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Attachments: Basket 14 EA System
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Basket 14 EA System

  • #521
  • Sep 21, 2010 11:05am Sep 21, 2010 11:05am
Quoting frazerd
This is getting ridiculous having to explain dollar profit target and equity profit target over and over again.
No need to explain it.
Open to new approaches.
  • #522
  • Sep 21, 2010 2:29pm Sep 21, 2010 2:29pm
That was the last time!!
Frazer
  • #523
  • Edited 2:55pm Sep 21, 2010 2:41pm | Edited 2:55pm
Add_02a finally started trading yesterday at 1900 GMT. It presently has 104 .01 lot trades with a -$140 PL. I don't think that one is going to work.

If we used a half way reliable indicator to predict direction for opening the add trades, it would probably work pretty well.
Frazer
  • #524
  • Sep 21, 2010 3:01pm Sep 21, 2010 3:01pm
Quoting MetaCoder
On the 50:1 demo, yes, ProfitPct is 0.5.
Is all else default?
  • #525
  • Edited 5:10pm Sep 21, 2010 4:29pm | Edited 5:10pm
Quoting frazerd
Add_02a finally started trading yesterday at 1900 GMT. It presently has 104 .01 lot trades with a -$140 PL. I don't think that one is going to work.

If we used a half way reliable indicator to predict direction for opening the add trades, it would probably work pretty well.
Could I have got it backward?

Nope, doesn't appear so.

I think I have too-loose logic in allowing add trades.

I'll adjust that and see what happens.
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v
Attached File(s)
File Type: mq4 Basket14_Add_02aa.mq4   45 KB | 246 downloads
File Type: mq4 Basket14_Add_02c.mq4   45 KB | 264 downloads
Open to new approaches.
  • #526
  • Sep 21, 2010 5:58pm Sep 21, 2010 5:58pm
The money train just dropped off another load.
Attached File(s)
File Type: pdf Statement.pdf   57 KB | 329 downloads
  • #527
  • Sep 21, 2010 6:03pm Sep 21, 2010 6:03pm
MC, Add_01 is booming - 7 close-alls for 7%(+) since starting 10 Sep - 8 trading days.

Also, I have calculated how much of the profit came from original 14 trades as opposed to added trades. It is interesting.

If you don't count the first close-all, which was using the original, flawed EA, of the 6 remaining closes 3 were totally carried by the add-ons with the original trades having a loss - 1 was carried by the adds except for $4 from the originals - 1 shared half n half - and only 1 was carried by the original trades.

Maybe you should use the Add_01 logic for adding trades to 02a.
Attached File(s)
File Type: xls Bskt14_Add_01_500-1.xls   85 KB | 232 downloads
Frazer
  • #528
  • Sep 21, 2010 6:07pm Sep 21, 2010 6:07pm
And another.
Attached File(s)
File Type: pdf Statement.pdf   75 KB | 266 downloads
  • #529
  • Sep 21, 2010 6:10pm Sep 21, 2010 6:10pm
Nice Pinhead.
Frazer
  • #530
  • Sep 21, 2010 8:28pm Sep 21, 2010 8:28pm
More data.
Attached File(s)
File Type: pdf DetailedStatement.pdf   86 KB | 289 downloads
  • #531
  • Sep 21, 2010 9:16pm Sep 21, 2010 9:16pm
Quoting skoda2008
I did say they were experimental!...

Skoda - I am using goMarkets and haven't had an issue. Matter of fact 02 worked so well on my demo I have put it on a small live account to see if it can trend in the right direction before putting it on the main account.

So far I like what I see out of this one as my introductory broker for goMarkets pays out on the number of lots traded so as long as I am flat to positive the more trades the better.
  • #532
  • Edited 10:20pm Sep 21, 2010 10:02pm | Edited 10:20pm
CUtiger95,

Could you please share your settings, starting capital, leverage and results?

I had said Skoda_02 would be my personal choice, seemed logical, but what matters is the outcome.

Thanks!

EDIT: Oh and your lowest margin too :-)
  • #533
  • Sep 21, 2010 11:15pm Sep 21, 2010 11:15pm
I had no luck with the EA's and wont be using them on a live account. Skoda_01 has had two equity pops since starting Monday am, but so has the original Basket14_03, and Skoda_02 is sitting at -4% of it's starting amount and hasn't closed a full basket. The whole point of Skoda_02 was to try and predict the direction of each pair straight off with as close to no trims as possible - this didn't happen on my test.

Given that people are getting completely different results, it suggests to me that the short time frame standard deviation percent is not really doing anything and it's still just luck with the time the EA is started. As such I have already started trying them at a regression period of 96, but still don't think it'll make much, if any, difference. So far for me on demo the most consistent performance has come from Basket14_03a.

My live Basket14_01's are slowly clawing back from the 20% down on my account opening balance they got to. (Lowest margin 211.36% on a 100:1 account). This means they will have to make up this 20% plus the 10% I had already made last week before a basket is closed. Given that the EA is only aiming for 1% in the first place I think it's going to take a loooong time to do 30%, athough it seemed to lose it pretty fast! :-)

Yes, I have nobody to blame but myself & I know that eventually the loss will be recovered, but I never expected a 30% draw down, so just be careful people (or more careful than I was).
  • #534
  • Sep 21, 2010 11:33pm Sep 21, 2010 11:33pm
I think a lot of us got caught with a trim and reverse BUY on GBPCHF last Friday between 0800 and about 1000 GMT, which absolutely went the wrong way and produced a big minus trade which has not reversed again. It happened on 2 of my demos and my live account. On the 2 demos I changed ET to 0 in hopes of getting them reversed again, but it hasn't happened yet. On another demo it happened to catch that pair in the right direction and the SELL trade is a big winner.

Just one of those unlucky events that take time to recover from.
Frazer
  • #535
  • Sep 22, 2010 12:43am Sep 22, 2010 12:43am
I turned basket 5 off. down over 1k in demo. What vs are working best?
  • #536
  • Sep 22, 2010 1:47am Sep 22, 2010 1:47am
Skoda2008,

I have been on the sidelines developing some tools to analyze the dynamics of the two baskets. Frankly, I do not understand where we got the idea that Group 2 was a hedge for Group 1. I believe that you noted the same thing in an earlier post. There seems to be a strong positive correlation between the two groups.

I also whole heartedly agree with your assessment that short term trend is of little value in determining basket direction. What is more important is the longer term trend such as daily/weekly - or the old standby - the 200 SMA.

I have an indicator that displays basket candles in US Dlrs for all configurations of buy/sell of the two groups with net results - all pips wins and losses are displayed in dollars - candles and histograms.

I am currently in a stop and think mode about where to go next with my work. I have currency strength indicators that could possibly be a help.

BTW - I have a n-order polynomial curve fit indicator that is a super set of the linear regression calculation that you use that could be of interest to you.

KingHigh
  • #537
  • Sep 22, 2010 2:27am Sep 22, 2010 2:27am
Hi Skoda
Your version Basket 14_03 Skoda_02 has a big potential.
Yesterday i gained 5 % but unfortunately after the Federal news (20:15 PM) the system lost 15 % !!!
We need a better protection against this kind of news for instance if losspercent > x --> close all and stoptrading.
Best regards.
  • #538
  • Sep 22, 2010 4:32am Sep 22, 2010 4:32am
Quoting frazerd
I think a lot of us got caught with a trim and reverse BUY on GBPCHF last Friday between 0800 and about 1000 GMT, which absolutely went the wrong way and produced a big minus trade which has not reversed again. It happened on 2 of my demos and my live account. On the 2 demos I changed ET to 0 in hopes of getting them reversed again, but it hasn't happened yet. On another demo it happened to catch that pair in the right direction and the SELL trade is a big winner.

Just one of those unlucky events that take time to recover from.
Frazer

I got caught by this trade last Friday, however it reversed again yesterday. I have since had another 5 trims and finally the equity is moving in the right direction and quite strongly too. At one point I was approx 20% off my equity target and am now about 6% off it. I am using basket 14_02 with ET of 2.

Paul
  • #539
  • Sep 22, 2010 4:42am Sep 22, 2010 4:42am
Quoting KingHigh
Skoda2008,

I have been on the sidelines developing some tools to analyze the dynamics of the two baskets. Frankly, I do not understand where we got the idea that Group 2 was a hedge for Group 1. I believe that you noted the same thing in an earlier post. There seems to be a strong positive correlation between the two groups.

I also whole heartedly agree with your assessment that short term trend is of little value in determining basket direction. What is more important is the longer term trend such as daily/weekly - or the old standby - the...
Hi KingHigh

I guess I did note that the two groups aren't necessarily hedged by virtue of their group percentage deviations often being either both negative or both positive - but you put it much more clearly!

If there is indeed a positive correlation between the two groups then maybe we should be pouncing only when the difference between the percentage deviations of the two groups exceeds a certain amount? That is, still sell the more positive and buy the more negative group but only once the difference between them exceeds a certain threshold.

The next little project for me will be to convert the indicator to show the two group percentages graphically on historical data, then I can experiment with the time frame and get a better picture of what is going on & how often.

n-order polynomials? I studied electronic engineering a long time ago and this is starting to sound a lot like filter design. I'll stick to straight lines for now thanks :-) I've also looked at currency strength indicators before, but I'm not sure if it really helps when we are buying/selling so many different combinations of the same currency? If you want to share the indicators you've come up with I'm sure we'd all like to have a look.
  • #540
  • Sep 22, 2010 4:47am Sep 22, 2010 4:47am
Quoting madscalp
Hi Skoda
Your version Basket 14_03 Skoda_02 has a big potential.
Yesterday i gained 5 % but unfortunately after the Federal news (20:15 PM) the system lost 15 % !!!
We need a better protection against this kind of news for instance if losspercent > x --> close all and stoptrading.
Best regards.
Honestly, I would put it down to a lucky start, then Lemony Snicket's.
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