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Question for experienced trade system creators and theorists

  • #61
  • Jun 12, 2013 7:46am Jun 12, 2013 7:46am
Because of my worries that the spread spikes will eraise many trades I worked again on something related: Worked the last two days on something related:
MT4 Spread Tool

I started yesterday to collect Spreads for 20 pairs as well as well as taking every 60 seconds spread snapshots of all symbols (121 on my broker)

Will do that for a couple of days and crosscheck with what my broker plots on the web
Money is important, Love is essential.
  • #62
  • Jun 16, 2013 1:42pm Jun 16, 2013 1:42pm
Quoting KatharinaM
My first real! I welcome all experienced and new ones like me Decided to open the first of its real life 2000 green, but a little nervous trembling, like on the demo trading normally, and then straight excitement. How to get rid of these troubles? ...
In short: I guess the best thing to do is:

1. do all one can do before hand:
- backtest,
- demo trade (forward test),

2. If the point 1 was profitable enough to persue
- start with low Risk on the live account ...
- after some time if it worked out like the backtest/demo trade (forward test) .. increase the risk to a normal level.


Wish you all the best

Cheers

Ati
Money is important, Love is essential.
  • #63
  • Jun 16, 2013 1:48pm Jun 16, 2013 1:48pm
Did some more work on my integrated PseudoTrade indicator part:

I updated the FAST onscreen Test Panel:

Attached Image (click to enlarge)
Click to Enlarge Name: pseudotrade_ati.png Size: 80 KB


This is very convenient as it calculates the trades quite fast: prefer that to the MT4 StrategyTester

Especially the extended log files

And the ability to auto scroll through any defined TF for a number of defined Symbols.
Money is important, Love is essential.
  • #64
  • Jun 17, 2013 5:33pm Jun 17, 2013 5:33pm
Had an idea for fast visual testing of multiple strategies.

Changed my PseudoTrade code to do it.

In the Subwindows one can print the trades duration: so it's convienent to see where a strategy would have opened a trade and how long each trade would have been open. The boxed boarder still show most of the info:

Box Red: Buy (UP warm color)
Box Blue: Sell (DN cold color)
Border Yellow: Success
Border Black: Failure

Attached Image (click to enlarge)
Click to Enlarge Name: pseudotrade_ati.png Size: 86 KB


This will help also to visualize different strategies / or settings to help to choose the best one
Money is important, Love is essential.
  • #65
  • Jun 17, 2013 5:39pm Jun 17, 2013 5:39pm
Anyway: I'm coming back to my original part: choosing the best strategy:

Will start coding the actual EAs for forward test purpose (and while these are running will continue my backtests)
Money is important, Love is essential.
  • #66
  • Jun 18, 2013 8:47am Jun 18, 2013 8:47am
Only for my own amusement:

First Trade of a Pre EA Version: I thought it was real lucky/funny

Attached Image (click to enlarge)
Click to Enlarge Name: eurusdm5.png Size: 18 KB
Money is important, Love is essential.
  • #67
  • Jun 26, 2013 9:12am Jun 26, 2013 9:12am
My first couple of forward tests did not work out as hoped for: two many overlapping trades.

So I decided to go back to my drawing board: updating my test system to multi TF multi symbol simulatious backtesting

this is quite a major change so it will take some time.
Money is important, Love is essential.
  • #68
  • Jul 16, 2013 2:01pm Jul 16, 2013 2:01pm
20 days possed already and still working on it. Had I known before hand I might not have started this change to MultiSymbol, Multi TFI simulatnous backtesting.
To much time already invested so I'm stuck to finish it.

On the positive side:
- I integrated the new backtest PseudoTrade suit much closer with the real Order execution which is a good thing.
- Also for actual trading I do not need to aply an Ea to multiple Charts to trade different Symbols/TFI: only congigure it and run it on any chart once.

- PseuoTrade backtesting will be quite a bit faster: because I do not anymore have to change automatized charts.
- PseudoTrade backtesting: will now automatically report more: across individual Symbols, indiviadula TF ect..

e.g. Testing an EA on EUSUD,M5 - EURUSD,M15 AUDJPY,M5 AUDJPY,M15

before I used a chart flipper to get for each the result and than manually Calculated combinations

with the new one I will need to run it only once (no chart changing)

and it will calculated:

- Combination of all 4 Symbol-TF

- Each of the 4 Symbol-TF separately

- Combination of each Symbol (EURUSD - both TFs) (AUDJPY - both TFs)

- Combination of each TF (M5 - both Symbol) (M15 - both Symbol)


- plus additionally all split to Yearly, Monthly and weekly Results




Hope all the work pays off later.
Money is important, Love is essential.
  • #69
  • Last Post: Edited 3:03am Sep 12, 2013 1:50am | Edited 3:03am
Quoting PipMeUp
Hi! I don't consider myself an experienced system creator but I'm writing one. You say you are closed to discuss the R:R of 1. I hope you'll change your mind by yourself... Same for the 3 months test period. You need at least testing your system over - An impulsive up trend - An impulsive down trend - A volatile up trend - A volatile down trend - A wide range - A narrow range - A choppy market - A market with a central bank intervention To me the best optimization option is to not optimize at all. As few parameters as possible. Market can change...
brilliant
im new in this math/probability stuff but im getting inside the mudd.

edit: canceled all the rest
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