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  • #1,981
  • Dec 15, 2007 11:17am Dec 15, 2007 11:17am
Holy Moly ....................

Lemme re-read that again ("re"-read "again") ..................

Thx .................................................

Digestion time ......................................................

I think I'll feel more intelligent or less ignorant if/when I can grasp 10% of this (dot dot dot dot)

  • #1,982
  • Dec 15, 2007 11:22am Dec 15, 2007 11:22am
Quoting Qpip
Holy Moly ....................

Lemme re-read that again ("re"-read "again") ..................

Thx .................................................

Digestion time ......................................................

I think I'll feel more intelligent or less ignorant if/when I can grasp 10% of this (dot dot dot dot)

I knew you would love this! http://www.jubailforums.com/vb35/images/smilies/s_4.gif

Most important is to digest that this system is "VERY GOOD". The RDD on your first testing series is making it profitable and save. You will find that on the article in the second post.

I will let you all the time you need here, LOL.

Anything else you want me to find out? http://www.jubailforums.com/vb35/ima.../detective.gif

Matts hats!
  • #1,983
  • Dec 15, 2007 11:30am Dec 15, 2007 11:30am
In the meantime, here are the 9 pairs in terms of profit factors and relative drawdowns. There must be an anomally with NZDJPY (and if not HOLY COW errrrrrrr GRAILERS). What are your thoughts on these results? They all cover 11 months (jan - nov 1007)
Attached Image (click to enlarge)
Click to Enlarge Name: PF and RDD 9 pairs.jpg Size: 36 KB
  • #1,984
  • Dec 15, 2007 11:31am Dec 15, 2007 11:31am
Quoting Gnat
I knew you would love this! http://www.jubailforums.com/vb35/images/smilies/s_4.gif
Yes, I DO
  • #1,985
  • Dec 15, 2007 11:40am Dec 15, 2007 11:40am
Quoting Qpip
In the meantime, here are the 9 pairs in terms of profit factors and relative drawdowns. There must be an anomally with NZDJPY (and if not HOLY COW errrrrrrr GRAILERS). What are your thoughts on these results? They all cover 11 months (jan - nov 1007)
Wow, they really traded a hot rod in the middle-ages!! http://www.jubailforums.com/vb35/ima...ies/arabia.gif Time of Saladin and Richard the Lionheart! ROTFL... sorry!

But the resulte are pretty stunning! I guess all of them qualify fully and the so called crosses really bang the rocks together ... NZDUSD has fallen out of that or is the test still running?

I will look at it again, but apart from our overwhelming pair the rest is as expected. (as nice as!)

Beautiful!!
Gnat

BTW: The server for the Hive is at Wilhelm Tell Communications GmbH and is not private, but used for multiple of their clients ... as you may wanna post the results somewhere... http://www.jubailforums.com/vb35/ima...ies/wink_3.gif
  • #1,986
  • Edited 12:27pm Dec 15, 2007 11:41am | Edited 12:27pm
Quoting Qpip
Yes, I DO

http://www.jubailforums.com/vb35/ima...trampoline.gif This is nice!!

Edit: I am pretty amazed about the AUDUSD results as one of the best PFs there apart from our unbelievable pair NZDJPY (not believable rather, but maybe the pips will bring that back to normal later on.) I would assume that then NZDUSD should not be too shabby either, as the AUDNZD is also quite volatile!
  • #1,987
  • Dec 15, 2007 12:19pm Dec 15, 2007 12:19pm
Quoting Gnat
http://www.jubailforums.com/vb35/ima...trampoline.gif This is nice!!

Edit: I am pretty amazed about the AUDUSD results as one of the best PFs there apart from our unbelievable pair NZDJPY (not believable rather, but maybe the pips will bring that back to normal later on. I would assume that then NZDUSD should not be too shabby either, as the AUDNZD is also quite volatile!
I believe AUDUSD could be considered one of the best. I didn't highlight it as a "cross" because its RDD is over 10% (but oh well, 10.2%). But its PF is way up there at almost 3 (and I'm still optimizing...........)

I'm redoing NZDJPY as of this minute to see whwere that figures comes from. Might have something to do with the fact that I only have data starting in may.
  • #1,988
  • Edited 12:48pm Dec 15, 2007 12:26pm | Edited 12:48pm
Quoting Qpip
I believe AUDUSD could be considered one of the best. I didn't highlight it as a "cross" because its RDD is over 10% (but oh well, 10.2%). But its PF is way up there at almost 3 (and I'm still optimizing...........)

I'm redoing NZDJPY as of this minute to see whwere that figures comes from. Might have something to do with the fact that I only have data starting in may.
Well I guess we may ignore the PF there, but it will still be very good and the RDD is very very nice for such an income too.

I will have dinner now for a small while and then be back in front of the screen. Oh and: Why did NZDUSD end up with "na"?

I am back!
  • #1,989
  • Dec 15, 2007 12:48pm Dec 15, 2007 12:48pm
nzdusd - > I'm still in the infancy of testing for this one

Now I just retested nzdjpy and got an even slightly higher PF due to the fact that the first trade was taken a bit later (may 24 as opposed to may 15 in the first test). So I guess what we'd need is some equation to "annualize" this % so it would be comparable to the other pairs (look at the gross profit/gross loss ) EDIT: That's using MINI lots (.10 or 1$/pip) and 9 trades (4H time frame) over a period of 6.25 months.
Attached Image (click to enlarge)
Click to Enlarge Name: nzdjpy.jpg Size: 40 KB
  • #1,990
  • Dec 15, 2007 12:56pm Dec 15, 2007 12:56pm
Quoting Qpip
nzdusd - > I'm still in the infancy of testing for this one

Now I just retested nzdjpy and got an even slightly higher PF due to the fact that the first trade was taken a bit later (may 24 as opposed to may 15 in the first test). So I guess what we'd need is some equation to "annualize" this % so it would be comparable to the other pairs (look at the gross profit/gross loss ) EDIT: That's using MINI lots (.10 or 1$/pip) and 9 trades (4H time frame)
Wow - gross loss is really a tiny little dusty number, LOL!! And the lotsize is pretty small and could be increased a bit and still be very save!
http://www.jubailforums.com/vb35/ima...ilies/clap.gif

There seem to be about 12 possible pairs (I still do not have the CADJPY so I really need to look for that!!) and a very sound basis to make some nice monthly pips from while diversifying risk away.

Didn't we have tableaus with CHFJPY also included? Or was that so weak it was dropped again? Well, never mind, actually the 8 pairs now are good enough for a start. http://www.jubailforums.com/vb35/ima.../pachuloyo.gif

Juppdidoo!
GMatt
  • #1,991
  • Dec 15, 2007 1:09pm Dec 15, 2007 1:09pm
yup chfjpy got lost in the mini pips village some time ago.

And actually, looking at the 8 pairs and making averages, I thought about concentrating the efforts (by that I mean the capital or increased lot sizes) to the 5 pairs with the most strength.

nb: my calcs to bring nzdjpy to level with the others are explained (6.25 months vs 11 months) and may not be the correct way to go about it as I still get a much higher PF than the others. I used the initial PF of 8.92.

Look at the averages. I find these nice
Attached Image
  • #1,992
  • Dec 15, 2007 1:17pm Dec 15, 2007 1:17pm
Quoting Qpip
yup chfjpy got lost in the mini pips village some time ago.

And actually, looking at the 8 pairs and making averages, I thought about concentrating the efforts (by that I mean the capital or increased lot sizes) to the 5 pairs with the most strength.

nb: my calcs to bring nzdjpy to level with the others are explained (6.25 months vs 11 months) and may not be the correct way to go about it as I still get a much higher PF than the others. I used the initial PF of 8.92.

Look at the averages. I find these nice
Yeah... this looks nice for our top five. But we need the others too - the more the better. Markowitz did not get that Nobel Prize for peanuts. A diversified portfolio is trading at a lower risk and here we would be overexposed on the JPY frontier. So even if we may make more money on the optimized "5", the slightly less impressive "3" are a golden nail to the coffin of risk! (I am so poetic today!)
http://www.jubailforums.com/vb35/ima...ilies/king.gif

So it may be wise to see how we can fit them and others that make decent money back into the portfolio.
Afterwards we may still devide the money train and the lame ducks and find something like your B&B approach.

I guess it is time to go live on a small scale... http://www.jubailforums.com/vb35/ima...lies/drool.gif drooling greedily there!!

GnMaTt
  • #1,993
  • Edited 1:44pm Dec 15, 2007 1:22pm | Edited 1:44pm
Are all of these tests for the 4H TF? Wasn't there a TF for each on the optimal settings, or are you only looking for the long rides here? http://www.jubailforums.com/vb35/ima...ilies/xmas.gif

Edit: Shite... are you gone? http://www.jubailforums.com/vb35/ima...lies/yikes.gif LOL... there thou art again
  • #1,994
  • Dec 15, 2007 1:52pm Dec 15, 2007 1:52pm
Not gone, just knitting away some graphs .

Now these are not really representative money wise, because I'm using Vitovd's program to generate these integrated multiple currency graphs and there's a slight "bug" for me at least (I need to mention this to him) in that the INITIAL deposit in our scenario is $5,000 and STAYS at this figure at all times. However the program, when merging 2 reports, adds "both" deposits and so on and so fourth and we end up, after 5 pairs as in my example with 5 X 5 initial deposits or $25,000. So however impressive the last graph may be (visually) it should have the x axis figures that go from 5,000 to $22,690 (net joint profit of $17,690). But the visual is the same.

1. audjpy
2. audjpy gbpjpy
3. audjpy gbpjpy cadjpy
4. audjpy gbpjpy cadjpy audusd
5. audjpy gbpjpy cadjpy audusd nzdjpy
Attached Images
  • #1,995
  • Dec 15, 2007 2:00pm Dec 15, 2007 2:00pm
ROTFL... knitting graphs!!

This looks very good and you can actually see the smoothing of the curve as more and more currency pairs join. It may be looking less impressive but more smooth (=less risky) with every profitable pair we add!

It would actually have a risk deminishing effect to even add loosing pairs, but that is something that not even I would go to! LOL! Although scientifically it may be wise - http://www.jubailforums.com/vb35/ima...ley-google.gif - but apart from safety we foremost do it for the money!!

This graphics thingy is really looking good!

GDMark
  • #1,996
  • Dec 15, 2007 2:03pm Dec 15, 2007 2:03pm
Feels like the equity curve is calling me.... http://www.jubailforums.com/vb35/ima...lies/w00t2.gifGetting all gibberish!
  • #1,997
  • Dec 15, 2007 2:07pm Dec 15, 2007 2:07pm
Quoting Gnat
ROTFL... knitting graphs!!

This looks very good and you can actually see the smoothing of the curve as more and more currency pairs join. It may be looking less impressive but more smooth (=less risky) with every profitable pair we add!

It would actually have a risk deminishing effect to even add loosing pairs, but that is something that not even I would go to! LOL! Although scientifically it may be wise - http://www.jubailforums.com/vb35/ima...ley-google.gif - but apart from safety we foremost do it for the money!!

This graphics thingy is really looking good!

GDMark
Today is Gnat's day of "Diversification Promotion" it seems LOL OK OK I'll add the less profitable pairs, then .......... hold on, back in a jiffy (or 2)

Busy adding the other 4 pairs.........................
  • #1,998
  • Dec 15, 2007 2:11pm Dec 15, 2007 2:11pm
Quoting Qpip
Today is Gnat's day of "Diversification Promotion" it seems LOL OK OK I'll add the less profitable pairs, then .......... hold on, back in a jiffy (or 2)

Busy adding the other 4 pairs.........................
Well, if one of the few things I have learned in my pityful live ever seems to have a slight reason to be mentioned, I have the stamina to utter it ... up to ... twice!!
http://www.jubailforums.com/vb35/ima...rotflmao_1.gif

Thanks, Mylady!!
  • #1,999
  • Dec 15, 2007 2:12pm Dec 15, 2007 2:12pm
WOW !!!!!!!
You 2 are amazing.
Romeo
  • #2,000
  • Dec 15, 2007 2:16pm Dec 15, 2007 2:16pm
Hallo Romeo!

This is the weekend brainstorming session!

GMatt
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