the risk level on my live account 60% below the maximum limit.
  • #402
  • Edited 2:58pm Oct 11, 2018 2:37pm | Edited 2:58pm
Quoting alphaomega
{quote} The system is working great for now! Now it's OFF for some upgrades and optimization. I'm still testing on demo and on micro live accounts with different settings and risk levels. Probably a few more weeks.....until I find the "best" settings and then I'm going live with larger account. Small steps! No rushing. It's better to be safe than sorry
This system has potential.

As I mentioned earlier in some posts; that I trade a variation of your strategy for few years already. Here is my *live* trading performance for the whole year of 2018 till present day (in pips) on EURUSD.

There are 950 trades, longest drawdown was 36 days, and max drawdown was 180 pips; and return is 780 pips.
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  • #403
  • Oct 12, 2018 3:39am Oct 12, 2018 3:39am
Quoting alphaomega
For the people who downloaded the logger indicator - I recommend you to download again because initially I uploaded the wrong version which will not work correctly on your MT4 because of missing files. You can download again the correct version: {file}
Today i tried the logger, but it looks like there's something wrong with the last column: max drawdown, it doesn't seem to calculate the max DD properly.
It works great when DD is increasing but when DD decreases at some point it will log a lower max DD.
Persistence will get it. Consistency will keep it.
  • #404
  • Oct 12, 2018 4:15am Oct 12, 2018 4:15am
Quoting Chake
{quote} Today i tried the logger, but it looks like there's something wrong with the last column: max drawdown, it doesn't seem to calculate the max DD properly. It works great when DD is increasing but when DD decreases at some point it will log a lower max DD.
You have to place the indicator on a separate empty chart!
Do not use this chart for other things. Max DD value will reset if you change the time frame or the settings.

I use separate MT4 terminal on VPS where I place all loggers. This way I log everything nonstop 24/5. (Drawdown statistics, all ticks and spreads for all pairs and the slippage on all trades)
  • #405
  • Oct 12, 2018 4:20am Oct 12, 2018 4:20am
Quoting alphaomega
{quote} You have to place the indicator on a separate empty chart! Do not use this chart for other things. Max DD value will reset if you change the time frame or the settings. I use separate MT4 terminal on VPS where I place all loggers. This way I log everything nonstop 24/5. (Drawdown statistics, all ticks and spreads for all pairs and the slippage on all trades)
Thx will try that.
Persistence will get it. Consistency will keep it.
  • #406
  • Oct 17, 2018 9:03am Oct 17, 2018 9:03am
Reading the preface of this segment, I've changed my operating system for the better, lot of relevant information in a single candle, in a single point of reference, the shared concepts in this segment are really impressive, the whole solution to assemble the puzzle is in the price.
  • #407
  • Edited 10:35am Oct 23, 2018 10:23am | Edited 10:35am
Hi friends i hope you all do well in these days i em testing the method in combination with harmonic patterns. As soon as both these method and harmonics are trying to catch reversals. I see that patters wich close on uper or lowe line after brekout, have tendency to push the price very very powerfull on oposite direction ..... im still waching rections... i hope these will make difference soon!! I simply ignore paterns wich close inside betwen red border and blue one (like orange cyper pattern) but see the buterfly....!?
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  • #408
  • Nov 24, 2018 1:16pm Nov 24, 2018 1:16pm
This is the most important trading day of the year! (So far)
Your success depends almost entirely on your ability(method) to handle days like this.
So pay attention.

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  • #409
  • Nov 24, 2018 2:40pm Nov 24, 2018 2:40pm
Quoting alphaomega
This is the most important trading day of the year! (So far) Your success depends almost entirely on your ability(method) to handle days like this. So pay attention. {image}

I haven't read the entire thread. But you might want to consider trading ONLY in the direction of H4 and H1 relative currency strength for the chosen pair(s). If you add that as filter, I believe it will save you those kind of drawdowns and actually put the trend in your favour.
Wishing you more green pips.
  • #410
  • Nov 24, 2018 3:39pm Nov 24, 2018 3:39pm
Quoting alphaomega
This is the most important trading day of the year! (So far) Your success depends almost entirely on your ability(method) to handle days like this. So pay attention. {image}
So... What should I do in such a day?
  • #411
  • Nov 24, 2018 3:42pm Nov 24, 2018 3:42pm
Quoting avrahambr
{quote} So... What should I do in such a day?
"Well, that's the million-dollar question, isn't it?"

If you know the answer to this question you can make millions.
In fact it's almost guaranteed that you will have a system that makes money 99,9% of the days
  • #412
  • Nov 25, 2018 6:48am Nov 25, 2018 6:48am
Quoting alphaomega
{quote} "Well, that's the million-dollar question, isn't it?" If you know the answer to this question you can make millions. In fact it's almost guaranteed that you will have a system that makes money 99,9% of the days
It sure is the million dollar question!
I've been thinking about this for quite some time now, one option would be trying to filter out these days, but i'm not a fan off this solution, because how would you know your filter will work 100% off the time in the fututre? You can't imho.
Another option is spread the risk trading multiple instruments and at end off each day cut the loss where the other profits will make up for a part of it.
I'm not sure yet, there may vary well be much better solutions...
Persistence will get it. Consistency will keep it.
  • #413
  • Nov 30, 2018 6:58am Nov 30, 2018 6:58am
Are You ready?
Because this system is ready to go live!
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  • #414
  • Nov 30, 2018 7:10am Nov 30, 2018 7:10am
I stopped posting the weekly results a few weeks ago....

For anyone interested here are the monthly results (and all time result from july until friday last week). More or less good profits were generated only for the indices CFD (Dax and Dow) - forex doesn't look that good.


9990 = my variant of SMR with 4H MA filter, BE stop, no fixed timed 25%/50% exits but "candlestick jumping stop loss" - see above for more details
9993 = original method from post 1 with only BE stop added.
_
EA trades the broker min lots per symbol (0.01 for forex symbols, 0.10 for dax/dow) with some small kind of martingale (0.01 for first 3 trades, 0.02 for the next two trades and then 0.03 lots until MaxTradesPerSymbolAllowed is reached). Both variants open the first trade only when min level of the ATR band of 3 is reached and also have a hard stop if ATR band 6 is reached! The broker used has fixed spreads per symbol and charges no commissions per trade.
Attached Image(s) (click to enlarge)
Click to Enlarge Name: 2018-11-23 Results ALL TIME - from July 2018 until November 20181123 Simple Mean Reversion EA 99.png Size: 11 KB
Click to Enlarge Name: 2018-11-23 Results November 2018 until 20181123 Simple Mean Reversion EA 9990.png Size: 11 KB
Click to Enlarge Name: 2018-11-23 Results November 2018 until 20181123 Simple Mean Reversion EA 9993.png Size: 9 KB
Click to Enlarge Name: 2018-11-01 Results October 2018 Simple Mean Reversion EA 9993.png Size: 9 KB
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Click to Enlarge Name: 2018-10-01 Results September 2018 Simple Mean Reversion EA 9993.png Size: 10 KB
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  • #415
  • Nov 30, 2018 7:34am Nov 30, 2018 7:34am
Quoting Jagg
I stopped posting the weekly results a few weeks ago.... For anyone interested here are the monthly results (and all time result from july until friday last week). More or less good profits were generated only for the indices CFD (Dax and Dow) - forex doesn't look that good. 9990 = my variant of SMR with 4H MA filter, BE stop, no fixed timed 25%/50% exits but "candlestick jumping stop loss" - see above for more details 9993 = original method from post 1 with only BE...
Interesting that indexes show better results....

Keep in mind that the original rules of the system from the first posts are only a starting point! A seed for something great!

In order to make this system really profitable you have to do many mods and optimizations.

And by the way, I already gave ALL necessary information in this thread. Unfortunately most people are too lazy and do not want to use their heads. Everyone wants to get something for nothing.

You will see most people wasting their time in the "Interactive" section, commenting the next "big" move, or reading the fake news.

While threads like this where real development happens.....these threads are neglected. I tell you, there are MANY profitable strategies and good ideas here in Forex factory and in other forums. Especially In old threads from 10 years ago.....

But I guess people don't want to be real winners. They like to lose.

If you look at my "crazy" posts back in the thread - this is where my hidden message is! This is the gold for the next generations. Someone who is smart enough, somewhere, someday will find this gold and will become rich!
  • #416
  • Nov 30, 2018 8:25am Nov 30, 2018 8:25am
Quoting alphaomega
Are You ready? Because this system is ready to go live! {image}
Are you sure AO ?

That 'Load' run-up is way too heavy IMHO to trade live.

Trade carefully !

Masterrmind............
Master your Mind then Master your Trades
  • #417
  • Nov 30, 2018 8:38am Nov 30, 2018 8:38am
Quoting Masterrmind
{quote} Are you sure AO ? That 'Load' run-up is way too heavy IMHO to trade live. Trade carefully ! Masterrmind............
Yes, I'm pretty sure.

What you see on the chart is a stress test with maximum leverage 500:1 !

And the system still survives. This means that with lower leverage this system is very safe.
  • #418
  • Nov 30, 2018 11:58am Nov 30, 2018 11:58am
Quoting alphaomega
{quote} Yes, I'm pretty sure. What you see on the chart is a stress test with maximum leverage 500:1 ! And the system still survives. This means that with lower leverage this system is very safe.
Hello, the stress test is on multiple pairs or just one pair?
  • #419
  • Dec 1, 2018 1:38am Dec 1, 2018 1:38am
Quoting alphaomega
Are You ready? Because this system is ready to go live! {image}
Glad to see you getting it done. Wondering if we will get to see a live TE as mentioned in the screenshot below?
I am also curious to see if you have incorporated the 3/6/9 "formula" mentioned here
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Staying in my lane...
  • #420
  • Dec 1, 2018 1:48am Dec 1, 2018 1:48am
Quoting Jagg
I stopped posting the weekly results a few weeks ago.... For anyone interested here are the monthly results (and all time result from july until friday last week). More or less good profits were generated only for the indices CFD (Dax and Dow) - forex doesn't look that good. 9990 = my variant of SMR with 4H MA filter, BE stop, no fixed timed 25%/50% exits but "candlestick jumping stop loss" - see above for more details 9993 = original method from post 1 with only BE...
Interesting. Would you be able to run this only on one Index NQ (nasdaq) from July till date with MaxTradesPerSymbolAllowed = 3 and (only if possible) during NYSE active session from 9:30am = 4pm ET? If it is configurable, please include a fixed spread of 1 tick (or what equivalent 'pip' is valid for CFD) and $5 per contract (1 tick is $5 in futures contract) on a $25K account size.

and same configuration with SnP if you can. It would be interesting to compare stats between the two SMR. I think NQ will blow the account and SnP will work the best.
Staying in my lane...
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