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Winners And Losers Trading System

  • #121
  • Mar 30, 2007 10:45pm Mar 30, 2007 10:45pm
Quoting GridTrader
I highly doubt this!! Here's some real backtest results with 90% modeling quality using 5 min data.

This thing dropped like a fly with no wings!

EDIT: @ Aegis. Your backtest chart shows increasing lot size. That can not be this same EA.
Dude, it was a martingale system. And its a non stop martingale system(use old signal to trade and not waiting for new signal to open trade, such as 10point3 type). You can see the lot size curve growth exponential at the beginning few trades. 1,2,4,8,16,32,64, then stucked at 100. When reaching 100 lots, the code is limitted it with :

if(lotsi>100){lotsi=100;}

Quoting aegis
$10k to $1.8 mil in 4 months.
But forward results have matched backtest results. Makes about $62 mil in a 1 year backtest.
The equity curve not heading 45' anymore. It become unstable because with the same lot size canot cost average, and it need accuracy to continue to grow the equity. Stop losses are very tight. I'm amaze what indicator it uses. Seems very high accuracy because it catches the profit very fast at the beginning.

Regards

David
  • #122
  • Apr 2, 2007 10:03am Apr 2, 2007 10:03am
Quoting megaleads
I'm also running on a laptop - Toshiba Satelite M45 series... Running Windows XP
Aha!

It's not the computer, it's the settings. I just got the same problem on my desktop when set at 35/10/4, the equity curve looks like the first one you posted.

Funny, because I ran optimization, the 10/4 were common in all the best results. When I plugged those in to run a backtest, it hangs. It even totally crashed the platform once, IBFX just shut down.

I'll look at it some more today.
  • #123
  • Edited 12:03pm Apr 2, 2007 11:33am | Edited 12:03pm
You can't set a stop loss of 4 pips on an MT4 platform.

TStopLose has to be 5 or higher.

That's the problem.

In the meantime, I've cleaned it up a little and added error detection.
Attached File(s)
File Type: mq4 Winners and Losers v1.5.mq4   6 KB | 742 downloads
  • #124
  • Apr 2, 2007 3:34pm Apr 2, 2007 3:34pm
Quoting davidke20
Dude, it was a martingale system...... I'm amaze what indicator it uses. Seems very high accuracy because it catches the profit very fast at the beginning.

Regards

David
Welcome David! How are you - good to see you on our little micro post. How is RB26 going?
  • #125
  • Apr 2, 2007 3:38pm Apr 2, 2007 3:38pm
the New Winners & Loosers system in in and testing on 4 pairs... will post charts tomorrow...

Thanks for ver 1.5!!
  • #126
  • Apr 2, 2007 3:41pm Apr 2, 2007 3:41pm
Quoting blueruby
Aha!

It's not the computer, it's the settings.....
Very astute! It is funny because at times we overlook the tradign platform limitations from focusing on tweaking settings too much.
  • #127
  • Apr 3, 2007 3:38am Apr 3, 2007 3:38am
Quoting davidke20
Dude, it was a martingale system. And its a non stop martingale system
Ok my apologizes. I seen only one EA and only one method of trading described. Perhaps I'm just too tired and should read through this once more.
The market is like the matrix - it is you that must learn to bend
  • #128
  • Apr 3, 2007 11:53am Apr 3, 2007 11:53am
Tradign 4 pairs - initial testing reveals.... nothing.

Attached Image


I'll continue to post as data is put on in forward tests.

Settings used for test:
Lots - 0.1
MinProfitRun - 35
Win Trail Stop - 10
Lose Trail Stop - 5
Repeat - True

It is -$145 in open trades.
  • #129
  • Apr 3, 2007 1:13pm Apr 3, 2007 1:13pm
Just replying to be subscribed to the thread.
  • #130
  • Apr 3, 2007 1:37pm Apr 3, 2007 1:37pm
Name: Winners Loosers 1.5Currency: USD2007 April 3, 20:32Closed Transactions: Closed P/L: 530.42

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So things are looking up.... We'll keep watching it....
  • #131
  • Apr 3, 2007 4:26pm Apr 3, 2007 4:26pm
Attached Image


Well. Now... not so much. Hey - If you scroll down through this post fast enough it might animate like a cheap cartoon strip.
  • #132
  • Apr 3, 2007 4:29pm Apr 3, 2007 4:29pm
Quoting megaleads
Attachment

Well. Now... not so much. Hey - If you scroll down through this post fast enough it might animate like a cheap cartoon strip.
Have you discussed your friend's method with him/her much?

If you could get him to sit through a few trades with you that might be enlightening.
  • #133
  • Edited 10:46pm Apr 3, 2007 9:44pm | Edited 10:46pm
I talked with Tarun about the system and how it compares with the one we have here as an EA... he said that he would open multiple sets at the same time... 3 or 4 sets of buys and sells. He noted that they were always matched / hedged. That was the only difference.

I'm not sure if there is something that we accomplish with an EA or if it was the discretion of the timing involved in a pullback that you can definitely have a feel for when watching it live.

When watching a currency pair live you can judge how fast the price rises and when it slows it's climb or fall. This might not be possible without some type of timing component included into the EA...

Feedback???
  • #134
  • Apr 4, 2007 6:45am Apr 4, 2007 6:45am
Quoting megaleads

When watching a currency pair live you can judge how fast the price rises and when it slows it's climb or fall. This might not be possible without some type of timing component included into the EA...

Feedback???
It wouldn't be hard to guage timing, even something as simple as putting it on a 1-minute chart and checking the previous bar for up/down magnitude compared against an average range. Although that wouldn't be much different than taking the slope of a short MA.

But, again, where would we set the decision points? How fast is fast? Will that still be true tomorrow or next week?
  • #135
  • Apr 4, 2007 9:54am Apr 4, 2007 9:54am
How steep is steep? Your right - it does change from day to day ... week to week. Personally I'd feel better about developing a system that was showing better potential.

CURRENT 1.5 CHART
Attached Image


However... that might be the exact component that is missing - the human component can "sense" the market move relative to how it has been preforming that day.... in an automated arena we might have to wait till the move becomes steep.. compared to the recent chart movement.

For that matter if you could do that an entirely different strategy could be developed which simply places a trade in the direction of the steep movement and closes it when the momentum of the move reduces - would be a killer tool for news trading.

There I go again... Thinking....
  • #136
  • Apr 4, 2007 10:02am Apr 4, 2007 10:02am
If an EA had the ability to sense the steep movements relative to the recent market movement - say anything that is > 50% more than the average slope you could program it to ONLY trade with the market when it makes the big moves....

This chart is a 5 min chart of recent EURUSD activity... sure there are a few "head fakes" but it looks like you could have done quiet well if you could have measured the slopes and taken action on them.

Attached Image


Comments / Feedback ?
  • #137
  • Apr 5, 2007 7:55am Apr 5, 2007 7:55am
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Enough said....
  • #138
  • Apr 6, 2007 12:12am Apr 6, 2007 12:12am
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Just in case there was any glimmer of hope....
  • #139
  • Last Post: Apr 6, 2007 12:15am Apr 6, 2007 12:15am
This is the one step forward and two steps back method of trading. Well - nothing like a myth buster right?
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