Journal related to: Spud's MTF Stochastics

New High: http://www.forexfactory.com/images/icons/icon14.gif

TOTAL TRADING PERIOD: START 28.January 2009
START Balance: 100000.00
END Balance: 105653.00

only small max DD till now < 2% -- never turned below initial deposit.


Only problem: I had a double trade here again which took me to a New high but I have to find out how this errors happened - thought I had solved it.

Well, still getting sometimes this double entries.

As this Bot is so huge it is really annoying. But no way I can keep this bug.

So for the time being all my results are disregarded yet still keep tracking the one account here.

TOTAL TRADING PERIOD: START 28.January 2009

START Balance:100000
END Balance: 105663.68

Trades: 27
Profit: 22 | Loss: 5
WIN/LOSS Percentage: WIN: 81.4814814815 | LOSS 18.5185185185

PS: because the transaction gets longer I attach it as a exported excel:


ATTENTION: there was 1 wrong double trade

Going LIVE

From next week on I will go LIVE with a subversion of this system.



Still keeping the Test Bots working though.


Because of the problem of occasional double entries I did a lot of modifications yesterday: simplifying some bits: like remove for the time being trailing stops and some configuration options. re-wrote some parts - actually merged two methods which will slightly speed up the calculations.

But to be honest: I'm still not sure if I solved the double entry bug as I could not any more test it enough.

Have to wait for next week.

If I did not solve it: I will need to restart from scratch again: very simple and slowly build up which might take some weeks to test it throughhttp://www.forexfactory.com/images/icons/icon9.gif.

SOME TECHNICAL STUFF:

Yesterday night before starting bots for this week - I found (bit lucky) an other big bug introduced a few days ago. It could have been responsible for double entries - not sure yet.

I use a quite complex system to secure all Bots and related processes are running.

In short for anyone interested:

1. In my general auto trading system I have a couple of: Helper Bots: e.g. one which fetches current interest rates or RateData ....

2. Each trading Bot uses a number of helper: like fetching what trades if any are open .....

3. Also there are different helper and config files: do give you a feeling: at the current test period I run: 27 Bots Test trading -- but they consist of 432 different file over 30 MB (not including Global Bots or the main trading system -only the Bots trading related to Spud's MTF-stochs.)

Most trading Bots at least consist of 3 separate process others have more than 10 processes.

I have a view scripts in helping configure all of that more easily.


--------------------

Now how do I make sure all of this is up and running correctly:

1. At the moment I have all together 112 processes which need to run correctly.

2. I have one program (call it now AliveChecker) which only purpose is to check all needed Bots running - very flexible configurable. - at the moment I check every 30 sec. So if one of the Bot's crashes or I get no Rate Data or so it stops all of the bots or restarts the crashed one ect....

3. but what if the AliveChecker program should crash: to avoid the biggest problem I use a other very reliable service which 'ha4rd stops/restart) from time to time the 'AliveChecker' program. As this is not directly in trading or so involved it does not matter if I just hard stop/restart it.

4. of course there could be always other things to interfere like when this extra service would hang..... But it is the best I got so far and in all my test a very reliable way.



Now to the problem I found: I had changed a view days the way the AliveChecker finds the files to start or stop. And here I had mistakenly introduced a bug so it did not any more reliable stop a bot nor check if two of the same Bots running.

My hope is now: that actually the mistakenly double entry problem was caused by bots where for a unknown reason a second process was running.


But not sure yet - anyway it was a real bug and I think I solved at least this reliable: so my bots are again stopping/restarting correctly and are also checked for Orphan processes.

But I worry a bit about some new bugs there where no trades so far which is a bit unusual.

But I think all together the recent changes are very helpful in the future - just have to get rid of the last view bugs.

there was indeed a new error which prevented Order execution completely - (copy error).

I got only short trades - can't really believe this is OK. Will look at that later.

In case some of you wonder WHY I share about this bugs: tp often trading threads give the impression 'it's all that easy' but most of the time it is not as simple as it is presented.


New High: http://www.forexfactory.com/images/icons/icon14.gif

TOTAL TRADING PERIOD: START 28.January 2009

START Balance: 100000.00
END Balance: 106213.21

Short and Long trades are again executedhttp://www.forexfactory.com/images/icons/icon14.gif


Had an idea to improve the MTF- stochs implementation when I have open trades. This will give a more accurate tracking of the conditions.

I track hundreds of conditions: e.g Price Line reach Peak and is that still valid.

Till now I stopped such tracking when there was a open position for a pair.

Now I decided to continue track it so even if a trade needs longer to close the tracked condition are 'really correct'.

JUST a beautiful trade: remember all of the settings (TP / SL) are automatically calculated.

To keep it realistic:

My different tests with 10 pairs are so far all negative - but there are a couple of positive ones: have to do some statistic.

Good point: it seems to be running more or less OK again. I had 1 double entry (but this was different than the problem I had before). I don't know exactly why but it could be a problem during the order execution by the broker have to still keep a eye on it.)


TRACKED ACCOUNT!!



Had to take some losses:


TOTAL TRADING PERIOD: START 28.January 2009

START Balance:100000
END Balance: 104459.89

Trades: 31
Profit: 24 | Loss: 7
WIN/LOSS Percentage: WIN: 77.4193548387 | LOSS 22.5806451613

SEEMS GOOD: that I got read of the double trade error.

Test Accounts are running quite smoothly -- so I will be able to do some statistics again.

New High: http://www.forexfactory.com/images/icons/icon14.gif

TOTAL TRADING PERIOD: START 28.January 2009

START Balance: 100000.00
END Balance: 106665.14

NEW HIGH

TOTAL TRADING PERIOD: START 28.January 2009

START Balance:100000
END Balance: 107458.66

Trades: 38
Profit: 31 | Loss: 7
WIN/LOSS Percentage: WIN: 81.5789473684 | LOSS 18.4210526316

Looking at the max DD with about 3 % - if that continues like now one could increase the leverage quite a bit which should make it jump up above 100 % a year.

At the moments I'm not just playing with 10 pairs - but also playing a bit with different MoneyManagment

And different strong filtering.

Also:due to the recently introduced option: to use any time-level as the Direction of a possible Entry definer(before always the lowest time frame level defined it) I'm playing now a bit with that too.

I just used EUR/USD but got much less trades (just 1 so far which suceeded) so I configured a new botr with all the 10 pairs - will be interesting to see whats happening here around.

OVER ALL observation: I'm quite satisfied with my implementation of Spud's MTF stochs. Very configurable and it seemsto be stable again after all those crazy changes

Still, Is it good enough to keep the current performance?

New High: http://www.forexfactory.com/images/icons/icon14.gif

TOTAL TRADING PERIOD: START 28.January 2009

START Balance: 100000.00

had a new idea of an additional configuration option: to change how my calculated probability effects the unit size.

Will implement this as it should not be too much work.

Ready to test:
I'm not 100% if it in the end produces more profit when I adjust too much the units - so with the new option I can effective control how much of such an adjustment effect I want base on my probability calculation.

Reconfigured all bots and some additional to look a bit if it makes an difference.

By the way this week so far was very good for the accounts where I use pairs:

e.g the account I track here (only EUR/USD): A similar configured Account using the 10 pairs has produced so far this week more than 6 % (but it is a good week - so I do not expect anything constant as that)

e.g 2: at one time was an account with the 10 pairs but uses much less filtering above 12 % but gave up quite some bits of it again still nearly 7%

Just to give some ideas

New High: http://www.forexfactory.com/images/icons/icon14.gif

TOTAL TRADING PERIOD: START 28.January 2009
START Balance: 100000.00

Just some infos: all test accounts for Spud's MTF stochs produced together alone this week (till now) over 500 trades

!!! IMPORTANT CHANGES !!!


For anyone who follows along this journal: SOME IMPORTANT CHANGES TO KNOW.


From now on the Account I Track here is not any more using only EUR/USD - but 10 pairs. (This has not much tested till now and could lead to a much higher DD).
All pairs use exactly the same configuration.

There are some other configure changes too.


One of them is: because last week I got some trades late on Friday and had to keep them over weekend I changed the weekly trading stop time from 20:00 GMT to 16:00 GMT. so I hope that any last open trade will still TP or SL and I enter the weekend without open trade.

New High: http://www.forexfactory.com/images/icons/icon14.gif

TOTAL TRADING PERIOD: START 28.January 2009
START Balance: 100000.00