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Trapping System: Grid

  • #2,961
  • Jan 12, 2016 1:44pm Jan 12, 2016 1:44pm
Quoting radityo.ardi
{quote} Latest set file, you can use paperclip feature. What does that mean? You have to go to the user's profile which you want to look for the attachment posted by this user, which that means my profile. Then click on paperclip. For a quick info, GTL_EU_LOWRISK_A and _B are the set file made for low risk trading. It is essentially derived from GTLIMIT_REBOOT which has particularly lower lot size, with wider Start-Stop datetime. GTLIMITEURUSD2.set (for v1.7) is same as GTL_EU2.set (for v1.8 and v1.9). {image}
Thank you for the clarification...


can i use GTL_EU_LOWRISK_A and _B
for both version 1.8 and 1.9?
  • #2,962
  • Jan 12, 2016 1:51pm Jan 12, 2016 1:51pm
The draw down seems to be heavy in GTL_EU_LOWRISK_A and _B also.. I did a back test and the draw down is around 85 percent...
  • #2,963
  • Jan 12, 2016 2:38pm Jan 12, 2016 2:38pm
Quoting radityo.ardi
Replace with higher lot size
Hi mate!

Again a opportunity to say to you: great work! Amazing. The grid and now this new idea! Simply uau
What i suggest is to increase the lots only on the "fresh" pendings.
I mean: take slide 20 now we have a up side with 0 and a down side with 1 sell in loss.
The up side will stay with lower lot size, why risk more?
The down side will increase, but only the newer ones, because now we are at higher price, all the new sells will have a "more-convenient" price.

And reading what you wrote I would say that what you suggest in my opinion make sense.
If we are going to increase lots on the weaker side maybe is better that on that side the Target become 0, so will get out early. I prefer a 0 $ cycle than get stuck and move down the middle point...
In this way we could get stuck in a cycle of 0 $ cycles (example: slide 20, pending sells increased, the price actives a buy and then go south, sell cycle is closed in 0$ and the new up side target is again 0$). So what i would suggest is that we could try with 1/2 or 1/4 profit and not 0 $...
But we would need to try it...

On a fast idea, i think the best option would be to use a really tight grid (But far away from price, example: grid step 5 and start grid from price 10) with a 2 pips profit and 1 pip profit on a "weak side"...
But i don't know... just brainstorming waiting for the release...
  • #2,964
  • Jan 12, 2016 3:25pm Jan 12, 2016 3:25pm
Quoting radityo.ardi
Hi All, I believe I've made a mistake. I forgot to put the Middle Point initial logic. In v1.7, the Middle Point logic was having a bug, but it was a positive bug which results in profit. Somewhere in this thread I've told that I want to keep this logic, convert this as feature, although it is a bug. I've released the SAME version v1.8 in http://rdzgridtraps.codeplex.com, added with this old v1.7 Middle Point logic, and rename it as Min Profit Orders. Please update your set file. And if you already using v1.7 - GTLIMITEURUSD2 in Live...
I have tried the above sets too. But all are closing in loss. Account turned to zero in back test.
  • #2,965
  • Edited 4:00pm Jan 12, 2016 3:39pm | Edited 4:00pm
Quoting cultfx
{quote} I have tried the above sets too. But all are closing in loss. Account turned to zero in back test.
Backtests are useless and so is an attitude of wanting everything on a plate. This is a zero sum game so bravo of concluding this .

Of course all EA's bust at one point or another (that's what makes them great), controlling one's greed and knowing when to end a cycle is what makes it a winner.

Have you ever went near the stock exchange in NY, London or Frankfurt? Have you noticed the silence, uninhabited buildings and lack of shops? That's because on a 1 km radius of the SE, all the buildings are full with servers which run robots, competing for nano-second connections to the SE. There is yet to be a robot which can trade through a market crash - and in our TF's, a NFP or Yelen speech is a market crash. So if you expect to get a grid EA which can handle NFP moves, you got some serious delusions going on.


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Best regards, Zef
  • #2,966
  • Jan 12, 2016 5:46pm Jan 12, 2016 5:46pm
Quoting GrowthHack
http://www.myfxbook.com/strategies/10000-day/88937 I made EA based on this grid method that can make $10 to $1000 in single day check abow test result
if you want to sell your EA or your strategy, please don't saw your luck only.
  • #2,967
  • Jan 12, 2016 7:09pm Jan 12, 2016 7:09pm
Quoting Alberto_Jazz
{quote} I make refer to the 3 cycles of Monday 12, in the explorer attached to this thread.

Hi, I don't see there is open trade on Radityo's trade explorer on Monday (11th Jan). His 12th Jan refers to Tuesday (singapore time).
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  • #2,968
  • Jan 12, 2016 7:24pm Jan 12, 2016 7:24pm
Quoting cultfx
{quote} I have tried the above sets too. But all are closing in loss. Account turned to zero in back test.
Hi cultfx, would suggest you to read the first post and last 20-30 pages of the thread. Radityo's limit EA (with trade explorer) has lived since 5 months ago and in profit. And in the post, someone has also done the backtest and it's failure because of the red news. If can, please go thru the last 50 pages.
  • #2,969
  • Jan 12, 2016 8:40pm Jan 12, 2016 8:40pm
Quoting cultfx
{quote} Thank you for the clarification... can i use GTL_EU_LOWRISK_A and _B for both version 1.8 and 1.9?
You can use it both.
v1.8 and v1.9 are essentially the same, just differ on the cycle bug.
If you ask me to code/fix your EA... it's probably not for free...
  • #2,970
  • Jan 12, 2016 8:54pm Jan 12, 2016 8:54pm
Quoting cultfx
{quote} GTL_EU2.set.txt is not profitable in the backtest. Even if i select GMT in settings it is trading as per the broker's time only. Irrespective of which ever option i select in the first row, it trades only as per the broker time. GTL_EU2_XM.set.txt starts to place 150 lots for a 10k account. That is really too much. Where to adjust that settings. Then i changed from dynamic to fixed. However i want to place 1 lot being dynamic. Where to change that? Even this setting is not profitable in the back test. GTS_EU1.set is also in loss in the back...
Quoting cultfx
The draw down seems to be heavy in GTL_EU_LOWRISK_A and _B also.. I did a back test and the draw down is around 85 percent...
Quoting cultfx
{quote} I have tried the above sets too. But all are closing in loss. Account turned to zero in back test.
OK, I think you've misunderstood the humble purpose of backtesting.
Quote
Backtest is used to test the functionality of an Expert or Indicator. Not to test whether it is a profitable system.
To test whether it is profitable, you have to run a serious forward-testing. And to be frank, not all strategy are profitable by just testing on Strategy Tester. If you test with year 2014 data, from Jan 2014 to May 2014, it'll survive. But during Jun - Aug 2014, it won't. Possibly due to the Interest Rate change, NFP, FOMC meeting, dynamic spreads, stop out, margin call level and any other factors that can't be simulated with Strategy Tester.

Can you avoid NFP on Strategy tester? Can you avoid Interest Rate change on the server? No, you can't. That's why it'll fail. And when you survived from all of those, it will resulting you in a high drawdown like what you've said, 85%.

Now, with the same EA, if you use STOP orders (GTLIMITEURUSD2 is using LIMIT orders), it might survive. It is due to the nature of the strategy itself.

Hope that answers your questions...
If you ask me to code/fix your EA... it's probably not for free...
  • #2,971
  • Jan 12, 2016 10:01pm Jan 12, 2016 10:01pm
You are doing an amazing job. I have had accounts which have been doubled with this strategy. But one needs to be very selective especially in relation to news or markets when there is increased volatility. This is a great EA when every one is waiting for activity and volatility while you are amassing pips. I have used it during quite times in market hours but very selectively.

Is it possible to code not to open a new set when the price is in .90 - .99 region and also 00 - .1 region as price seems to move away from big round numbers more often than not and one can have a longer wait for the cycle to close and also a bigger drawdown.

Thank you
  • #2,972
  • Jan 13, 2016 12:25am Jan 13, 2016 12:25am
Quoting chucrut
{quote} Hi mate! Again a opportunity to say to you: great work! Amazing. The grid and now this new idea! Simply uau What i suggest is to increase the lots only on the "fresh" pendings. I mean: take slide 20 now we have a up side with 0 and a down side with 1 sell in loss. The up side will stay with lower lot size, why risk more? The down side will increase, but only the newer ones, because now we are at higher price, all the new sells will have a "more-convenient" price. And reading what you wrote I would say that what you suggest in my opinion...
Hey dude! Long time no see post haha!

Do you not think that rather than going for a side close mechanism. When there are two opposing orders such as a buy and sell, its better to move to an overall profit closure rather than waiting for side closure as you will never know which way price would move.

For example :-
(1) Sell stop is hit and price retraces to hit the buy
(2) EA detects that an opposing order has been hit and immediately close ALL pending order and treat the point where the buy was hit as the middle point.
(3) Recreate pending orders away from that middle point using incremented lot sizes based on a multiplier
(4) When overall profit (total profit of both buy/sell) reaches breakeven or $0 close the cycle and all open/pending trades.
(5) Start fresh with a new cycle treating the price at which all orders were closed as middle point

For this to work very effectively though, the cycle should start with pending orders of fixed lot sizes rather than incremented lot sizes. The incremented lot sizes can be used for recovery as mentioned above. It is also possible to start with incremented lot sizes from the start of a cycle too but this would lead to more risk and complications i feel.

With the above, we could have the EA run full time maybe? The risk of red news is still there though..

Whatchya think man?

Zz
  • #2,973
  • Jan 13, 2016 12:55am Jan 13, 2016 12:55am
Hey folks!

A simple update from my end :-

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The GTL LOWRISK accounts are running the original set file given by Radityo
The GTL MEDRISK accounts are running with higher lot sizes and take profit
The GTL accounts are running since Dec 28, 2015.
From the above the MEDRISK_B seems to be having a higher Gain to DD ratio so am considering having it run live.

GT1000REBOOT has been retired considering that it tanked once again in the recents week
EURGBP/EURUSD2 are based off the set files radityo had provied earlier and are running since Sep 26, 2015
EURCHF has also been retired due to the gain to drawdown not being that satisfactory

Proof that radityo's EA still rocks!

Zz
  • #2,974
  • Jan 13, 2016 1:00am Jan 13, 2016 1:00am
Quoting hishamzz
Hey folks! A simple update from my end :- {image} The GTL LOWRISK accounts are running the original set file given by Radityo The GTL MEDRISK accounts are running with higher lot sizes and take profit The GTL accounts are running since Dec 28, 2015. From the above the MEDRISK_B seems to be having a higher Gain to DD ratio so am considering having it run live. GT1000REBOOT has been retired considering that it tanked once again in the recents week EURGBP/EURUSD2 are based off the set files radityo had provied earlier and are running since Sep 26,...
Bro, great result.
Your snapshot grab from myfxbook? which account is live?
  • #2,975
  • Jan 13, 2016 1:41am Jan 13, 2016 1:41am
Quoting radityo.ardi
Hi Guys, I think I may want to slow down a little bit. I know this week is quite stormy plus with earthquake, all accounts are affected. I do hope current state of your account is closed with profit. Unless you started with manual, then I can't tell whether you still have open order or not. Tonight I'm going to stop trade for a while, and continue the rest next week or next year. As I informed earlier, I announce GTL_EU2 and GTLIMITEURUSD2 is considerably mid-high risk set. This is due to the last night event where it managed to trend in the early...
Hi Radityo,
I appreciate if you can post GTL_EU_MEDRISK_A and GTL_EU_MEDRISK_B set file.
  • #2,976
  • Jan 13, 2016 1:47am Jan 13, 2016 1:47am
Quoting happytrade38
{quote} Bro, great result. Your snapshot grab from myfxbook? which account is live?
Hey dude! None of them are yet running live.. I was running REBOOT live but it tanked in December.. Am considering the MEDRISK B setup for going live as it has a better gain to drawdown ratio.. Not that this ratio proves anything but we will see What scares me are the higher spreads of the cent live account and how the results woukd be as a result.. Sigh.. And yes.. Myfxbook screen snip Zz
  • #2,977
  • Jan 13, 2016 1:50am Jan 13, 2016 1:50am
Quoting hishamzz
{quote} Hey dude! None of them are yet running live.. I was running REBOOT live but it tanked in December.. Am considering the MEDRISK B setup for going live as it has a better gain to drawdown ratio.. Not that this ratio proves anything but we will see What scares me are the higher spreads of the cent live account and how the results woukd be as a result.. Sigh.. And yes.. Myfxbook screen snip Zz
Hi,
Please post your MEDRISK set file.
  • #2,978
  • Jan 13, 2016 2:07am Jan 13, 2016 2:07am
Quoting ZeF
{quote} Backtests are useless and so is an attitude of wanting everything on a plate. This is a zero sum game so bravo of concluding this . Of course all EA's bust at one point or another (that's what makes them great), controlling one's greed and knowing when to end a cycle is what makes it a winner. Have you ever went near the stock exchange in NY, London or Frankfurt? Have you noticed the silence, uninhabited buildings and lack of shops? That's because on a 1 km radius of the SE, all the buildings are full with servers which run robots,...
Nice to see a TMS trader in the midst of automated trading

Zz

Quoting radadiya
{quote} Hi, Please post your MEDRISK set file.
Will do so once I get off from work bro..

Zz
  • #2,979
  • Jan 13, 2016 3:22am Jan 13, 2016 3:22am
Quoting radadiya
{quote} Hi Radityo, I appreciate if you can post GTL_EU_MEDRISK_A and GTL_EU_MEDRISK_B set file.
You can check with hishamzz. I haven't release any such MEDRISK.

But for those who wonders, how do I get the numbers, it's quite easy. Take the Lot Size and Target as the anchor. There are few ways:
- you can Increase or decrease the Lot Size and Target TOGETHER.
- you can Increase the Lot Size then decrease the Target.
- you can decrease the lot size then increase the target.

Do a backtest whether the functionality of your set file is good to go. The parameter of "good to go" is like as simple as like this. I usually do take from histdata.com for the historical data, and download for EURUSD full year 2014.
Jan 2014 until April 2014 is a good data to test / benchmark your set file. With GTLIMITEURUSD2 it won't give you Stop Out / margin call (I mean wiped out the account to $0). If you feel that is OK, and drawdown is less than 40%, then you can apply on DEMO first.

Now that I gave you the tips, you can even do more broad testing with the set file, and play around.
There are more than 20 parameters, so the set file produced from your "creativity" can be like thousands parameters. Just give it a chance...

Yes, backtest is not a good parameter whether it is profitable strategy. But it is good to test that your strategy is fully functional and working.
If you ask me to code/fix your EA... it's probably not for free...
  • #2,980
  • Jan 13, 2016 5:04am Jan 13, 2016 5:04am
Quoting radityo.ardi
{quote} You can check with hishamzz. I haven't release any such MEDRISK. But for those who wonders, how do I get the numbers, it's quite easy. Take the Lot Size and Target as the anchor. There are few ways: - you can Increase or decrease the Lot Size and Target TOGETHER. - you can Increase the Lot Size then decrease the Target. - you can decrease the lot size then increase the target. Do a backtest whether the functionality of your set file is good to go. The parameter of "good to go" is like as simple as like this. I usually do take from histdata.com...
Thank you.
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