Quantum London Trading

That makes sense, Genry. Thanks for your wisdom.
It was still a profit run, so not all that bad!

And congrats on your profits shown above! Have you used the default flat file?

No, we spent a year with Staxis in the development of the general version of the program, but for private trade each one of us applies his own program.
Ideas come - it changes the program. But not for the fact that my idea will arrange other traders - where our paths diverge. Therefore, there is a common version and is personal version .

Hi everyone, I like to post the BT result. The EA and the set files that been shared is powerful.

EJ is using EA_QLT_RSI4Cmtf_AEe. This is the BT using tickstory with only 12% DD.
NzdUsd also using the same EA and the Dd is only around 21%.

There's so many set files that been shared in this thread, I'm kind of lost track the I one I tested.

I will upload some more once I BT it on some other pairs and time frames.

Can someone please share the latest EA. Also is there optimised sets for pairs ? That will become a starting point for me. Thanks.

Thank you, neobatavia!
Yes, Advisor allows you to trade low DD and its parameters can control the drawdown in a wide range. Unfortunately, this greatly affects the number of transactions. When optimizing from January to September, I usually choose the results with the number of transactions> 180.

http://www.forexfactory.com/showthre...27#post9337227

following your work. Keep up the good work Thanks and
Regards

Genry.

Which specific version of the EA are you using?

Am using QLT1.49 with its set for USDCAD and it did not take all the trades for which the boxes were drawn. Somehow the EA misses some trades. This is not the case when one does tick testing. It seems in testing, trades get taken for all verified boxes while real trading is missing trades. This could diverge results in real trading quite signficantly.

Would you know why is QLT missing trades ? It is the same case with Quant...1.6.1 EA as wel...

Description of the EA QLT1.49 (http://forum.tradelikeapro.ru/index.php?topic=14413.0) Google translate:

For those who do not know: Quantum indicator shows the highs and lows for a certain number of candles. Trading strategy for this indicator implies opening orders against the current motion, based on the rollback / reversal.

Will be considered the option of using otlozhek. Although the settings you can disable them, but I do not advise, the result will be much worse.
There will also be treated nets closing only a plus. It is also possible to turn off and close the net on the signal indicator ([b] qdc [/ b]), but do not see the point.

[Spoiler] After receiving the indicator signal ([b] qde [/ b]), Advisor starts counting these signals. He misses a number of signals specified in the settings ([b] Wait [/ b]), and opens the market order. If it's set to miss the signals 7, the order will be opened after the appearance of the 8-th signal.

The counter is reset to zero in the following cases:
1. It was [b] NumBoxes [/ b] signals, and the price has passed less than [b] NumPoints [/ b] points. For example, the settings set 6 and 10. So when a 7th signal if the price went below 10 points, the counter will be reset.
Sometimes sluggish price movement in one direction. This took place not much, and the counter is already clocked. For such situations, and made this adjustment.
2. If the reference point has been more than [b] NumPriceTime [/ b] minutes.
Prolonged the flat price may issue new highs / lows (say 2-3 signal) and again leave in the flat border. If such a situation is not filtered by the time when the movement starts, the counter is almost used up and the grid will begin to be built sooner than necessary, ie at the beginning of active movement, and not when the motion will already subside.
3. When the number of signals equal to the number of candles ([b] NumBoxes2 [/ b]). If the settings specified 5, then the appearance of the 6th signal, the counter will be reset.
When starting into motion, the signals can appear on every new candle. If these signals to open the transaction, they will immediately go into minus. Better to miss a movement.
4. When the opposite signal.
For example, we consider the signals to open the grid to sell. The right amount and not scored, the price has gone down and there was a signal to buy. It is obvious that the market situation has changed and it is better to start counting again.

When new signals, EA will put pending orders (Stop). Otlozhki virtual, because Not all brokers allow you to put otlozhku at an optimum distance. If the price recoilless goes on, otlozhka does not work, and therefore will not increase the drawdown. Although otlozhki and eat part of the profits, but seldom avoids draining.
Otlozhki placed at a certain distance ([b] Delta [/ b]) from the current price: for buystop - on the ask price for sellstop - from the bid price.
After a certain time ([b] TimeSec [/ b]), does not work otlozhka is removed and its volume is stored. Next otlozhka will be offered based on this amount. Lifetime otlozhki checked when a new candle, so otlozhka may last a bit more than that specified in the settings.
If there are active (not deleted) otlozhki, when fielding a new check will not be there this otlozhki price better than the active. If so, they are closed, and a new subject exhibiting their volumes.
Otlozhki can trawl. It is true for a small grid benefit from it is not. Therefore, the settings include the number of orders, above which the trawl is included.

When starting to build a grid, it may happen a situation where there is a lot of signals, and the price at the same time passes not so much with small setbacks. When the main motion begins, it remains whole bunch of orders collected in a heap. To avoid this from happening, there are the following settings.
Open just above / below (sell / buy) than the previous order ([b] OnlyLowerHigher [/ b]). If you enable this setting, signals that do not meet the conditions will be ignored. Because effectively it is only the beginning of the grid, then indicate the number of warrants to which this parameter ([b] NumOrders [/ b]).
At the beginning of the grid makes sense not only open orders above / below, but also indicate the distance between them ([b] HighLowPoints [/ b]). Accordingly, the states and the number of orders for which it acts ([b] NumOrders2 [/ b]).
For example, the settings for the options 19, 2, 5. So the first 5 orders will be billed at a distance of at least 2 points to each other, then a higher (or lower) of each other, while the number of orders in the grid does not exceed 19, and after that just on the signals, no matter where in the moment was the price.

Sooner or later, the price starts to move in the right direction and there is a signal from the indicator ([b] qdc [/ b]), it is necessary to close the net. You can close and at a loss, but, in my opinion, it is better to wait and closed in positive territory (albeit small). For this purpose there is a corresponding setting ([b] CloseOnlyPlus [/ b]). It also indicates the minimum number of points of profit ([b] ProfitPoints [/ b]) in which the grid will close, ie, if at the time of occurrence of the signal, the size of the profit of not less than specified, the grid will be closed.
When the grid rises above an average size, it is better to close with less profit or even with some loss than wait for when she grows up and devour the entire deposit. To do this, you can specify the allowable loss ([b] PointLoss [/ b]), and the number of orders ([b] NumOrdPointLoss [/ b]), and above which the setting will be taken into account. If you specify a loss with a minus sign, you get the corresponding profit. Thus, small grid can be closed, for example, three points, and a large one.
There are such price movements (mainly news), when she went to one side, has given signals the opening of the grid, and then quickly went to the other side. The grid at the same time can get in a decent plus, but a signal to close yet. When the signal is still displayed, the profit may be not so large. It can also happen that a pullback in the net out a decent plus, but has not reached before the signal. In order not to miss such options, you can specify the size of the profit ([b] ProfitPoints3 [/ b]), in which the grid will be closed even without the appearance of the signal. Testing is carried out on every new candle.

Instead of the immediate closure of the grid, you can try to sweep profiles including the corresponding block ([b] UseTrStop [/ b]). There are the following settings.
Some ([b] TrailingStop0 [/ b]). At this distance, stop-loss level (virtual) will be put on the current price.
[b] TrailingStop [/ b]. At this distance from the current price stop-loss will be tightened.
Step TrailingStop ([b] TrailingStopStep [/ b]). Stop-loss will be rearranged if the price will be more than this number of points.
If the grid has a small advantage, the use of trawl may lead to the closure of a loss. To this was not, there is a setting ([b] ProfitPoints2 [/ b]), which specifies the minimum amount of profit at which the trawl will be used. That is, if the profit was lower, the trawl will not turn on and there will be the usual closing grid.

Because Advisor builds a grid of orders, in the settings you can specify the amount of orders ([b] T1 [/ b], [b] T2 [/ b], [b] T3 [/ b], [b] T4 [/ b], [ b] T5 [/ b], [b] T6 [/ b]) and the number ([b] kol1 [/ b], [b] kol2 [/ b], [b] kol3 [/ b], [b ] kol4 [/ b], [b] kol5 [/ b], [b] kol6 [/ b]). If the number of point zero, the corresponding volume of orders will not be opened. Recommended volume of the first order ([b] T1 [/ b]) indicate 0.01, and the increase do with the lot multiplier ([b] Klots [/ b]). Thus, you will have the smallest possible size of orders (with a corresponding subsidence and yield), which can easily be scaled to any size of the deposit just one factor.
If [b] Klots [/ b] to specify zero, it will be used automatically calculate the coefficient. It uses the size of the free margin of 0.01 Lot ([b] MarginForLot [/ b]). The coefficient shall be rounded to the whole number down.

Advisor has its own counter orders. It does not depend on whether the order could open a real or not, otlozhka worked or not, and reflects the amount that was supposed to be according to the standard algorithm. All calculations related to the number of orders, it uses this counter. The count is displayed in the chart window, along with other data. The number of actual open orders in any calculations are not involved.

[b] The new or changed settings. [/ B]
1.40
You can restrict the trading range to include the appropriate setting ([b] UseTimeSession [/ b]). Advisor will start the grid only at a specified time (the broker time (server)). After the interval, the new grid will not be opened, will continue to build an open and closed according to the settings.
1.43
Added another trading range. Enables setting [b] UseTimeSession2 [/ b].
Now it is possible to build only one net per day ([b] OneGrid [/ b]). Are recorded at the closing date, so it is possible that that the open grid can open opposite.
Added option disable the storing volume ([b] NumOtlAgr [/ b]). It is located in a block of pending orders and looks like the number of orders, which begins with the accumulation. To disconnect, simply the accumulation of a large number of supply. This setting has a positive effect on a large grid, but for medium and small more harm than good, because cuts profit. Default 0, ie, It will operate as before.
1.44
Changed check lifetime otlozhek ([b] TimeSec [/ b]). Testing is no longer tied to a new spark plug, and there is an interval of 1 second.
[/ Spoiler]
[/ Quote]

Description of the EA QLT1.49 (http://forum.tradelikeapro.ru/index.php?topic=14413.0) Google translate:
The term Otlozhki (Otlozhka) - a pending order.

For those who do not know: Quantum indicator shows the highs and lows for a certain number of candles. Trading strategy for this indicator implies opening orders against the current motion, based on the rollback / reversal.

Will be considered the option of using otlozhek. Although the settings you can disable them, but I do not advise, the result will be much worse.
There will also be treated nets closing only a plus. It is also possible to turn off and close the net on the signal indicator ([b] qdc [/ b]), but do not see the point.

[Spoiler] After receiving the indicator signal ([b] qde [/ b]), Advisor starts counting these signals. He misses a number of signals specified in the settings ([b] Wait [/ b]), and opens the market order. If it's set to miss the signals 7, the order will be opened after the appearance of the 8-th signal.

The counter is reset to zero in the following cases:
1. It was [b] NumBoxes [/ b] signals, and the price has passed less than [b] NumPoints [/ b] points. For example, the settings set 6 and 10. So when a 7th signal if the price went below 10 points, the counter will be reset.
Sometimes sluggish price movement in one direction. This took place not much, and the counter is already clocked. For such situations, and made this adjustment.
2. If the reference point has been more than [b] NumPriceTime [/ b] minutes.
Prolonged the flat price may issue new highs / lows (say 2-3 signal) and again leave in the flat border. If such a situation is not filtered by the time when the movement starts, the counter is almost used up and the grid will begin to be built sooner than necessary, ie at the beginning of active movement, and not when the motion will already subside.
3. When the number of signals equal to the number of candles ([b] NumBoxes2 [/ b]). If the settings specified 5, then the appearance of the 6th signal, the counter will be reset.
When starting into motion, the signals can appear on every new candle. If these signals to open the transaction, they will immediately go into minus. Better to miss a movement.
4. When the opposite signal.
For example, we consider the signals to open the grid to sell. The right amount and not scored, the price has gone down and there was a signal to buy. It is obvious that the market situation has changed and it is better to start counting again.

When new signals, EA will put pending orders (Stop). Otlozhki virtual, because Not all brokers allow you to put otlozhku at an optimum distance. If the price recoilless goes on, otlozhka does not work, and therefore will not increase the drawdown. Although otlozhki and eat part of the profits, but seldom avoids draining.
Otlozhki placed at a certain distance ([b] Delta [/ b]) from the current price: for buystop - on the ask price for sellstop - from the bid price.
After a certain time ([b] TimeSec [/ b]), does not work otlozhka is removed and its volume is stored. Next otlozhka will be offered based on this amount. Lifetime otlozhki checked when a new candle, so otlozhka may last a bit more than that specified in the settings.
If there are active (not deleted) otlozhki, when fielding a new check will not be there this otlozhki price better than the active. If so, they are closed, and a new subject exhibiting their volumes.

Otlozhki can trawl. It is true for a small grid benefit from it is not. Therefore, the settings include the number of orders, above which the trawl is included.

When starting to build a grid, it may happen a situation where there is a lot of signals, and the price at the same time passes not so much with small setbacks. When the main motion begins, it remains whole bunch of orders collected in a heap. To avoid this from happening, there are the following settings.
Open just above / below (sell / buy) than the previous order ([b] OnlyLowerHigher [/ b]). If you enable this setting, signals that do not meet the conditions will be ignored. Because effectively it is only the beginning of the grid, then indicate the number of warrants to which this parameter ([b] NumOrders [/ b]).
At the beginning of the grid makes sense not only open orders above / below, but also indicate the distance between them ([b] HighLowPoints [/ b]). Accordingly, the states and the number of orders for which it acts ([b] NumOrders2 [/ b]).
For example, the settings for the options 19, 2, 5. So the first 5 orders will be billed at a distance of at least 2 points to each other, then a higher (or lower) of each other, while the number of orders in the grid does not exceed 19, and after that just on the signals, no matter where in the moment was the price.

Sooner or later, the price starts to move in the right direction and there is a signal from the indicator ([b] qdc [/ b]), it is necessary to close the net. You can close and at a loss, but, in my opinion, it is better to wait and closed in positive territory (albeit small). For this purpose there is a corresponding setting ([b] CloseOnlyPlus [/ b]). It also indicates the minimum number of points of profit ([b] ProfitPoints [/ b]) in which the grid will close, ie, if at the time of occurrence of the signal, the size of the profit of not less than specified, the grid will be closed.
When the grid rises above an average size, it is better to close with less profit or even with some loss than wait for when she grows up and devour the entire deposit. To do this, you can specify the allowable loss ([b] PointLoss [/ b]), and the number of orders ([b] NumOrdPointLoss [/ b]), and above which the setting will be taken into account. If you specify a loss with a minus sign, you get the corresponding profit. Thus, small grid can be closed, for example, three points, and a large one.
There are such price movements (mainly news), when she went to one side, has given signals the opening of the grid, and then quickly went to the other side. The grid at the same time can get in a decent plus, but a signal to close yet. When the signal is still displayed, the profit may be not so large. It can also happen that a pullback in the net out a decent plus, but has not reached before the signal. In order not to miss such options, you can specify the size of the profit ([b] ProfitPoints3 [/ b]), in which the grid will be closed even without the appearance of the signal. Testing is carried out on every new candle.

Instead of the immediate closure of the grid, you can try to sweep profiles including the corresponding block ([b] UseTrStop [/ b]). There are the following settings.
Some ([b] TrailingStop0 [/ b]). At this distance, stop-loss level (virtual) will be put on the current price.
[b] TrailingStop [/ b]. At this distance from the current price stop-loss will be tightened.
Step TrailingStop ([b] TrailingStopStep [/ b]). Stop-loss will be rearranged if the price will be more than this number of points.
If the grid has a small advantage, the use of trawl may lead to the closure of a loss. To this was not, there is a setting ([b] ProfitPoints2 [/ b]), which specifies the minimum amount of profit at which the trawl will be used. That is, if the profit was lower, the trawl will not turn on and there will be the usual closing grid.

Because Advisor builds a grid of orders, in the settings you can specify the amount of orders ([b] T1 [/ b], [b] T2 [/ b], [b] T3 [/ b], [b] T4 [/ b], [ b] T5 [/ b], [b] T6 [/ b]) and the number ([b] kol1 [/ b], [b] kol2 [/ b], [b] kol3 [/ b], [b ] kol4 [/ b], [b] kol5 [/ b], [b] kol6 [/ b]). If the number of point zero, the corresponding volume of orders will not be opened. Recommended volume of the first order ([b] T1 [/ b]) indicate 0.01, and the increase do with the lot multiplier ([b] Klots [/ b]). Thus, you will have the smallest possible size of orders (with a corresponding subsidence and yield), which can easily be scaled to any size of the deposit just one factor.
If [b] Klots [/ b] to specify zero, it will be used automatically calculate the coefficient. It uses the size of the free margin of 0.01 Lot ([b] MarginForLot [/ b]). The coefficient shall be rounded to the whole number down.

Advisor has its own counter orders. It does not depend on whether the order could open a real or not, otlozhka worked or not, and reflects the amount that was supposed to be according to the standard algorithm. All calculations related to the number of orders, it uses this counter. The count is displayed in the chart window, along with other data. The number of actual open orders in any calculations are not involved.

[b] The new or changed settings. [/ B]
1.40
You can restrict the trading range to include the appropriate setting ([b] UseTimeSession [/ b]). Advisor will start the grid only at a specified time (the broker time (server)). After the interval, the new grid will not be opened, will continue to build an open and closed according to the settings.
1.43
Added another trading range. Enables setting [b] UseTimeSession2 [/ b].
Now it is possible to build only one net per day ([b] OneGrid [/ b]). Are recorded at the closing date, so it is possible that that the open grid can open opposite.
Added option disable the storing volume ([b] NumOtlAgr [/ b]). It is located in a block of pending orders and looks like the number of orders, which begins with the accumulation. To disconnect, simply the accumulation of a large number of supply. This setting has a positive effect on a large grid, but for medium and small more harm than good, because cuts profit. Default 0, ie, It will operate as before.
1.44
Changed check lifetime otlozhek ([b] TimeSec [/ b]). Testing is no longer tied to a new spark plug, and there is an interval of 1 second.

Dear Admin!
Please remove the duplicate message: http://www.forexfactory.com/showthre...43#post9355343.
I can not edit it - does not open.

Thank you!

Hello Genry
Did you create this spreadsheet?
http://www.forexfactory.com/attachme...6&d=1465374279
Is there a new version please?
I sent you a PM

http://www.forexfactory.com/showthre...75#post9145075

Genry.
Excellent explanation. Thank you again. It is all very clear now to me.

For those who are worrying about DD and if it can kill your account...well it can. I have had a few occassions when I have run this thru 2010 to 2013...where almost all pairs have blown up the account. For now, the best way to trade this is making sure you have a global stop over the MAE of the backtest. Make sure you do not allow the account dd to go over MAE...

Thanks.

Hello Genry
Thank you, I do have that English translation

I as wondering if there was a newer Russian spreadsheet
because the EA settings in my MT4 are not in Russian, they are just random symbols
I probably don't have Russian fonts on my PC or my MT4 needs to be in Russian to show the Russian text.

I guess other people here will have the same issue.
This doesn't stop the EA from working, its just annoying

http://www.forexfactory.com/showthre...09#post9328709
http://www.forexfactory.com/showthre...76#post9276776
http://www.forexfactory.com/showthre...37#post9207537

Hi Genry,
No that's not it but don't worry its ok

I do not really understand where the English 11 version there are Russian symbols?

Perhaps yermommy already made this work: the parameters transferred from the English version 8-11 to the new version of 8-12.
You can do this yourself, but yermommy fixed some bugs in version 11: http://www.forexfactory.com/showthre...05#post9323005
I have not tested them in version 12.
It is interesting to know his opinion on the version 12.

I spent 2 minutes in the transfer of the English settings in the new version of EA("Quantum London Trading EA v1.6.1 m13-8-12[staxis].mq4").

Somehow I find QLT 1.49 doing better than the 1.6.1 staxis EA....I hope the creator can release mql code. It is never good to trade without verifying the code once.