High Profit Strategy: from 10k to 1 million in one year - page 4

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Ruptor:

Hi 23510

Perhaps it lost so there was no money to pay for internet connection to post results.

LOL!!! good call! :)

 

In your EA you are opening always 4 position simultanously and they are also closed simultanously. Could you explain why. To me it seams the same as if you open just one position.


Besides to analyze performance of EA it is much more useful to provide report with constant lot size not increased witth the acoount size preferably 0.1 lot in this case amount of mony on your account will be exactly the same as number of pips gained.


Could you rerun your backtest and provide report with 0.1 constant lot size.

 

I hope this doesn't need to be restated for most but here goes: If the drawdown is high, like it is in this system it is unlikely that similar results will be achieved if you shift the start time a few weeks forward or backward. I can turn 2K into $30,000,000 in a month by using the optimizer, but if I shift the start date the EA loses money. For a viable system profit factor should be high (>3), expected payoff should be high for your lot size and drawdown should be low (<10%)... More experienced traders: Please feel free to correct/critique...

Alpari (US), LLC.

Account: 902425 Name: arachnode.net Currency: USD 2009 June 23, 21:23
Closed Transactions:
Ticket Open Time Type Size Item Price S / L T / P Close Time Price Commission Taxes Swap Profit
8164392 2009.06.12 17:27 balance Deposit 5 000.00
8213267 2009.06.17 00:54 buy 0.10 eurusd 1.3833 1.3637 1.4539 2009.06.19 16:48 1.3925 0.00 0.00 0.68 92.00
8213278 2009.06.17 00:55 buy 0.10 eurusd 1.3831 1.3792 1.3946 2009.06.17 20:16 1.3946 0.00 0.00 0.00 115.00
8216890 2009.06.17 04:30 buy 0.10 eurusd 1.3851 1.3813 1.4093 2009.06.18 20:17 1.3887 0.00 0.00 0.51 36.00
8217602 2009.06.17 06:00 buy 0.10 eurusd 1.3868 1.3807 1.4081 2009.06.17 13:30 1.3860 0.00 0.00 0.00 -8.00
8223665 2009.06.17 12:00 buy 0.10 eurusd 1.3878 1.3824 1.4153 2009.06.17 13:58 1.3824 0.00 0.00 0.00 -54.00
8233271 2009.06.17 20:16 buy 0.10 eurusd 1.3948 1.3909 1.4063 2009.06.18 03:45 1.3945 0.00 0.00 0.51 -3.00
8247550 2009.06.18 11:31 buy 0.10 eurusd 1.3947 1.3908 1.4006 2009.06.18 20:01 1.3908 0.00 0.00 0.00 -39.00
8262845 2009.06.19 07:15 buy 0.10 eurusd 1.3934 1.3873 1.4147 2009.06.22 00:46 1.3932 0.00 0.00 0.17 -2.00
8265833 2009.06.19 11:00 buy 0.10 eurusd 1.3893 1.3841 1.4038 2009.06.22 00:47 1.3933 0.00 0.00 0.17 40.00
8275367 2009.06.19 19:54 buy 0.10 eurusd 1.3979 1.3783 1.4685 2009.06.22 00:02 1.3949 0.00 0.00 0.17 -30.00
8276813 2009.06.19 21:40 buy 0.10 eurusd 1.3949 1.3894 1.4049 2009.06.22 00:01 1.3949 0.00 0.00 0.17 0.00
8276965 2009.06.19 22:00 buy 0.10 eurusd 1.3945 1.3906 1.4060 2009.06.22 00:02 1.3949 0.00 0.00 0.17 4.00
8278463 2009.06.22 00:47 sell 0.10 eurusd 1.3933 1.3994 1.3720 2009.06.23 07:00 1.3867 0.00 0.00 -0.19 66.00
8278464 2009.06.22 00:47 sell 0.10 eurusd 1.3932 1.3984 1.3787 2009.06.23 12:30 1.3947 0.00 0.00 -0.19 -15.00
8278467 2009.06.22 00:48 sell 0.10 eurusd 1.3934 1.3973 1.3819 2009.06.22 11:15 1.3879 0.00 0.00 0.00 55.00
8278469 2009.06.22 00:49 sell 0.10 eurusd 1.3934 1.4130 1.3228 2009.06.22 07:45 1.3905 0.00 0.00 0.00 29.00
8278944 2009.06.22 01:45 sell 0.10 eurusd 1.3935 1.4004 1.3885 2009.06.22 08:14 1.3885 0.00 0.00 0.00 50.00
8279178 2009.06.22 02:15 sell 0.10 eurusd 1.3909 1.3947 1.3667 2009.06.22 16:30 1.3903 0.00 0.00 0.00 6.00
8281307 2009.06.22 07:00 sell 0.10 eurusd 1.3910 1.3964 1.3635 2009.06.23 10:15 1.3893 0.00 0.00 -0.19 17.00
8282029 2009.06.22 08:15 sell 0.10 eurusd 1.3879 1.4229 1.3849 2009.06.22 11:23 1.3849 0.00 0.00 0.00 30.00
8282525 2009.06.22 08:45 sell 0.10 eurusd 1.3851 1.4047 1.3145 2009.06.22 09:15 1.3871 0.00 0.00 0.00 -20.00
8283715 2009.06.22 10:00 sell 0.10 eurusd 1.3882 1.4078 1.3176 2009.06.22 10:15 1.3863 0.00 0.00 0.00 19.00
8284304 2009.06.22 10:30 sell 0.10 eurusd 1.3878 1.4074 1.3172 2009.06.22 18:00 1.3845 0.00 0.00 0.00 33.00
8285486 2009.06.22 11:30 sell 0.10 eurusd 1.3838 1.4188 1.3808 2009.06.23 11:45 1.3925 0.00 0.00 -0.19 -87.00
8292588 2009.06.22 18:15 sell 0.10 eurusd 1.3852 1.4048 1.3146 2009.06.22 19:15 1.3857 0.00 0.00 0.00 -5.00
8293875 2009.06.22 19:30 sell 0.10 eurusd 1.3858 1.4054 1.3152 2009.06.22 20:16 1.3871 0.00 0.00 0.00 -13.00
8308450 2009.06.23 12:30 buy 0.10 eurusd 1.3949 1.3599 1.3979 2009.06.23 13:36 1.3979 0.00 0.00 0.00 30.00
8308456 2009.06.23 12:30 buy 0.10 eurusd 1.3948 1.3896 1.4093 2009.06.23 18:35 1.4093 0.00 0.00 0.00 145.00
8308458 2009.06.23 12:30 buy 0.10 eurusd 1.3947 1.3908 1.4062 2009.06.23 16:15 1.4004 0.00 0.00 0.00 57.00
8309567 2009.06.23 13:36 buy 0.10 eurusd 1.3986 1.3631 1.4011 2009.06.23 14:47 1.4011 0.00 0.00 0.00 25.00
8310938 2009.06.23 14:47 buy 0.10 eurusd 1.4014 1.3664 1.4044 2009.06.23 18:02 1.4044 0.00 0.00 0.00 30.00
8314933 2009.06.23 18:02 buy 0.10 eurusd 1.4050 1.3700 1.4080 2009.06.23 18:11 1.4080 0.00 0.00 0.00 30.00
0.00 0.00 1.79 633.00
Closed P/L: 634.79
Open Trades:
Ticket Open Time Type Size Item Price S / L T / P Price Commission Taxes Swap Profit
8308447 2009.06.23 12:30 buy 0.10 eurusd 1.3948 1.3887 1.4161 1.4077 0.00 0.00 0.00 129.00
8308451 2009.06.23 12:30 buy 0.10 eurusd 1.3949 1.3753 1.4655 1.4077 0.00 0.00 0.00 128.00
8309436 2009.06.23 13:30 buy 0.10 eurusd 1.3962 1.3908 1.4237 1.4077 0.00 0.00 0.00 115.00
8315338 2009.06.23 18:11 buy 0.10 eurusd 1.4085 1.3735 1.4115 1.4077 0.00 0.00 0.00 -8.00
0.00 0.00 0.00 364.00
Floating P/L: 364.00
Working Orders:
Ticket Open Time Type Size Item Price S / L T / P Market Price
No transactions
Summary:
Deposit/Withdrawal: 5 000.00 Credit Facility: 0.00
Closed Trade P/L: 634.79 Floating P/L: 364.00 Margin: 559.44
Balance: 5 634.79 Equity: 5 998.79 Free Margin: 5 439.35
Details:
Gross Profit: 910.32 Gross Loss: 275.53 Total Net Profit: 634.79
Profit Factor: 3.30 Expected Payoff: 19.84
Absolute Drawdown: 62.00 Maximal Drawdown: 102.38 (1.89%) Relative Drawdown: 1.89% (102.38)
Total Trades: 32 Short Positions (won %): 14 (64.29%) Long Positions (won %): 18 (66.67%)
Profit Trades (% of total): 21 (65.63%) Loss trades (% of total): 11 (34.38%)
Largest profit trade: 145.00 loss trade: -87.19
Average profit trade: 43.35 loss trade: -25.05
Maximum consecutive wins ($): 6 (317.00) consecutive losses ($): 2 (-102.38)
Maximal consecutive profit (count): 317.00 (6) consecutive loss (count): -102.38 (2)
Average consecutive wins: 4 consecutive losses: 2

 
Looks pretty good! Is it a commercial EA?
 

How about 10K to 32M in 7 months. :)

 
jirimac wrote >>
Looks pretty good! Is it a commercial EA?

If you are replying to me, it isn't a commerical EA... just something I'm working on. Exploiting genetic algorithms inside of EA's and using a preset series of steps with MT's genetic algorithm in the optimizer with an EA that is meant for GA optimization. So far so good...

Here's more on what I'm working on: http://arachnode.net/blogs/arachnode_net/archive/2009/06/13/automatic-optimization-of-forex-indicators.aspx

 
ckingher wrote >>

I believe the idea is not good. How can anybody stay away from volatility or even follow a trend?

Volatility comes and goes whenever it wants to. Trends break down whenever it wants to.

So what approach do you know to be a good, creditable, consistent, safe, reliable and profitable trading algorithm system that preferably already is already made into an EA?

Or at least can be coded into an EA?

Obviously, any such successful system must contain an effective method of minimizing and controlling losses.

.
 
FXAndre wrote >>

After 2 years of research, this is the results of my strategy.

I know that BT is not Real, and i will begin to test in Real


Do you have any documented Live trading or even just some significant Demo results yet?
If so please supply them &/or post them on MyFxBook.Com and provide the link to your results page.

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