Who would like to work with me on this ea? 21% month - page 3

 
bearnaked:


@jxjozef,

 

I did few tests based on Monte Carlo study.

 What do you think about this projection?

 

I guess, this is the right Balance x Equity chart

 


How did you get to those reports? Did you get rid of the code changing position size and tested with fixed lot size?
 
fxjozef:

How did you get to those reports? Did you get rid of the code changing position size and tested with fixed lot size?


Hi Jozef,

 

I used the MT4i Desktop software.

Still talking about the tests, I got these results and looks like very interesting:

The following picture is the projection of the expected monthly return, where we must consider the possibilty of return based in probabilty.

In this chart we have the probabilty that will bring us (in 2.5 years. All 2011/2012 and half 2013) around

  • 10% that of chances that it will returns -200%;
  • 50% that means around 200%;
  • 90% of chances that the return will be around 550%

 

But also, we can have the worst situation for based on every month: 

 

 The following image shows the Equity x Balace

 

The most interesting chart is the radar projection. After plotting the Radar's chart, I saw that it looks like Fibonacci projection...

it's only a observation... and it must to be considered only a resemblance.

 

For the tests I am using fixed spread (3) and I activated the slippage featured for a paid software that load data of Dukascopy.

 

 

 
I see we are still not on the same page. The pictures look all nice and pretty but how did you even manage to generate them if you are changing lot size of next trade based on the result of previous trade? Have you removed that logic?
 
fxjozef:
I see we are still not on the same page. The pictures look all nice and pretty but how did you even manage to generate them if you are changing lot size of next trade based on the result of previous trade? Have you removed that logic?


Jozef, I didn't remove that logic. Why should I remove that logic if I want to run this ea with that logic. Perhaps, Monte Carlo test must to be tested with fixed lot?

 
bearnaked:


Jozef, I didn't remove that logic. Why should I remove that logic if I want to run this ea with that logic. Perhaps, Monte Carlo test must to be tested with fixed lot?


I mentioned it earlier that MC test requires fixed lot size so your results are meaningless. It wasn't only me asking in this thread why and how should success of one trade be related to win/loss chance of the next trade but you failed to answer and insist on keeping the current MM logic. There are many ways how to make pips in Forex so it doesn't mean anything that I disagree with your approach, it just means I can't help you. Perhaps somebody else can.
 
fxjozef:

I mentioned it earlier that MC test requires fixed lot size so your results are meaningless. It wasn't only me asking in this thread why and how should success of one trade be related to win/loss chance of the next trade but you failed to answer and insist on keeping the current MM logic. There are many ways how to make pips in Forex so it doesn't mean anything that I disagree with your approach, it just means I can't help you. Perhaps somebody else can.


Sorry man,

 I am still learning, and, because translation, somethings is hard to be understood. I am going to use fixed lot and do the same test.

For real, there are many ways to make pips in forex, but the most hard is getting it consecutively, with consistence (I am not saying 1 day, 1 month, but

months, years, etc) 

 
bearnaked:


Sorry man,

 I am still learning, and, because translation, somethings is hard to be understood. I am going to use fixed lot and do the same test.

For real, there are many ways to make pips in forex, but the most hard is getting it consecutively, with consistence (I am not saying 1 day, 1 month, but

months, years, etc) 

I second the question of fxjozef. All your logic is based on the assumption that you can only have 3 losses in a row. Now you are trying to avoid loss by not opening trade after a loss. That make no sense, you can't decrease a serie of losses simply by jumping a trade, unless you have an algorithm where the probability of win/loss is influenced by previous trades
 
angevoyageur:
I second the question of fxjozef. All your logic is based on the assumption that you can only have 3 losses in a row. Now you are trying to avoid loss by not opening trade after a loss. That make no sense, you can't decrease a serie of losses simply by jumping a trade, unless you have an algorithm where the probability of win/loss is influenced by previous trades

It's exactly what I am doing.
 
bearnaked:

It's exactly what I am doing.
Ok so you have an algorithm where the probability of win/loss is influenced by previous trades, can you share it ?
Reason: