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Accumulative Profits Grid System

  • #841
  • Mar 27, 2016 1:38am Mar 27, 2016 1:38am
I want to point out that most brokers will limit your orders between 200 to 1000, so this limit alone damaged the idea of this trading (grid) as you can't have too many open orders at once.
  • #842
  • Mar 27, 2016 1:44am Mar 27, 2016 1:44am
Quoting midouch
I want to point out that most brokers will limit your orders between 200 to 1000, so this limit alone damaged the idea of this trading (grid) as you can't have too many open orders at once.
Yes,
So, We Have Later To Use MT5,
To Combine The Orders In One Order And Only Know The Spaces From Profit Loss, Or By Storing The Open Price In Arrays And Files.

And Do Partial Close To The Winner Deals Lot, It Will Give The Same Results.
  • #843
  • Mar 27, 2016 2:00am Mar 27, 2016 2:00am
Combin trade will give you same result as mt4's one.

I did have a virtaul trader ( you can google vom or virtual trader on mt5 ).

After I did few test, it give you same resule as mt4's one.

But good things on mt5, you can debug while backtest.

But I think the point about this system for video1 ..it's if we have big , huge trend ..like 2014/01 eur/usd crash

or 2014/09 gbpjpy crash... a super huge up or down trend, one side will have a lot trade, you will never have chance to use winning position to recover top ( or bottom ) losing position. I'm tring your idea2, but it a little harder to code and hedge.
  • #844
  • Mar 27, 2016 2:37am Mar 27, 2016 2:37am
Quoting MrGray
Combin trade will give you same result as mt4's one. I did have a virtaul trader ( you can google vom or virtual trader on mt5 ). After I did few test, it give you same resule as mt4's one. But good things on mt5, you can debug while backtest. But I think the point about this system for video1 ..it's if we have big , huge trend ..like 2014/01 eur/usd crash or 2014/09 gbpjpy crash... a super huge up or down trend, one side will have a lot trade, you will never have chance to use winning position to recover top ( or bottom ) losing position. I'm tring...
I have to agree with you, I've tried hedging, averaging position etc in the past it fails at some point or another. It takes one crash, a steep move and you're gone. I think that averaging position works if you're quite confident about trend (longterm direction) e.g. GBP crosses have been sell on rallies for many many months, same for X/JPY..but market change I do not know, but i think you have better chance if you just speculate on long-term direction of instrument and grid .. maybe using multiple pairs that if your view was wrong about one, you do not lose everything. and certainly non-correlated pairs.
  • #845
  • Mar 27, 2016 3:29am Mar 27, 2016 3:29am
Hello,
Why not? apply to earlier versions ( Remon78eg & Remon 78eg 2 part 1) filter buying and selling , based on a simple moving average of 200 periods ??
So we can avoid the DD in strong trends .
The EA would open only buys above the moving average and sells below .

Any programmer can put this filter?

We lose nothing to prove.
Greetings.
Attached Image (click to enlarge)
Click to Enlarge Name: Filtro moving average.PNG Size: 119 KB
  • #846
  • Mar 27, 2016 3:55am Mar 27, 2016 3:55am
Quoting remon78eg
{quote} Soon.
Thanks remon...will be waiting for it...
  • #847
  • Mar 27, 2016 4:18am Mar 27, 2016 4:18am
Quoting remon78eg
{quote} Yes, So, We Have Later To Use MT5, To Combine The Orders In One Order And Only Know The Spaces From Profit Loss, Or By Storing The Open Price In Arrays And Files. And Do Partial Close To The Winner Deals Lot, It Will Give The Same Results.
Respect for your Determination there trader - just worried about how you can manage so many trades to show profit with the spread costs that retails are offered and ofcourse the shaving of the price from broker just before they give you slippage on those trades and how the spread board slows the price against your trade as you make numerous profit trades etc etc .. just my thoughts
  • #848
  • Mar 27, 2016 4:20am Mar 27, 2016 4:20am
Quoting AntonioLegaz
Hello, Why not? apply to earlier versions ( Remon78eg & Remon 78eg 2 part 1) filter buying and selling , based on a simple moving average of 200 periods ?? So we can avoid the DD in strong trends . The EA would open only buys above the moving average and sells below . Any programmer can put this filter? We lose nothing to prove. Greetings. {image}
What about ranging market that is about to break out in a the wrong direction you have prediced?
  • #849
  • Mar 27, 2016 5:51am Mar 27, 2016 5:51am
Quoting midouch
{quote} What about ranging market that is about to break out in a the wrong direction you have prediced?

Midouch Indeed ,
If for example the market is bullish and we have some sell trades , open before the break out , those trades are going to give us many problems.
It would be best to place a stop lose X amount to protect your account.
Or even close trades manually wrong.
It is better to lose $ 500 to lose your entire account.
I don´t know if there will be another solution , but at least buying above the MA200 not sell trades still open to a bullish market.
  • #850
  • Mar 27, 2016 6:04am Mar 27, 2016 6:04am
Good morning friends
  • #851
  • Mar 27, 2016 6:06am Mar 27, 2016 6:06am
Quoting AntonioLegaz
{quote} Midouch Indeed , If for example the market is bullish and we have some sell trades , open before the break out , those trades are going to give us many problems. It would be best to place a stop lose X amount to protect your account. Or even close trades manually wrong. It is better to lose $ 500 to lose your entire account. I dont know if there will be another solution , but at least buying above the MA200 not sell trades still open to a bullish market.

Guys@ Please wait and let Remon finish coding the EA with his initial part 2 video concept and then we will start the tesitng, based on the results, we will improve the concept... please don't confuse him throwing some other ideas and destroying the initial concept... hope you understand...
  • #852
  • Mar 27, 2016 6:13am Mar 27, 2016 6:13am
Quoting tradeforlife
{quote} Guys@ Please wait and let Remon finish coding the EA with his initial part 2 video concept and then we will start the tesitng, based on the results, we will improve the concept... please don't confuse him throwing some other ideas and destroying the initial concept... hope you understand...
I agree,,, going to delete my publication
  • #853
  • Mar 27, 2016 8:49am Mar 27, 2016 8:49am
Quoting AntonioLegaz
{quote} Midouch Indeed , If for example the market is bullish and we have some sell trades , open before the break out , those trades are going to give us many problems. It would be best to place a stop lose X amount to protect your account. Or even close trades manually wrong. It is better to lose $ 500 to lose your entire account. I dont know if there will be another solution , but at least buying above the MA200 not sell trades still open to a bullish market.
Here is a version with Ichimoku (Kijun daily trend) filtered version:

Attached File(s)
File Type: mq4 remon78eg-Kijun.mq4   6 KB | 861 downloads



It is the first version of the EA

It only buys when daily price is above Kijun(6), only sells when the price is below Kijun(6).. DD will be much lower as with the profits
  • #854
  • Mar 27, 2016 10:25am Mar 27, 2016 10:25am
Quoting GoldTheHun
{quote} Here is a version with Ichimoku (Kijun daily trend) filtered version: {file} It is the first version of the EA It only buys when daily price is above Kijun(6), only sells when the price is below Kijun(6).. DD will be much lower as with the profits
Nice job, GoldTheHun! Just did a quick-and-dirty backtest, to see how it would function. I really like how the equity line
tends to float above the balance line. Sure, it's no barn-burner, but it could probably be run on more than one pair with
bigger lots.

Test is based on 300-step(30-pips), which the EA really likes. I found that once I got to 100-step, and lower, it started to
run into problems.

ChicagoRob
Attached Image (click to enlarge)
Click to Enlarge Name: ichi_mod.jpg Size: 118 KB
  • #855
  • Mar 27, 2016 10:37am Mar 27, 2016 10:37am
Quoting ChicagoRob
{quote} Nice job, GoldTheHun! Just did a quick-and-dirty backtest, to see how it would function. I really like how the equity line tends to float above the balance line. Sure, it's no barn-burner, but it could probably be run on more than one pair with bigger lots. Test is based on 300-step(30-pips), which the EA really likes. I found that once I got to 100-step, and lower, it started to run into problems. ChicagoRob {image}
Welcome, glad you liked it. Could you please let us know the DD and maximum lots it went up to?

The reason that equity line is over the balance line majority of the time is that there is a runaway winner, which is never closed until the en of test.

I think a logic for closing runaway winners should be devised. In backtest it looks good but in real trading swaps would be in place to trim that profit off.

Thanks...
  • #856
  • Mar 27, 2016 10:41am Mar 27, 2016 10:41am
I'm testing this and will get back to you shortly.
  • #857
  • Mar 27, 2016 10:53am Mar 27, 2016 10:53am
Max drawdown was 30% on EURUSD Net Profit 40%. I think this does not count swap/commissions, 40% in 26 years hmm.. that's for 10K account. If I increased the lotsize to 0.10 account is blown after a few months of trading.

Just my test results and not being offensive at all
  • #858
  • Mar 27, 2016 10:55am Mar 27, 2016 10:55am
Quoting midouch
Max drawdown was 30% on EURUSD Net Profit 40%. I think this does not count swap/commissions, 40% in 26 years hmm.. that's for 10K account. If I increased the lotsize to 0.10 account is blown after a few months of trading. Just my test results and not being offensive at all
What time frame did you test on? I hope not on daily time frame, since you mention 26 years..
  • #859
  • Mar 27, 2016 10:58am Mar 27, 2016 10:58am
I have the same kind of result with the version of the video 2. My programmer have finish 2 days ago the real version of the thread idea. Sorry, but not a holy grail...30 % of gain and 30 or 40% of drawdown... for 8 years of backtest... whatever the version you use.
  • #860
  • Mar 27, 2016 11:01am Mar 27, 2016 11:01am
Quoting GoldTheHun
{quote} What time frame did you test on? I hope not on daily time frame, since you mention 26 years..
No, I've tested it on 15min chart, using 26 years of data (from metaquotes)
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