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Quantum London Trading

  • #3,121
  • Dec 19, 2016 2:31am Dec 19, 2016 2:31am
Quoting champfx2016
Am not comfortable running staxis on anything other than EURGBP and AUDUSD.
What about the AUDCAD? Isn't it better than AUDUSD or do you prefer the AU because of the lower spread?
Have a nice day
  • #3,122
  • Dec 19, 2016 2:40am Dec 19, 2016 2:40am
Hi Genry. I found something weird with the EA. BT on 2015 it works perfectly, and when I BT on 2016 it just doesn't make any orders.
All the conditions are the same such as time frame and spread.
Please assist. Thanks.
  • #3,123
  • Edited 3:26am Dec 19, 2016 2:56am | Edited 3:26am
Quoting neobatavia
Hi Genry. I found something weird with the EA. BT on 2015 it works perfectly, and when I BT on 2016 it just doesn't make any orders. All the conditions are the same such as time frame and spread. Please assist. Thanks.
Buddy, if you write mail in a car service: "My car went yesterday, and today does not start" - it is unlikely they will help you without knowing the car.
I need to know from the tester:
currency pair,
the initial deposit,
spread,
TF,
EA version,
test range,
and get you set and log files.
Then I will be able to repeat your experience on my computer.

PS. Sorry, if Google translator is not always correctly conveys the meaning of what was said.
Wherever you go, there you are (Jon Kabat-Zinn)
  • #3,124
  • Dec 19, 2016 3:44am Dec 19, 2016 3:44am
We need to get an english translator to Genry town ..all expenses paid by al of us. I think it is worth it.


I have not used the EA on the AUDCAD pair yet.
  • #3,125
  • Dec 19, 2016 3:46am Dec 19, 2016 3:46am
Genry,

I remember that you or someone else had mentioned some books on this thread....What were the recommended books recommended if one is interested in developing mathematical systems for trading. Am a great believer in quant trading. All the fundamental BS just exists to fool ppl.
  • #3,126
  • Dec 19, 2016 3:58am Dec 19, 2016 3:58am
Quoting champfx2016
I have not used the EA on the AUDCAD pair yet.
IMO this pair is one of the best ones for averaging EA's
Have a nice day
  • #3,127
  • Dec 19, 2016 4:23am Dec 19, 2016 4:23am
Quoting champfx2016
We need to get an english translator to Genry town ..all expenses paid by al of us. I think it is worth it.
He should become a Forex educator, he seems to enjoy teaching
Have a nice day
  • #3,128
  • Dec 19, 2016 4:46am Dec 19, 2016 4:46am
Quoting champfx2016
We need to get an english translator to Genry town ..all expenses paid by al of us. I think it is worth it.
My wife - a professional tour guide and I sometimes ask her to help me. But she was horrified by what I write here.
If you only pay her for the courage to disassemble my texts.

Quoting billv
{quote} He should become a Forex educator, he seems to enjoy teaching
To get a good company must either learn by yourself or share knowledge.
Wherever you go, there you are (Jon Kabat-Zinn)
  • #3,129
  • Dec 19, 2016 4:58am Dec 19, 2016 4:58am
Quoting champfx2016
Genry, I remember that you or someone else had mentioned some books on this thread....What were the recommended books recommended if one is interested in developing mathematical systems for trading. Am a great believer in quant trading. All the fundamental BS just exists to fool ppl.
Unfortunately he is not too smart Quantum indicator. It just shows the highs and lows in a given range.
But these readings can be dangerous on long trends without a good correction. Therefore, Staxis such a difficult EA.
All of these options - to protect the deposit of deceptions Quantum.

Unfortunately I have not seen the literature relevant to this EA. In many books there is only some parts relevant to the topic - the rest is water.
Wherever you go, there you are (Jon Kabat-Zinn)
  • #3,130
  • Dec 19, 2016 5:13am Dec 19, 2016 5:13am
Quoting billv
{quote} IMO this pair is one of the best ones for averaging EA's
And now this couple in the Fib-range where she is thought about a reversal.
Attached Image (click to enlarge)
Click to Enlarge Name: audcad_d1.png Size: 52 KB
Wherever you go, there you are (Jon Kabat-Zinn)
  • #3,131
  • Dec 19, 2016 7:54am Dec 19, 2016 7:54am
Quoting neobatavia
Hi Genry. I found something weird with the EA. BT on 2015 it works perfectly, and when I BT on 2016 it just doesn't make any orders. All the conditions are the same such as time frame and spread. Please assist. Thanks.
It could be that the spread you've selected on the right hand of your tester is higher than the spread in the EA settings
Make sure they match.
Otherwise Click on the journal tab at the bottom of the screen
Right click on the latest event
Click Open
Delete the existing log files
Run the back test again
Then go back to the log page
get the new log file and attach it to your post
Have a nice day
  • #3,132
  • Dec 19, 2016 8:55am Dec 19, 2016 8:55am
I think we should help Genry to make a FAQ. There are a lot of recurring questions which could be documented in the FAQ. I think we should start collecting all the files for Genry and compile them in one posts so it is easy for people to find. I try to see if I can help out in my spare time.

I did try to use the QLT on a live account. My own stupid mistake is that I just blindly take other sets and use it and think it works. I had a good run for two days, afterwards it almost blew up my account because my equity is not big enough and there were too many trades adding up the losses. I am not trying to blame anyone but me. Though this gave me the motivation to truly learn a bit more about the system.

So my advice to the people who just found this topic is to do your research well by digging into the early posts of Genry. Since it is quite a complicated system you really need to sit down and try to understand it.
  • #3,133
  • Dec 19, 2016 8:54pm Dec 19, 2016 8:54pm
I was wondering if anyone has a good stat tool which can analyse MT4 strategy tester statements. I need a way to see the MAE of these test reports. DD in itself makes no sense but we need to know the MAE and MFE of the test reports.

Currently using quantanalyser but it is next to crap. So anything a bit better will be great.
  • #3,134
  • Dec 20, 2016 12:39am Dec 20, 2016 12:39am
Quoting champfx2016
I was wondering if anyone has a good stat tool which can analyse MT4 strategy tester statements. I need a way to see the MAE of these test reports. DD in itself makes no sense but we need to know the MAE and MFE of the test reports. Currently using quantanalyser but it is next to crap. So anything a bit better will be great.
Hi, champfx2016!
You can read the article by my colleague Ihor Herasko (Scriptong ) on this subject.
And use a script for evaluation.

https://translate.google.ru/translat...temy&edit-text=

Evaluation of the trading system. Author Scriptong (http://advancetools.net)
script TradingSystemRating

Quote
One of the most common problems faced by the developer of the trading system is the answer to the question: "How much this system is good?" Usually this question is implied: "How much money can I earn with it?".
In fact, the first question is more comprehensive than the latter, because it is possible to earn conditional million per year for ten or a hundred years (ever). Delving into the formulation of requirements for the system, recall that for a given value of earnings, capital should be subject to different degrees of risk. Further - more, the...
Attached File(s)
File Type: mq4 _TradingSystemRating_Script_AD.mq4   33 KB | 295 downloads
Wherever you go, there you are (Jon Kabat-Zinn)
  • #3,135
  • Dec 20, 2016 12:50am Dec 20, 2016 12:50am
Great script. The problem though is it just relies on SQN number which is basically expectation / stand dev. It does not give me how bad was the MAE during the course of the trading.

For example SQN can be 10 but the MAE might have been 85% which means there was some point where trading equity wa 15% of the balance which is obviusly a horrendous trading system.

So we need to know the life cycle of the equity evolution.

Then we need to know if big trades are making the big chunk of returns or is it smaller trades are making up returns. If it is big returns...then I consider it riskier because in real life, I may miss the biog trades due to slippage etc...

MATLAB is awesome but it is a pain to work with mt4 reports.
  • #3,136
  • Dec 20, 2016 12:52am Dec 20, 2016 12:52am
Trading is all about probablity and statistics. A good trading system will be able to bear noises of the market and still be able to eck out a return.
  • #3,137
  • Edited 3:22am Dec 20, 2016 2:34am | Edited 3:22am
Quoting champfx2016
... For example SQN can be 10 but the MAE might have been 85% which means there was some point where trading equity wa 15% of the balance which is obviusly a horrendous trading system. ...
A so? Control the margin in the optimization and test process :

Quoting Genry_05
Quote: Artrom by Today 01:15:21 pm Prompt please, that means the "test: a new grid with a fixed margin" to 200. When the test at a specific point hangs owls. When this option is cleared, the adviser has worked fine ??? Answer for EA "Quantum London Trading EA v1.6.xxx [staxis]"...
Wherever you go, there you are (Jon Kabat-Zinn)
  • #3,138
  • Dec 20, 2016 3:29am Dec 20, 2016 3:29am
Yes agree. I can do that. I have been fiddling around with that.

Ideally I want to see 0.5% to 1% being made per month long term like for over 10 years with MAX MAE 20%.
  • #3,139
  • Dec 20, 2016 3:41am Dec 20, 2016 3:41am
The pais am working on is AUDJPY, NZDJPY, CADJPY, EURJPY, EURUSD, GBPUSD.

On live trading am suing EURGBP only.

EURGBP does not give much return long term.

makes about 0.25% per month over 10 years of tick testing which is kind of average but workable.
  • #3,140
  • Dec 20, 2016 3:42am Dec 20, 2016 3:42am
is staxis or the inventors running some kind of MAM or trade copier or any signal service. Will be worthwhile to see how it does at a professional level .
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