--> Realtime-testing results - Your opinion, please.

 

Please have a look at this and tell me what you think about it.

Would you run it with your own money?

I don't want to influence anyone, therefore I just want to give you some neutral information:

- ran for 2 weeks

- performs poorly in trending markets

- performs best in volatile but non-trending markets

 
schnappi:

Please have a look at this and tell me what you think about it.

Would you run it with your own money?

I don't want to influence anyone, therefore I just want to give you some neutral information:

- ran for 2 weeks

- performs poorly in trending markets

- performs best in volatile but non-trending markets

From the balance graph it seems Ur strategy has the very nice property to start loosing following kind of "parabolic" shape... U can use it to individutate when to stop playing waiting for market conditions to improve. I think it would work great if that behavior is stable.

Problem is still to determine when to start playing again... but if U say that the EA performs poorly in trending situation... simply dont use it in such periods.

I could tell U more if U can share more details on how it works.


Cheers,

Zyp

 

That's right. Right now I consider adding an appropriate filter for trend-phases.

The funny thing is, I think I may be able to turn the small losses into small gains when the underlying is in a trend-phase ;)

...I'm still working on this.


I could tell U more if U can share more details on how it works.

What do you want to know?

 
schnappi:

That's right. Right now I consider adding an appropriate filter for trend-phases.

The funny thing is, I think I may be able to turn the small losses into small gains when the underlying is in a trend-phase ;)

...I'm still working on this.


What do you want to know?


do U apply any money management or the graph is just 1:1 the result of the strategy?

do U get the same shapes in different timeframes?

 

do U apply any money management or the graph is just 1:1 the result of the strategy?

I'm not quite sure what you mean. Sure I apply mm-rules, however this is exactly what the program did.

do U get the same shapes in different timeframes?

Sure! Any timeframe, nearly any underlying - always the same.

This is the same underlying in a 5-weeks-backtest (including the recent up that occurred yesterday):

You can see, that the long losing-streak at the beginning of the forward-test was one of the longest ones within the last 5 weeks...

Anyway, the backtest-results always tend to be better than the ones from forward-tests. In this case for example, trading realtime results in many more trades causing higher losses, since most of the trades are small losses.

Reason: