Discussion - page 64

 
adam777:
Quick question ND ...

With all the EA's that you've tested and then removed from the server, is there anywhere that says if the EA was successfull / level of risk / and broker used?

(I know about the link to the EA programs)

GREAT job with all the testing !!!!!!!!

Broker was mentioned in the statements (together with risk, profit factor and so on). Just the statements. Or almost EA is having the thread in elite section here so it may be mentioned as well. Usually I am not expressing my opinion about EAs as I am acting as simple trader and my opinion may be different. For example, I don't like Firebird EA but many peoplie like so ...

 

It is really funny how when you look at the active threads all the trend following strategies are cropping up and how people have built so much confidence behind them.

Get a hold of yourselves "trenders", don't forget how choppy the market was in 2006.

 

Help-My Metatrader behaves stragely

My Metatrder behaved strangely in these 2 days. It opens double trades which is not programmed for. I download a new Metatrader, but has no improvement.

Can anyone suggest what the reason is?

Also is it possible to add a code to limit maximum trade number to 1 only?

Thank you.

 
mingkwong:
My Metatrder behaved strangely in these 2 days. It opens double trades which is not programmed for. I download a new Metatrader, but has no improvement.

Can anyone suggest what the reason is?

Also is it possible to add a code to limit maximum trade number to 1 only?

Thank you.

I had the same problem when I opened Metatrader with same account two times: on elite server PC and using my home PC. And it was double trades ...

 

Buiding a new PC for EA's ... any suggestions?

Hi

I'm building a new PC for testing EA's. What specs do I really need? Is it simmilar to the following gaming specs? What should I change to only buy what I need? I'm not interested in playing games on this PC.

Gigabyte p3d-ds3p $168AUD

Q6600 $325

8800GT $314

320 Gig Drive $95 ish

3GB ram $?

2x 22 inch Acer $289 (after cash back) x2

Win XP Home $115

$120 for a case + psu

 

Equity MM experiment

Hi All,

I'm new to the elite section. I'm here to use a few (profitable) EA's for an experiment I'm starting shortly.

The idea is rather simple, run the same EA with identical settings on a demo and a real account and use the equity (or balance) curve of the demo account to start or suspend the EA in the real account. This type of equity based management should reduce the drawdown.

The ideal system for this experiment has significant drawdown periods of a couple of days to a few weeks folowed by gradual balance increases.

I've already build and tested a framework that monitors equity (and balance) of the demo account and suspends the real account based on %DD or on an MA of the Equity in the demo.

So I'll peak around for any interesting EAs for this experiment.

Suggestion are always welcome.

 
BaasHarm:
Hi All,

I'm new to the elite section. I'm here to use a few (profitable) EA's for an experiment I'm starting shortly.

The idea is rather simple, run the same EA with identical settings on a demo and a real account and use the equity (or balance) curve of the demo account to start or suspend the EA in the real account. This type of equity based management should reduce the drawdown.

The ideal system for this experiment has significant drawdown periods of a couple of days to a few weeks folowed by gradual balance increases.

I've already build and tested a framework that monitors equity (and balance) of the demo account and suspends the real account based on %DD or on an MA of the Equity in the demo.

So I'll peak around for any interesting EAs for this experiment.

Suggestion are always welcome.

i've heard of this being successful for professional traders using multiple systems. when the equity curve hits the bottom std deviation of the curve, they stop trading that system and return to it when it becomes profitable again. it's all very mechanical. i have a book that mentions the details during a series of interviews, written by nick rage from australia.

but the equity curve in demo is not exactly the same as a real account. maybe exit on the real account curve, and re-enter using the demo curve... just an idea.

 

Now this is why I come here. There's a wealth of forward test information in the elite section.

I've played around with a more or less random seletected (profitable) test, The StepMA1.42 on GBPUSD. I don't know what the EA is doing, for now I'm just focussing of the test data.

When applying the an equity filter based on the SMA of the equity after the last 20 closed orders, you can easily spot when to suspend the EA and when to restart. Taking out the trades when the equity crosses below the MA until it crosses back up improves the retruns from 1007 pips to 1739 pips and the dollar profit from $6893 to $18158.

Note to myself: look at SMA of equity at order close versus daily equity MA.

I'm not sure whether an equity based lotsizing algoritm was applied during the test period (often referred to as Money Management but I'd rather call it position sizing) but that could improve the performace even more.

Conclusion: The Step1.42 on GBPUSD is a good candidate for the experiment.

Ofcourse it would be nice to be able to do that for a much longer period (10-20 years) but this is the kind of performance I'm looking for. I'd be also interesed how this would look like for an EA that trades at an even higher frequency.

 
BaasHarm:
Now this is why I come here. There's a wealth of forward test information in the elite section.

I've played around with a more or less random seletected (profitable) test, The StepMA1.42 on GBPUSD. I don't know what the EA is doing, for now I'm just focussing of the test data.

When applying the an equity filter based on the SMA of the equity after the last 20 closed orders, you can easily spot when to suspend the EA and when to restart. Taking out the trades when the equity crosses below the MA until it crosses back up improves the retruns from 1007 pips to 1739 pips and the dollar profit from $6893 to $18158.

Note to myself: look at SMA of equity at order close versus daily equity MA.

I'm not sure whether an equity based lotsizing algoritm was applied during the test period (often referred to as Money Management but I'd rather call it position sizing) but that could improve the performace even more.

Conclusion: The Step1.42 on GBPUSD is a good candidate for the experiment.

Ofcourse it would be nice to be able to do that for a much longer period (10-20 years) but this is the kind of performance I'm looking for. I'd be also interesed how this would look like for an EA that trades at an even higher frequency.

Seriously, buy the book I mentioned. It's available from Welcome to Dymocks Online. More for Booklovers. to find out EXACTLY how they do the EA switching.

 
adam777:
Seriously, buy the book I mentioned. It's available from Welcome to Dymocks Online. More for Booklovers. to find out EXACTLY how they do the EA switching.

Well, it's unlikely they're using MT4. But I'll buy the book to read how they manage the equity curves. Thanks for the hint.

Reason: