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Attachments: PeakTrader EA Trading Journal
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PeakTrader EA Trading Journal

Quoting qz10cq
Seems to me J that this ea would work on any pair that has a daily average less than eur/usd?????


Let me state how this EA works.

NO INDICATORS (YET. ST DEV IS LOOKING LIKE IT IS NEEDED)

The EA looks for the following signal:

Close 2 minutes ago is 15 pips higher/lower than close right now.

Once signal is activated, the EA opens the following sequence:

Level 1 = Bid/Ask - 10 TP, 15 SL, .01 Lots
Level 2 = Bid/Ask +/- 13 pips - 6 TP, 15 SL, .03 Lots
Level 3 = Bid/Ask +/- 13 pips - 4 TP, 15 SL, .15 Lots
Level 4 = Bid/Ask +/- 18 pips - 10 TP, 20 SL, .29 Lots
Level 5 = Bid/Ask +/- 18 pips - 10 TP, 20 SL, .86 Lots


the orders overlap that way we can be sure they are properly executed. Also, once one trade hits is TP, the other trades because the sequence profited.



Obviously this EA can be formatted to fit any pair, but i never tried it on any pair other than EURUSD because i saw 15 pips seemed to be a good time to signal.


unfortunately we've had a couple death trades recently so we're back to the drawing board.
Just checking the performance of this EA today. There were 16 trades open in batch and each time it ended with profit in eu .No death .Also survive in all news time today.
Nice result.

fontu
Not understand?better not follow my analyses!doubt clearer first, risks ++
Quoting fontu
Just checking the performance of this EA today. There were 16 trades open in batch and each time it ended with profit in eu .No death .Also survive in all news time today.
Nice result.

fontu


that is generally the trend for this EA. mr records show that 99.1% of the time it will survive a day with profit. its the .9% that destroys your account (as is the case with all martingale systems)


its merely a matter of avoiding the huge news such as

Obama Speeches
US NAtionalizing Banks Talks

Anything else that causes a 100 pip swing in price with no retracement.
I have questions for you Jwentro:

1. How did you come up with 2 minutes?

2. Don't you think we have to use different pips for long and short? did you run statistics on this?
I ran some statistics based on (last data on my database dated Feb.19,2009), here is the list (every 2 minutes) :
(Number of data 21600)

PipDiff -> Occurences
-41 -> 1
-35 -> 2
-31 -> 1
-29 -> 1
-28 -> 1
-27 -> 2
-26 -> 3
-25 -> 3
-23 -> 4
-22 -> 3
-21 -> 7
-20 -> 5
-19 -> 7
-18 -> 4
-17 -> 11
-16 -> 12
-15 -> 22
-14 -> 23
-13 -> 44
-12 -> 69
-11 -> 86
-10 -> 121
-9 -> 180
-8 -> 220
-7 -> 337
-6 -> 470
-5 -> 709
-4 -> 932
-3 -> 1356
-2 -> 1926
-1 -> 2692
0 -> 3145
1 -> 2661
2 -> 1785
3 -> 1347
4 -> 976
5 -> 688
6 -> 499
7 -> 377
8 -> 237
9 -> 195
10 -> 118
11 -> 80
12 -> 62
13 -> 29
14 -> 37
15 -> 16
16 -> 18
17 -> 12
18 -> 12
19 -> 12
20 -> 8
21 -> 7
22 -> 4
23 -> 4
24 -> 4
25 -> 1
27 -> 3
28 -> 2
29 -> 1
31 -> 1
33 -> 1
37 -> 1
39 -> 1
46 -> 1
61 -> 1
Quoting JoanArc
I have questions for you Jwentro:

1. How did you come up with 2 minutes?

2. Don't you think we have to use different pips for long and short? did you run statistics on this?
I ran some statistics based on (last data on my database dated Feb.19,2009), here is the list (every 2 minutes) :
(Number of data 21600)

PipDiff -> Occurences
-41 -> 1
-35 -> 2
-31 -> 1
-29 -> 1
-28 -> 1
-27 -> 2
-26 -> 3
-25 -> 3
-23 -> 4
-22 -> 3
-21 -> 7
-20 -> 5
-19 -> 7
-18 -> 4
-17 -> 11
-16 -> 12
-15 -> 22
-14 -> 23
-13 -> 44
-12 ->...


This is exactly the type of data we need to verify the setup of this EA. i will look into this and forward test with different settings. 61 pips in 2 minutes is a killer for this EA (did that happen on the day of bank nationalization talks?)


I chose 15 pips because of what my Murray Math Line indicator showed on the 1M setup for EURUSD. also, 2 minutes because i wasnt getting nearly enough signals one the 1 minute.


Like i said though, this EA is only in the very basic preliminary testing phase (its only V1.3 and V1 was absolute crap) -- so we need alot more testing and analysis before we go anywhere with this.


One thing with your data. Is that measuring the Close : Close or Close : High/Low

Close : High/Low would be much more beneficial but what you have is better than anything else so far.

Example:

13:15 Close = 1.2500
13:17 Close = 1.2514 High = 1.2516 SIGNAL ACTIVATED


or

13:15 Close = 1.2500
13:17 Close = 1.2514 High = 1.2514 NO SIGNAL
That 61 pips happened on: 1/23/2009 10:59:00 PM (I saved the timestamp as well).
This data is based on Close/Close, I just spend around 15 minutes getting this data on my lunch break today.

I like the idea of having trades based on statistics, this idea got me thinking into a lot more ideas, I need sometime to kind of put all this together.
(Have you thought of how many ups before the downs?, how much down after this ups, etc, etc).
We should definitely think of many other statistic based trades, just like this one!

Thanks again Jwentro!
Joan.

Quoting Jwentro
This is exactly the type of data we need to verify the setup of this EA. i will look into this and forward test with different settings. 61 pips in 2 minutes is a killer for this EA (did that happen on the day of bank nationalization talks?)


I chose 15 pips because of what my Murray Math Line indicator showed on the 1M setup for EURUSD. also, 2 minutes because i wasnt getting nearly enough signals one the 1 minute.


Like i said though, this EA is only in the very basic preliminary testing phase (its only V1.3 and V1 was absolute crap) --...
Quoting JoanArc
That 61 pips happened on: 1/23/2009 10:59:00 PM (I saved the timestamp as well).
This data is based on Close/Close, I just spend around 15 minutes getting this data on my lunch break today.

I like the idea of having trades based on statistics, this idea got me thinking into a lot more ideas, I need sometime to kind of put all this together.
(Have you thought of how many ups before the downs?, how much down after this ups, etc, etc).
We should definitely think of many other statistic based trades, just like this one!

Thanks again Jwentro!
Joan....

1/23? thats bizarre because the EA was fine on that day.

http://www.forexfactory.com/showpost...89&postcount=9


also my mt4 data doesnt show anything even close to a 61 pip drop at that time.


nevertheless that is irrelevant because we have seen level 5 death trades for this thing, and until we find a way to avoid them we're only wasting time.
I don't know, may be there is a bug on my program, I didn't spend too much time on this one, or may be the data is not clean, I downloaded the data from Forextester.com
Anyways, you are right, I think we should find the solution to avoid this kind of pip jump.
After we found the solution, we should implement the 'auto learn', where the EA should auto adjust the numbers for each level.
The idea is, EA would automatically re-run statistics and adjust all the parameters by itself every weekend.

Until then, I will try to keep my mind busy on this one, I am in the process of writing EA myself based on 'Spuds stochastics'.

Thanks,
Joan.

Quoting Jwentro
1/23? thats bizarre because the EA was fine on that day.

http://www.forexfactory.com/showpost...89&postcount=9


also my mt4 data doesnt show anything even close to a 61 pip drop at that time.


nevertheless that is irrelevant because we have seen level 5 death trades for this thing, and until we find a way to avoid them we're only wasting time.
Just for kicks, I'm going to put this EA on next week with some crazy settings:

$5,000,000 deposit

5 levels. starting at .4 lots.

I expect death trades to be possible at the following times:

Tuesday - 08:30 EST - Fed Chairman Bernanke Speaks

Wed - 14:00 EST - Federal Budget Balance

Thursday -08:30 EST - Core Retail Sales m/m / Retail Sales m/m / Unemployment Claims

Friday - 08:30 EST - Trade Balance
09:55 EST - Prelim UoM Consumer Sentiment / Prelim UoM Inflation Expectations


Obviously death trades can occur at any point, but if i were to pick the times i would say 30 minutes prior to or after these news announcements.


Only time will tell. I'll post results sporatically.
if only it were always this easy:

(also check out the perfect order peaktrader took)
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Quoting Jwentro
I expect death trades to be possible at the following times:

Tuesday - 08:30 EST - Fed Chairman Bernanke Speaks

Yeah that caused one. Yesterday was a perfect 7/7 though.
i swear, sometimes this EA acts like it has a mind of its own because it seems to just perfectly sync with price movements

if only it was always like this, i think we need a very experienced programmer again like i had with zen_loew.
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I have been very inactive on this forum recently, i apologize for that.

Below i Have attached a picture showing a new concept to peaktrader that is more manual at the moment.

The pictures shows that the price was at a "Ultimate Resistance" level.... my idea is that when the price is at this level, we never buy. vice versa when it is at the lower "ultimate resistance" level.


This should help us avoid death trades that take place without any news.

Also, hopefully everyone was long EURUSD yesterday. you definitely experienced a death trade in that madness.
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This trading journal is obviously on its death bed because of how inactive I've been recently.

Although i think that should change soon as I'm finally done flipping my home.

Take a look below, i count 27 perfect sequences taking place in less than 2 hours.



Any coders want to help work on this thing? lol
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Once again I've begun testing this EA.

So far its a 100% winner since 5/20/09

still looking into ways of optimizing it though.

stay tuned.
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  • Post #96
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  • Last Post: Jun 1, 2009 10:15pm Jun 1, 2009 10:15pm
Perfect again (since 5/20/09). even with all the GM BS today. Waiting for the death trade.
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