Disclaimer !
U.S. Government Required Disclaimer – Commodity Futures Trading Commission Futures and Options trading has large potential rewards, but also large potential risk. You must be aware of the risks and be willing to accept them in order to invest in the futures and options markets. Don’t trade with money you can’t afford to lose. This is neither a solicitation nor an offer to Buy/Sell futures or options. No representation is being made that any account will or is likely to achieve profits or losses similar to those discussed on this web site. The past performance of any trading system or methodology is not necessarily indicative of future results.
CFTC RULE 4.41 – HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN LIMITATIONS. UNLIKE AN ACTUAL PERFORMANCE RECORD, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, SINCE THE TRADES HAVE NOT BEEN EXECUTED, THE RESULTS MAY HAVE UNDER-OR-OVER COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY. SIMULATED TRADING PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFIT OR LOSSES SIMILAR TO THOSE SHOWN.
No representation is being made that any account will or is likely to achieve profits or losses similar to those shown. In fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program. Hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk in actual trading.
Attention ! This is my first post here on FF as a new member, been a loyal Fan of FF for over 4 years now using it mainly as my main media to catch up on Forex related news and other stuffs with a few diversions to visit other interesting threads so am a new member with a FF experience of a veteran. One thing i have noticed over the years that really put me off from actually contributing in here is the lack of understanding and knowledge portrayed by some members here and the skeptical mentality of everything being trash shown by some individuals in here. I am certainly not a Billionaire but consistently making 6Figure returns of trading Binary/Forex each year for over 3 years running never had the luxury to come up here and share Solid stuffs i have worked so hard to discover with a bunch of people who might probably not recognize the hard-work and dedication. So i mostly just put in work researching doing a lot of reading to broaden my knowledge and find out what works and what does not work and try my best to gain a winning edge over the market by applying my mathematical and programming experience to build and deploy high powerful trading algorithms to take control and manage all trading decisions. I am not much of a good writer ''Never been one so let me get straight to it'' Am not selling any stuff or marketting anything out here am just here to share a system of interest i have been working and researching on for months writing and debugging 20,000+ lines of code on a daily basis. IF you dont find this interesting please dont trash out and discourage the act of people sharing from goodwill here, just go somewhere else your anger and skeptism might be needed and entertained. This thread will only entertain a healthy,constructive communication between me and other EA enthusiast all in the aim of helping each other and building more solid systems in the future and sharing back to the FF community.
Octopus-Grid HFT System
The Idea And Inspiration: Been working with lots of Fund Managers,Professional and Retail Traders all around the world on a lots of projects related to the development and application of Semi-High Frequency Trading Systems. When i say Semi High Frequency dont over-think about Algorithms placing 1000s or orders within a minute to co-location, all i am getting at is a system that trades frequently and places as much as a normal trading systems trades in a month on a daily basics. We talking 30+ Trades a day - 700+ Trades a month, thats implying Semi High Frequency is just my class for grouping such a type of trading system that trades often than usual in a high frequency module of operation. My idea was to build a series of trading algorithms that trades with a fixed trading goal in terms of profit taking/ stop-loss levels so it would be easier to project trading stats from a hypothetical point just by deploying normal mathematical modules. My goal and aim was to build a set of trading systems which would place at least 150-200 trades on a daily basics for the top 5 major pairs to help build a more solid and stable portfolio by utilizing the power of correlation and hedging.
Octopus-Grid HFT System is the 1st Out of 5 Trading systems which are still currently under development, my plan is to share the most stable version of the EA which is Octopus-Grid HFT System to allow trader here to have a feel of how the system works and also help with ideas which can help improve the efficiency and productivity of the trading systems.
How It Is Built: Not too complicated but definitely going to be too much of writing and explaining so am just going to keep it as simple as possible. I developed a set of Machine Learning python modules which i feed with high quality tick data all combined with about 10 of my personal custom trading indicators and about 8 different candlestick patterns. What my module does is very simple it picks an indicator and set a random variable and tests a set of combinations on the history data provided to see what the performance of that variable would have returned in cased it was traded and an EA. The process is very lengthy and runs for weeks on dedicated servers so there is no interruption. So the next stage is i have a stream of normally more than 1000 strategy variations with return/maximum drawdown levels i consider stable and profitable enough to be traded. Only problem is i cant trade all 1000+ systems at the same time so what i try to do is use different set of tools to try find the pair of strategies that produces the best return with lowest drawdown when combined together as a portfolio. Normally i choose the best 100 strategies which works best as a portfolio and then generated a Pseudo Code to all the strategies and manually hand code and fuse all the 50 strategies into 1 single MQL4 code with each strategy using a specific set of magic number to enable the trading system identify each trading rule independently without any conflict of interest.
EA Configuration/Recommendations
*Recommended Trading Capital: [email protected]/Trade Fixed
*Recommended Leverage: 1:200 or more (Dynamic dependent on trading account size and margin specifications of broker)
*Trading Currency: USDJPY (EA is locked to trading only USDJPY for now until it is fully optimized and tweaked for other currencies)
*Trading Account Type: Live/Demo (EA does not have any sort of account type restriction)
*EA Trading Chart Time-frame: 5Minutes (Deploy and use EA only on 5minutes timeframe)
*EA Expiry Time: 1week (EA will be set to expire every Saturday when the market is inactive to allow users have a sense of coming back to receive new updates of software in case i choose to add updates to the system or discontinue sharing of the systems ''for reasons i dont know ''FF is sometimes a hostile place to share stuffs i would always want to insulate myself'' Am pretty smart, i know. Next Expiration Date 16th March. Come back to thread to download new EA File when it expires.
Pros And Cons
*High Trade Frequency ''Helps eliminate randomness''
*Fixed TP/SL Level (50pips SL /100Pips TP)
* Inbuilt Magic Number Assignment Mechanism To ensure there are no orphan trades and all orders are handled independently.
* Inbuilt Comment Assigning mechanism to notify traders of what current trading strategy is being deployed for an order
* Always In Market Trading System. EA always has open orders active and does not go into sleep-mode.
*Large Number of trade sample which makes it time tedious and hectic to run back-testing
*Requires good and stable VPS connection
*EA hedges aggressively and might not be suitable for Non hedging traders who are not sophisticated in how to hedge by splitting trades in 2 separate accounts
SCREENSHOTS SAMPLES
A THANK YOU COMMENT WOULD BE A BIG DEAL AND A MOTIVATION TO ME. I WOULD BE RELEASING OTHER INTERESTING PROJECTS DONT FORGET TO SUBSCRIBE TO KEEP POSTED ON NEW STUFFS..SHARING IS CARING LETS ALL KEEP A WELCOMING MENTALITY AND A POSITIVE MIND THERE ARE STILL GOOD PEOPLE ON THE PLANET LOL.FEEL FREE TO ASK ANY QUESTION IN COMMENT SECTION OR PM ME WHATEVER YOU CHOOSE AND HERE TO HELP.
U.S. Government Required Disclaimer – Commodity Futures Trading Commission Futures and Options trading has large potential rewards, but also large potential risk. You must be aware of the risks and be willing to accept them in order to invest in the futures and options markets. Don’t trade with money you can’t afford to lose. This is neither a solicitation nor an offer to Buy/Sell futures or options. No representation is being made that any account will or is likely to achieve profits or losses similar to those discussed on this web site. The past performance of any trading system or methodology is not necessarily indicative of future results.
CFTC RULE 4.41 – HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN LIMITATIONS. UNLIKE AN ACTUAL PERFORMANCE RECORD, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, SINCE THE TRADES HAVE NOT BEEN EXECUTED, THE RESULTS MAY HAVE UNDER-OR-OVER COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY. SIMULATED TRADING PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFIT OR LOSSES SIMILAR TO THOSE SHOWN.
No representation is being made that any account will or is likely to achieve profits or losses similar to those shown. In fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program. Hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk in actual trading.
Attention ! This is my first post here on FF as a new member, been a loyal Fan of FF for over 4 years now using it mainly as my main media to catch up on Forex related news and other stuffs with a few diversions to visit other interesting threads so am a new member with a FF experience of a veteran. One thing i have noticed over the years that really put me off from actually contributing in here is the lack of understanding and knowledge portrayed by some members here and the skeptical mentality of everything being trash shown by some individuals in here. I am certainly not a Billionaire but consistently making 6Figure returns of trading Binary/Forex each year for over 3 years running never had the luxury to come up here and share Solid stuffs i have worked so hard to discover with a bunch of people who might probably not recognize the hard-work and dedication. So i mostly just put in work researching doing a lot of reading to broaden my knowledge and find out what works and what does not work and try my best to gain a winning edge over the market by applying my mathematical and programming experience to build and deploy high powerful trading algorithms to take control and manage all trading decisions. I am not much of a good writer ''Never been one so let me get straight to it'' Am not selling any stuff or marketting anything out here am just here to share a system of interest i have been working and researching on for months writing and debugging 20,000+ lines of code on a daily basis. IF you dont find this interesting please dont trash out and discourage the act of people sharing from goodwill here, just go somewhere else your anger and skeptism might be needed and entertained. This thread will only entertain a healthy,constructive communication between me and other EA enthusiast all in the aim of helping each other and building more solid systems in the future and sharing back to the FF community.
Octopus-Grid HFT System
The Idea And Inspiration: Been working with lots of Fund Managers,Professional and Retail Traders all around the world on a lots of projects related to the development and application of Semi-High Frequency Trading Systems. When i say Semi High Frequency dont over-think about Algorithms placing 1000s or orders within a minute to co-location, all i am getting at is a system that trades frequently and places as much as a normal trading systems trades in a month on a daily basics. We talking 30+ Trades a day - 700+ Trades a month, thats implying Semi High Frequency is just my class for grouping such a type of trading system that trades often than usual in a high frequency module of operation. My idea was to build a series of trading algorithms that trades with a fixed trading goal in terms of profit taking/ stop-loss levels so it would be easier to project trading stats from a hypothetical point just by deploying normal mathematical modules. My goal and aim was to build a set of trading systems which would place at least 150-200 trades on a daily basics for the top 5 major pairs to help build a more solid and stable portfolio by utilizing the power of correlation and hedging.
Octopus-Grid HFT System is the 1st Out of 5 Trading systems which are still currently under development, my plan is to share the most stable version of the EA which is Octopus-Grid HFT System to allow trader here to have a feel of how the system works and also help with ideas which can help improve the efficiency and productivity of the trading systems.
How It Is Built: Not too complicated but definitely going to be too much of writing and explaining so am just going to keep it as simple as possible. I developed a set of Machine Learning python modules which i feed with high quality tick data all combined with about 10 of my personal custom trading indicators and about 8 different candlestick patterns. What my module does is very simple it picks an indicator and set a random variable and tests a set of combinations on the history data provided to see what the performance of that variable would have returned in cased it was traded and an EA. The process is very lengthy and runs for weeks on dedicated servers so there is no interruption. So the next stage is i have a stream of normally more than 1000 strategy variations with return/maximum drawdown levels i consider stable and profitable enough to be traded. Only problem is i cant trade all 1000+ systems at the same time so what i try to do is use different set of tools to try find the pair of strategies that produces the best return with lowest drawdown when combined together as a portfolio. Normally i choose the best 100 strategies which works best as a portfolio and then generated a Pseudo Code to all the strategies and manually hand code and fuse all the 50 strategies into 1 single MQL4 code with each strategy using a specific set of magic number to enable the trading system identify each trading rule independently without any conflict of interest.
EA Configuration/Recommendations
*Recommended Trading Capital: [email protected]/Trade Fixed
*Recommended Leverage: 1:200 or more (Dynamic dependent on trading account size and margin specifications of broker)
*Trading Currency: USDJPY (EA is locked to trading only USDJPY for now until it is fully optimized and tweaked for other currencies)
*Trading Account Type: Live/Demo (EA does not have any sort of account type restriction)
*EA Trading Chart Time-frame: 5Minutes (Deploy and use EA only on 5minutes timeframe)
*EA Expiry Time: 1week (EA will be set to expire every Saturday when the market is inactive to allow users have a sense of coming back to receive new updates of software in case i choose to add updates to the system or discontinue sharing of the systems ''for reasons i dont know ''FF is sometimes a hostile place to share stuffs i would always want to insulate myself'' Am pretty smart, i know. Next Expiration Date 16th March. Come back to thread to download new EA File when it expires.
Pros And Cons
*High Trade Frequency ''Helps eliminate randomness''
*Fixed TP/SL Level (50pips SL /100Pips TP)
* Inbuilt Magic Number Assignment Mechanism To ensure there are no orphan trades and all orders are handled independently.
* Inbuilt Comment Assigning mechanism to notify traders of what current trading strategy is being deployed for an order
* Always In Market Trading System. EA always has open orders active and does not go into sleep-mode.
*Large Number of trade sample which makes it time tedious and hectic to run back-testing
*Requires good and stable VPS connection
*EA hedges aggressively and might not be suitable for Non hedging traders who are not sophisticated in how to hedge by splitting trades in 2 separate accounts
SCREENSHOTS SAMPLES
A THANK YOU COMMENT WOULD BE A BIG DEAL AND A MOTIVATION TO ME. I WOULD BE RELEASING OTHER INTERESTING PROJECTS DONT FORGET TO SUBSCRIBE TO KEEP POSTED ON NEW STUFFS..SHARING IS CARING LETS ALL KEEP A WELCOMING MENTALITY AND A POSITIVE MIND THERE ARE STILL GOOD PEOPLE ON THE PLANET LOL.FEEL FREE TO ASK ANY QUESTION IN COMMENT SECTION OR PM ME WHATEVER YOU CHOOSE AND HERE TO HELP.
''If you trading cant be AUTOMATED it does not follow LOGIC''
thanks for sharing, this is some good solid work am also a developer so i know it when something is interesting enough to get my attention.. 20,000+ trades in 2years for 1 currency is seriously insane. looking forward to other systems for other currencies to diversify trading will test.. Am 5months into 2017 to 2019 backtesting and account balance is already doubled.. keep up the good work bro..
trademaakâ„¢
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