Method is pretty easy on paper. But can we develop a simple EA for achieving this.

Thanks,

Thanks,

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I've done a backtest fot this strategy, as per Zebulon rules, for the period between September 24 and December 10.

It ends up with:

239 trades (every candle)

120 wins

119 loss

max consecutive losses 6

50/50 as assumed....

but the strategy in that period ends with -1000pips... the problem is that the losses are bigger due to the stop of martingale after the third loss

The strategy has a probability of 50%, and has a risk/reward of 1:1

The very big problem are the series -50 -100 -200, not recovered because the martingale stops....they happens...and they happens more than we could think...

It ends up with:

239 trades (every candle)

120 wins

119 loss

max consecutive losses 6

50/50 as assumed....

but the strategy in that period ends with -1000pips... the problem is that the losses are bigger due to the stop of martingale after the third loss

The strategy has a probability of 50%, and has a risk/reward of 1:1

The very big problem are the series -50 -100 -200, not recovered because the martingale stops....they happens...and they happens more than we could think...

Market is like a puzzle, YOU have to fit the pieces!!

DislikedI've done a backtest fot this strategy, as per Zebulon rules, for the period between September 24 and December 10.

It ends up with:

239 trades (every candle)

120 wins

119 loss

max consecutive losses 6

50/50 as assumed....

but the strategy in that period ends with -1000pips... the problem is that the losses are bigger due to the stop of martingale after the third loss

The strategy has a probability of 50%, and has a risk/reward of 1:1

The very big problem are the series -50 -100 -200, not recovered because the martingale stops....they...Ignored

I have the test from august :

august = 2400 pips

september = 800 pips

october = 1900 pips

november = 950 pips

december = 850 pips

total = 6900 pips

I will do it from September 24 to December 10, and i will tell you.

DislikedI don't think that about the results.

I have the test from august :

august = 2400 pips

september = 800 pips

october = 750 pips

november = 950 pips

december = 850 pips

total = 5750 pips

I will do it from September 24 to December 10, and i will tell you.Ignored

Realisitly no one is going to enter every trade back to back during such a prolonged period without an EA. A more meaningful test would be say daily London opening to New York close?

Koyco

Disliked

I will do it from September 24 to December 10, and i will tell you.Ignored

I've found 4 series 0f -50 -100 -200 (2 consecutives when I had 6 consecutive losses...)

The result reflects IMHO the statistichs...a strategy with 1:1 risk/reward and 50% probabilities has to end up in 0 in the long time...

Here the losses are recovered by the martingale...but not always...

So some times you win +50, sometimes you lose -50..

When the martingale works you recover and win +50, but when martingale fails you lose -350...

Teorically, if you don't stop your martingale after 3 losses...this strategy can only win, but you know what is the danger..

Market is like a puzzle, YOU have to fit the pieces!!

I've made a mistake on october, it is 1900 pips instead of 750 pips.

My results, easy to verify, are :

September 24 to 30 = 1050 pips

october = 1900 pips

november = 950 pips

december = 850 pips

total = 4 750 pips

i explain the detail on the next posts...

Disliked

I've made a mistake on october, it is 1900 pips instead of 750 pips.

My results, easy to verify, are :

September 24 to 30 = 1050 pips

october = 1900 pips

november = 950 pips

december = 850 pips

total = 4 750 pips

i explain the detail on the next posts...Ignored

If you post here your details maybe i can find where is my error..

Market is like a puzzle, YOU have to fit the pieces!!

the candles :

RRRRRRR(RGRGR)RRRG(GRGRG)GRRGGGGGRRRG ()= range, green = win

+-+-+-+ -+-+- +-+- +-+-+ -+-+- +-+-+-+

-50+100-50+100-50+100-50+100+50+50+50+50-50+100-50-100+200+50+50+50+50-50-100+200+50-50+100-50+100+50-50+100+50=1050 http://cdn.forexfactory.com/images/s...yim/tongue.gif

i think it is better to understand the rules

(RGRGR)RRGG(GRGRGR)RGGGGRR(RGR)RRR(RGRG)GGGGR(GRG)GGGGG

+-+++ +-+- +-+-+- +-+-+-+ -+- +-+ -+-+ -+-+- +-+ -+-+-

(GRG)(GRGRGRGR)RGGGGRRGGGGGRRGGGRRRRRR(RGRG)(GRGR)

+-+ -+------ -+-+-+-+-+-+-+-+-+-+-+- +-++ +-+-

RGGGRRGGGGGRRR

+-+-+-+-+-+-+-+

-50-100-200+50-50-100+200+50-50+100+50+50+50+50+50-50-100+200-50+100+50-50+100+50+50-50+100-50+100+50+50+50-50+100-50+100+50+50+50+50-50+100-50+100-50

+50+50+50-50-100-200+50-50+100-50+100+50+50-50+100-50-100+200+50-50+100-50+100+50-50-100+200-50-100+200-50+100-50+100-50-100-200+50+50+50+50+50

-50-100+200-50-100+200+50-50+100-50+100+50-50+100=1900 pips

Ok...I have found that i have a problem in my data feed datas for september and october...some day is missing...

Another difference is that in my backtest i did not restart the sequence at the start of every month...so if the month ended with + order...i went on with - order...and did not restarted with +...but this can't make so many difference...

The rules are clear Zebulon...I will retest starting from november, or with another data feed...

Another difference is that in my backtest i did not restart the sequence at the start of every month...so if the month ended with + order...i went on with - order...and did not restarted with +...but this can't make so many difference...

The rules are clear Zebulon...I will retest starting from november, or with another data feed...

Market is like a puzzle, YOU have to fit the pieces!!

- | Joined Nov 2009 | Status: Member | 31 Posts

What we really really need is an EA... Quicker backtest and maybe we can add some filters...

Cīmon coders!

Cīmon coders!

I have used in roulette and works rather well

Example of system

Every time you lose you add one lot to your trade,every time you win deduct one lot from your total lots

Example

LOSE 1 LOT TOTAL LOSS 1

LOSE 2 LOTS TOTAL LOSS 3

LOSE 3 LOTS TOTAL LOSS 6

LOSE 4 LOTS TOTAL LOSS 10

WIN 5 LOTS TOTAL LOSS 5

WIN 4 LOTS TOTAL LOSS 1

WIN 3 LOTS TOTAL WIN 2

WIN 2 LOTS TOTAL WIN 4

So if you have 4 losing trades and 4 winning trades you would win 200 pips

I haven't read the whole thread so I don't know whether you have longer losses than 4

2nd example

L L L W W L W W L L L W W W

1 2 3 4 3 2 3 2 1 2 3 4 3 2

-1 -3 -6 -2 +1 -1 +2 +4 +3 +1 -2 +2 +5 +7

7 WINS 7 LOSSES = PROFIT OF 7* 50 =350

DislikedIf you are getting more winners than losers then why not use the reverse labouchere system This is ideal for trend systems were your winners outstrip your loser

I have used in roulette and works rather well

Example of system

Every time you lose you add one lot to your trade,every time you win deduct one lot from your total lots

Example

LOSE 1 LOT TOTAL LOSS 1

LOSE 2 LOTS TOTAL LOSS 3

LOSE 3 LOTS TOTAL LOSS 6

LOSE 4 LOTS TOTAL LOSS 10

WIN 5 LOTS TOTAL LOSS 5

WIN 4 LOTS TOTAL LOSS 1

WIN 3 LOTS TOTAL WIN 2

WIN 2 LOTS TOTAL WIN 4

So if you have...Ignored

here are couple of interesting progressions, maybe for some inspiration;-)

http://www.win-maxx.com/basics/basics03.html

http://www.win-maxx.com/basics/basics_pluscoup.html

http://www.win-maxx.com/basics/basics_beresford01.html

http://www.win-maxx.com/basics/basics_deance.html

http://www.win-maxx.com/basics/basics_dalem_agr.html

http://www.win-maxx.com/basics/basics_dalem_str.html

http://www.win-maxx.com/basics/basics_diff_betting.html

http://www.win-maxx.com/basics/basics31.html

http://www.win-maxx.com/basics/basics30.html

http://www.win-maxx.com/basics/basics28.html

http://www.win-maxx.com/basics/basics34.html

- Joined Aug 2009 | Status: Member | 686 Posts

I found out that those months where this strategy does not work it works with higer bars, I mean 100 pips or even 200. It is higer volatility that makes diference. So it is silly to hope that it will work all the time, so it needs some adaptation.The increasing volatility can easy be found by counting our bars. More bars /more volatility/bigger bars. It make sense guys