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This is going to be cool (EA)

  • #21
  • Jul 29, 2014 3:49am Jul 29, 2014 3:49am
Ok, the new demo with decent spreads and no "Usa Rules" is up and running, the ea have now also a spread-filter that will let it avoid to open/close trades during times when spreads are not normal.
Of course this would mean that it will have to wait untill the spreads get normal again, and especially during news releases this can mean buy or sell with even 10-20 (or more!) pips difference from the original "plan", but the good thing is that sometime it will loose pips along the way, sometime it will instead earn pips, so i expect a natural and neutral distribution between pips earned/lost because of news movements, so that's ok.
Also, we want to somehow challenge the EA, this is a good thing then.

Ok, let's see how it goes!
  • #22
  • Jul 30, 2014 6:40am Jul 30, 2014 6:40am
Myfxbook link to the strategy:
http://www.myfxbook.com/strategies/898956/68318

Forwardtest demo (same of the trade explorer here on FF)
http://www.myfxbook.com/members/tune...ea-test/985989
  • #23
  • Jul 30, 2014 1:43pm Jul 30, 2014 1:43pm
Tunera, I have protocol that allows me to use a 10 pip sl on a variety of entry methods. If your average gain is 19+ my protocol may help in the win/loss ratio as well as drawdown. If you're interested send me a pm.
  • #24
  • Aug 1, 2014 8:41am Aug 1, 2014 8:41am
Update:

I've spot a problem in the backtest, basically the results of the first 5 months may not be reliable due to an history problem in the range size calcuation, the ea was calculating the average 2-3 days range for the past 5 months, but the fact that the first 5 months didn't had 5 previous months in my chart history, make such calculation very wrong, and therefore i would say the trading history of the first 5 months is to be considered misleading.
This may not be a big issue, however for me it make the whole backtest misleading (we don't know how the ea would have traded such first 5 months, it's like a black window there).

So, I'm going to work out to fix this thing, and come back later with a corrected version of the EA, as for the forwardtest i will stop it as soon as the equity of the account get back to 50k, so we will not need to open a new account for the future tests.

We are making progress by the way!
  • #25
  • Aug 4, 2014 3:54am Aug 4, 2014 3:54am
Quoting tunera
Update: I've spot a problem in the backtest, basically the results of the first 5 months may not be reliable due to an history problem in the range size calcuation, the ea was calculating the average 2-3 days range for the past 5 months, but the fact that the first 5 months didn't had 5 previous months in my chart history, make such calculation very wrong, and therefore i would say the trading history of the first 5 months is to be considered misleading. This may not be a big issue, however for me it make the whole backtest misleading (we don't...
Just changed idea, even if the first 5months of backtest have some problem, overall i'm curious to see how it go, without need to change anything.

So, next update at the end of this month, i expect to close it at around 40% profit.

See ya!
  • #26
  • Aug 4, 2014 4:39am Aug 4, 2014 4:39am
A look in the first days action.
Attached Image (click to enlarge)
Click to Enlarge Name: Untitled.png Size: 32 KB
  • #27
  • Aug 6, 2014 10:56am Aug 6, 2014 10:56am
Wednesday 6 august

With a current floating P/L of -4.6% we can say the EA is not having easy times, the recent volatility is pushing some floating drawdown, the next few days will be pretty interesting (considering the ecb rate-decision and press conference of tomorrow).

So far i'm very curious to see how it goes, we remain firmly anchored with our forecast of a +40% expected profit at the end of this month, but i guess time will tell...
  • #28
  • Aug 8, 2014 4:50am Aug 8, 2014 4:50am
the ecb day passed, and the ea just made a new equity high.
So far the ea is showing the strenght that was expected, there are still a few updates that have to be implemented in the code in order to let it robust enough to manage real money, but i must say we are on the right track.

This demo account will keep running for the whole august (and maybe september), then if no new problems will emerge (as i expect) and the profits will be in line with expectations (we expect a steady 40% monthly roi) the next step will be the allocation of some real capital.
  • #29
  • Aug 11, 2014 6:02am Aug 11, 2014 6:02am
11 august update

the second trading week of august is starting, so far the ea is in line with the profits expectations, having gained a whopping 8% on the first week.

not much to say, i keep an eye on it.
Not sure if somebody is reading this thread, for some reason the moderators moved it in the trading journal section, while it may or may not be considered a trading journal, but that's ok.

Below an image of the trading activities executed so far from the ea.
Attached Image (click to enlarge)
Click to Enlarge Name: Untitled.png Size: 32 KB
  • #30
  • Aug 13, 2014 12:28pm Aug 13, 2014 12:28pm
14 august

Another day passed, after some up and down the account now stay at around +10% profit, in line (perhaps slightly below) the expectations, i've changed my mind about the testing period, testing for testing, and seeing that there are not major bugs/errors in the code, i'm moving to let the EA trade a little live account on the beginning of september, nothing big though.

Real money testing sounds more productive than demo testing, i thought.

Below an image of the past days of trading.

Of course, i'm working on other settings for the realmoney-testing, i will look for something more stable (it's stable already, but let's try to make better) and if possible more aggressive ones.
Still working on it though.
Attached Image (click to enlarge)
Click to Enlarge Name: Untitled.png Size: 29 KB
  • #31
  • Aug 15, 2014 7:39am Aug 15, 2014 7:39am
15 August.

The account is at this moment at +15.5%, looks like the EA is enjoying these choppy/ranging days on the eurusd.

So far so good.

More updates next week.
  • #32
  • Aug 21, 2014 6:32am Aug 21, 2014 6:32am
21 August

After the recent 150pips eurusd drop, the EA is having some hard times, aka drawdown.

Will it be able to get back to the all-time-highs equity peak?

We will find out soon..
  • #33
  • Aug 26, 2014 7:16pm Aug 26, 2014 7:16pm
27 august

With a strong trend, the ea is really having an hard time now.
Sitting on a 20% drawdown the situation is interesting.
We know that the historical drawdown as per Backtest is 50%, so nothing really of spectacular.
However, the curiosity about how the ea will get back on track is strong, interesting so far.

Let's see then!
  • #34
  • Aug 29, 2014 7:24am Aug 29, 2014 7:24am
29 Aug

The ea have almost fully recovered from the drawdown of the past days, indeed a fast recovery, as per strategy.

We are way below the monthly 30-40% target, however the cumulative/style MM engine in the ea assure that the profit that must be made, must be made.
In other words, if this month it will close with only a 15-20% profit, next month chances are it will make 50-60%, anyway time will tell.
  • #35
  • Sep 11, 2014 10:15am Sep 11, 2014 10:15am
september 11

apparently for the past week and half the ea was in tilt due to a problem in the code (fixed now), as i'm traveling in the last month and not checking too much the ea...
well it stayed crashed with some big positions out of control for 10 days or so.

with an incredible dd, now is up again and in control.
i dont know if it will be able to get back on track, but this "extreme conditions" testing is pretty cool now.

let's see!
  • #36
  • Last Post: Sep 13, 2014 9:06am Sep 13, 2014 9:06am
Quoting tunera
september 11 apparently for the past week and half the ea was in tilt due to a problem in the code (fixed now), as i'm traveling in the last month and not checking too much the ea... well it stayed crashed with some big positions out of control for 10 days or so. with an incredible dd, now is up again and in control. i dont know if it will be able to get back on track, but this "extreme conditions" testing is pretty cool now. let's see!
September 13after just one day the ea is getting the account back on track, wonderful. The plan remain unchanged, real funds will be allocated as soon as this demo account reach 100k!
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