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: 108844.41

Trades: 42
Profit: 35 | Loss: 7
WIN/LOSS Percentage: WIN: 83.3333333333 | LOSS 16.6666666667


___ NOTE____: I will not show any screen shot from the trades any more as I'm using now 10 different pairs. Which would make that a bit much work.
But from time to time I might put a Statistic like the one below which shows the pairs too.

I'm rewriting my automatized Report Program so that it will also have an option to get TP/SL ration separately for each pair.

Is now some work - but will help in check if pairs behave differently in an automatized way.

hi first example of the new Extended Report tool:

TOTAL ACCOUNT REPORT: START Balance:100000 --> END Balance: 108844.41

Trades: 42
Profit: 35 | Loss: 7
WIN/LOSS Percentage: WIN: 83.3333333333 | LOSS 16.6666666667



EXTENDED ACCOUNT REPORT: ------->>>>>>: USD/JPY
Trades: 1
Profit: 1 | Loss: 0
WIN/LOSS Percentage: WIN: 100.0 | LOSS 0.0

EXTENDED ACCOUNT REPORT: ------->>>>>>: GBP/JPY
Trades: 1
Profit: 1 | Loss: 0
WIN/LOSS Percentage: WIN: 100.0 | LOSS 0.0

EXTENDED ACCOUNT REPORT: ------->>>>>>: EUR/USD
Trades: 40
Profit: 33 | Loss: 7
WIN/LOSS Percentage: WIN: 82.5 | LOSS 17.5

had to take some losses:

TOTAL ACCOUNT REPORT: START Balance:100000 --> END Balance: 107239.97

Trades: 45
Profit: 36 | Loss: 9
WIN/LOSS Percentage: WIN: 80.0 | LOSS 20.0



EXTENDED ACCOUNT REPORT: ------->>>>>>: USD/JPY
Trades: 2
Profit: 1 | Loss: 1
WIN/LOSS Percentage: WIN: 50.0 | LOSS 50.0

EXTENDED ACCOUNT REPORT: ------->>>>>>: GBP/JPY
Trades: 1
Profit: 1 | Loss: 0
WIN/LOSS Percentage: WIN: 100.0 | LOSS 0.0

EXTENDED ACCOUNT REPORT: ------->>>>>>: EUR/USD
Trades: 41
Profit: 33 | Loss: 8
WIN/LOSS Percentage: WIN: 80.487804878 | LOSS 19.512195122

EXTENDED ACCOUNT REPORT: ------->>>>>>: GBP/USD
Trades: 1
Profit: 1 | Loss: 0
WIN/LOSS Percentage: WIN: 100.0 | LOSS 0.0




Anyway I'm having an idea for a new MoneyManagement system: this is not directly related to Spud's MTF stochs as this is a more base part which I can apply to any trading system.

Not sure how long it takes - but it is slightly different than all of my existing ones so I started to program it.

Seems I solved the 'mysterious problem' of wrong double trades execution.

I applied the new MM option to my live test account. seems to work so far.

was very close to a new high by the Tracked account: but got a loss and so I'm bit down again.

This week best account so far:

TOTAL ACCOUNT REPORT: START Balance:100000 --> END Balance: 104791.27

Trades: 18
Profit: 17 | Loss: 1
WIN/LOSS Percentage: WIN: 94.4444444444 | LOSS 5.55555555556



EXTENDED ACCOUNT REPORT: ------->>>>>>: USD/CHF
Trades: 2
Profit: 2 | Loss: 0
WIN/LOSS Percentage: WIN: 100.0 | LOSS 0.0

EXTENDED ACCOUNT REPORT: ------->>>>>>: AUD/JPY
Trades: 2
Profit: 2 | Loss: 0
WIN/LOSS Percentage: WIN: 100.0 | LOSS 0.0

EXTENDED ACCOUNT REPORT: ------->>>>>>: USD/JPY
Trades: 4
Profit: 3 | Loss: 1
WIN/LOSS Percentage: WIN: 75.0 | LOSS 25.0

EXTENDED ACCOUNT REPORT: ------->>>>>>: GBP/CHF
Trades: 2
Profit: 2 | Loss: 0
WIN/LOSS Percentage: WIN: 100.0 | LOSS 0.0

EXTENDED ACCOUNT REPORT: ------->>>>>>: EUR/GBP
Trades: 1
Profit: 1 | Loss: 0
WIN/LOSS Percentage: WIN: 100.0 | LOSS 0.0

EXTENDED ACCOUNT REPORT: ------->>>>>>: GBP/USD
Trades: 3
Profit: 3 | Loss: 0
WIN/LOSS Percentage: WIN: 100.0 | LOSS 0.0

EXTENDED ACCOUNT REPORT: ------->>>>>>: AUD/USD
Trades: 2
Profit: 2 | Loss: 0
WIN/LOSS Percentage: WIN: 100.0 | LOSS 0.0

EXTENDED ACCOUNT REPORT: ------->>>>>>: EUR/JPY
Trades: 1
Profit: 1 | Loss: 0
WIN/LOSS Percentage: WIN: 100.0 | LOSS 0.0

EXTENDED ACCOUNT REPORT: ------->>>>>>: EUR/USD
Trades: 1
Profit: 1 | Loss: 0
WIN/LOSS Percentage: WIN: 100.0 | LOSS 0.0


Well, the tracked account is not doing so well - but close to last High.

Picture: just a nice calculated TP:

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


TOTAL TRADING PERIOD: START 28.January 2009

TOTAL ACCOUNT REPORT: START Balance:100000 --> END Balance: 108945.89

Trades: 57
Profit: 47 | Loss: 10
WIN/LOSS Percentage: WIN: 82.4561403509 | LOSS 17.5438596491



EXTENDED ACCOUNT REPORT: ------->>>>>>: GBP/JPY
Trades: 1
Profit: 1 | Loss: 0
WIN/LOSS Percentage: WIN: 100.0 | LOSS 0.0

EXTENDED ACCOUNT REPORT: ------->>>>>>: USD/CHF
Trades: 1
Profit: 1 | Loss: 0
WIN/LOSS Percentage: WIN: 100.0 | LOSS 0.0

EXTENDED ACCOUNT REPORT: ------->>>>>>: AUD/JPY
Trades: 1
Profit: 1 | Loss: 0
WIN/LOSS Percentage: WIN: 100.0 | LOSS 0.0

EXTENDED ACCOUNT REPORT: ------->>>>>>: USD/JPY
Trades: 4
Profit: 2 | Loss: 2
WIN/LOSS Percentage: WIN: 50.0 | LOSS 50.0

EXTENDED ACCOUNT REPORT: ------->>>>>>: GBP/CHF
Trades: 1
Profit: 1 | Loss: 0
WIN/LOSS Percentage: WIN: 100.0 | LOSS 0.0

EXTENDED ACCOUNT REPORT: ------->>>>>>: EUR/GBP
Trades: 1
Profit: 1 | Loss: 0
WIN/LOSS Percentage: WIN: 100.0 | LOSS 0.0

EXTENDED ACCOUNT REPORT: ------->>>>>>: GBP/USD
Trades: 2
Profit: 2 | Loss: 0
WIN/LOSS Percentage: WIN: 100.0 | LOSS 0.0

EXTENDED ACCOUNT REPORT: ------->>>>>>: AUD/USD
Trades: 2
Profit: 2 | Loss: 0
WIN/LOSS Percentage: WIN: 100.0 | LOSS 0.0

EXTENDED ACCOUNT REPORT: ------->>>>>>: EUR/JPY
Trades: 1
Profit: 1 | Loss: 0
WIN/LOSS Percentage: WIN: 100.0 | LOSS 0.0

EXTENDED ACCOUNT REPORT: ------->>>>>>: EUR/USD
Trades: 43
Profit: 35 | Loss: 8
WIN/LOSS Percentage: WIN: 81.3953488372 | LOSS 18.6046511628

Live account ends also on NEW NAV HIGH!

Best TEST account this week:

TOTAL ACCOUNT REPORT: START Balance:100000 --> END Balance: 107527.06

Trades: 25
Profit: 24 | Loss: 1
WIN/LOSS Percentage: WIN: 96.0 | LOSS 4.0



EXTENDED ACCOUNT REPORT: ------->>>>>>: USD/CHF
Trades: 3
Profit: 3 | Loss: 0
WIN/LOSS Percentage: WIN: 100.0 | LOSS 0.0

EXTENDED ACCOUNT REPORT: ------->>>>>>: AUD/JPY
Trades: 2
Profit: 2 | Loss: 0
WIN/LOSS Percentage: WIN: 100.0 | LOSS 0.0

EXTENDED ACCOUNT REPORT: ------->>>>>>: USD/JPY
Trades: 5
Profit: 4 | Loss: 1
WIN/LOSS Percentage: WIN: 80.0 | LOSS 20.0

EXTENDED ACCOUNT REPORT: ------->>>>>>: GBP/CHF
Trades: 3
Profit: 3 | Loss: 0
WIN/LOSS Percentage: WIN: 100.0 | LOSS 0.0

EXTENDED ACCOUNT REPORT: ------->>>>>>: EUR/GBP
Trades: 1
Profit: 1 | Loss: 0
WIN/LOSS Percentage: WIN: 100.0 | LOSS 0.0

EXTENDED ACCOUNT REPORT: ------->>>>>>: GBP/USD
Trades: 4
Profit: 4 | Loss: 0
WIN/LOSS Percentage: WIN: 100.0 | LOSS 0.0

EXTENDED ACCOUNT REPORT: ------->>>>>>: AUD/USD
Trades: 2
Profit: 2 | Loss: 0
WIN/LOSS Percentage: WIN: 100.0 | LOSS 0.0

EXTENDED ACCOUNT REPORT: ------->>>>>>: EUR/JPY
Trades: 3
Profit: 3 | Loss: 0
WIN/LOSS Percentage: WIN: 100.0 | LOSS 0.0

EXTENDED ACCOUNT REPORT: ------->>>>>>: EUR/USD
Trades: 2
Profit: 2 | Loss: 0
WIN/LOSS Percentage: WIN: 100.0 | LOSS 0.0

PLANING TO INCREASE MY LIVE ACCOUNT!

If in the next 3 weeks all goes accordingly, I plan to use a subversion of this system on a good middle size account. (till now I used only shortly a more smallish live account)

for next week I'm trying one new additional test account using this 26 pairs:

AUD/CAD
AUD/JPY
AUD/NZD
AUD/USD
CAD/JPY
CHF/JPY
EUR/AUD
EUR/CAD
EUR/CHF
EUR/GBP
EUR/JPY
EUR/NZD
EUR/SEK
EUR/USD
GBP/CAD
GBP/CHF
GBP/JPY
GBP/USD
NZD/CAD
NZD/JPY
NZD/USD
USD/CAD
USD/CHF
USD/DKK
USD/JPY
USD/SEK

Just to see - not sure if it is worthy as some of them have much bigger spreads compared to there movements.

But will see how this account works out.

I'm changing the here transparently tracked account configuration a little bit more.

Expect slightly less trades. Other overall MM. Still using this 10 pairs.

"AUD/JPY", "AUD/USD", "EUR/GBP", "EUR/JPY", "EUR/USD", "GBP/CHF", "GBP/JPY", "GBP/USD", "USD/CHF", "USD/JPY"


I'm starting a first final testing period of about 3 weeks in a number of accounts.

If things works out fine I will use a subversion for a good middle size live account.

WARNING: I'm yet not sure if I will afterwards continue this Journal - will see how it goes -- but probably it will have fulfilled it's purpose by then.

All together I configured only 7 Test Accounts: plus my smallish live (testing) account.

Reason for only a view accounts: by now I have enough infos to get rid of some configurations I'm not planning to use at the moment or just bad. Also I use many more pairs for this tests - so I want to focus on less accounts.

I plan if possible to let them run as they are configured for this 3 weeks - except by big problems. -- if that goes well - I considerable increase my live account which trades Spud's MTF stochs.


WEEKLY Trading CONTEST: 3 ACCOUNTS joined contest

some of them are very similar: basically I use 3 different filter strength:

the main 3 accounts I use in a Contest (each one using for the first time 26 Pairs - not yet tested - so not sure how that will work out) starting this week:

more info here http://www.forexfactory.com/showpost...postcount=1498

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

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

I had reached a NEW HIGH but had not taken a screenshot:

High was:110511.17

Current one is: 109285.01

Also my smallish live (account) had seen a all time high about 3 % since start.

New High: http://www.forexfactory.com/images/icons/icon14.gif (well it was already higher but I was not up at that time.

TOTAL TRADING PERIOD: START 28.January 2009
TOTAL ACCOUNT REPORT: START Balance:100000 END Balance: 110343.07

Trades: 89
Profit: 73 | Loss: 16
WIN/LOSS Percentage: WIN: 82.0224719101 | LOSS 17.9775280899

I did take some losses - and did not reach any NEW HIGH.

My tests with the 26 pairs are working so far ok.


I will reconfigure the tracked account and use an even stronger filter. Which will give less trades.

So I'm still on the track will post a updated full transaction log maybe by the end of the coming week



Also I expect in about 10 days: starting a subversion in a good size live account.

Note: in the beginning I used EUR/USD only - after that I used 10 pairs and since a short period I use 26 pairs in the Tracked account.


StartDate: 01/28/2009 EndDate: 04/14/2009

TOTAL ACCOUNT REPORT: START Balance:100000 --> END Balance: 108334.45

Trades: 222
Profit: 175 | Loss: 47
WIN/LOSS Percentage: WIN: 78.8288288288 | LOSS 21.1711711712



EXTENDED ACCOUNT REPORT: ------->>>>>>: GBP/JPY
Trades: 10
Profit: 8 | Loss: 2
WIN/LOSS Percentage: WIN: 80.0 | LOSS 20.0

EXTENDED ACCOUNT REPORT: ------->>>>>>: USD/CHF
Trades: 33
Profit: 30 | Loss: 3
WIN/LOSS Percentage: WIN: 90.9090909091 | LOSS 9.09090909091

EXTENDED ACCOUNT REPORT: ------->>>>>>: USD/DKK
Trades: 1
Profit: 1 | Loss: 0
WIN/LOSS Percentage: WIN: 100.0 | LOSS 0.0

EXTENDED ACCOUNT REPORT: ------->>>>>>: AUD/JPY
Trades: 11
Profit: 7 | Loss: 4
WIN/LOSS Percentage: WIN: 63.6363636364 | LOSS 36.3636363636

EXTENDED ACCOUNT REPORT: ------->>>>>>: USD/JPY
Trades: 41
Profit: 34 | Loss: 7
WIN/LOSS Percentage: WIN: 82.9268292683 | LOSS 17.0731707317

EXTENDED ACCOUNT REPORT: ------->>>>>>: GBP/CHF
Trades: 7
Profit: 5 | Loss: 2
WIN/LOSS Percentage: WIN: 71.4285714286 | LOSS 28.5714285714

EXTENDED ACCOUNT REPORT: ------->>>>>>: EUR/GBP
Trades: 10
Profit: 3 | Loss: 7
WIN/LOSS Percentage: WIN: 30.0 | LOSS 70.0

EXTENDED ACCOUNT REPORT: ------->>>>>>: GBP/USD
Trades: 17
Profit: 10 | Loss: 7
WIN/LOSS Percentage: WIN: 58.8235294118 | LOSS 41.1764705882

EXTENDED ACCOUNT REPORT: ------->>>>>>: AUD/USD
Trades: 13
Profit: 11 | Loss: 2
WIN/LOSS Percentage: WIN: 84.6153846154 | LOSS 15.3846153846

EXTENDED ACCOUNT REPORT: ------->>>>>>: EUR/JPY
Trades: 13
Profit: 11 | Loss: 2
WIN/LOSS Percentage: WIN: 84.6153846154 | LOSS 15.3846153846

EXTENDED ACCOUNT REPORT: ------->>>>>>: EUR/USD
Trades: 66
Profit: 55 | Loss: 11
WIN/LOSS Percentage: WIN: 83.3333333333 | LOSS 16.6666666667






BTW: the transaction log does miss the trade from today.

COMING WEEK:

* Because of going live on a better size account with a subversion of Spud's MTF stochastic I did reconfigure my test accounts a bit to check out some other things. (though the tests accounts will be 'not any more' that important)

* On one demo account I'm also doing some configuration quite differently - more in the style of Spud's escalator. I had something similar programmed when I started with Spud's MTF stochs in Nov 2008 - but in the meantime I use one advanced program which I can simply reconfigure differently. - Will see.

BASICALLY I FINISHED what I wanted with the tracked account: give a transparent history: and since Tuesday I'm live on a good middle size account.


I WILL STILL continue some testing: related to my main configuration which I also use in the live account but I will not track them any more in this Journal.




IMPORTANT:
I will quite change the configuration of the tracked account.

Mainly I will play around a bit more in the way of Spud's escalator.

In Spud's MTF stochs I see 2 basic concepts:


1. smaller retracement: that is what I played around till now. (also my live account)

2. bigger direction changes: escalator to pips: this is what I will be looking into as a new test project.

UP AND RUNNING: Reconfigured the TRACKED Account: still using the same 26 pairs - but more in subversion of Escalator to PIPs configuration.